A numerical method for a backward problem of a linear stochastic Kuramoto-Sivashinsky equation

DOI10.1016/J.RINAM.2023.100383MaRDI QIDQ6084977zbMATH OpenFDO

Authors Zewen Wang, Bin Wu

Publication date 2 December 2023

Published in Results in Applied Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/J.RINAM.2023.100383

zbMATH Keywords

backward in timeinverse problemregularized optimizationstochastic Kuramoto-Sivashinsky equationTikhonov regularization

Mathematics Subject Classification ID

Miscellaneous topics in partial differential equations (35Rxx) Stochastic analysis (60Hxx) Numerical analysis (65-XX) Controllability, observability, and system structure (93Bxx)

Cites work

• An introduction to the mathematical theory of inverse problems
• An inverse random source problem in quantifying the elastic modulus of nanomaterials
• Carleman and Observability Estimates for Stochastic Wave Equations
• Carleman estimate for stochastic parabolic equations and inverse stochastic parabolic problems
• Carleman estimates and controllability of linear stochastic heat equations
• 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 of some stochastic degenerate parabolic equations and application
• Conditional stability and uniqueness for determining two coefficients in a hyperbolic-parabolic system
• Conditional stability in determination of initial data for stochastic parabolic equations
• Determination of two unknowns simultaneously for stochastic Euler-Bernoulli beam equations
• Exact controllability for stochastic transport equations
• Global Carleman estimates for the linear stochastic Kuramoto-Sivashinsky equations and their applications
• Global uniqueness for an inverse stochastic hyperbolic problem with three unknowns
• Infinite-dimensional dynamical systems in mechanics and physics
• Inverse problems for partial differential equations
• Inverse scattering by a random periodic structure
• Lipschitz stability of an inverse source problem for ADMB-KdV equation
• Null controllability for forward and backward stochastic parabolic equations
• Observability estimates and null controllability for forward and backward linear stochastic Kuramoto-Sivashinsky equations
• On the stochastic Kuramoto-Sivashinsky equation
• Random Attractors for the Stochastic Kuramoto-Sivashinsky Equation

Cited in

(6)

• A linearized Kuramoto-Sivashinsky PDE via an imaginary-Brownian-time-Brownian-angle process
• Backward difference formulae for Kuramoto-Sivashinsky type equations
• Approximate solution of the backward problem for Kirchhoff's model of parabolic type with discrete random noise
• Construction of an optimal background profile for the Kuramoto-Sivashinsky equation using semidefinite programming
• An inverse random source problem for pseudo-parabolic equation of Caputo type with fractional-order Laplacian operator
• A backward problem for stochastic Kuramoto-Sivashinsky equation: conditional stability and numerical solution

This page was built for publication: A numerical method for a backward problem of a linear stochastic Kuramoto-Sivashinsky equation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6084977)