Related papers: An Internal Observability Estimate for Stochastic …
This paper concerns the null controllability for a class of stochastic degenerate parabolic equations. We first establish a global Carleman estimate for a linear forward stochastic degenerate equation with multiplicative noise. Using this…
In this paper, we investigate a discrete inverse problem of determining three unknowns, i.e. initial displacement, initial velocity and random source term, in a fully discrete approximation of one-dimensional stochastic hyperbolic equation.…
This book aims to provide a brief overview of recent advancements in the theory of inverse problems for stochastic partial differential equations. In order to keep the content concise, we will only discuss the inverse problems of two…
This paper is devoted to a study of observability estimate for the wave equation with variable coefficients $(h^{jk}(x))_{n\times n}$ ($n\in\mathbb{N})$. We consider both the observation point lies outside the domain and the observation…
We consider a parabolic problem with degeneracy in the interior of the spatial domain, and we focus on controllability results through Carleman estimates for the associated adjoint problem. The novelty of the present paper is that the…
In this paper, we present a null controllability result for a class of stochastic semi-discrete parabolic equations. For this purpose, an observability estimate is established for backward stochastic semi-discrete parabolic equations, with…
We find new quantitative estimates on the space-time analyticity of solutions to linear parabolic equations with time-independent coefficients and apply them to obtain observability inequalities for its solutions over measurable sets.
Stochastic parabolic equations are widely used to model many random phenomena in natural sciences, such as the temperature distribution in a noisy medium, the dynamics of a chemical reaction in a noisy environment, or the evolution of the…
A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type…
In this article, we prove a variety of uniqueness results for ultrahyperbolic equations with general space and time dependent lower order terms. We address the problem of determining uniqueness of solutions from boundary data as well as…
In this article, we investigate the determination of the spatial component in the time-dependent second order coefficient of a hyperbolic equation from both theoretical and numerical aspects. By the Carleman estimates for general hyperbolic…
In this paper, we establish the existence of solutions for a particular class of degenerate hyperbolic equations. Following this, we approximate these degenerate equations by employing a sequence of uniformly hyperbolic equations. Notably,…
We show Carleman estimates, observability inequalities and null controllability results for parabolic equations with non smooth coefficients degenerating at an interior point.
This paper is devoted to studying null controllability for a class of stochastic fourth order semi-discrete parabolic equations, where the spatial variable is discretized with finite difference scheme and the time is kept as a continuous…
In this paper, we establish two Carleman estimates for a stochastic degenerate parabolic equation. The first one is for the backward stochastic degenerate parabolic equation with singular weight function. Combining this Carleman estimate…
We find new quantitative estimates on the space-time analyticity of solutions to linear parabolic equations with analytic coefficients near the initial time. We apply the estimates to obtain observability inequalities and…
This paper is concerned with the null controllability for linear backward stochastic parabolic equations with dynamic boundary conditions and convection terms. Using the classical duality argument, the null controllability is obtained via…
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…
In this paper, we obtain the exact controllability for a refined stochastic wave equation with three controls by establishing a novel Carleman estimate for a backward hyperbolic-like operator. Compared with the known result, the novelty of…
Statistical inference for a linear stochastic hyperbolic equation with two unknown parameters is studied. Based on observation of coordinates of the solution or their linear combination, minimum contrast estimators are introduced. Strong…