Related papers: Inverse problems for stochastic partial differenti…
We will show that the same type of estimates known for the fundamental solutions for scalar parabolic equations with smooth enough coefficients hold for the first order derivatives of fundamental solution with respect to space variables of…
This paper is devoted to the study of the inverse problem of determining the right-hand side of the subdiffusion equation with the Caputo derivative with respect to time. In our case, the inverse problem consists in restoring the…
The problem of inferring pair-wise and higher-order interactions in complex systems involving large numbers of interacting variables, from observational data, is fundamental to many fields. Known to the statistical physics community as the…
In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…
Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness results are given in the Sobolev space $H^n$ ($=W^n_2$) under…
We describe a simple way of constructing exponentially growing solutions of the second order systems with the Laplacian as the principal term.
In this article we show the existence of a random-field solution to linear stochastic partial differential equations whose partial differential operator is hyperbolic and has variable coefficients that may depend on the temporal and spatial…
The inverse problem is studied in multi-body systems with nonlinear dynamics representing, e.g., phase-locked wave systems, standard multimode and random lasers. Using a general model for four-body interacting complex-valued variables we…
In this paper, we consider two linear inverse problems for the time-fractional wave equation, assuming that its right-hand side takes the separable form $f(t)h(x)$, where $t \geq 0$ and $x \in \Omega \subset R^N $. The objective is to…
Based on a fundamental identity for stochastic hyperbolic-like operators, we derive in this paper a global Carleman estimate (with singular weight function) for stochastic wave equations. This leads to an observability estimate for…
In this article we consider a Bayesian inverse problem associated to elliptic partial differential equations (PDEs) in two and three dimensions. This class of inverse problems is important in applications such as hydrology, but the…
The main objective of this paper is to establish the null controllability for the fourth order semilinear parabolic equations with the nonlinearities involving the state and its gradient up to second order. First of all, based on optimal…
In this chapter, we mainly review theoretical results on inverse source problems for diffusion equations with the Caputo time-fractional derivatives of order $\alpha\in(0,1)$. Our survey covers the following types of inverse problems: 1.…
In this article, we extensively develop Carleman estimates for the wave equation and give some applications. We focus on the case of an observation of the flux on a part of the boundary satisfying the Gamma conditions of Lions. We will then…
We use inverted finite elements method for approximating solutions of second order elliptic equations with non-constant coefficients varying to infinity in the exterior of a 2D bounded obstacle, when a Neumann boundary condition is…
In a series of publications of the second author, including some with coauthors, globally strictly convex Tikhonov-like functionals were constructed for some nonlinear ill-posed problems. The main element of such a functional is the…
The goal of this paper is to solve backward doubly stochastic differential equation (BDSDE, in short) under weak assumptions on the data. The first part is devoted to the development of some new technical aspects of stochastic calculus…
We develop a geometric version of the inverse problem of the calculus of variations for discrete mechanics and constrained discrete mechanics. The geometric approach consists of using suitable Lagrangian and isotropic submanifolds. We also…
Inverse spectral problems are studied for first-order integro-differential operators on a finite interval. These problems consist in recovering some components of the kernel from one or multiple spectra. Uniqueness theorems are proved for…
Backward Stochastic Differential Equations (BSDEs) have been widely employed in various areas of social and natural sciences, such as the pricing and hedging of financial derivatives, stochastic optimal control problems, optimal stopping…