An improved quasi-reversibility method for a terminal-boundary value multi-species model with white Gaussian noise

Upon the recent development of the quasi-reversibility method for terminal value parabolic problems in Nguyen et al. (2019), it is imperative to investigate the convergence analysis of this regularization method in the stochastic setting. In this paper, we positively unravel this open question by focusing on a coupled system of Dirichlet reaction-diffusion equations with additive white Gaussian noise on the terminal data. In this regard, the approximate problem is designed by adding the so-called perturbing operator to the original problem and by exploiting the Fourier reconstructed terminal data. By this way, Gevrey-type source conditions are included, while we successfully maintain the logarithmic stability estimate of the corresponding stabilized operator, which is necessary for the error analysis. As the main theme of this work, we prove the error bounds for the concentrations and for the concentration gradients, driven by a large amount of weighted energy-like controls involving the expectation operator. Compared to the classical error bounds in L-2 and H-1 that we obtained in the previous studies, our analysis here needs a higher smoothness of the true terminal data to ensure their reconstructions from the stochastic fashion. Two numerical examples are provided to corroborate the theoretical results. Published by Elsevier B.V.

Jaar van publicatie:2021

Trefwoorden:Backward reaction-diffusion systems, Quasi-reversibility method, Gaussian white noise, Weak solvability, Global estimates, Convergence rates

BOF-keylabel:ja

IOF-keylabel:ja

BOF-publication weight:1

Auteurs:International

Authors from:Higher Education

Toegankelijkheid:Open