An inverse source problem for the stochastic wave equation

Abstract

This paper is concerned with an inverse source problem for the stochastic wave equation driven by a fractional Brownian motion. Given the random source, the direct problem is to study the solution of the stochastic wave equation. The inverse problem is to determine the statistical properties of the source from the expectation and covariance of the final-time data. For the direct problem, it is shown to be well-posed with a unique mild solution. For the inverse problem, the uniqueness is proved for a certain class of functions and the instability is characterized. Numerical experiments are presented to illustrate the reconstructions by using a truncation-based regularization method.

0

Turn this paper into a full lesson

ArcXiv compiles a staged curriculum from this paper: 8-12 lessons across beginner → advanced, synthesised section guides, visuals, flashcards, a quiz, exercises, and on-demand deep dives per section. Grounded in the abstract, never invented.

Discussion (0)

Sign in to join the discussion.

Loading comments…