相关论文: Unique Continuation for Stochastic Parabolic Equat…
In this work we shall review some of our recent results concerning unique continuation properties of solutions of Schr\"odinger equations. In this equations we include linear ones with a time depending potential and semi-linear ones.
We prove a unique continuation result for an ill-posed characteristic problem. A model problem of this type occurs in A.D.~Ionescu \& S.~Klainerman article (Theorem 1.1 in \cite{MR2470908}) and we extend their model-result using only…
This paper is addressed to establishing an internal observability estimate for some linear stochastic hyperbolic equations. The key is to establish a new global Carleman estimate for forward stochastic hyperbolic equations in the…
In this paper, we establish a boundary observability estimate for stochastic Schr\"{o}dinger equations by means of the global Carleman estimate. Our Carleman estimate is based on a new fundamental identity for a stochastic…
This paper is dedicated to the unique continuation properties of the solutions to nonlinear variational problems. Our analysis covers the case of nonlinear autonomous functionals depending on the gradient, as well as more general double…
In this work we consider the computational approximation of a unique continuation problem for the Helmholtz equation using a stabilized finite element method. First conditional stability estimates are derived for which, under a convexity…
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…
In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equations with jumps. The conditions we posed are weaker than…
This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…
This paper studies the inverse problem of determination the history for a stochastic diffusion process, by means of the value at the final time $T$. By establishing a new Carleman estimate, the conditional stability of the problem is…
In this paper, we combine deterministic splitting methods with a polynomial chaos expansion method for solving stochastic parabolic evolution problems. The stochastic differential equation is reduced to a system of deterministic equations…
Using Carleman estimates, we give a lower bound for solutions to the discrete Schr\"odinger equation in both dynamic and stationary settings that allows us to prove uniqueness results, under some assumptions on the decay of the solutions.
We consider the quantitative uniqueness properties for a parabolic type equation $ u_t-\Delta u = w(x,t) \nabla u + v(x,t) u$, when $v \in L^{p_2}_{t} L^{p_1}_x$ and $w \in L^{q_2}_{t} L^{q_1}_x$, with a suitable range for exponents $p_1$,…
This paper is concerned with the existence of optimal controls for backward stochastic partial differential equations with random coefficients, in which the control systems are represented in an abstract evolution form, i.e. backward…
We provide fine asymptotics of solutions of fractional elliptic equations at boundary points where the domain is locally conical; that is, corner type singularities appear. Our method relies on a suitable smoothing of the corner singularity…
We consider constrained partial differential equations of hyperbolic type with a small parameter $\varepsilon>0$, which turn parabolic in the limit case, i.e., for $\varepsilon=0$. The well-posedness of the resulting systems is discussed…
The purpose of this paper is to present a universal approach to the study of controllability/observability problems for infinite dimensional systems governed by some stochastic/deterministic partial differential equations. The crucial…
We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…
This work is concerned with the identification problem for what we call the perturbation term or error term in a parabolic partial differential equation, through its approximate periodic solutions. The observation is made over a subregion…
In this Note, we present a Calder\'on-type uniqueness theorem on the Cauchy problem of stochastic partial differential equations. To this aim, we introduce the concept of stochastic pseudo-differential operators, and establish their…