Huy Tuan, N, Lesnic, D orcid.org/0000-0003-3025-2770, Ngoc Thach, T et al. (1 more author) (2022) Regularization of the backward stochastic heat conduction problem. Journal of Inverse and Ill-Posed Problems, 30 (3). pp. 351-362. ISSN 0928-0219
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.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2021 Walter de Gruyter GmbH, Berlin/Boston. This is an author produced version of an article, published in Journal of Inverse and Ill-Posed Problems. Uploaded in accordance with the publisher's self-archiving policy. |
Keywords: | Stochastic parabolic equations; backward problems; regularization; error estimates |
Dates: |
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Institution: | The University of Leeds |
Academic Units: | The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds) > Applied Mathematics (Leeds) |
Depositing User: | Symplectic Publications |
Date Deposited: | 01 Oct 2021 10:30 |
Last Modified: | 11 Jan 2023 14:41 |
Status: | Published |
Publisher: | De Gruyter |
Identification Number: | 10.1515/jiip-2020-0013 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:178551 |