Skip to main content
Log in

A Quasi Solution for a Nonlinear Inverse Stochastic Partial Differential Equation of Parabolic Type

  • Original Paper
  • Published:
Bulletin of the Iranian Mathematical Society Aims and scope Submit manuscript

Abstract

This paper concerns a nonlinear inverse stochastic parabolic partial differential equation. The source term of this problem consists branches of science and engineering, of known multiplicative noise. We study the existence of the quasi solution for this problem. Our suggested method to this approach is the minimization method based on the stochastic variational formulation. Moreover, we prove a stability estimation and continuity of minimization functional. In the proof procedure, we show that there is a compact subset of the admissible functions set. These results prove the existence of a quasi solution for the proposed problem.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Anabtawi, M.J., Sathananathan, S.: Ito-type stochastic parabolic partial differential equations in Hilbert spaces: stability and convergence results via Lyapunov-Like Functions. Stoch. Anal. Appl. 29(5), 749–768 (2011)

    Article  MathSciNet  Google Scholar 

  2. Asokan, V., Narayanan, V., Zabaras, N.: Stochastic inverse heat conduction using a spectral approach. Int. J. Numer. Methods Eng. 60(7), 1–24 (2004)

    MathSciNet  MATH  Google Scholar 

  3. Bannert, S.: Banach–Gelfand Triples and Applications in Time-frequency Analysis. University of Vienna, Vienna (2010) (Master’s thesis)

  4. Bonaccorsi, S., Ziglio, G.: A variational approach to stochastic nonlinear diffusion problems with dynamical boundary conditions. Stoch. Int. J. Probab. Stoch. Process. 86(2), 218–233 (2013)

    Article  MathSciNet  Google Scholar 

  5. Capilla, J.E., Gomez, J.J., Sahuquillo, A., Hendricks Franssen, H.J.W.M.: Stochastic inverse problems in groundwater modeling. Hydraul. Eng. Softw. VIII (2000). https://doi.org/10.2495/HY000281

  6. Caraballo, T.: Existence and uniqueness of solutions for nonlinear stochastic partial differential equations. Collect. Math. 42(1), 51–57 (1991)

    MathSciNet  MATH  Google Scholar 

  7. Chow, P.L., Khasminski, R.Z.: Statistical approach to dynamical inverse problems. Commun. Math. Phys. 189, 521–531 (1997)

    Article  MathSciNet  Google Scholar 

  8. Chow, P.L., Maestrello, L.: Stochastic inverse problem in the radiation of noise. SIAM J. Appl. Math. 35(4), 665–677 (1978)

    Article  MathSciNet  Google Scholar 

  9. Crisan, D., Otobe, Y., Peszat, S.: Inverse problem for stochastic transport equation. Inverse Probl. 31(1), 1–19 (2013)

    MathSciNet  MATH  Google Scholar 

  10. Galubev, G.K., Khasminski, R.Z.: A statistical approach to some inverse problems for partial differential equations. Probl. Inf. Transm. 35(2), 136–149 (1999)

    MathSciNet  Google Scholar 

  11. Hadamard, J.: Lectures on Cauchy’s Problem in Linear Partial Differential Equations. Yale University Press, New Haven (1923)

  12. Hasanov, A.: Inverse coefficient problems for monotone potential. Inverse Probl. 13(5), 1265–1278 (1997)

    Article  MathSciNet  Google Scholar 

  13. Hasanov, A., Liu, Z.: An inverse coefficient problem for a nonlinear parabolic variational inequality. Appl. Math. Lett. 21(6), 563–570 (2008)

    Article  MathSciNet  Google Scholar 

  14. Hasanov, A., Mueller, J.L.: A numerical method for backward parabolic problems with nonselfadjoint elliptic operators. Appl. Numer. Math. 37(1–2), 55–78 (2001)

    Article  MathSciNet  Google Scholar 

  15. Hoffmann, M., Reiss, M.: Nonlinear estimation for linear inverse problems with error in the operator. Ann. Stat. 36(1), 310–336 (2008)

    Article  MathSciNet  Google Scholar 

  16. Ivanov, V.K.: On ill-posed problems. Mat. Sb. 61(2), 211–223 (1962)

    MathSciNet  Google Scholar 

  17. Jager, S., Kostina, E.: An inverse problem for a nonlinear stochastic differential equation modeling price dynamics (2006). https://doi.org/10.11588/heidok.00006549

  18. Kazimierczyk, P.: On the stochastic inverse problem for the heat conduction equation. Rep. Math. Phys. 26(2), 245–259 (1988)

    Article  MathSciNet  Google Scholar 

  19. Lesnic, D., Elliott, L., Ingham, D.B.: The solution of an inverse heat conduction problem subject to the specification of energies. Int. J. Heat Mass Transf. 41(1), 25–32 (1998)

    Article  Google Scholar 

  20. Liu, H., Ma, S.: Determining a random source in a Schrodinger equation involving an unknown potential (2020). arXiv:2005.04984

  21. Li, J., Liu, H., Ma, S.: Determining a random Schrodinger operator: both potential and source are random. Commun. Math. Phys. 381(2), 527–556 (2021)

    Article  MathSciNet  Google Scholar 

  22. Li, J., Liu, H., Ma, S.: Determining a random Schrodinger equation with unknown source and potential. SIAM J. Math. Anal. 51(4), 3465–3491 (2019)

    Article  MathSciNet  Google Scholar 

  23. Lu, Q., Zhang, X.: Global uniqueness for an inverse stochastic hyperbolic equation with three unknowns. Commun. Pure Appl. Anal. 68(6), 948–963 (2014)

    MATH  Google Scholar 

  24. Mera, N.S.: The method of fundamental solutions for the backward heat conduction problem. Inverse Probl. Sci. Eng. 13(1), 65–78 (2005)

    Article  MathSciNet  Google Scholar 

  25. Nilssen, T.: Theory of (Non-Linear) stochastic partial differential equations and its application to interest rates. University of Oslo (1991) (Master’s thesis)

  26. Noonan, J.P., Polchlopek, H.M.: An Arzela–Ascoli type theorem for random functions. Int. J. Math. Math. Sci. 789–796 (1991)

  27. Nouy, A.: A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations. Comput. Methods Appl. Mech. Eng. 196(45), 4251–4537 (2007)

    MathSciNet  MATH  Google Scholar 

  28. Salehi Shayegan, A.H.: A study of quasi solution and numerical solutions of time dependent inverse partial differential equation problems, Ph.D. thesis, K. N. Toosi University of Technology (2017)

  29. Tikhonov, A.N.: On the stability of inverse problems. Proc. Acad. Sci. USSR. 176–179 (1943)

  30. Wilansky, A.: Topology for Analysis. Dover Publications, Massachusetts (2008)

    MATH  Google Scholar 

  31. Xiong, X.T., Qian, Z.: Two numerical methods for solving a backward heat conduction problem. Appl. Math. Comput. 179(1), 370–377 (2006)

    MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ali Zakeri.

Additional information

Communicated by Majid Gazor.

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Parvaz, S., Zakeri, A. & Aminataei, A. A Quasi Solution for a Nonlinear Inverse Stochastic Partial Differential Equation of Parabolic Type. Bull. Iran. Math. Soc. 48, 2145–2158 (2022). https://doi.org/10.1007/s41980-021-00636-1

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s41980-021-00636-1

Keywords

Mathematics Subject Classification

Navigation