Terminal value problem for nonlinear parabolic equation with Gaussian white noise

In this paper, We are interested in studying the backward in time problem for nonlinear parabolic equation with time and space independent coefficients. The main purpose of this paper is to study the problem of determining the initial condition of nonlinear parabolic equations from noisy observation...

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Main Authors: Vinh Quang Mai, Erkan Nane, Donal O'Regan, Nguyen Huy Tuan
Format: Article
Language:English
Published: AIMS Press 2022-03-01
Series:Electronic Research Archive
Subjects:
Online Access:https://www.aimspress.com/article/doi/10.3934/era.2022072?viewType=HTML
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author Vinh Quang Mai
Erkan Nane
Donal O'Regan
Nguyen Huy Tuan
author_facet Vinh Quang Mai
Erkan Nane
Donal O'Regan
Nguyen Huy Tuan
author_sort Vinh Quang Mai
collection DOAJ
description In this paper, We are interested in studying the backward in time problem for nonlinear parabolic equation with time and space independent coefficients. The main purpose of this paper is to study the problem of determining the initial condition of nonlinear parabolic equations from noisy observations of the final condition. The final data are noisy by the process involving Gaussian white noise. We introduce a regularized method to establish an approximate solution. We establish an upper bound on the rate of convergence of the mean integrated squared error. This article is inspired by the article by Tuan and Nane [1].
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spelling doaj.art-f1e11e02aa394aaa94e847ceb5355ac82022-12-22T04:06:27ZengAIMS PressElectronic Research Archive2688-15942022-03-013041374141310.3934/era.2022072Terminal value problem for nonlinear parabolic equation with Gaussian white noiseVinh Quang Mai 0Erkan Nane1Donal O'Regan2Nguyen Huy Tuan31. Division of Applied Mathematics, Thu Dau Mot University, Binh Duong Province, Vietnam2. Department of Mathematics and Statistics, Auburn University, Auburn, USA3. School of Mathematics, Statistics and Applied Mathematics, National University of Ireland, Galway, Ireland4. Division of Applied Mathematics, Science and Technology Advanced Institute, Van Lang University, Ho Chi Minh City, Vietnam 5. Faculty of Technology, Van Lang University, Ho Chi Minh City, VietnamIn this paper, We are interested in studying the backward in time problem for nonlinear parabolic equation with time and space independent coefficients. The main purpose of this paper is to study the problem of determining the initial condition of nonlinear parabolic equations from noisy observations of the final condition. The final data are noisy by the process involving Gaussian white noise. We introduce a regularized method to establish an approximate solution. We establish an upper bound on the rate of convergence of the mean integrated squared error. This article is inspired by the article by Tuan and Nane [1].https://www.aimspress.com/article/doi/10.3934/era.2022072?viewType=HTMLquasi-reversibility methodbackward problemparabolic equationgaussian white noise regularization
spellingShingle Vinh Quang Mai
Erkan Nane
Donal O'Regan
Nguyen Huy Tuan
Terminal value problem for nonlinear parabolic equation with Gaussian white noise
Electronic Research Archive
quasi-reversibility method
backward problem
parabolic equation
gaussian white noise regularization
title Terminal value problem for nonlinear parabolic equation with Gaussian white noise
title_full Terminal value problem for nonlinear parabolic equation with Gaussian white noise
title_fullStr Terminal value problem for nonlinear parabolic equation with Gaussian white noise
title_full_unstemmed Terminal value problem for nonlinear parabolic equation with Gaussian white noise
title_short Terminal value problem for nonlinear parabolic equation with Gaussian white noise
title_sort terminal value problem for nonlinear parabolic equation with gaussian white noise
topic quasi-reversibility method
backward problem
parabolic equation
gaussian white noise regularization
url https://www.aimspress.com/article/doi/10.3934/era.2022072?viewType=HTML
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AT erkannane terminalvalueproblemfornonlinearparabolicequationwithgaussianwhitenoise
AT donaloregan terminalvalueproblemfornonlinearparabolicequationwithgaussianwhitenoise
AT nguyenhuytuan terminalvalueproblemfornonlinearparabolicequationwithgaussianwhitenoise