An inverse Cauchy problem of a stochastic hyperbolic equation
Analysis of PDEs
2024-10-17 v1
Abstract
In this paper, we investigate an inverse Cauchy problem for a stochastic hyperbolic equation. A Lipschitz type observability estimate is established using a pointwise Carleman identity. By minimizing the constructed Tikhonov-type functional, we obtain a regularized approximation to the problem. The properties of the approximation are studied by means of the Carleman estimate and Riesz representation theorem. Leveraging kernel-based learning theory, we simulate numerical algorithms based on the proposed regularization method. These reconstruction algorithms are implemented and validated through several numerical experiments, demonstrating their feasibility and accuracy.
Keywords
Cite
@article{arxiv.2410.12370,
title = {An inverse Cauchy problem of a stochastic hyperbolic equation},
author = {Fangfang Dou and Peimin Lü},
journal= {arXiv preprint arXiv:2410.12370},
year = {2024}
}