Convergence rates in expectation for a nonlinear backward parabolic equation with Gaussian white noise

Erkan Nane; Nguyen Huy Tuan

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arXiv · 1711.10081

Convergence rates in expectation for a nonlinear backward parabolic equation with Gaussian white noise

Erkan Nane·Nguyen Huy Tuan

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Abstract

The main purpose of this paper is to study the problem of determining initial condition of nonlinear parabolic equation from noisy observations of the final condition. We introduce a regularized method to establish an approximate solution. We prove an upper bound on the rate of convergence of the mean integrated squared error.

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BibTeX RIS

Erkan Nane, Nguyen Huy Tuan. 2017-11-28. Convergence rates in expectation for a nonlinear backward parabolic equation with Gaussian white noise. https://arxiv.org/abs/1711.10081

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