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We establish a strong unique continuation property for stochastic parabolic equations. Our method is based on a suitable stochastic version of Carleman estimate. As far as we know, this is the first result for strong unique continuation…

Analysis of PDEs · Mathematics 2022-10-25 Zhonghua Liao , Qi Lü

In this paper, we derive a local unique continuation property for stochastic hyperbolic equations without boundary conditions. This result is proved by a global Carleman estimate.

Analysis of PDEs · Mathematics 2018-01-03 Qi Lu , Zhongqi Yin

This work is devoted to the strong unique continuation problem for second order parabolic equations with nonsmooth coefficients. Introduction and bibliography have been revised.

Analysis of PDEs · Mathematics 2008-01-10 Herbert Koch , Daniel Tataru

In this paper, we establish a globally quantitative estimate of unique continuation at one time point for solutions of parabolic equations with Neumann boundary conditions in bounded domains. Our proof is mainly based on Carleman commutator…

Analysis of PDEs · Mathematics 2022-02-22 Yueliang Duan , Lijuan Wang , Can Zhang

This paper concerns about the weak unique continuation property of solutions of a general system of differential equation/inequality with a second order strongly elliptic system as its leading part. We put not only some natural assumption…

Analysis of PDEs · Mathematics 2015-05-19 N. Honda , C. -L. Lin , G. Nakamura , S. Sasayama

In this paper, we establish a global Carleman estimate for stochastic parabolic equations. Based on this estimate, we solve two inverse problems for stochastic parabolic equations. One is concerned with a determination problem of the…

Optimization and Control · Mathematics 2015-05-30 Qi Lu

In this article we deal with different forms of the unique continuation property for second order elliptic equations with nonlinear potentials of sublinear growth. Under suitable regularity assumptions, we prove the weak and the strong…

Analysis of PDEs · Mathematics 2018-01-18 Angkana Rüland

This paper studies unique continuation for weakly degenerate parabolic equations in one space dimension. A new Carleman estimate of local type is obtained to deduce that all solutions that vanish on the degeneracy set, together with their…

Analysis of PDEs · Mathematics 2011-10-04 Piermarco Cannarsa , Jacques Tort , Masahiro Yamamoto

In this paper, we establish a quantitative weak unique continuation theorem on an annular domain for a backward degenerate parabolic equation with a degenerate interior point. Our methodology hinges on approximating the solution of the…

Analysis of PDEs · Mathematics 2026-05-05 Dong-Hui Yang , Bao-Zhu Guo , Guojie Zheng , Jie Zhong

We present a simple and self-contained approach to establish the unique continuation property for some classical evolution equations of second order in a cylindrical domain. We namely discuss this property for wave, parabolic and…

Analysis of PDEs · Mathematics 2024-03-15 Mourad Choulli

In this paper, a quantitative estimate of unique continuation for the stochastic heat equation with bounded potentials on the whole Euclidean space is established. This paper generalizes the earlier results in [29] and [17] from a bounded…

Analysis of PDEs · Mathematics 2024-02-21 Yuanhang Liu , Donghui Yang , Xingwu Zeng , Can Zhang

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

The unique continuation on quadratic curves for harmonic functions is discussed in this paper. By using complex extension method, the conditional stability of unique continuation along quadratic curves for harmonic functions is illustrated.…

Numerical Analysis · Mathematics 2021-10-22 Yufei Ke , Yu Chen

A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view…

Probability · Mathematics 2007-09-10 Igor Cialenco , Sergey V. Lototsky

In this work we consider a class of stochastic parabolic equations with singular space depending potential, random driving force and random initial condition. For the analysis of these equations we combine the chaos expansion method from…

Analysis of PDEs · Mathematics 2021-09-15 Snežana Gordić , Tijana Levajković , Ljubica Oparnica

In the present article, solvability in Sobolev spaces is investigated for a class of degenerate stochastic integro-differential equations of parabolic type. Existence and uniqueness is obtained, and estimates are given for the solution.

Probability · Mathematics 2014-06-24 Konstantinos Dareiotis

A Carleman estimate and the unique continuation property of solutions for a multi-terms time fractional diffusion equation up to order $\alpha\,\,(0<\alpha<2)$ and general time dependent second order strongly elliptic time elliptic operator…

Analysis of PDEs · Mathematics 2017-10-09 Ching-Lung Lin , Gen Nakamura

In this paper, we derive a boundary and an internal observability inequality for stochastic hyperbolic equations with nonsmooth lower order terms. The required inequalities are obtained by global Carleman estimate for stochastic hyperbolic…

Optimization and Control · Mathematics 2015-06-15 Qi Lu

We investigate the quantitative uniqueness of solutions to parabolic equations with lower order terms on compact smooth manifolds. Quantitative uniqueness is a quantitative form of strong unique continuation property. We characterize…

Analysis of PDEs · Mathematics 2017-08-08 Jiuyi Zhu

This paper is addressed to an inverse stochastic hyperbolic equation with three unknowns, i.e., a source term, an initial displacement and an initial velocity. The global uniqueness is proved by a new global Carleman estimate for the…

Mathematical Physics · Physics 2012-06-05 Qi Lü , Xu Zhang
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