Related papers: Carleman and Observability Estimates for Stochasti…

The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theorems for second-order variations of the observations in…

We consider time dependent harmonic oscillators and construct a parametrix to the corresponding Schr\"odinger equation using Gaussian wavepackets. This parametrix of Gaussian wavepackets is precise and tractable. Using this parametrix we…

We investigate a backward anisotropic stochastic parabolic equation with general dynamic boundary conditions, where the drift involves both $\mathbb{L}^2$ and $\mathbb{H}^{-1}$ bulk--surface terms. We first establish the well-posedness of…

We derive the stochastic Schrodinger equation for the limit of continuous weak measurement where the observables monitored are canonical position and momentum. To this end we extend an argument due to Smolianov and Truman from the von…

This paper presents a new observability estimate for parabolic equations in $\Omega\times(0,T)$, where $\Omega$ is a convex domain. The observation region is restricted over a product set of an open nonempty subset of $\Omega$ and a subset…

We derive a unique continuation theorem for the vacuum Einstein equations. Our method of proof utilizes Carleman estimates (most importantly one obtained recently by Ionescu and Klainerman), but also relies strongly on certain geometric…

We consider the operator $H:= \partial_t -\Delta+V$ in 2D or 3D waveguide. With an adapted global Carleman estimate with singular weight functions we give a stability result for the time dependent part of the potential for this particular…

We consider the inverse problem of recovering stationary coefficients in a class of dynamical Schr\"odinger equations with locally analytic nonlinear terms. Upon treating the well-posedness for small initial data and trivial boundary data,…

This paper proposes an Extended-Kalman-Filter-like observer for parameter estimation during synchronization of chaotic systems. The exponential stability of the observer is guaranteed by a persistent excitation condition. This approach is…

We give a unified approach to weighted mixed-norm estimates and solvability for both the usual and time fractional parabolic equations in nondivergence form when coefficients are merely measurable in the time variable. In the spatial…

We calculate the the sharp constant and characterise the extremal initial data in $\dot{H}^{\frac{3}{4}}\times\dot{H}^{-\frac{1}{4}}$ for the $L^4$ Sobolev--Strichartz estimate for the wave equation in four space dimensions.

We find new quantitative estimates on the space-time analyticity of solutions to linear parabolic equations with time-independent coefficients and apply them to obtain observability inequalities for its solutions over measurable sets.

The inclusion of stochastic terms in equations of motion for fluid problems enables a statistical representation of processes which are left unresolved by numerical computation. Here, we derive stochastic equations for the behaviour of…

In this paper we prove an observability inequality for a degenerate transport equation. First we introduce a local in time Carleman estimate for the degenerate equation, then we apply it to obtain a global in time observability inequality…

Our goal in this paper is to apply a normal forms method to estimate the Sobolev norms of the solutions of the water waves equation. We construct a paradifferential change of unknown, without derivatives losses, which eliminates the part of…

We prove decay estimates for solutions to non-isotropic linear systems of wave equations. The defining feature of these estimates is that they depend only on the commutation properties of the system with the scaling vector field. As…

We establish the internal exact controllability of a refined stochastic hyperbolic equation by deriving a suitable observability inequality via Carleman estimates for the associated backward stochastic hyperbolic equation. In contrast to…

A hidden Markov model is called observable if distinct initial laws give rise to distinct laws of the observation process. Observability implies stability of the nonlinear filter when the signal process is tight, but this need not be the…

We consider a $2\times 2$ system of parabolic equations with first and zeroth coupling and establish a Carleman estimate by extra data of only one component without data of initial values. Then we apply the Carleman estimate to inverse…

We consider a first-order transport equation $\ppp_tu(x,t) + (H(x)\cdot\nabla u(x,t)) + p(x)u(x,t) = F(x,t)$ for $x \in \OOO \subset \R^d$, where $\OOO$ is a bounded domain and $0<t<T$. We prove a Carleman estimate for more generous…