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In this paper, we study discrete Carleman estimates for space semi-discrete approximations of one-dimensional stochastic parabolic equation. As applications of these discrete Carleman estimates, we apply them to study two inverse problems…

Probability · Mathematics 2024-03-29 Bin Wu , Ying Wang , Zewen Wang

In this article, we prove a uniqueness result for a coefficient inverse problems regarding a wave, a heat or a Schr\"odinger equation set on a tree-shaped network, as well as the corresponding stability result of the inverse problem for the…

Analysis of PDEs · Mathematics 2014-07-22 Lucie Baudouin , Masahiro Yamamoto

We show the short time existence and uniqueness of solutions to the Cauchy problem for fully nonlinear systems of arbitrary even order on closed manifolds which are strongly parabolic at the initial values. The proof uses a linearization…

Differential Geometry · Mathematics 2015-07-21 Hong Huang

In this paper, a class of systems of pseudo-parabolic PDEs is considered. These systems (S)$_\varepsilon$ are derived as a pseudo-parabolic dissipation system of Kobayashi--Warren--Carter energy, proposed by [Kobayashi et al., Physica D,…

Analysis of PDEs · Mathematics 2024-07-30 Daiki Mizuno

In infinite-dimensional Hilbert spaces we device a class of strongly convergent primal-dual schemes for solving variational inequalities defined by a Lipschitz continuous and pseudomonote map. Our novel numerical scheme is based on Tseng's…

Optimization and Control · Mathematics 2019-08-27 Benoit Duvocelle , Dennis Meier , Mathias Staudigl , Phan Tu Vuong

We prove the existence and uniqueness of strong solutions to the equation $u u_x - u_{yy} = f$ in the vicinity of the linear shear flow, subject to perturbations of the source term and lateral boundary conditions. Since the solutions we…

Analysis of PDEs · Mathematics 2025-10-03 Anne-Laure Dalibard , Frédéric Marbach , Jean Rax

The key tool of this paper is a new Carleman estimate for an arbitrary parabolic operator of the second order for the case of reversed time data. This estimate works on an arbitrary time interval. On the other hand, the previously known…

Analysis of PDEs · Mathematics 2020-01-08 Michael V. Klibanov , Anatoly G. Yagola

We consider the problem of uniqueness of positive solutions to boundary value problems containing the equation: -\Delta_p u =K(|x|)f(u), p>1. f is positive, is locally Lipschitz and satisfies some superlinear growth condition after u_0, a…

Analysis of PDEs · Mathematics 2007-05-23 Marta Garcia-Huidobro , Duvan Henao

In this article, we provide a modified argument for proving conditional stability for inverse problems of determining spatially varying functions in evolution equations by Carleman estimates. Our method needs not any cut-off procedures and…

Analysis of PDEs · Mathematics 2020-12-30 X. Huang , O. Yu. Imanuvilov , M. Yamamoto

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weighted Sobolev spaces allowing the derivatives of the…

Probability · Mathematics 2009-10-24 Kai Du , Shanjian Tang

This paper continues the program that was initiated in \cite{Dav18} and continued in \cite{DSVG24}, where a high-dimensional limiting technique was developed and used to prove certain parabolic theorems from their elliptic counterparts. The…

Analysis of PDEs · Mathematics 2025-03-19 Blair Davey , Mariana Smit Vega Garcia

We provide a probabilistic solution of a not necessarily Markovian control problem with a state constraint by means of a Backward Stochastic Differential Equation (BSDE). The novelty of our solution approach is that the BSDE possesses a…

Optimization and Control · Mathematics 2013-06-04 Stefan Ankirchner , Monique Jeanblanc , Thomas Kruse

We develop an efficient and convergent numerical method for solving the inverse problem of determining the potential of nonlinear hyperbolic equations from lateral Cauchy data. In our numerical method we construct a sequence of linear…

Numerical Analysis · Mathematics 2022-04-14 Dinh-Liem Nguyen , Loc Nguyen , Trung Truong

Motivated by recent results on the (possibly conditional) regularity for time-dependent hypoelliptic equations, we prove a parabolic version of the Poincar\'e inequality, and as a consequence, we deduce a version of the classical Moser…

Analysis of PDEs · Mathematics 2022-12-27 G. Citti , M. Mandredini , Y. Sire

In this note, we prove that if $g$ is uniformly continuous in $z$, uniformly with respect to $(\oo,t)$ and independent of $y$, the solution to the backward stochastic differential equation (BSDE) with generator $g$ is unique.

Probability · Mathematics 2008-02-06 Guangyan Jia

A new approach to prove the one-dimensional Cauchy problem's weakly discontinuous solutions for hyperbolic PDEs are on the characteristics is discussed in this paper. To do so, I use wavelet singularity detection methods or WTMM [1] based…

Analysis of PDEs · Mathematics 2014-03-04 Shijie Gu

Bounded variation estimates of Galerkin approximations are established in order to extract an almost everywhere convergent subsequence of Galerkin approximations. As a result we prove existence of weak solutions of initial boundary value…

Analysis of PDEs · Mathematics 2025-01-31 Ramesh Mondal , Aditi Sengupta

We prove that solutions to elliptic equations in two variables in divergence form, possibly non-selfadjoint and with lower order terms, satisfy the strong unique continuation property.

Analysis of PDEs · Mathematics 2013-06-24 Giovanni Alessandrini

We introduce in this document a direct method allowing to solve numerically inverse type problems for linear parabolic equations. We consider the reconstruction of the full solution of the parabolic equation posed in $\Omega\times (0,T)$ -…

Optimization and Control · Mathematics 2024-02-11 Arnaud Munch , Diego Souza

The main aim of this paper is to solve an inverse source problem for a general nonlinear hyperbolic equation. Combining the quasi-reversibility method and a suitable Carleman weight function, we define a map of which fixed point is the…

Analysis of PDEs · Mathematics 2022-02-16 Loc H. Nguyen , Michael V. Klibanov