Carleman estimates for space semi-discrete approximations of one-dimensional stochastic parabolic equation and its applications
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2024
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866929294189527040 |
|---|---|
| author | Wu, Bin Wang, Ying Wang, Zewen |
| author_facet | Wu, Bin Wang, Ying Wang, Zewen |
| contents | In this paper, we study discrete Carleman estimates for space semi-discrete approximations of one-dimensional stochastic parabolic equation. As applications of these discrete Carleman estimates, we apply them to study two inverse problems for the spatial semi-discrete stochastic parabolic equations, including a discrete inverse random source problem and a discrete Cauchy problem. We firstly establish two Carleman estimates for a one-dimensional semi-discrete stochastic parabolic equation, one for homogeneous boundary and the other for non-homogeneous boundary. Then we apply these two estimates separately to derive two stability results. The first one is the Lipschitz stability for the discrete inverse random source problem. The second one is the Hölder stability for the discrete Cauchy problem. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_19413 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Carleman estimates for space semi-discrete approximations of one-dimensional stochastic parabolic equation and its applications Wu, Bin Wang, Ying Wang, Zewen Probability Analysis of PDEs In this paper, we study discrete Carleman estimates for space semi-discrete approximations of one-dimensional stochastic parabolic equation. As applications of these discrete Carleman estimates, we apply them to study two inverse problems for the spatial semi-discrete stochastic parabolic equations, including a discrete inverse random source problem and a discrete Cauchy problem. We firstly establish two Carleman estimates for a one-dimensional semi-discrete stochastic parabolic equation, one for homogeneous boundary and the other for non-homogeneous boundary. Then we apply these two estimates separately to derive two stability results. The first one is the Lipschitz stability for the discrete inverse random source problem. The second one is the Hölder stability for the discrete Cauchy problem. |
| title | Carleman estimates for space semi-discrete approximations of one-dimensional stochastic parabolic equation and its applications |
| topic | Probability Analysis of PDEs |
| url | https://arxiv.org/abs/2403.19413 |