Inverse problems for stochastic partial differential equations: some progresses and open problems
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This survey paper discusses some results on inverse problems of semilinear parabolic and hyperbolic stochastic partial differential equations (SPDEs) with Lipschitz coefficients on bounded domains with \(C^2\)-boundaries driven by a one-dimensional Brownian motion. The authors formulate a collection of inverse problems (P1)--(P7) addressing existence and uniqueness of the inverse mapping, and solve them via Carleman estimates, where they assume a variant of a pseudo-convex condition in the hyperbolic case. The results are mainly based on [\textit{Q. Lü}, Inverse Probl. 28, No. 4, Article ID 045008, 18 p. (2012; Zbl 1236.35213); Inverse Probl. 29, No. 9, Article ID 095011, 22 p. (2013; Zbl 1292.60066); \textit{Q. Lü} and \textit{Z. Yin}, ESAIM, Control Optim. Calc. Var. 26, Paper No. 79, 19 p. (2020; Zbl 1460.93018); \textit{Q. Lü} and \textit{X. Zhang}, Commun. Pure Appl. Math. 68, No. 6, 948--963 (2015; Zbl 1315.60080); \textit{S. Tang} and \textit{X. Zhang}, SIAM J. Control Optim. 48, No. 4, 2191--2216 (2009; Zbl 1203.93027)]. The effect of randomness is discussed carefully throughout the presentation. Finally, the authors discuss several open problems related to inverse problems of SPDEs.
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