Related papers: Observability inequalities for the backward stocha…
We study the spectral inequalities of Schr\"odinger operator in the whole space for different potentials, which can be power growth or continuously vanishing at infinity. The spectral inequalities quantitatively depend on the density of the…
We study the stabilization and the wellposedness of solutions of the wave equation with subcritical semilinearities and locally distributed nonlinear dissipation. The novelty of this paper is that we deal with the difficulty that the main…
In this paper, we consider forward stochastic nonlinear parabolic equations, with a control localized in the drift term. Under suitable assumptions, we prove the small-time global null-controllability, with a truncated nonlinearity. We also…
Hidden variable graphical models can sometimes imply constraints on the observable distribution that are more complex than simple conditional independence relations. These observable constraints can falsify assumptions of the model that…
This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is…
Self-organizing systems demonstrate how simple local rules can generate complex stochastic patterns. Many natural systems rely on such dynamics, making self-organization central to understanding natural complexity. A fundamental challenge…
In this paper we consider second order evolution equations with bounded damping. We give a characterization of a non uniform decay for the damped problem using a kind of observability estimate for the associated undamped problem.
In this paper, we present a null controllability result for a class of stochastic semi-discrete parabolic equations. For this purpose, an observability estimate is established for backward stochastic semi-discrete parabolic equations, with…
In this paper we establish a Lebeau-Robbiano spectral inequality for a degenerated one dimensional elliptic operator and show how it can be used to impulse control and finite time stabilization for a degenerated parabolic equation.…
We establish an observability inequality from space-time measurable sets for a class of strongly coupled parabolic systems consisting of two equations, where the observation acts on a single-component. The model is motivated by parabolic…
Backward parabolic equations, such as the backward heat equation, are classical examples of ill-posed problems where solutions may not exist or depend continuously on the data. In this work, we study a least squares finite element method to…
The problem of inverting a system in presence of a series-defined output is analyzed. Inverse models are derived that consist of a set of algebraic equations. The inversion is performed explicitly for an output trajectory functional, which…
The study of stochastic systems has received considerable interest over the years. Their dynamics can describe many equilibrium and nonequilibrium fluctuating systems. At the same time, nonequilibrium constraints interact with the time…
By the method of coupling and Girsanov transformation, Harnack inequalities [F.-Y. Wang, 1997] and strong Feller property are proved for the transition semigroup associated with the multivalued stochastic evolution equation on a Gelfand…
This paper is devoted to studying null controllability for a class of stochastic fourth order semi-discrete parabolic equations, where the spatial variable is discretized with finite difference scheme and the time is kept as a continuous…
Stochastic parabolic equations are widely used to model many random phenomena in natural sciences, such as the temperature distribution in a noisy medium, the dynamics of a chemical reaction in a noisy environment, or the evolution of the…
In this chapter, we present some recent progresses on the numerics for stochastic distributed parameter control systems, based on the \emph{finite transposition method} introduced in our previous works. We first explain how to reduce the…
This paper investigates an inverse random source problem for stochastic evolution equations, including stochastic heat and wave equations, with the unknown source modeled as $g(x)f(t)\dot{W}(t)$. The research commences with the…
This paper is concerned with a linear-quadratic partially observed Stackelberg stochastic differential game with correlated state and observation noises, where the diffusion coefficient does not contain the control variable and the control…
In this article, we study the observability (or, equivalently, the controllability) of some subelliptic evolution equations depending on their step. This sheds light on the speed of propagation of these equations, notably in the…