Determination the Solution of a Stochastic Parabolic Equation by the Terminal Value

Abstract

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 proven. Based on the idea of Tikhonov method, a regularized solution is proposed. The analysis of the existence and uniqueness of the regularized solution, and proof for error estimate under an a-proior assumption are present. Numerical verification of the regularization, including numerical algorithm and examples are also illustrated.

References in corpus (3)

• Carleman Estimate for Stochastic Parabolic Equations and Inverse Stochastic Parabolic Problems
• Carleman estimates for a stochastic degenerate parabolic equation and applications to null controllability and an inverse random source problem
• Convergent numerical methods for parabolic equations with reversed time via a new Carleman estimate