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arXiv · 2410.12370

An inverse Cauchy problem of a stochastic hyperbolic equation

Fangfang Dou·Peimin Lü
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Abstract

In this paper, we investigate an inverse Cauchy problem for a stochastic hyperbolic equation. A Lipschitz type observability estimate is established using a pointwise Carleman identity. By minimizing the constructed Tikhonov-type functional, we obtain a regularized approximation to the problem. The properties of the approximation are studied by means of the Carleman estimate and Riesz representation theorem. Leveraging kernel-based learning theory, we simulate numerical algorithms based on the proposed regularization method. These reconstruction algorithms are implemented and validated through several numerical experiments, demonstrating their feasibility and accuracy.

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Fangfang Dou, Peimin Lü. 2024-10-16. An inverse Cauchy problem of a stochastic hyperbolic equation. https://arxiv.org/abs/2410.12370

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