相关论文: Determination the Solution of a Stochastic Parabol…
In this paper, we aim to study a stochastic process from a macro point of view, and thus periodic solution of a stochastic process in distributional sense is introduced. We first give the definition and then establish the existence of…
This review examines classical and recent results on controllability and inverse problems for hyperbolic and dispersive equations with dynamic boundary conditions. We aim to illustrate the applicability of Carleman estimates to establish…
This paper is concerned with the well-posedness and regularity of the distributional solutions for the stochastic acoustic and elastic scattering problems. We show that the regularity of the solutions depends on the regularity of both the…
In this contribution we show sufficient conditions for simultaneous unique identification of unknown spacewise coefficients and heat source in a parabolic partial differential equation given additional final time measurements. Our approach…
Some sufficient conditions on the algebraic stability of non-homogeneous regime-switching diffusion processes are established. In this work we focus on determining the decay rate of a stochastic system which switches randomly between…
This work focuses on stability of regime-switching diffusions consisting of continuous and discrete components, in which the discrete component switches in a countably infinite set and its switching rates at current time depend on the…
This paper establishes explicit solutions for fractional diffusion problems on bounded domains. It also gives stochastic solutions, in terms of Markov processes time-changed by an inverse stable subordinator whose index equals the order of…
We solve the Skorokhod embedding problem for a class of stochastic processes satisfying an inhomogeneous stochastic differential equation (SDE) of the form $d A_t =\mu (t, A_t) d t + \sigma(t, A_t) d W_t$. We provide sufficient conditions…
Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
In this paper we propose a new statistical stopping rule for constrained maximum likelihood iterative algorithms applied to ill-posed inverse problems. To this aim we extend the definition of Tikhonov regularization in a statistical…
This work investigates both direct and inverse problems of the variable-exponent sub-diffusion model, which attracts increasing attentions in both practical applications and theoretical aspects. Based on the perturbation method, which…
This paper addresses null controllability for both forward and backward linear stochastic parabolic equations by introducing convection terms on the drift parts with bounded coefficients. Moreover, the forward stochastic parabolic equation…
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…
Many inverse problems can be described by a PDE model with unknown parameters that need to be calibrated based on measurements related to its solution. This can be seen as a constrained minimization problem where one wishes to minimize the…
In this work, we develop efficient solvers for linear inverse problems based on randomized singular value decomposition (RSVD). This is achieved by combining RSVD with classical regularization methods, e.g., truncated singular value…
Although the \emph{residual method}, or \emph{constrained regularization}, is frequently used in applications, a detailed study of its properties is still missing. This sharply contrasts the progress of the theory of Tikhonov…
In this article, for the radiative transport equation, we study inverse problems of determining a time independent scattering coefficient or total attenuation by boundary data on the complementary sub-boundary after making one time input of…
We consider Fredholm integral equation of the first kind, present an efficient new iterated Tikhonov method to solve it. The new Tikhonov iteration method has been proved which can achieve the optimal order under a-priori assumption. In…
This paper is devoted to the inverse problem of determining the spatially dependent source in a time fractional diffusion-wave equation, with the aid of extra measurement data at subboundary. Uniqueness result is obtained by using the…
For a two by two reaction-diffusion system on a bounded domain we give a simultaneous stability result for one coefficient and for the initial conditions. The key ingredient is a global Carleman-type estimate with a single observation…