In this paper, we consider a backward problem in time for a linear stochastic Kuramoto-Sivashinsky equation. Firstly, we present two Carleman estimates incorporating weight functions independent of the variable x for the stochastic Kuramoto-Sivashinsky equation. Subsequently, we employ these two Carleman estimates to establish conditional stability for the backward problem in two distinct scenarios: when 0<t0<T and when t0=0. Lastly, we transform the backward problem in time into the minimization of a regularized Tikhonov functional. This functional is solved by the conjugate gradient algorithm based on the gradient formula tailored for the regularized functional. Numerical examples related to the recovery of continuous and discontinuous initial values illustrate the effectiveness of the conjugate gradient algorithm.
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