A numerical method for a backward problem of a linear stochastic Kuramoto-Sivashinsky equation

DOI10.1016/j.rinam.2023.100383MaRDI QIDQ6084977

Bin Wu, Zewen Wang

Publication date: 2 December 2023

Published in: Results in Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

inverse problemTikhonov regularizationregularized optimizationstochastic Kuramoto-Sivashinsky equationbackward in time

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Numerical analysis (65-XX) Miscellaneous topics in partial differential equations (35Rxx) Controllability, observability, and system structure (93Bxx)

Cites Work

• Determination of two unknowns simultaneously for stochastic Euler-Bernoulli beam equations
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• Carleman estimates for a stochastic degenerate parabolic equation and applications to null controllability and an inverse random source problem
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• Null Controllability for Forward and Backward Stochastic Parabolic Equations
• Carleman and Observability Estimates for Stochastic Wave Equations
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• Inverse Scattering by a Random Periodic Structure
• Carleman Estimates of Some Stochastic Degenerate Parabolic Equations and Application
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• Exact Controllability for Stochastic Transport Equations
• An introduction to the mathematical theory of inverse problems
• Inverse problems for partial differential equations
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