We study existence, uniqueness, and a priori estimates for solutions for backward parabolic Ito equations in domains with boundary. The proofs are based duality between forward and backward equations. This duality is used also to establish that backward parabolic equations have some causality (more precisely, some anti-causality). AMS 1991 subject classification: Primary 60J55, 60J60, 60H10. Se...

in the present article, we focus on the numerical approximation of stochastic partial differential equations of itˆo type with space-time white noise process, in particular, parabolic equations. for each case of additive andmultiplicative noise, the numerical solution of stochastic diffusion equations is approximated using two stochastic finite difference schemes and the stability and consisten...

it is well known that the parabolic partial differential equationsin two or more space dimensions with overspecified boundary data,feature in the mathematical modeling of many phenomena. in thisarticle, an inverse problem of determining an unknowntime-dependent source term of a parabolic equation in generaldimensions is considered. employing some transformations, wechange the inverse problem to...

One proves here the backward uniqueness of solutions to stochastic semilinear parabolic equations and also for the tamed Navier–Stokes equations driven by linearly multiplicative Gaussian noises. Applications to approximate controllability of nonlinear stochastic parabolic equations with initial controllers are given. The method of proof relies on the logarithmic convexity property known to hol...

We study the null controllability of three parabolic equations. The control is acting only on one of the three equations. The three equations are coupled by means of two cubic nonlinearities. The linearized control system around 0 is not null controllable. However, using the cubic nonlinearities, we prove the (global) null controllability of the control system. The proof relies on the return me...

A Gauss–Galerkin finite-difference method is proposed for the numerical solution of a class of linear, singular parabolic partial differential equations in two space dimensions. The method generalizes a Gauss– Galerkin method previously used for treating similar singular parabolic partial differential equations in one space dimension. Two test problems are studied and the numerical results are ...