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This paper is concerned with the strong solution to the Cauchy-Dirichlet problem for backward stochastic partial differential equations of parabolic type. Existence and uniqueness theorems are obtained, due to an application of the…

Probability · Mathematics 2010-06-14 Kai Du , Shanjian Tang

Based on a fundamental identity for stochastic hyperbolic-like operators, we derive in this paper a global Carleman estimate (with singular weight function) for stochastic wave equations. This leads to an observability estimate for…

Analysis of PDEs · Mathematics 2007-05-23 Xu Zhang

We consider the quantitative uniqueness properties for a parabolic type equation $ u_t-\Delta u = w(x,t) \nabla u + v(x,t) u$, when $v \in L^{p_2}_{t} L^{p_1}_x$ and $w \in L^{q_2}_{t} L^{q_1}_x$, with a suitable range for exponents $p_1$,…

Analysis of PDEs · Mathematics 2021-07-27 Igor Kukavica , Quinn Le

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…

Optimization and Control · Mathematics 2017-03-13 Peng Gao

In this work we consider a class of stochastic parabolic equations with singular space depending potential, random driving force and random initial condition. For the analysis of these equations we combine the chaos expansion method from…

Analysis of PDEs · Mathematics 2021-09-15 Snežana Gordić , Tijana Levajković , Ljubica Oparnica

This paper establishes a fundamental and surprising phenomenon in the theory of stochastic wave equations: the restoration of the unique continuation property (UCP) across characteristic hypersurfaces, a property that is known to fail…

Analysis of PDEs · Mathematics 2026-01-30 Qi Lü , Zhonghua Liao

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…

Analysis of PDEs · Mathematics 2024-04-22 Bruno S. V. Araújo , Reginaldo Demarque , Josiane C. O. Faria , Luiz Viana

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…

Analysis of PDEs · Mathematics 2024-12-04 Vaibhav Kumar Jena

We prove the strong unique continuation property for many-body Pauli operators with external potentials, interaction potentials and magnetic fields in $L^p\loc(\R^d)$, and with magnetic potentials in ${L^{q}\loc(\R^d)}$, where ${p >…

Mathematical Physics · Physics 2024-07-08 Louis Garrigue

In this note we prove the strong unique continuation property at the origin for the solutions of the parabolic differential inequality \[ |\Delta u - u_t| \leq \frac{M}{|x|^2} |u|, \] with the critical inverse square potential. Our main…

Analysis of PDEs · Mathematics 2020-07-01 Agnid Banerjee , Nicola Garofalo , Ramesh Manna

We consider backward problems for semilinear coupled parabolic systems in bounded domains. We prove conditional stability estimates for linear and semilinear systems of strongly coupled parabolic equations involving general semilinearities.…

Analysis of PDEs · Mathematics 2024-05-07 S. E. Chorfi , M. Yamamoto

The aim of these notes is to describe some recent results concerning dispersive estimates for principally normal pseudodifferential operators. The main motivation for this comes from unique continuation problems. Such estimates can be used…

Analysis of PDEs · Mathematics 2007-05-23 Herbert Koch , Daniel Tataru

We obtain a unique continuation result for the differential inequality $| (i\partial_t +\Delta)u | \leq |Vu| + | W\cdot\nabla u |$ by establishing $L^2$ Carleman estimates. Here, $V$ is a scalar function and $W$ is a vector function, which…

Analysis of PDEs · Mathematics 2017-09-05 Youngwoo Koh , Ihyeok Seo

In this paper, we establish a weight identity for stochastic beam equation by means of the multiplier method. Based on this identity, we first establish the global Carleman estimate for the special system with zero initial value and end…

Optimization and Control · Mathematics 2018-01-08 Maoding Zhen

We study a large class of stochastic $p$-Laplace Allen-Cahn equations with singular potential. Under suitable assumptions on the (multiplicative-type) noise we first prove existence, uniqueness, and regularity of variational solutions.…

Probability · Mathematics 2021-10-14 Federico Bertacco , Carlo Orrieri , Luca Scarpa

In this paper, we study damped Langevin stochastic differential equations with singular velocity fields. We prove the strong well-posedness of such equations. Moreover, by combining the technique of Lyapunov functions with Krylov's…

Probability · Mathematics 2018-09-06 Renming Song , Longjie Xie

We investigate the Strong Unique Continuation Property (SUCP) for elliptic equations with piecewise Lipschitz coefficients exhibiting jump discontinuities across a regular interface. We prove SUCP at the interface using a doubling…

Analysis of PDEs · Mathematics 2025-05-30 Tianrui Dai , Elisa Francini , Sergio Vessella

In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…

Probability · Mathematics 2022-09-14 Seiichiro Kusuoka

For an initial-boundary value problem for a parabolic equation in the spatial variable $x=(x_1,.., x_n)$ and time $t$, we consider an inverse problem of determining a coefficient which is independent of one spatial component $x_n$ by extra…

Analysis of PDEs · Mathematics 2020-09-22 Oleg Yu. Imanuvilov , Yavar Kian , Masahiro Yamamoto

We prove local quantitative estimates of unique continuation for solutions to parabolic equations: doubling properties and two-sphere one-cylinder inequalities.

Analysis of PDEs · Mathematics 2007-05-23 L. Escauriaza , F. J. FernÁndez , S. Vessella