Posterior Consistency for Recovering Initial States in Nonlinear Subdiffusion Equations

2026-10-12来源 arXiv stat.THEnglish
arXiv:2608.26536v3 Announce Type: replace Abstract: We study the Bayesian recovery of the initial state in a semilinear time-fractional subdiffusion equation from noisy random space-time point observations. A rescaled Gaussian prior based on a Whittle--Mat\'ern process is assigned to the unknown initial condition. We prove that the solution has \(\dot H^3\)-regularity when the nonlinearity satisfies a Lipschitz condition in the Sobolev norm. We then establish posterior contraction rates for the prediction error in the \(L^2\)-norm and for the parameter in Sobolev norms. The rates are polynomial in the sample size, with exponent depending on the prior smoothness and the spatial dimension. Moreover, we prove a minimax lower bound by constructing a wavelet-packing set and controlling the Kullback--Leibler divergences.

原文:https://www.a8q9.cn/en/article/posterior-consistency-for-recovering-initial-states-in-nonlinear-subdiffusion-eq-5af1e0.html

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