scholarly journals On mild and weak solutions for stochastic heat equations with piecewise-constant conductivity

2020 ◽  
Vol 159 ◽  
pp. 108682 ◽  
Author(s):  
Yuliya Mishura ◽  
Kostiantyn Ralchenko ◽  
Mounir Zili
Keyword(s):  
Weak Solutions ◽  
Heat Equations ◽  
Piecewise Constant ◽  
Piecewise Constant Conductivity ◽  
Stochastic Heat Equations

Shape and parameter reconstruction for the Robin transmission inverse problem

2016 ◽  
Vol 24 (6) ◽  
Author(s):  
Antoine Laurain ◽  
Houcine Meftahi
Keyword(s):  
Inverse Problem ◽  
Shape Optimization ◽  
Saddle Point Problem ◽  
Point Problem ◽  
Optimization Approach ◽  
Reconstruction Method ◽  
Piecewise Constant ◽  
Piecewise Constant Conductivity ◽  
Level Set Approach ◽  
Parameter Reconstruction

AbstractIn this paper we consider the inverse problem of simultaneously reconstructing the interface where the jump of the conductivity occurs and the Robin parameter for a transmission problem with piecewise constant conductivity and Robin-type transmission conditions on the interface. We propose a reconstruction method based on a shape optimization approach and compare the results obtained using two different types of shape functionals. The reformulation of the shape optimization problem as a suitable saddle point problem allows us to obtain the optimality conditions by using differentiability properties of the min-sup combined with a function space parameterization technique. The reconstruction is then performed by means of an iterative algorithm based on a conjugate shape gradient method combined with a level set approach. To conclude we give and discuss several numerical examples.

scholarly journals Some properties of non-linear fractional stochastic heat equations on bounded domains

2017 ◽  
Vol 102 ◽  
pp. 86-93 ◽  
Author(s):  
Mohammud Foondun ◽  
Ngartelbaye Guerngar ◽  
Erkan Nane
Keyword(s):  
Heat Equations ◽  
Bounded Domains ◽  
Non Linear ◽  
Stochastic Heat Equations

scholarly journals A Collocation Approach for Solving Time-Fractional Stochastic Heat Equation Driven by an Additive Noise

Symmetry ◽  
2020 ◽  
Vol 12 (6) ◽  
pp. 904 ◽  
Author(s):  
Afshin Babaei ◽  
Hossein Jafari ◽  
S. Banihashemi
Keyword(s):  
Order Of Convergence ◽  
Additive Noise ◽  
Numerical Solutions ◽  
Numerical Test ◽  
Test Problems ◽  
Heat Equations ◽  
Algebraic Equations ◽  
Linear Algebraic Equations ◽  
Stochastic Heat Equations ◽  
Collocation Approach

A spectral collocation approach is constructed to solve a class of time-fractional stochastic heat equations (TFSHEs) driven by Brownian motion. Stochastic differential equations with additive noise have an important role in explaining some symmetry phenomena such as symmetry breaking in molecular vibrations. Finding the exact solution of such equations is difficult in many cases. Thus, a collocation method based on sixth-kind Chebyshev polynomials (SKCPs) is introduced to assess their numerical solutions. This collocation approach reduces the considered problem to a system of linear algebraic equations. The convergence and error analysis of the suggested scheme are investigated. In the end, numerical results and the order of convergence are evaluated for some numerical test problems to illustrate the efficiency and robustness of the presented method.

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