Related papers: Carleman Estimates for Parabolic Operators with Di…
A convexification-based numerical method for a Coefficient Inverse Problem for a parabolic PDE is presented. The key element of this method is the presence of the so-called Carleman Weight Function in the numerical scheme. Convergence…
Li-Vogelius and Li-Nirenberg gave a gradient estimate for solutions of strongly elliptic equations and systems of divergence forms with piecewise smooth coefficients, respectively. The discontinuities of the coefficients are assumed to be…
We explore how the analysis of the Carleman linearization can be extended to dynamical systems on infinite-dimensional Hilbert spaces with quadratic nonlinearities. We demonstrate the well-posedness and convergence of the truncated Carleman…
In this paper, we establish jump and variational inequalities for the Calder\'{o}n commutators, which are typical examples of non-convolution Calder\'on-Zygmund operators. For this purpose, we also show jump and variational inequalities for…
This paper is addressed to establishing an internal observability estimate for some linear stochastic hyperbolic equations. The key is to establish a new global Carleman estimate for forward stochastic hyperbolic equations in the…
We consider parametric estimation of the continuous part of a class of ergodic diffusions with jumps based on high-frequency samples. Various papers previously proposed threshold based methods, which enable us to distinguish whether…
We introduce verifiable criteria for weak posterior consistency of identifiable Bayesian nonparametric inference for jump diffusions with unit diffusion coefficient and uniformly Lipschitz drift and jump coefficients in arbitrary dimension.…
We consider a multidimensional diffusion X with drift coefficient b({\alpha},X(t)) and diffusion coefficient {\epsilon}{\sigma}({\beta},X(t)). The diffusion is discretely observed at times t_k=k{\Delta} for k=1..n on a fixed interval [0,T].…
We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…
We consider numerical methods for linear parabolic equations in one spatial dimension having piecewise constant diffusion coefficients defined by a one parameter family of interface conditions at the discontinuity. We construct immersed…
This paper obtains asymptotic results for parametric inference using prediction-based estimating functions when the data are high frequency observations of a diffusion process with an infinite time horizon. Specifically, the data are…
The Laplacian $\Delta$ is the infinitesimal generator of isotropic Brownian motion, being the limit process of normal diffusion, while the fractional Laplacian $\Delta^{\beta/2}$ serves as the infinitesimal generator of the limit process of…
In this work, we present a novel error analysis for recovering a spatially dependent diffusion coefficient in an elliptic or parabolic problem. It is based on the standard regularized output least-squares formulation with an $H^1(\Omega)$…
We investigate the relation between the distributions appearing in the study of ergodic averages of parabolic flows (e.g. in the work of Flaminio-Forni) and the ones appearing in the study of the statistical properties of hyperbolic…
We consider a loosely coupled, non-iterative Robin-Robin coupling method proposed and analyzed in [Numer. Algorithms, 99:921-948, 2025] for a parabolic-parabolic interface problem. We modify the first step of the scheme so that several…
We consider a loosely coupled, non-iterative Robin-Robin coupling method proposed and analyzed in [J. Numer. Math., 31(1):59--77, 2023] for a parabolic-parabolic interface problem and prove estimates for the discrete time derivatives of the…
A 3D coefficient inverse problem for a hyperbolic equation with non-overdetermined data is considered. The forward problem is the Cauchy problems with the initial condition the delta function concentrated at a single plane (i.e. the plane…
We study linear and quasilinear Venttsel initial-boundary value problems for parabolic operators with discontinuous coefficients. On the basis of the a priori estimates obtained, strong solvability in composite Sobolev spaces is proved.
In this paper, we study discrete Carleman estimates for space semi-discrete approximations of one-dimensional stochastic parabolic equation. As applications of these discrete Carleman estimates, we apply them to study two inverse problems…
A third order parabolic operator L_\epsilon typical of a non linear wave operator cal L_0 perturbed by viscous terms, is analyzed. Some particular solutions related to L_0 are explicitly determined and the initial value problem for…