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Mathematics > Probability

Title: Carleman estimates for space semi-discrete approximations of one-dimensional stochastic parabolic equation and its applications

Abstract: 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 H\"{o}lder stability for the discrete Cauchy problem.
Subjects: Probability (math.PR); Analysis of PDEs (math.AP)
Cite as: arXiv:2403.19413 [math.PR]
  (or arXiv:2403.19413v1 [math.PR] for this version)

Submission history

From: Bin Wu [view email]
[v1] Thu, 28 Mar 2024 13:37:52 GMT (21kb)

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