Convergence rates in expectation for a nonlinear backward parabolic equation with Gaussian white noise
Abstract
The main purpose of this paper is to study the problem of determining initial condition of nonlinear parabolic equation from noisy observations of the final condition. We introduce a regularized method to establish an approximate solution. We prove an upper bound on the rate of convergence of the mean integrated squared error.
- Publication:
-
arXiv e-prints
- Pub Date:
- November 2017
- DOI:
- arXiv:
- arXiv:1711.10081
- Bibcode:
- 2017arXiv171110081N
- Keywords:
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- Mathematics - Analysis of PDEs;
- Mathematical Physics;
- Mathematics - Probability;
- 65N21;
- 35R30
- E-Print:
- 29 pages, Submitted for publication