Related papers: An inverse source problem for the stochastic wave …
We study well-posedness of sweeping processes with stochastic perturbations generated by a fractional Brownian motion and convergence of associated numerical schemes. To this end, we first prove new existence, uniqueness and approximation…
In this paper, we are interested to an inverse Cauchy problem governed by the Stokes equation, called the data completion problem. It consists in determining the unspecified fluid velocity, or one of its components over a part of its…
We study the problem of optimally managing an inventory with unknown demand trend. Our formulation leads to a stochastic control problem under partial observation, in which a Brownian motion with non-observable drift can be singularly…
When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model, for example, the orders of the fractional derivative or the source term, are often unknown,…
In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…
In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…
We study the inverse problem of determining both the source of a wave and its speed inside a medium from measurements of the solution of the wave equation on the boundary. This problem arises in photoacoustic and thermoacoustic tomography,…
We consider the inverse problem of recovering both an unknown electric current and the surrounding electromagnetic parameters of a medium from boundary measurements. This inverse problem arises in brain imaging. We show that under generic…
A novel method to solve inverse problems for the wave equation is introduced. The method is a combination of the boundary control method and an iterative time reversal scheme, leading to adaptive imaging of coefficient functions of the wave…
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the refractive index properties, but they are not differentiable. We…
In this paper we study the inverse problem of identifying a source or an initial state in a time-fractional diffusion equation from the knowledge of a single boundary measurement. We derive logarithmic stability estimates for both…
The rate of strong convergence is investigated for an approximation scheme for a class of stochastic differential equations driven by a time-changed Brownian motion, where the random time changes $(E_t)_{t\ge 0}$ considered include the…
This paper proposes a new mathematical formulation for flow measurement based on the inverse source problem for wave equations with partial boundary measurement. Inspired by the design of acoustic Doppler current profilers (ADCPs), we…
This paper is concerned with inverse acoustic source problems in an unbounded domain with dynamical boundary surface data of Dirichlet kind. The measurement data are taken at a surface far away from the source support. We prove uniqueness…
The aim of this paper is to study time-fractional pseudo-parabolic type equations generated by the Dunkl operator. The forward problem is considered and its well-posedness is established. In particular, a prior estimates are obtained in the…
In this paper we investigate direct and inverse problems for time-fractional pseudo-parabolic equations associated with the Jacobi operator. The existence and uniqueness of the solutions are proved. Also, the stability result of the inverse…
Source extension is a reformulation of inverse problems in wave propagation, that at least in some cases leads to computationally tractable iterative solution methods. The core subproblem in all source extension methods is the solution of a…
We consider a dynamic inverse problem for a dynamical system which describes the propagation of waves in a Krein string. The problem is reduced to an integral equation and an important special case is considered when the string density is…
In the present paper we study inverse problems related to determining the time-dependent coefficient and unknown source function of fractional heat equations. Our approach shows that having just one set of data at an observation point…
Stability is a key property of both forward models and inverse problems, and depends on the norms considered in the relevant function spaces. For instance, stability estimates for hyperbolic partial differential equations are often based on…