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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

This paper presents a modified quasi-reversibility method for computing the exponentially unstable solution of a nonlocal terminal-boundary value parabolic problem with noisy data. Based on data measurements, we perturb the problem by the…

Numerical Analysis · Mathematics 2018-10-18 Nguyen Huy Tuan , Vo Anh Khoa , Vo Van Au

The parareal in time algorithm allows to perform parallel simulations of time dependent problems. This algorithm has been implemented on many types of time dependent problems with some success. Recent contributions have allowed to extend…

Numerical Analysis · Mathematics 2015-03-19 Xiaoying Dai , Yvon Maday

Conditional stability estimates allow us to characterize the degree of ill-posedness of many inverse problems, but without further assumptions they are not sufficient for the stable solution in the presence of data perturbations. We here…

Numerical Analysis · Mathematics 2018-10-17 Herbert Egger , Bernd Hofmann

The regularity of solutions to the stochastic nonlinear wave equation plays a critical role in the accuracy and efficiency of numerical algorithms. Rough or discontinuous initial conditions pose significant challenges, often leading to a…

Numerical Analysis · Mathematics 2024-12-20 Jiachuan Cao , Buyang Li , Katharina Schratz

Backward parabolic equations, such as the backward heat equation, are classical examples of ill-posed problems where solutions may not exist or depend continuously on the data. In this work, we study a least squares finite element method to…

Numerical Analysis · Mathematics 2025-10-28 Harald Monsuur

In this paper, we study the problem of finding the solution of a multi-dimensional time fractional reactiondiffusion equation with nonlinear source from the final value data. We prove that the present problem is not well-posed. Then…

Analysis of PDEs · Mathematics 2020-03-17 Nguyen Huy Tuan , Tran Ngoc Thach , Donal O'Regan , Nguyen Huu Can

In this work, we investigate the regularized solutions and their finite element solutions to the inverse source problems governed by partial differential equations, and establish the stochastic convergence and optimal finite element…

Numerical Analysis · Mathematics 2021-10-25 Zhiming Chen , Wenlong Zhang , Jun Zou

Stability of stationary solutions of parabolic equations is conventionally studied by linear stability analysis, Lyapunov functions or lower and upper functions. We discuss here another approach based on differential inequalities written…

Functional Analysis · Mathematics 2012-06-26 A. G. Ramm , V. Volpert

We unify and extend the semigroup and the PDE approaches to stochastic maximal regularity of time-dependent semilinear parabolic problems with noise given by a cylindrical Brownian motion. We treat random coefficients that are only…

Analysis of PDEs · Mathematics 2019-02-12 Pierre Portal , Mark Veraar

In this paper we introduce a model describing diffusion of species by a suitable regularization of a "forward-backward" parabolic equation. In particular, we prove existence and uniqueness of solutions, as well as continuous dependence on…

Analysis of PDEs · Mathematics 2015-08-14 Elena Bonetti , Pierluigi Colli , Giuseppe Tomassetti

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…

Analysis of PDEs · Mathematics 2022-03-23 Michael V. Klibanov , Vladimir G. Romanov

Nonlinear partial differential equations are central to physics, engineering, and finance. Except in a limited number of integrable cases, their solution generally requires numerical methods whose cost becomes prohibitive in…

Fluid Dynamics · Physics 2026-03-30 Javier Gonzalez-Conde , Daniel Isla , Sergiy Zhuk , Mikel Sanz

In this article, the problem of identifying the source term in transport processes given by a complete parabolic equation is studied mathematically from noisy measurements taken at an arbitrary fixed time. The problem is solved analytically…

Analysis of PDEs · Mathematics 2024-08-12 Guillermo Federico Umbricht , Diana Rubio

We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…

Probability · Mathematics 2013-08-01 Nikolai Dokuchaev

Time-periodic weak solutions for a coupled hyperbolic-parabolic system are obtained. A linear heat and wave equation are considered on two respective $d$-dimensional spatial domains that share a common $(d-1)$-dimensional interface…

Analysis of PDEs · Mathematics 2026-01-30 Stanislav Mosny , Boris Muha , Sebastian Schwarzacher , Justin T. Webster

We investigate global and local regularity of generalized solutions to parabolic initial-boundary value problem for Petrovskii system of second order differential equations. Results are formulated in terms of the belonging of right-hand…

Analysis of PDEs · Mathematics 2022-06-09 Oleksandr Diachenko , Valerii Los

In this paper we introduce a randomized version of the backward Euler method, that is applicable to stiff ordinary differential equations and nonlinear evolution equations with time-irregular coefficients. In the finite-dimensional case, we…

Numerical Analysis · Mathematics 2022-05-10 Monika Eisenmann , Mihály Kovács , Raphael Kruse , Stig Larsson

This article addresses the inverse problem of simultaneously recovering both the wave speed coefficient and an unknown initial condition (acting as the source) for the multidimensional wave equation from a single passive boundary…

Analysis of PDEs · Mathematics 2025-07-29 Yavar Kian , Hongyu Liu

In this work, we analyze the regularizing property of the stochastic gradient descent for the efficient numerical solution of a class of nonlinear ill-posed inverse problems in Hilbert spaces. At each step of the iteration, the method…

Optimization and Control · Mathematics 2019-07-09 Bangti Jin , Zehui Zhou , Jun Zou