Stability estimates for initial data in general Ornstein-Uhlenbeck equations

Abstract

We consider the inverse problem of determining initial data in general Ornstein-Uhlenbeck equations on the Euclidean space from partial measurement localized on the so-called thick sets. Using the logarithmic convexity technique and recent observability results, we prove new stability estimates of logarithmic rate for large classes of initial data. Such stability estimates are crucial when dealing with the numerical reconstruction of initial data. Our analysis covers both cases: the analytic Ornstein-Uhlenbeck semigroup on $L^2\left(\mathbb R^N, \mathrm{d}\mu\right)$ with invariant measure $\mu$, and the non-analytic Ornstein-Uhlenbeck semigroup on $L^2\left(\mathbb R^N, \mathrm{d} x\right)$ with the Lebesgue measure. We treat general equations with a diffusion matrix and the Ornstein-Uhlenbeck equation with fractional diffusion in the latter case. This allows us to extend some recent results and simplify some parts of the proof.