Stability Estimates for the Inverse Recovery of Drift and Diffusion Point Sources in Stochastic Parabolic Equations
Abstract
This paper studies the simultaneous recovery of point-source locations and temporal strengths in both the drift and diffusion terms of a stochastic parabolic equation with Neumann boundary conditions, using only boundary observations on a nonempty portion of the boundary after the sources have become inactive. By separating the stochastic equation into its expectation and centered parts, the drift channel reduces to a deterministic source problem with scalar Laplace moments, while the diffusion channel is controlled by Itô's isometry, which preserves the full L2-energy of the integrand. Under suitable nondegeneracy and separation assumptions, we establish Lipschitz stability for the location of a single source in either channel, logarithmic stability for the drift strength, and Lipschitz stability for the complete diffusion strength including its sign. For multiple sources, we obtain Lipschitz stability up to permutation for drift locations and weighted temporal moments in dimensions two and three, and for diffusion locations and strengths in dimensions one through three. The proof employs explicit adjoint probes, including complex-isotropic polynomial annihilators in dimensions two and three and spectral synthesis in one dimension, combined with boundary-to-source estimates derived from Green's identities. These results extend and improve upon existing deterministic stability theories by revealing the fundamentally different temporal information carried by stochastic integrals, a distinction that is further illustrated by numerical experiments.
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BibTeX
@misc{wang2026stability,
title = {{Stability Estimates for the Inverse Recovery of Drift and Diffusion Point Sources in Stochastic Parabolic Equations}},
author = {Yu Wang and Qi Lü},
howpublished = {arXiv},
year = {2026},
month = sep,
doi = {10.48550/arxiv.2609.14009},
eprint = {2609.14009},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2609.14009},
}
RIS
TY - UNPB
TI - Stability Estimates for the Inverse Recovery of Drift and Diffusion Point Sources in Stochastic Parabolic Equations
AU - Yu Wang
AU - Qi Lü
PY - 2026
DA - 2026/09/12
PB - arXiv
DO - 10.48550/arxiv.2609.14009
UR - https://arxiv.org/abs/2609.14009
AB - This paper studies the simultaneous recovery of point-source locations and temporal strengths in both the drift and diffusion terms of a stochastic parabolic equation with Neumann boundary conditions, using only boundary observations on a nonempty portion of the boundary after the sources have become inactive. By separating the stochastic equation into its expectation and centered parts, the drift channel reduces to a deterministic source problem with scalar Laplace moments, while the diffusion channel is controlled by Itô's isometry, which preserves the full L^2-energy of the integrand. Under suitable nondegeneracy and separation assumptions, we establish Lipschitz stability for the location of a single source in either channel, logarithmic stability for the drift strength, and Lipschitz stability for the complete diffusion strength including its sign. For multiple sources, we obtain Lipschitz stability up to permutation for drift locations and weighted temporal moments in dimensions two and three, and for diffusion locations and strengths in dimensions one through three. The proof employs explicit adjoint probes, including complex-isotropic polynomial annihilators in dimensions two and three and spectral synthesis in one dimension, combined with boundary-to-source estimates derived from Green's identities. These results extend and improve upon existing deterministic stability theories by revealing the fundamentally different temporal information carried by stochastic integrals, a distinction that is further illustrated by numerical experiments.
ER -