Inverse Problems for Stochastic Partial Differential Equations
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Beschreibung
This book provides a comprehensive and systematic introduction to inverse problems for stochastic partial differential equations (SPDEs), with particular emphasis on stochastic parabolic and hyperbolic equations. It addresses both the unique challenges and new opportunities that arise in the stochastic setting. Key topics include inverse state problems (such as determining unknown initial conditions) and inverse source problems (identifying unknown source terms), with a focus on the mathematical tools essential for their analysis, especially global Carleman estimates tailored to SPDEs. The book explores fundamental issues of uniqueness, stability, and reconstruction under various measurement scenarios, including internal, boundary, and terminal observations. It highlights how stochasticity can fundamentally alter the nature of inverse problems, sometimes enabling solutions where deterministic approaches fail. Reconstruction methods such as Tikhonov regularization are also discussed in detail. This book is intended for graduate students and researchers in applied mathematics, stochastic analysis, and PDEs, as well as practitioners in fields like mathematical finance, physics, and engineering who require rigorous methods for uncertainty quantification. A moderate background in PDEs, functional analysis, and basic stochastic calculus is beneficial.
Presents a comprehensive overview of inverse problems for stochastic parabolic/hyperbolic equations Develops and applies Carleman estimates tailored specifically for stochastic PDE systems Provides insights into problems genuinely stochastic, showcasing how uncertainty benefits the solvability
Autor*in
Qi Lü
Themen in »Inverse Problems for Stochastic Partial Differential Equations«
Inverse problems for stochastic PDEs Inverse problems for stochastic parabolic equations Inverse problems stochastic hyperbolic equations Stochastic partial differential equations Determining unknown initial state Inverse source function determination Reconstruction of unknown state Inverse source problems in SPDEs Backward problems in stochastic parabolic equations Tikhonov regularization reconstruction strategy Quantitative unique continuation property Stochastic calculus applications Stability analysis using Carleman estimates Stochastic calculus and Itô processes Inverse problems with boundary measurement