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In this paper we study different algorithms for reflected backward stochastic differential equations (BSDE in short) with two continuous barriers basing on random work framework. We introduce different numerical algorithms by penalization…

Probability · Mathematics 2009-09-23 Mingyu Xu

We present a fully discrete finite element method for the interior null controllability problem subject to the wave equation. For the numerical scheme, piece-wise affine continuous elements in space and finite differences in time are…

Numerical Analysis · Mathematics 2023-05-10 Erik Burman , Ali Feizmohammadi , Lauri Oksanen

We describe a general multiplier method to obtain boundary stabilization of the wave equation by means of a (linear or quasi-linear) Neumann feedback. This also enables us to get Dirichlet boundary control of the wave equation. This method…

Optimization and Control · Mathematics 2009-03-24 Pierre Cornilleau , Jean-Pierre Loheac

We analyze in this paper the performance of a newly developed globally convergent numerical method for a coefficient inverse problem for the case of multi-frequency experimental backscatter data associated to a single incident wave. These…

Numerical Analysis · Mathematics 2017-06-07 Dinh-Liem Nguyen , Michael V. Klibanov , Loc H. Nguyen , Aleksandr E. Kolesov , Michael A. Fiddy , Hui Liu

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We develop a linearized boundary control method for the inverse boundary value problem of determining a potential in the acoustic wave equation from the Neumann-to-Dirichlet map. When the linearization is at the zero potential, we derive a…

Analysis of PDEs · Mathematics 2022-10-12 Lauri Oksanen , Tianyu Yang , Yang Yang

In this paper, we develop and numerically implement a novel approach for solving the inverse source problem of the acoustic wave equation in three dimensions. By injecting a small high-contrast droplet into the medium, we exploit the…

Numerical Analysis · Mathematics 2026-01-23 Shutong Hou , Mourad Sini , Haibing Wang

We consider an inverse problem for the linear one-dimensional wave equation with variable coefficients consisting in determining an unknown source term from a boundary observation. A method to obtain approximations of this inverse problem…

Numerical Analysis · Mathematics 2025-01-22 Carlos Castro , Sorin Micu

We propose a tomographic method to reconstruct the optical properties of a highly-scattering medium from incoherent acousto-optic measurements. The method is based on the solution to an inverse problem for the diffusion equation and makes…

Optics · Physics 2015-05-14 Guillaume Bal , John C Schotland

This paper is concerned with an inverse source problem for the stochastic wave equation driven by a fractional Brownian motion. Given the random source, the direct problem is to study the solution of the stochastic wave equation. The…

Numerical Analysis · Mathematics 2021-01-14 Xiaoli Feng , Meixia Zhao , Peijun Li , Xu Wang

We propose a probabilistic numerical algorithm to solve Backward Stochastic Differential Equations (BSDEs) with nonnegative jumps, a class of BSDEs introduced in [9] for representing fully nonlinear HJB equations. In particular, this allows…

Probability · Mathematics 2019-07-11 Idris Kharroubi , Nicolas Langrené , Huyên Pham

We introduce in this document a direct method allowing to solve numerically inverse type problems for linear hyperbolic equations. We first consider the reconstruction of the full solution of the wave equation posed in $\Omega\times (0,T)$…

Optimization and Control · Mathematics 2015-06-11 Nicolae Cindea , Arnaud Munch

We present the results on numerical testing of the Boundary Control Method in the sound speed determination for the acoustic equation on semiplane. This method for solving multidimensional inverse problems requires no a priory information…

Geophysics · Physics 2016-09-27 I. B. Ivanov , M. I. Belishev , V. S. Semenov

This paper addresses the inverse source problem for a mixed-type fractional wave-diffusion-wave equation posed in a cylindrical domain. The governing equation involves a time-dependent variable-order fractional derivative, which enables the…

Analysis of PDEs · Mathematics 2026-05-05 Erkinjon Karimov , Muzaffar Toshpulatov

We study an inverse boundary value problem for the nonlinear wave equation in $2 + 1$ dimensions. The objective is to recover an unknown potential $q(x, t)$ from the associated Dirichlet-to-Neumann map using real-valued waves. We propose a…

Numerical Analysis · Mathematics 2025-11-18 Markus Harju , Suvi Anttila , Teemu Tyni

In this work we present a method, based on the use of Bernstein polynomials, for the numerical resolution of some boundary values problems. The computations have not need of particular approximations of derivatives, such as finite…

Numerical Analysis · Mathematics 2025-10-20 Gianluca Argentini

In this paper, we study the inverse boundary value problem for the wave equation with a view towards an explicit reconstruction procedure. We consider both the anisotropic problem where the unknown is a general Riemannian metric smoothly…

Analysis of PDEs · Mathematics 2017-10-10 Maarten de Hoop , Paul Kepley , Lauri Oksanen

We provide a necessary and sufficient condition for a rough control driving a differential equation to be reconstructable, to some order, from observing the resulting controlled evolution. Physical examples and applications in stochastic…

Probability · Mathematics 2014-11-17 I. Bailleul , J. Diehl

In this paper, we consider the inverse problem of determining some coefficients within a coupled nonlinear parabolic system, through boundary observation of its non-negative solutions. In the physical setup, the non-negative solutions…

Analysis of PDEs · Mathematics 2024-04-23 Hongyu Liu , Catharine W. K. Lo

Boundary value problems on the unit sphere arise naturally in geophysics and oceanography when scientists model a physical quantity on large scales. Robust numerical methods play an important role in solving these problems. In this article,…

Numerical Analysis · Mathematics 2016-10-21 Quoc Thong Le Gia