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An initial-boundary value problem for \[ \left\{ \begin{array}{ll} u_{tt} = \big(\gamma(\Theta) u_{xt}\big)_x + au_{xx} - \big(f(\Theta)\big)_x, \qquad & x\in\Omega, \ t>0, \\[1mm] \Theta_t = \Theta_{xx} + \gamma(\Theta) u_{xt}^2 -…

Analysis of PDEs · Mathematics 2025-04-30 Michael Winkler

We consider the statistical nonlinear inverse problem of recovering the absorption term $f>0$ in the heat equation $$ \partial_tu-\frac{1}{2}\Delta u+fu=0 \quad \text{on $\mathcal{O}\times(0,\textbf{T})$}\quad u = g \quad \text{on…

Statistics Theory · Mathematics 2022-03-02 Hanne Kekkonen

Let $W$ denote the Brownian motion. For any exponentially bounded Borel function $g$ the function $u$ defined by $u(t,x)= \mathbb{E}[g(x{+}\sigma W_{T-t})]$ is the stochastic solution of the backward heat equation with terminal condition…

Probability · Mathematics 2019-02-04 Antti Luoto

We consider the recovery of an unknown function $f$ from a noisy observation of the solution $u_f$ to a partial differential equation that can be written in the form $\mathcal{L} u_f=c(f,u_f)$, for a differential operator $\mathcal{L}$ that…

Statistics Theory · Mathematics 2024-12-02 Geerten Koers , Botond Szabo , Aad van der Vaart

In this paper, we regularize the nonlinear inverse time heat problem in the unbounded region by Fourier method. Some new convergence rates are obtained. Meanwhile, some quite sharp error estimates between the approximate solution and exact…

Analysis of PDEs · Mathematics 2009-11-16 Alain Pham Ngoc Dinh , Dang Duc Trong , Pham Hoang Quan , Nguyen Huy Tuan

This paper delves into the Inverse Stefan problem, specifically focusing on determining the time-dependent source coefficient in the parabolic heat equation governing heat transfer in a semi-infinite rod. The problem entails the intricate…

Analysis of PDEs · Mathematics 2025-01-22 Targyn A. Nauryz , Khumoyun Jabbarkhanov

In an open bounded real interval $\Omega$, the model for one-dimensional thermoelasticity given by \[ u_{tt} = u_{xx} - \big(f(\Theta)\big)_x, \qquad \Theta_t = \Theta_{xx} - f(\Theta) u_{xt}, \] is considered along with homogeneous…

Analysis of PDEs · Mathematics 2026-02-06 Michael Winkler

Let $u_t=\nabla^2 u-q(x)u:=Lu$ in $D\times [0,\infty)$, where $D\subset R^3$ is a bounded domain with a smooth connected boundary $S$, and $q(x)\in L^2(S)$ is a real-valued function with compact support in $D$. Assume that $u(x,0)=0$, $u=0$…

Analysis of PDEs · Mathematics 2007-05-23 A. G. Ramm

In this paper, we study a nonlinear one spatial dimensional stochastic heat equations driven by Gaussian noise: $\frac{\partial u }{\partial t}=\frac{\partial^2 u }{\partial x^2}+\sigma(u )\dot{W} $, where $\dot{W} $ is white in time and…

Probability · Mathematics 2021-01-05 Yaozhong Hu , Xiong Wang

We establish the strong comparison principle and strict positivity of solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t} -\frac{1}{2}\Delta \right) u(t,x) = \rho(u(t,x))…

Probability · Mathematics 2016-07-15 Le Chen , Jingyu Huang

We study the initial value problem of the thermal-diffusive combustion system: $u_{1,t} = u_{1,x,x} - u_1 u^2_2, u_{2,t} = d u_{2,xx} + u_1 u^2_2, x \in R^1$, for non-negative spatially decaying initial data of arbitrary size and for any…

chao-dyn · Physics 2008-02-03 J. Bricmont , A. Kupiainen , J. Xin

In this paper, we study the following stochastic heat equation \[ \partial_tu=\mathcal{L} u(t,x)+\dot{B},\quad u(0,x)=0,\quad 0\le t\le T,\quad x\in\mathbb{R}d, \] where $\mathcal{L}$ is the generator of a L\'evy process $X$ taking value in…

Probability · Mathematics 2018-10-02 Randall Herrell , Renming Song , Dongsheng Wu , Yimin Xiao

We consider how a closed Riemannian manifold $M$ and its metric tensor $g$ can be approximately reconstructed from local distance measurements. Moreover, we consider an inverse problem of determining $(M,g)$ from limited knowledge on the…

Differential Geometry · Mathematics 2025-05-30 Charles Fefferman , Sergei Ivanov , Matti Lassas , Jinpeng Lu , Hariharan Narayanan

Let $u_t = u_{xx} - q(x) u, 0 \leq x \leq 1$, $t>0$, $u(0, t) = 0, u(1, t) = a(t), u(x,0) = 0$, where $a(t)$ is a given function vanishing for $t>T$, $a(t) \not\equiv 0$, $\int^T_0 a(t) dt < \infty$. Suppose one measures the flux $u_x (0,t)…

Mathematical Physics · Physics 2007-05-23 A. G. Ramm

Consider the following nonlinear one-dimensional stochastic fractional heat equation $$\frac{\partial }{\partial t}u(t, x)= -(-\Delta)^{\alpha/2}u(t, x) +\sigma(t,x,u(t,x)) \dot{W}(t, x), $$ where $-(-\Delta)^{\alpha/2}$ is the fractional…

Probability · Mathematics 2026-04-10 Bin Qian , Ran Wang

The governing equation is $u_t = (a(x)u_x)_x$, $0\le x\le 1$, $t>0$, $u(x,0)=0$, $u(0,t)=0$, $a(1)u'(1,t)=f(t)$. The extra data are $u(1,t)=g(t)$. It is assumed that $a(x)$ is a piecewise-constant function, and $f\not\equiv 0$. It is proved…

Analysis of PDEs · Mathematics 2015-05-13 N. S. Hoang , A. G. Ramm

We aim at the development and analysis of the numerical schemes for approximately solving the backward diffusion-wave problem, which involves a fractional derivative in time with order $\alpha\in(1,2)$. From terminal observations at two…

Numerical Analysis · Mathematics 2021-09-16 Zhengqi Zhang , Zhi Zhou

The paper considers an inverse source problem for a one-dimensional time-fractional heat equation with the generalized impedance boundary condition. The inverse problem is the time dependent source parameter identification together with the…

Analysis of PDEs · Mathematics 2016-09-06 M. Cicek , M. I. Ismailov

We consider the following stochastic partial differential equation on $t \geq 0, x\in[0,J], J \geq 1$ where we consider $[0,J]$ to be the circle with end points identified: \begin{equation*} \partial_t{\mathbf u}(t,x)…

Probability · Mathematics 2021-02-16 Siva Athreya , Mathew Joseph , Carl Mueller

This study focuses on addressing the inverse source problem associated with the parabolic equation. We rely on sparse boundary flux data as our measurements, which are acquired from a restricted section of the boundary. While it has been…

Numerical Analysis · Mathematics 2023-10-18 Guang Lin , Na Ou , Zecheng Zhang , Zhidong Zhang