Related papers: An Internal Observability Estimate for Stochastic …
The primary focus of this paper is to establish the internal null controllability for the one-dimensional heat equation featuring dynamic boundary conditions. This achievement is realized by introducing a new Carleman estimate and an…
In this paper, we establish a curvature estimate for semi-convex solutions of Hessian equations in hyperbolic space. We also obtain a curvature estimate for admissible solutions to prescribed curvature measure type problem in hyperbolic…
This work is concerned with the obtainment of new Carleman estimates for linear parabolic equations, where the second-order differential operator brings a super strong degeneracy in a positive measure subset of the spatial domain. In order…
In this article, we provide a modified argument for proving the conditional stability of inverse source problem for a hyperbolic equation. Our method does not require any extension of solution with respect to time and therefore simplifies…
Quantum systems with real energies generated by an apparently non-Hermitian Hamiltonian may re-acquire the consistent probabilistic interpretation via an ad hoc metric which specifies the set of observables in the updated Hilbert space of…
In this paper, we consider a Cauchy problem for a first-order hyperbolic equation with time-dependent coefficients. Cauchy data are given on a lateral subboundary and we obtain local H\"older stabilities for inverse source and coefficient…
This article establishes an algebraic error estimate for the stochastic homogenization of fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media. The approach is similar to that of Armstrong and Smart in…
We consider the multidimensional inverse problem of determining the conductivity coefficient of a hyperbolic equation in an infinite cylindrical domain, from a single boundary observation of the solution. We prove H{\"o}lder stability with…
We study hidden boundary trace regularity for two-dimensional hyperbolic equations with boundary degeneracy governed by $\mcA\vp=-\Div(A\nabla \vp)$, where $A=\diag(1,r^\al)$ and $\al\in(0,1)$. We establish well-posedness in weighted…
We consider a second-order hyperbolic equation on an open bounded domain $\Omega$ in $\mathbb{R}^n$ for $n\geq2$, with $C^2$-boundary $\Gamma=\pa\Omega=\bar{\Gamma_0\cup\Gamma_1}$, $\Gamma_0\cap\Gamma_1=\emptyset$, subject to…
In this paper, a quantitative estimate of unique continuation for the stochastic heat equation with bounded potentials on the whole Euclidean space is established. This paper generalizes the earlier results in [29] and [17] from a bounded…
This paper deals with the problem of estimating the state of a linear time-invariant system in the presence of sporadically available measurements and external perturbations. An observer with a continuous intersample injection term is…
We consider the nonstationary linearized Navier-Stokes equations in a bounded domain and first we prove a Carleman estimate with a regular weight function. Second we apply the Carleman estimate to a lateral Cauchy problem for the…
This paper is about Holder and Lipschitz stability estimates and uniqueness theorems for some coefficient inverse problems and associated inverse source problems for a general linear parabolic equation of the second order with variable…
In this work we study a stochastic version of the Friedmann acceleration equation. This model has been proposed in the cosmology literature as a possible explanation of the uncertainty found in the experimental quantification of the Hubble…
We investigate a backward anisotropic stochastic parabolic equation with general dynamic boundary conditions, where the drift involves both $\mathbb{L}^2$ and $\mathbb{H}^{-1}$ bulk--surface terms. We first establish the well-posedness of…
We consider an inverse problem of reconstructing two spatially varying coefficients in an acoustic equation of hyperbolic type using interior data of solutions with suitable choices of initial condition. Using a Carleman estimate, we prove…
Uncertainty Quantification through stochastic spectral methods is rising in popularity. We derive a modification of the classical stochastic Galerkin method, that ensures the hyperbolicity of the underlying hyperbolic system of partial…
We introduce a linear-scaling stochastic method to compute real-space maps of any positive local spectral operator in a tight-binding model. By employing positive-definite estimators, the sampling error at each site can be rigorously…
In this article, we provide a modified argument for proving conditional stability for inverse problems of determining spatially varying functions in evolution equations by Carleman estimates. Our method needs not any cut-off procedures and…