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In this paper, a pointwise weighted identity for some stochastic partial differential operators (with complex principal parts) is established. This identity presents a unified approach in studying the controllability, observability and…

Optimization and Control · Mathematics 2015-08-21 Xiaoyu Fu , Xu Liu

In this article, We investigate an inverse problem of determining the time-dependent source factor in parabolic integro-differential equations from boundary data. We establish the uniqueness and the conditional stability estimate of…

Analysis of PDEs · Mathematics 2017-10-11 Atsushi Kawamoto

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

A complete solution to the multiplier version of the inverse problem of the calculus of variations is given for a class of hyperbolic systems of second-order partial differential equations in two independent variables. The necessary and…

Differential Geometry · Mathematics 2009-10-16 Matt Biesecker

The determination of Parton Distribution Functions from a finite set of data is a typical example of an inverse problem. Inverse problems are notoriously difficult to solve, in particular when a robust determination of the uncertainty in…

High Energy Physics - Lattice · Physics 2023-03-01 Alessandro Candido , Luigi Del Debbio , Tommaso Giani , Giacomo Petrillo

In this paper, we study some controllability and observability problems for stochastic systems coupling fourth- and second-order parabolic equations. The main goal is to control both equations with only one controller localized on the drift…

Optimization and Control · Mathematics 2021-02-10 Víctor Hernández-Santamaría , Liliana Peralta

A coefficient inverse problem for a parabolic equation is considered. Using a Carleman Weight Function, a globally strictly convex cost functional is constructed for this problem.

Mathematical Physics · Physics 2016-04-20 Michael V. Klibanov , Vladimir G. Kamburg

We consider the inverse problem of determining the initial states or the source term of a hyperbolic equation damped by some non-local time-fractional derivative. This framework is relevant to medical imaging such as thermoacoustic or…

Analysis of PDEs · Mathematics 2021-11-10 Xinchi Huang , Yavar Kian , Eric Soccorsi , Masahiro Yamamoto

Both for the theoretical and practical treatment of Inverse Problems, the modeling of the noise is a crucial part. One either models the measurement via a deterministic worst-case error assumption or assumes a certain stochastic behavior of…

Probability · Mathematics 2016-04-26 Daniel Gerth , Andreas Hofinger , Ronny Ramlau

In this work, we investigate the stability issue of the inverse problem of determining the locations and time-dependent amplitudes of point sources in a parabolic equation with a non-self adjoint elliptic operator from boundary…

Analysis of PDEs · Mathematics 2026-03-11 Kuang Huang , Bangti Jin , Yavar Kian , Faouzi Triki

A new numerical method to solve an inverse source problem for the radiative transfer equation involving the absorption and scattering terms, with incomplete data, is proposed. No restrictive assumption on those absorption and scattering…

Numerical Analysis · Mathematics 2019-04-02 Alexey V. Smirnov , Michael V. Klibanov , Loc H. Nguyen

This paper addresses the direct and inverse source problems for the stochastic acoustic, biharmonic, electromagnetic, and elastic wave equations in a unified framework. The driven source is assumed to be a centered generalized microlocally…

Analysis of PDEs · Mathematics 2021-12-28 Jianliang Li , Peijun Li , Xu Wang

In this paper, we investigate an ill-posed Cauchy problem involving a stochastic parabolic equation. We first establish a Carleman estimate for this equation. Leveraging this estimate, we derive the conditional stability and convergence…

Numerical Analysis · Mathematics 2024-05-13 Fangfang Dou , Peimin Lü , Yu Wang

Regularization methods are a key tool in the solution of inverse problems. They are used to introduce prior knowledge and make the approximation of ill-posed (pseudo-)inverses feasible. In the last two decades interest has shifted from…

Numerical Analysis · Mathematics 2018-01-31 Martin Benning , Martin Burger

The aim of this notes is to give a concise introduction to control theory for systems governed by stochastic partial differential equations. We shall mainly focus on controllability and optimal control problems for these systems. For the…

Optimization and Control · Mathematics 2021-01-27 Qi Lü , Xu Zhang

These Notes are intended for graduate or undergraduate students who have familiarity with Lebesgue measure theory, partial differential equations, and functional analysis. The main topics covered in this work are the study of the Cauchy…

Analysis of PDEs · Mathematics 2023-05-09 Sergio Vessella

In the development of controllability and inverse problem results for semi-discrete systems, by using Carleman estimates, it is required to estimate of the discrete operators applied to Carleman weight functions. This work aims to establish…

Optimization and Control · Mathematics 2026-03-17 Ariel A. Pérez

This paper is concerned with an inverse source problem for the stochastic wave equation driven by a fractional Brownian motion. Given the random source, the direct problem is to study the solution of the stochastic wave equation. The…

Numerical Analysis · Mathematics 2021-01-14 Xiaoli Feng , Meixia Zhao , Peijun Li , Xu Wang

We propose to combine the Carleman estimate and the Newton method to solve an inverse source problem for nonlinear parabolic equations from lateral boundary data. The stability of this inverse source problem is conditionally logarithmic.…

Numerical Analysis · Mathematics 2022-09-19 Anuj Abhishek , Thuy Le , Loc Nguyen , Taufiquar Khan

We study an inverse problem of the stochastic optimal control of general diffusions with performance index having the quadratic penalty term of the control process. Under mild conditions on the system dynamics, the cost functions, and the…

Optimization and Control · Mathematics 2022-11-17 Yumiharu Nakano
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