A multi-frequency regularization method and a spectral covariance method are proposed to recover source terms in stochastic Helmholtz and finite-jump Lévy-driven wave equations from final-time observations.
An inverse source problem for the stochastic wave equation
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abstract
This paper is concerned with an inverse source problem for the stochastic wave equation driven by a fractional Brownian motion. Given the random source, the direct problem is to study the solution of the stochastic wave equation. The inverse problem is to determine the statistical properties of the source from the expectation and covariance of the final-time data. For the direct problem, it is shown to be well-posed with a unique mild solution. For the inverse problem, the uniqueness is proved for a certain class of functions and the instability is characterized. Numerical experiments are presented to illustrate the reconstructions by using a truncation-based regularization method.
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Inverse source problems for the stochastic wave equations
A multi-frequency regularization method and a spectral covariance method are proposed to recover source terms in stochastic Helmholtz and finite-jump Lévy-driven wave equations from final-time observations.