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In this paper we establish periodic homogenization for Hamilton-Jacobi-Bellman (HJB) equations, associated to nonlocal operators of integro-differential type. We consider the case when the fractional diffusion has the same order as the…

Analysis of PDEs · Mathematics 2020-02-24 Adina Ciomaga , Daria Ghilli , Erwin Topp

In this paper, we present an inverse problem of identifying the reaction coefficient for time fractional diffusion equations in two dimensional spaces by using boundary Neumann data. It is proved that the forward operator is continuous with…

Numerical Analysis · Mathematics 2018-06-14 Xiaoyan Song , Guanghui Zheng , Lijian Jiang

We address the initial source identification problem for the heat equation, a notably ill-posed inverse problem characterized by exponential instability. Departing from classical Tikhonov regularization, we propose a novel approach based on…

Numerical Analysis · Mathematics 2026-01-15 Kang Liu , Enrique Zuazua

This report concerns the inverse problem of estimating a spacially dependent coefficient of a partial differential equation from observations of the solution at the boundary. Such a problem can be formulated as an optimal control problem…

Optimization and Control · Mathematics 2008-09-23 Jesper Carlsson

We investigate the fractional Hardy-H\'enon equation with fractional Brownian noise $$ \partial_tu(t)+(-\Delta)^{\theta/2} u(t)=|x|^{-\gamma} |u(t)|^{p-1}u(t)+\mu \, \partial_t B^H(t), $$ where $\theta>0$, $p>1$, $\gamma\geq 0$, $\mu…

Analysis of PDEs · Mathematics 2025-06-12 R. Alessa , R. Al Subaie , M. Alwohaibi , M. Majdoub , E. Mliki

We consider the inverse problem of reconstructing the interior boundary curve of a doubly connected domain from the knowledge of the temperature and the thermal flux on the exterior boundary curve. The use of the Laguerre transform in time…

Numerical Analysis · Mathematics 2024-02-23 Roman Chapko , Leonidas Mindrinos

We present a new stochastic analysis for steady and transient one-dimensional heat conduction problem based on the homogenization approach. Thermal conductivity is assumed to be a random field K consisting of random variables of a total…

Statistical Mechanics · Physics 2018-09-05 Zhijie Xu

In this paper, we consider a backward problem for a time-space fractional diffusion process. For this problem, we propose to construct the initial data by minimizing data residual error in fourier space domain and variable total variation…

Numerical Analysis · Mathematics 2016-05-24 Junxiong Jia , Jigen Peng , Jinghuai Gao , Yujiao Li

By linearizing the inhomogeneous Burgers equation through the Hopf-Cole transformation, we formulate the solution of the initial value problem of the corresponding linear heat type equation using the Feynman-Kac path integral formalism. For…

solv-int · Physics 2007-05-23 Hans J. Wospakrik , Freddy P. Zen

For an ill-posed inverse problem, particularly with incomplete and limited measurement data, regularization is an essential tool for stabilizing the inverse problem. Among various forms of regularization, the lp penalty term provides a…

Numerical Analysis · Mathematics 2021-12-23 Jihun Han , Yoonsang Lee

We study a time-reversed hyperbolic heat conduction problem based upon the Maxwell--Cattaneo model of non-Fourier heat law. This heat and mass diffusion problem is a hyperbolic type equation for thermodynamics systems with thermal memory or…

Numerical Analysis · Mathematics 2020-06-26 Vo Anh Khoa , Manh-Khang Dao

In this paper we consider the homogenization of a time-dependent heat conduction problem on a planar one-dimensional periodic structure. On the edges of a graph the one-dimensional heat equation is posed, while the Kirchhoff junction…

Analysis of PDEs · Mathematics 2020-01-01 Matko Ljulj , Kersten Schmidt , Adrien Semin , Josip Tambača

Tikhonov regularization is one of the most commonly used methods of regularization of ill-posed problems. In the setting of finite element solutions of elliptic partial differential control problems, Tikhonov regularization amounts to…

Numerical Analysis · Mathematics 2016-09-19 Erik Burman , Peter Hansbo , Mats Larson

This paper considers the initial-boundary value problem for the heat equation with a dynamic type boundary condition. Under some regularity, consistency and orthogonality conditions, the existence, uniqueness and continuous dependence upon…

Mathematical Physics · Physics 2013-06-21 Nazim B. Kerimov , Mansur I. Ismailov

In this article, we establish global-in-time maximal regularity for the Cauchy problem of the classical heat equation $\partial_t u(x,t)-\Delta u(x,t)=f(x,t)$ with $u(x,0)=0$ in a certain $\rm BMO$ setting, which improves the local-in-time…

Analysis of PDEs · Mathematics 2024-05-06 Xuan Thinh Duong , Ji Li , Liangchuan Wu , Lixin Yan

We develop the regularity theory for solutions to space-time nonlocal equations driven by fractional powers of the heat operator $$(\partial_t-\Delta)^su(t,x)=f(t,x),\quad\hbox{for}~0<s<1.$$ This nonlocal equation of order $s$ in time and…

Analysis of PDEs · Mathematics 2017-04-14 P. R. Stinga , J. L. Torrea

We use the formalism of Hairer's regularity structures theory \cite{hai-14} to study a heat equation with non-linear perturbation driven by a space-time fractional noise. Different regimes are observed, depending on the global pathwise…

Probability · Mathematics 2015-11-06 Aurélien Deya

We consider homogenization problems in the framework of deterministic optimal control when the dynamics and running costs are completely different in two (or more) complementary domains of the space $\R^N$. For such optimal control…

Analysis of PDEs · Mathematics 2014-05-06 Guy Barles , Ariela Briani , Emmanuel Chasseigne , Nicoletta Tchou

We introduce a time-implicit, finite-element based space-time discretization scheme for the backward stochastic heat equation, and for the forward-backward stochastic heat equation from stochastic optimal control, and prove strong rates of…

Optimization and Control · Mathematics 2020-12-21 Andreas Prohl , Yanqing Wang

A space-time interface-fitted approximation of an inverse source problem for the advection-diffusion equation with moving subdomains is investigated. The problem is reformulated as an optimization problem using Tikhonov regularization. A…

Numerical Analysis · Mathematics 2025-02-11 Thi Thanh Mai Ta , Quang Huy Nguyen , Dinh Nho Hào