Insensitizing Control Problems for Coupled Stochastic Parabolic Systems with State and Gradient Observations
We study insensitizing control problems for a class of coupled linear stochastic parabolic systems. We establish the existence of controls such that a sentinel functional, involving localized observations of the state variables and their spatial gradients, is insensitive to small perturbations of the null initial data. We first reformulate the insensitizing control problem as a null controllability problem for a coupled forward--backward stochastic parabolic system, in which the observation terms induce both zeroth- and second-order coupling terms. By duality, the analysis is reduced to an observability inequality for the corresponding adjoint system. The main analytical contribution is the derivation of new global Carleman estimates for coupled stochastic parabolic systems with zeroth- and second-order coupling terms, under suitable geometric assumptions on the control and observation regions. These estimates yield the required observability inequalities and, consequently, the existence of insensitizing controls. Furthermore, depending on the value of a weighting parameter $\beta\in[0,1]$, which determines the relative contributions of the two state components to the sentinel functional, we consider two cases. If $\beta\in\{0,1\}$, the sentinel functional depends on only one state component, and a single localized control acting in the drift of the first equation is sufficient. In contrast, if $\beta\in(0,1)$, both state components contribute to the sentinel functional, and two localized controls acting in the drift terms of the two equations are sufficient. Moreover, the control strategy in this paper involves two additional controls acting throughout the diffusion terms.