An inverse potential problem for the stochastic diffusion equation with a multiplicative white noise

DOI10.3934/IPI.2023032MaRDI QIDQ6087985zbMATH OpenOpenAlexFDO

Authors Xiao-Li Feng, Peijun Li, Xu Wang

Publication date 13 December 2023

Published in Inverse Problems and Imaging (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2302.03333

zbMATH Keywords

regularizationmultiplicative white noiseuniquenessmild solutioninverse potential problemstochastic diffusion equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Initial-boundary value problems for second-order parabolic equations (35K20) Inverse problems for PDEs (35R30) PDEs with randomness, stochastic partial differential equations (35R60) Inverse problems in thermodynamics and heat transfer (80A23)

Abstract: This work concerns the direct and inverse potential problems for the stochastic diffusion equation driven by a multiplicative time-dependent white noise. The direct problem is to examine the well-posedness of the stochastic diffusion equation for a given potential, while the inverse problem is to determine the potential from the expectation of the solution at a fixed observation point inside the spatial domain. The direct problem is shown to admit a unique and positive mild solution if the initial value is nonnegative. Moreover, an explicit formula is deduced to reconstruct the square of the potential, which leads to the uniqueness of the inverse problem for nonnegative potential functions. Two regularization methods are utilized to overcome the instability of the numerical differentiation in the reconstruction formula. Numerical results show that the methods are effective to reconstruct both smooth and nonsmooth potential functions.

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