Volume 29, Issue 6

In this paper, we study an inverse source problem for a degenerate and singular parabolic system where the boundary conditions are of Neumann type. We consider a problem with degenerate diffusion coefficients and singular lower-order terms, both vanishing at an interior point of the space domain. In particular, we address the question of well-posedness of the problem, and then we prove a stability estimate of Lipschitz type in determining the source term by data of only one component. Our method is based on Carleman estimates, cut-off procedures and a reflection technique.

In this paper, we consider a seventh-order generalized Korteweg–de Vries (GKdV) equation and study the boundary stability results concerning the inverse problem of recovering a space-dependent source term. We establish a new boundary Carleman estimate for the seventh-order linear operator with the Dirichlet–Neumann type boundary conditions. Using this crucial estimate along with regularity result of the nonlinear GKdV equation, we establish a Lipschitz stability estimate of GKdV equation.

We present an approach to describe the stock market crises based on Mean Field Games (MFGs) and Optimal Control theory with a turnpike effect. The impact of the large amount of high-frequency traders (HFTs) can be modeled via a mean field term. We introduce the turnpike as a function that relies on the changes of the asset share price. An MFG is a coupled system of PDEs: a Kolmogorov–Fokker–Planck equation, evolving forward in time, and a Hamilton–Jacobi–Bellman equation, evolving backwards in time. The ill-posedness of this system comes from a turnpike effect. The numerical solution of an extremal problem that is dual to a PDE system is presented. We apply this approach to describe the Chinese stock market crash in 2015 considering the representative stock of CITIC Securities (ticker 600030). We consider HFTs that form a dominating bull and bear market. As a result, the bull strategy imitators do not make any profit.

The inverse problem of simultaneously determining, i.e., identifying and reconstructing, the space-dependent reaction coefficient and source term component from time-integral temperature measurements is investigated. This corresponds to thermal applications in which the heat is generated from a source depending linearly on the temperature, but with unknown space-dependent coefficients. For the resulting nonlinear inverse problem, we first prove the existence of solution based on the Schauder fixed point theorem. Then, under certain additional conditions, the solution is also proved to be unique. For the numerical reconstruction of solution, the problem is reformulated as a least-squares minimisation whose Fréchet gradients with respect to the two unknowns are derived in terms of the solution of an adjoint problem. The conjugate gradient method (CGM) to calculate the numerical solution is developed, and its convergence is proved from the Lipschitz continuity of these gradients. Three numerical examples for one- and two-dimensional inverse problems are illustrated to reveal the accuracy and stability of the solutions applying the CGM regularised by the discrepancy principle when noisy data are inverted.

Uniqueness of parabolic Cauchy problems is nowadays a classical problem and since Hadamard [ Lectures on Cauchy’s Problem in Linear Partial Differential Equations , Dover, New York, 1953], these kind of problems are known to be ill-posed and even severely ill-posed. Until now, there are only few partial results concerning the quantification of the stability of parabolic Cauchy problems. We bring in the present work an answer to this issue for smooth solutions under the minimal condition that the domain is Lipschitz.

In the present paper, we study inverse problems for a class of nonlinear hemivariational inequalities. We prove the existence and uniqueness of a solution to inverse problems. Finally, we introduce an inverse problem for an electro-elastic frictional contact problem to illustrate our results.

Finite difference semidiscretization methods for solving an ill-posed Cauchy problem in a Hilbert space are investigated. The problems involve linear positively definite selfadjoint operators. We justify an a posteriori scheme for the choice of the time-discretization step and establish accuracy estimates in terms of the error level of input data.