Related papers: Stability estimates for initial data in general Or…
In this paper we study an inverse boundary value problem for the biharmonic operator with first order perturbation. Our geometric setting is that of a bounded simply connected domain in the Euclidean space of dimension three or higher.…
Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…
We consider inverse problems for the first and half order time fractional equation. We establish the stability estimates of Lipschitz type in inverse source and inverse coefficient problems by means of the Carleman estimates.
Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…
We prove $L^2$ stability estimates for entropic shocks among weak, possibly \emph{non-entropic}, solutions of scalar conservation laws $\partial_t u+\partial_x f(u)=0$ with strictly convex flux function $f$. This generalizes previous…
We consider the extreme value statistics of correlated random variables that arise from a Langevin equation. Recently, it was shown that the extreme values of the Ornstein-Uhlenbeck process follow a different distribution than those…
We give stability estimates in the Cauchy problem for general partial differential equation of the elliptic type similar to the Helmholtz equation. We do not impose any (pseudo)convexity assumptions on the domain or the operator. These…
The use of an Ornstein-Uhlenbeck (OU) process is ubiquitous in business, economics and finance to capture various price processes and evolution of economic indicators exhibiting mean-reverting properties. When structural changes happen,…
A major problem in solving multi-waves inverse problems is the presence of critical points where the collected data completely vanishes. The set of these critical points depend on the choice of the boundary conditions, and can be directly…
The aim of this paper is to investigate the response of this system/scheme in terms of stability in presence of explicitly treated residual terms, as it inevitably occurs in the reality of NWP. This sudy is restricted to the impact of…
We provide quantitative estimates in total variation distance for positive semi-groups, which can be non-conservative and non-homogeneous. The techniques relies on a family of conservative semigroups that describes a typical particle and…
This paper analyzes the well-known L1 scheme for fractional wave equations with nonsmooth data. A new stability estimate is obtained, and the temporal accuracy $ \mathcal O(\tau^{3-\alpha}) $ is derived for the nonsmooth initial data. In…
This paper focuses on stability estimates of the inverse random source problems for the polyharmonic, electromagnetic, and elastic wave equations. The source is represented as a microlocally isotropic Gaussian random field, which is defined…
A new iterative algorithm for solving initial data inverse problems from partial observations has been recently proposed in Ramdani, Tucsnak and Weiss [15]. Based on the concept of observers (also called Luenberger observers), this…
In this paper, a purely measurement-based method is proposed to estimate the dynamic system state matrix by applying the regression theorem of the multivariate Ornstein-Uhlenbeck process. The proposed method employs a recursive algorithm to…
We prove stability estimates for the problem of recovering the nonlinearity from scattering data. We focus our attention on nonlinear Schr\"odinger equations of the form \[ (i\partial_t+\Delta)u = a(x)|u|^p u \] in three space dimensions,…
We investigate $L^p(\gamma)$-$L^q(\gamma)$ off-diagonal estimates for the Ornstein-Uhlenbeck semigroup $(e^{tL})_{t > 0}$. For sufficiently large $t$ (quantified in terms of $p$ and $q$) these estimates hold in an unrestricted sense, while…
We consider a perturbation of a Hilbert space-valued Ornstein--Uhlenbeck process by a class of singular nonlinear non-autonomous maximal monotone time-dependent drifts. The only further assumption on the drift is that it is bounded on balls…
In this paper we study the linear and nonlinear Schr\"odinger equations associated with the Ornstein-Uhlenbeck (OU) operator endowed with the Gaussian measure. While classical Strichartz estimates are well-developed for the free…
We examine the stability issue in the inverse problem of determining a scalar potential appearing in the stationary Schr{\"o}dinger equation in a bounded domain, from a partial elliptic Dirichlet-to-Neumann map. Namely, the Dirichlet data…