Uniqueness of inverse random source problems for stochastic heat and wave equations

Fuente: arXiv
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Main Authors: Wang, Xu, Yang, Guanlin, Zhang, Zhidong
Format: Preprint
Published: 2025
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author Wang, Xu
Yang, Guanlin
Zhang, Zhidong
author_facet Wang, Xu
Yang, Guanlin
Zhang, Zhidong
contents This paper investigates an inverse random source problem for stochastic evolution equations, including stochastic heat and wave equations, with the unknown source modeled as $g(x)f(t)\dot{W}(t)$. The research commences with the establishment of the well-posedness of the corresponding stochastic direct problem. Under suitable regularity conditions, the existence of stochastic strong solutions for both the stochastic heat and wave equations is demonstrated. For the inverse problem, the objective is to uniquely recover the strength $|f(t)|$ of the time-dependent component of the source from the boundary flux on a nonempty open subset. The uniqueness of the recovery for both the stochastic heat and wave equations is proven, and several numerical examples are given to verify the theoretical results.
format Preprint
id arxiv_https___arxiv_org_abs_2509_15928
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Uniqueness of inverse random source problems for stochastic heat and wave equations
Wang, Xu
Yang, Guanlin
Zhang, Zhidong
Analysis of PDEs
Probability
This paper investigates an inverse random source problem for stochastic evolution equations, including stochastic heat and wave equations, with the unknown source modeled as $g(x)f(t)\dot{W}(t)$. The research commences with the establishment of the well-posedness of the corresponding stochastic direct problem. Under suitable regularity conditions, the existence of stochastic strong solutions for both the stochastic heat and wave equations is demonstrated. For the inverse problem, the objective is to uniquely recover the strength $|f(t)|$ of the time-dependent component of the source from the boundary flux on a nonempty open subset. The uniqueness of the recovery for both the stochastic heat and wave equations is proven, and several numerical examples are given to verify the theoretical results.
title Uniqueness of inverse random source problems for stochastic heat and wave equations
topic Analysis of PDEs
Probability
url https://arxiv.org/abs/2509.15928