Determination of the solution of a stochastic parabolic equation by the terminal value

DOI10.1088/1361-6420/AC72BCMaRDI QIDQ5081807zbMATH OpenOpenAlexFDO

Authors Wanli du, F. F. Dou

Publication date 17 June 2022

Published in Inverse Problems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2202.05439

zbMATH Keywords

regularization methodstochastic parabolic equationCarleman estimateconditional stability

Mathematics Subject Classification ID

Numerical analysis (65-XX) Partial differential equations (35-XX)

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Cites work

• A \(W_ 2^ n\)-theory of the Dirichlet problem for SPDEs in general smooth domains
• A quantitative boundary unique continuation for stochastic parabolic equations
• Backward uniqueness of stochastic parabolic like equations driven by Gaussian multiplicative noise
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• Carleman estimates and applications to inverse problems for hyperbolic systems
• Carleman estimates for a stochastic degenerate parabolic equation and applications to null controllability and an inverse random source problem
• Carleman estimates for coefficient inverse problems and numerical applications.
• Carleman estimates for parabolic equations and applications
• Carleman estimates for second order partial differential operators and applications. A unified approach
• Cauchy problem of non-homogenous stochastic heat equation and application to inverse random source problem
• Conditional stability in determination of initial data for stochastic parabolic equations
• Convergent numerical methods for parabolic equations with reversed time via a new Carleman estimate
• Inverse problems for stochastic parabolic equations with additive noise
• Mathematical control theory for stochastic partial differential equations
• Regularization methods in Banach spaces.
• Regularization theory for ill-posed problems. Selected topics
• Stochastic Equations in Infinite Dimensions
• Stochastic evolution equations
• Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains
• The forward-backward stochastic heat equation: numerical analysis and simulation

Cited in

(3)

• Inverse problems for stochastic partial differential equations: some progresses and open problems
• Determination the Solution of a Stochastic Parabolic Equation by the Terminal Value
• Stability and regularization for ill-posed Cauchy problem of a stochastic parabolic differential equation

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