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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2502.04594 |
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| _version_ | 1866910818511093760 |
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| author | Li, Peijun Zhu, Xiangchan Zhu, Yichun |
| author_facet | Li, Peijun Zhu, Xiangchan Zhu, Yichun |
| contents | This paper investigates an inverse potential problem for the stochastic heat equation driven by space-time Gaussian noise, which is spatially colored and temporally white. The objective is to determine the covariance operator of the random potential. We establish that the covariance operator can be uniquely identified from the correlation of the mild solution to the stochastic heat equation at a final time, where the initial conditions are specified by a complete orthonormal basis. The analysis relies on characterizing a tensor product structure inherent in the problem and utilizing the monotonicity properties of the operators associated with the system. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_04594 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | An inverse potential problem for the stochastic heat equation with space-time noise Li, Peijun Zhu, Xiangchan Zhu, Yichun Probability This paper investigates an inverse potential problem for the stochastic heat equation driven by space-time Gaussian noise, which is spatially colored and temporally white. The objective is to determine the covariance operator of the random potential. We establish that the covariance operator can be uniquely identified from the correlation of the mild solution to the stochastic heat equation at a final time, where the initial conditions are specified by a complete orthonormal basis. The analysis relies on characterizing a tensor product structure inherent in the problem and utilizing the monotonicity properties of the operators associated with the system. |
| title | An inverse potential problem for the stochastic heat equation with space-time noise |
| topic | Probability |
| url | https://arxiv.org/abs/2502.04594 |