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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Carleman estimates for some stochastic partial differential equations and applications
随机 偏微分方程 卡勒曼估计
2022/12/4
This talk is concerned with the controllability, observability and inverse problems for two types of stochastic partial differential equations, which are degenerate/singular stochastic parabolic equat...
A Semigroup Point Of View On Splitting Schemes For Stochastic (Partial) Differential Equations
Semigroup Point Splitting Schemes Differential Equations
2010/11/1
We construct normed spaces of real-valued functions with controlled growth on possibly infinite-dimensional state spaces such that semigroups of positive, bounded operators $(P_t)_{t\ge 0}$ thereon w...
Spatial Besov Regularity for Stochastic Partial Differential Equations on Lipschitz Domains
Spatial Besov Regularity Partial Differential Equations Lipschitz Domains
2010/11/1
We use the scale of Besov spaces B^\alpha_{\tau,\tau}(O), \alpha>0, 1/\tau=\alpha/d+1/p, p fixed, to study the spatial regularity of the solutions of linear parabolic stochastic partial differential ...
Optimal Control of Stochastic Partial Differential Equations
The maximum principle fully coupled forward-backward doubly stochastic control system
2010/10/21
In this paper, we prove the necessary and sufficient maximum principles (NSMP in short) for the optimal control of system described by a quasilinear stochastic heat equation with the control domain be...
Geometric shape of invariant manifolds for a class of stochastic partial differential equations
Stochastic partial differential equation invariant manifolds geometric shape
2010/9/15
Invariant manifolds play an important role in the study of the qualitative dynamical behaviors for nonlinear stochastic partial differential equations. However, the geometric shape of
these manifolds...