Publication:
Regularization of the backward stochastic heat conduction problem
Regularization of the backward stochastic heat conduction problem
| datacite.subject.fos | oecd::Engineering and technology | |
| dc.contributor.author | Nguyen Huy Tuan | |
| dc.contributor.author | Daniel Lesnic | |
| dc.contributor.author | Tran Ngoc Thach | |
| dc.contributor.author | Tran Bao Ngoc | |
| dc.date.accessioned | 2022-11-09T07:57:10Z | |
| dc.date.available | 2022-11-09T07:57:10Z | |
| dc.date.issued | 2021 | |
| dc.description.abstract | In this paper, we study the backward problem for the stochastic parabolic heat equation driven by a Wiener process. We show that the problem is ill-posed by violating the continuous dependence on the input data. In order to restore stability, we apply a filter regularization method which is completely new in the stochastic setting. Convergence rates are established under different a priori assumptions on the sought solution. | |
| dc.identifier.doi | 10.1515/jiip-2020-0013 | |
| dc.identifier.uri | http://repository.vlu.edu.vn:443/handle/123456789/1070 | |
| dc.language.iso | en_US | |
| dc.relation.ispartof | Journal of Inverse and Ill-posed Problems | |
| dc.relation.issn | 0928-0219 | |
| dc.relation.issn | 1569-3945 | |
| dc.subject | Stochastic parabolic equations | |
| dc.subject | backward problems | |
| dc.subject | regularization | |
| dc.subject | error estimates | |
| dc.title | Regularization of the backward stochastic heat conduction problem | |
| dc.type | journal-article | |
| dspace.entity.type | Publication | |
| oaire.citation.issue | 3 | |
| oaire.citation.volume | 30 |