Related papers: An Internal Observability Estimate for Stochastic …
We consider systems of parabolic equations coupled in zero order terms in a star-like or a tree-like shape, with an internal control acting in only one of the equations. We obtain local exact controllability to the stationary solutions of…
We prove global Lipschitz stability for inverse source and coefficient problems for first-order linear hyperbolic equations, the coefficients of which depend on both space and time. We use a global Carleman estimate, and a crucial point,…
In this work we develop a new numerical approach for recovering a spatially dependent source component in a standard parabolic equation from partial interior measurements. We establish novel conditional Lipschitz stability and H\"{o}lder…
In this paper, we investigate the inverse problem on determining the spatial component of the source term in a hyperbolic equation with time-dependent principal part. Based on a newly established Carleman estimate for general hyperbolic…
In this paper, we study the null controllability for parabolic SPDEs involving both the state and the gradient of the state. To start with, an improved global Carleman estimate for linear forward (resp. backward) parabolic SPDEs with…
In this paper, we study the null controllability for a stochastic semilinear CahnHilliard type equation, whose semilinear term contains first and second order derivatives of solutions. To start with, an improved global Carleman estimate for…
This paper investigates the identification of two coefficients in a coupled hyperbolic system with an observation on one component of the solution. Based on the the Carleman estimate for coupled wave equations a logarithmic type stability…
In this paper, we study some controllability and observability problems for stochastic systems coupling fourth- and second-order parabolic equations. The main goal is to control both equations with only one controller localized on the drift…
This paper is devoted to a study of the unique continuation property for stochastic parabolic equations. Due to the adapted nature of solutions in the stochastic situation, classical approaches to treat the the unique continuation problem…
We consider a parabolic problem with degeneracy in the interior of the spatial domain and Neumann boundary conditions. In particular, we will focus on the well-posedness of the problem and on Carleman estimates for the associated adjoint…
We establish new Carleman estimates for the wave equation, which we then apply to derive novel observability inequalities for a general class of linear wave equations. The main features of these inequalities are that (a) they apply to a…
In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…
In this paper, we establish the Carleman estimates for forward and backward stochastic fourth order Schr\"{o}dinger equations, on basis of which, we can obtain the observability, unique continuation property and the exact controllability…
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…
Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a…
We establish new Harnack estimates that defy the waiting-time phenomenon for global solutions to nonlocal parabolic equations. Our technique allows us to consider general nonlocal operators with bounded measurable coefficients. Moreover, we…
We obtain space-time H\"older regularity estimates for solutions of first- and second-order Hamilton-Jacobi equations perturbed with an additive stochastic forcing term. The bounds depend only on the growth of the Hamiltonian in the…
In this paper, we prove a Carleman estimate for fully-discrete approximations of parabolic operators in which the discrete parameters $h$ and $\triangle t$ are connected to the large Carleman parameter. We use this estimate to obtain…
This paper presents a new observability estimate for parabolic equations in $\Omega\times(0,T)$, where $\Omega$ is a convex domain. The observation region is restricted over a product set of an open nonempty subset of $\Omega$ and a subset…
This paper considers a semi-discrete forward stochastic parabolic operator with homogeneous Dirichlet conditions in arbitrary dimensions. We show the lack of null controllability for a spatial semi-discretization of a null-controllable…