This paper studies the inverse problem of determination the history for a stochastic diffusion process, by means of the value at the final time $T$. By establishing a new Carleman estimate, the conditional stability of the problem is proven. Based on the idea of Tikhonov method, a regularized solution is proposed. The analysis of the existence and uniqueness of the regularized solution, and proof for error estimate under an a-proior assumption are present. Numerical verification of the regularization, including numerical algorithm and examples are also illustrated.
翻译:本文研究了通过最后时间价值确定蒸汽扩散过程历史的逆向问题。通过确定一个新的Carleman估计,可以证明问题的有条件稳定性。根据Tikhonov方法的设想,提出了一种正规化的解决办法。分析了正规化解决办法的存在和独特性,并提供了根据预测假设进行误差估计的证据。还举例说明了对正规化进行的数字核查,包括数字算法和实例。