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Stability and regularization for ill-posed Cauchy problem of a stochastic parabolic differential equation (2308.15741v2)

Published 30 Aug 2023 in math.NA and cs.NA

Abstract: In this paper, we investigate an ill-posed Cauchy problem involving a stochastic parabolic equation. We first establish a Carleman estimate for this equation. Leveraging this estimate, we derive the conditional stability and convergence rate of the Tikhonov regularization method for the aforementioned ill-posed Cauchy problem. To complement our theoretical analysis, we employ kernel-based learning theory to implement the completed Tikhonov regularization method for several numerical examples.

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