Inverse Problems for Stochastic Partial Differential Equations

Inverse Problems for Stochastic Partial Differential Equations

Sale price  $49.49 Regular price $54.99
Skip to product information
Inverse Problems for Stochastic Partial Differential Equations

Inverse Problems for Stochastic Partial Differential Equations

Sale price  $49.49 Regular price $54.99

Reliable shipping

Flexible returns

SpringerBriefs on PDEs and Data Science

Inverse Problems for Stochastic Partial Differential Equations

Qi Lü | Yu Wang

Mathematics / Numerical Analysis

This book provides a comprehensive and systematic introduction to inverse problems for stochastic partial differential equations (SPDEs), with particular emphasis on stochastic parabolic and hyperbolic equations. It addresses both the unique challenges and new opportunities that arise in the stochastic setting. Key topics include inverse state problems (such as determining unknown initial conditions) and inverse source problems (identifying unknown source terms), with a focus on the mathematical tools essential for their analysis, especially global Carleman estimates tailored to SPDEs. The book explores fundamental issues of uniqueness, stability, and reconstruction under various measurement scenarios, including internal, boundary, and terminal observations. It highlights how stochasticity can fundamentally alter the nature of inverse problems, sometimes enabling solutions where deterministic approaches fail. Reconstruction methods such as Tikhonov regularization are also discussed in detail. This book is intended for graduate students and researchers in applied mathematics, stochastic analysis, and PDEs, as well as practitioners in fields like mathematical finance, physics, and engineering who require rigorous methods for uncertainty quantification. A moderate background in PDEs, functional analysis, and basic stochastic calculus is beneficial.

Qi Lü is a professor at School of Mathematics, Sichuan University, Chengdu, China. He is a sectional speaker at International Congress of Mathematicians (Control Theory and Optimization Section, 2022). He is currently an associate editor/editorial board member of several journals including SIAM Journal on Control and Optimization, ESAIM: Control, Optimisation and Calculus of Variations, Annals of Applied Probability and Systems & Control Letters. His research interests include inverse problems and control theory for deterministic and stochastic partial differential equations and stochastic analysis. Yu Wang is an assistant professor at School of Mathematics, Southwest Jiaotong University, Chengdu, China. His research interests include inverse problems and control theory for stochastic partial differential equations.

Publication Date: 03 August 2026
Publisher: Springer Nature Singapore
Imprint: Springer
ISBN-13: 9789819590490
Format: Paperback softback
Page Count: 140

You may also like