Related papers: An inverse potential problem for the stochastic di…

This paper concerns the inverse random source problem of the stochastic Maxwell equations driven by white noise in an inhomogeneous background medium. The well-posedness is established for the direct source problem, and the estimates and…

This paper is concerned with an inverse source problem for the stochastic wave equation driven by a fractional Brownian motion. Given the random source, the direct problem is to study the solution of the stochastic wave equation. The…

In this paper, we study both the direct and inverse random source problems associated with the multi-term time-fractional diffusion-wave equation driven by a fractional Brownian motion. Regarding the direct problem, the well-posedness is…

This paper is concerned with the mathematical analysis of the inverse random source problem for the time fractional diffusion equation, where the source is assumed to be driven by a fractional Brownian motion. Given the random source, the…

The inverse potential problem consists in determining the density of the volume potential from measurements outside the sources. Its ill-posedness is due both to the non-uniqueness of the solution and to the instability of the solution with…

This work studies the instability of stochastic scalar reaction diffusion equations, driven by a multiplicative noise that is white in time and smooth in space, near to zero, which is assumed to be a fixed point for the equation. We prove…

This paper is concerned with the direct and inverse random source scattering problems for elastic waves where the source is assumed to be driven by an additive white noise. Given the source, the direct problem is to determine the…

This paper investigates an inverse potential problem for the stochastic heat equation driven by space-time Gaussian noise, which is spatially colored and temporally white. The objective is to determine the covariance operator of the random…

We consider the inverse random potential scattering problem for the two- and three-dimensional biharmonic wave equation in lossy media. The potential is assumed to be a microlocally isotropic Gaussian rough field. The main contributions of…

In this paper, we deal with the inverse source problem of determining a source in a time fractional diffusion equation where data are given at a fixed time. This problem is ill-posed, i.e., the solution does not depend continuously on the…

This work considers a nonlinear inverse source problem in a coupled diffusion equation from the terminal observation. Theoretically, under some conditions on problem data, we build the uniqueness theorem for this inverse problem and show…

This paper investigates stability estimates for inverse source problems in the stochastic polyharmonic wave equation, where the source is represented by white noise. The study examines the well-posedness of the direct problem and derives…

In this paper, we are concerned with the stochastic time-fractional diffusion-wave equations in a Hilbert space. The main objective of this paper is to establish properties of the stochastic weak solutions of the initial-boundary value…

In this paper, we study an inverse problem for identifying the initial value in a space-time fractional diffusion equation from the final time data. We show the identifiability of this inverse problem by proving the existence of its unique…

In this paper, we investigate the direct and linear inverse problems of identifying time-dependent and time-independent source terms in a time-fractional diffusion-wave equation, using measured data at an interior point of the time…

Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…

This paper investigates the inverse random source problem for elastic waves in three dimensions, where the source is assumed to be driven by an additive white noise. A novel computational method is proposed for reconstructing the variance…

This paper is concerned with backward problem for nonlinear space fractional diffusion with additive noise on the right-hand side and the final value. To regularize the instable solution, we develop some new regularized method for solving…

This paper addresses the inverse scattering problem of a random potential associated with the polyharmonic wave equation in two and three dimensions. The random potential is represented as a centered complex-valued generalized microlocally…

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…