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In this paper, we establish a boundary observability estimate for stochastic Schr\"{o}dinger equations by means of the global Carleman estimate. Our Carleman estimate is based on a new fundamental identity for a stochastic…

Optimization and Control · Mathematics 2013-05-06 Qi Lu

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

This paper is addressed to establishing an internal observability estimate for some linear stochastic hyperbolic equations. The key is to establish a new global Carleman estimate for forward stochastic hyperbolic equations in the…

Optimization and Control · Mathematics 2016-01-19 Xiaoyu Fu , Xu Liu , Qi Lu , Xu Zhang

In this paper, we derive a boundary and an internal observability inequality for stochastic hyperbolic equations with nonsmooth lower order terms. The required inequalities are obtained by global Carleman estimate for stochastic hyperbolic…

Optimization and Control · Mathematics 2015-06-15 Qi Lu

In this paper, we establish a global Carleman estimate for stochastic parabolic equations. Based on this estimate, we solve two inverse problems for stochastic parabolic equations. One is concerned with a determination problem of the…

Optimization and Control · Mathematics 2015-05-30 Qi Lu

For a symmetric hyperbolic system of the first order, we prove a Carleman estimate under some positivity condition concerning the coefficient matrices. Next, applying the Carleman estimate, we prove an observability $L^2$-estimate for…

Analysis of PDEs · Mathematics 2025-04-15 G. Floridia , H. Takase , M. Yamamoto

The purpose of this paper is to present a universal approach to the study of controllability/observability problems for infinite dimensional systems governed by some stochastic/deterministic partial differential equations. The crucial…

Optimization and Control · Mathematics 2010-03-31 Xu Zhang

We establish the null controllability for linear stochastic fourth order parabolic equations. Utilizing the duality argument, the null controllability is reduced to the observability for backward fourth order stochastic parabolic equations,…

Optimization and Control · Mathematics 2022-06-07 Qi Lü , Yu Wang

In this paper, we introduce a Matlab program method to compute Carleman estimate for the fourth order partial differential operator $\gamma\partial_t+\partial_x^4\ (\gamma\in\mathbb{R})$. We obtain two kinds of Carleman estimates with…

Optimization and Control · Mathematics 2021-12-14 Xiaoyu Fu , Yuan Gao , Qingmei Zhao

In this paper, we investigate an inverse Cauchy problem for a stochastic hyperbolic equation. A Lipschitz type observability estimate is established using a pointwise Carleman identity. By minimizing the constructed Tikhonov-type…

Analysis of PDEs · Mathematics 2024-10-17 Fangfang Dou , Peimin Lü

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

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

We propose a new iterative scheme to compute the numerical solution to an over-determined boundary value problem for a general quasilinear elliptic PDE. The main idea is to repeatedly solve its linearization by using the quasi-reversibility…

Numerical Analysis · Mathematics 2022-05-02 Thuy T. Le , Loc H. Nguyen , Hung V. Tran

We establish a new family of Carleman inequalities for wave operators on cylindrical spacetime domains containing a potential that is critically singular, diverging as an inverse square on all the boundary of the domain. These estimates are…

Analysis of PDEs · Mathematics 2020-03-31 Alberto Enciso , Arick Shao , Bruno Vergara

This paper investigates an inverse source problem for general semilinear stochastic hyperbolic equations. Motivated by the challenges arising from both randomness and nonlinearity, we develop a globally convergent iterative regularization…

Analysis of PDEs · Mathematics 2025-04-25 Qi Lü , Yu Wang

We establish a strong unique continuation property for stochastic parabolic equations. Our method is based on a suitable stochastic version of Carleman estimate. As far as we know, this is the first result for strong unique continuation…

Analysis of PDEs · Mathematics 2022-10-25 Zhonghua Liao , Qi Lü

In this paper, we establish two Carleman estimates for a stochastic degenerate parabolic equation. The first one is for the backward stochastic degenerate parabolic equation with singular weight function. Combining this Carleman estimate…

Optimization and Control · Mathematics 2020-08-26 Bin Wu , Qun Chen , Zewen Wang

In this article, we investigate observability-related properties of the Korteweg-de Vries equation with a discontinuous main coefficient, coupled by suitable interface conditions. The main result is a novel two-parameter Carleman estimate…

Analysis of PDEs · Mathematics 2025-05-13 Cristóbal Loyola

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…

Optimization and Control · Mathematics 2026-02-17 Said Boulite , Abdellatif Elgrou , Lahcen Maniar , Abdelaziz Rhandi

This paper is concerned with the null controllability for linear backward stochastic parabolic equations with dynamic boundary conditions and convection terms. Using the classical duality argument, the null controllability is obtained via…

Optimization and Control · Mathematics 2025-01-17 Mahmoud Baroun , Said Boulite , Abdellatif Elgrou , Lahcen Maniar
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