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In this paper, we study the Cauchy problem for a quasilinear degenerate parabolic stochastic partial differential equation driven by a cylindrical Wiener process. In particular, we adapt the notion of kinetic formulation and kinetic…

Analysis of PDEs · Mathematics 2016-08-11 Arnaud Debussche , Martina Hofmanová , Julien Vovelle

This paper is devoted to some aspects of well-posedness of the Cauchy problem for a quasilinear degenerate fourth-order parabolic thin film equation u_{t} = -\nabla \cdot(|u|^{n} \nabla\D u) in \ren \times \re_+, \quad u(x,0)=u_0(x) in…

Analysis of PDEs · Mathematics 2014-06-02 Pablo Alvarez-Caudevilla , Victor A. Galaktionov

In this paper we propose a nonconforming finite element method for the solution of the ill-posed elliptic Cauchy problem. We prove error estimates using continuous dependence estimates in the $L^2$-norm. The effect of perturbations in data…

Numerical Analysis · Mathematics 2014-06-18 Erik Burman

This paper provides a new regularization method which is particularly suitable for linear exponentially ill-posed problems. Under logarithmic source conditions (which have a natural interpretation in terms of Sobolev spaces in the…

Numerical Analysis · Mathematics 2020-07-08 Walter Cedric Simo Tao Lee

We study the stochastic solution to a Cauchy problem for a degenerate parabolic equation arising from option pricing. When the diffusion coefficient of the underlying price process is locally H\"older continuous with exponent $\delta\in (0,…

Probability · Mathematics 2021-07-15 Xiaoshan Chen , Yu-Jui Huang , Qingshuo Song , Chao Zhu

Parabolic integro-differential nondegenerate Cauchy problem is considered in the scale of L_{p} spaces of functions whose regularity is defined by a Levy measure with O-regulary varying radial profile. Existence and uniqueness of a solution…

Probability · Mathematics 2019-10-15 R. Mikulevicius , C. Phonsom

In this work we analyze the inverse problem of recovering the space-dependent potential coefficient in an elliptic / parabolic problem from distributed observation. We establish novel (weighted) conditional stability estimates under very…

Numerical Analysis · Mathematics 2022-12-21 Bangti Jin , Xiliang Lu , Qimeng Quan , Zhi Zhou

The paper investigates stability properties of solutions of optimal control problems for semilinear parabolic partial differential equations. H\"older or Lipschitz dependence of the optimal solution on perturbations are obtained for…

Optimization and Control · Mathematics 2025-11-18 Alberto Domínguez Corella , Nicolai Jork , Vladimir M. Veliov

In this work we shall study the well-posedness and ill-posedness of the Cauchy problem associated to the equation \begin{equation*} u_{t}+a(u^{n})_{x}+(b\mathscr{H} u_{t}+u_{yy})_{x}=0, \end{equation*} in anisotropic weigthed Sobolev…

Analysis of PDEs · Mathematics 2018-11-29 Fabián Sánchez S. , Félix H. Soriano M.

In this work, we propose a high-order regularization method to solve the ill-conditioned problems in robot localization. Numerical solutions to robot localization problems are often unstable when the problems are ill-conditioned. A typical…

Robotics · Computer Science 2025-05-07 Xinghua Liu , Ming Cao

In this paper, we establish two Carleman estimates for a stochastic degenerate parabolic equation. The first one is for the backward stochastic degenerate parabolic equation with singular weight function. Combining this Carleman estimate…

Optimization and Control · Mathematics 2020-08-26 Bin Wu , Qun Chen , Zewen Wang

We study the Cauchy problem for a scalar semilinear degenerate parabolic partial differential equation with stochastic forcing. In particular, we are concerned with the well-posedness in any space dimension. We adapt the notion of kinetic…

Analysis of PDEs · Mathematics 2012-02-10 Martina Hofmanova

In this paper we study Tikhonov regularization for the stable solution of an ill-posed non-linear operator equation. The operator we consider, which is related to an active contour model for image segmentation, is continuous, compact, but…

Numerical Analysis · Mathematics 2012-09-12 Markus Grasmair

Regularization methods have been recently developed to construct stable approximate solutions to classical partial differential equations considered as final value problems. In this paper, we investigate the backward parabolic problem with…

Analysis of PDEs · Mathematics 2015-10-19 Vo Anh Khoa

The Tikhonov regularization of linear ill-posed problems with an $\ell^1$ penalty is considered. We recall results for linear convergence rates and results on exact recovery of the support. Moreover, we derive conditions for exact support…

Functional Analysis · Mathematics 2015-05-18 Dirk A. Lorenz , Stefan Schiffler , Dennis Trede

Stability of stationary solutions of parabolic equations is conventionally studied by linear stability analysis, Lyapunov functions or lower and upper functions. We discuss here another approach based on differential inequalities written…

Functional Analysis · Mathematics 2012-06-26 A. G. Ramm , V. Volpert

It is well known that Cauchy problem for Laplace equations is an ill-posed problem in Hadamard's sense. Small deviations in Cauchy data may lead to large errors in the solutions. It is observed that if a bound is imposed on the solution,…

Numerical Analysis · Mathematics 2023-05-25 Yu Chen , Jin Cheng , Shuai Lu , Masahiro Yamamoto

This work addresses an inverse problem for a semi-discrete parabolic equation, consisting of identifying the right-hand side of the equation from solution measurements at an intermediate time and within a spatial subdomain. We apply this…

Analysis of PDEs · Mathematics 2025-10-10 Rodrigo Lecaros , Juan López-Ríos , Ariel A. Pérez

The problem of determining the initial condition from noisy final observations in time-fractional parabolic equations is considered. This problem is well-known to be ill-posed and it is regularized by backward Sobolev-type equations. Error…

Numerical Analysis · Mathematics 2020-09-11 Dinh Nho Hao , Nguyen Van Duc , Nguyen Van Thang , Nguyen Trung Thanh

The uniqueness of parabolic Cauchy problems is nowadays a classical problem and since Hadamard \cite{Ha} these kind of problems are known to be ill-posed and even severely ill-posed. Until now there are only few partial results concerning…

Analysis of PDEs · Mathematics 2020-11-06 Mourad Choulli , Masahiro Yamamoto