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We give tight upper and lower bounds of the cardinality of the index sets of certain hyperbolic crosses which reflect mixed Sobolev-Korobov-type smoothness and mixed Sobolev-analytic-type smoothness in the infinite-dimensional case where…

Numerical Analysis · Mathematics 2015-11-10 Dinh Dũng , Michael Griebel

In the present article, solvability in Sobolev spaces is investigated for a class of degenerate stochastic integro-differential equations of parabolic type. Existence and uniqueness is obtained, and estimates are given for the solution.

Probability · Mathematics 2014-06-24 Konstantinos Dareiotis

In the development of controllability and inverse problem results for semi-discrete systems, by using Carleman estimates, it is required to estimate of the discrete operators applied to Carleman weight functions. This work aims to establish…

Optimization and Control · Mathematics 2026-03-17 Ariel A. Pérez

We develop a quantitative theory of stochastic homogenization for linear, uniformly parabolic equations with coefficients depending on space and time. Inspired by recent works in the elliptic setting, our analysis is focused on certain…

Analysis of PDEs · Mathematics 2018-06-13 Scott Armstrong , Alexandre Bordas , Jean-Christophe Mourrat

We present a strategy to empirically determine the internal and control Hamiltonians for an unknown two-level system (black box) subject to various (piecewise constant) control fields when direct readout by measurement is limited to a…

Quantum Physics · Physics 2009-11-10 SG Schirmer , A Kolli , DKL Oi

Stochastic parabolic integro-differential problem is considered in the whole space. By verifying H\"ormander condition, the existence and uniqueness is proved in Lp-spaces of functions whose regularity is defined by a scalable Levy measure.…

Analysis of PDEs · Mathematics 2018-05-10 R. Mikulevicius , C. Phonsom

Statistical solutions are time-parameterized probability measures on spaces of integrable functions, that have been proposed recently as a framework for global solutions and uncertainty quantification for multi-dimensional hyperbolic system…

Numerical Analysis · Mathematics 2024-09-23 Ulrik Skre Fjordholm , Kjetil Lye , Siddhartha Mishra , Franziska Weber

This paper aims to provide directly the observability inequality of backward stochastic heat equations for measurable sets. As an immediate application, the null controllability of the forward heat equations is obtained. Moreover, an…

Optimization and Control · Mathematics 2016-04-14 Donghui Yang , Jie Zhong

This paper investigates the $H_{2}/H_{\infty}$ control problem for linear stochastic differential systems under partial observation. Unlike existing studies that assume full state accessibility, we consider the scenario where the controller…

Optimization and Control · Mathematics 2026-04-24 Changwang Xiao , Nan Yang , Qingxin Meng

It is shown that the contraction mapping principle with the involvement of a Carleman Weight Function works for a Coefficient Inverse Problem for a 1D hyperbolic equation. Using a Carleman estimate, the global convergence of the…

Numerical Analysis · Mathematics 2022-03-23 Thuy T. Le , Michael V. Klibanov , Loc H. Nguyen , Anders Sullivan , Lam Nguyen

In this paper, a pointwise weighted identity for some stochastic partial differential operators (with complex principal parts) is established. This identity presents a unified approach in studying the controllability, observability and…

Optimization and Control · Mathematics 2015-08-21 Xiaoyu Fu , Xu Liu

This work addresses controllability properties for some systems of partial differential equations in which the main feature is the coupling through nonlocal integral terms. In the first part, we study a nonlinear parabolic-elliptic system…

Analysis of PDEs · Mathematics 2023-12-07 Kuntal Bhandari , Víctor Hernández-Santamaría

We consider the inverse hyperbolic problem of recovering all spatial dependent coefficients, which are the wave speed, the damping coefficient, potential coefficient and gradient coefficient, in a second-order hyperbolic equation defined on…

Analysis of PDEs · Mathematics 2022-10-11 Shitao Liu , Antonio Pierrottet , Scott Scruggs

We establish Carleman estimates for singular/degenerate parabolic Dirichlet problems with degeneracy and singularity occurring in the interior of the spatial domain. Our results are completely new, since this situation is not covered by…

Analysis of PDEs · Mathematics 2015-11-19 Genni Fragnelli , Dimitri Mugnai

In this paper, we continue the investigation on the connection between observability and inverse problems for a class of parabolic equations with unbounded first order coefficients. We prove new logarithmic stability estimates for a class…

Analysis of PDEs · Mathematics 2023-05-30 S. E. Chorfi , L. Maniar

While small ball, or lower tail, asymptotic for Gaussian measures generated by solutions of stochastic ordinary differential equations is relatively well understood, a lot less is known in the case of stochastic partial differential…

Probability · Mathematics 2016-03-29 Sergey V. Lototsky

In this paper, we present a new approach to obtain so-called damping estimates for self-similar solutions to general hyperbolic relaxation systems applying the method of characteristics. Such damping estimates are an important part of the…

Analysis of PDEs · Mathematics 2026-05-01 Johannes Bärlin

This introduction surveys a renormalisation group perspective on log-Sobolev inequalities and related properties of stochastic dynamics. We also explain the relationship of this approach to related recent and less recent developments such…

Probability · Mathematics 2025-04-25 Roland Bauerschmidt , Thierry Bodineau , Benoit Dagallier

We consider an anisotropic hyperbolic equation with memory term: $$ \partial_t^2 u(x,t) = \sum_{i,j=1}^n \partial_i(a_{ij}(x)\partial_ju) + \int^t_0 \sum_{| \alpha| \le 2} b_{\alpha}(x,t,\eta)\partial_x^{\alpha}u(x,\eta) d\eta + F(x,t) $$…

Analysis of PDEs · Mathematics 2017-12-06 Paola Loreti , Daniela Sforza , Masahiro Yamamoto

The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…

Statistics Theory · Mathematics 2024-07-26 Randolf Altmeyer , Anton Tiepner , Martin Wahl
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