Related papers: On the inverse first-passage-time problem for a Wi…
By now Bayesian methods are routinely used in practice for solving inverse problems. In inverse problems the parameter or signal of interest is observed only indirectly, as an image of a given map, and the observations are typically further…
First passage distributions of semi-Markov processes are of interest in fields such as reliability, survival analysis, and many others. The problem of finding or computing first passage distributions is, in general, quite challenging. We…
A novel method to solve inverse problems for the wave equation is introduced. The method is a combination of the boundary control method and an iterative time reversal scheme, leading to adaptive imaging of coefficient functions of the wave…
We consider a problem of replication of random vectors by ordinary integrals in the setting when a underlying random variable is generated by a Wiener process. The goal is to find an optimal adapted process such that its cumulative integral…
In this paper, we present an inverse problem of identifying the reaction coefficient for time fractional diffusion equations in two dimensional spaces by using boundary Neumann data. It is proved that the forward operator is continuous with…
The paper formulates Bayesian inverse problems for inference in a topological measure space given noisy observations. Conditions for the validity of the Bayes formula and the well-posedness of the posterior measure are studied. The abstract…
The inverse problem of determining the right-hand side of the subdiffusion equation with the fractional Caputo derivative is considered. The right-hand side of the equation has the form $f(x)g(t)$ and the unknown is function $f(x)$. The…
In this paper, we study the inverse problems of determining the unknown transverse shear force $g(t)$ in a system governed by the damped Euler-Bernoulli equation $\rho(x)u_{tt}+\mu(x)u_t+ (r(x)u_{xx})_{xx}+ (\kappa(x)u_{xxt})_{xx}=0,…
This paper is dedicated to addressing the simultaneous inversion problem involving the initial value and space-dependent source term in a time-fractional diffusion-wave equation. Firstly, we establish the uniqueness of the inverse problem…
Consider the first passage percolation model on ${\bf Z}^d$ for $d\geq 2$. In this model we assign independently to each edge the value zero with probability $p$ and the value one with probability $1-p$. We denote by $T({\bf 0}, v)$ the…
We propose to solve inverse problems involving the temporal evolution of physics systems by leveraging recent advances from diffusion models. Our method moves the system's current state backward in time step by step by combining an…
Inverse problems for a diffusion equation containing a generalized fractional derivative are studied. The equation holds in a time interval $(0,T)$ and it is assumed that a state $u$ (solution of diffusion equation) and a source $f$ are…
Consider a Wiener process $W$ on a circle of circumference $L$. We prove the rather surprising result that the Laplace transform of the distribution of the first time, $\theta_L$, when the Wiener process has visited every point of the…
The inverse Ising problem consists in inferring the coupling constants of an Ising model given the correlation matrix. The fastest methods for solving this problem are based on mean-field approximations, but which one performs better in the…
The analytical continuation of correlation functions from imaginary to real time is a crucial step in lattice gauge theories, and it challenges our ability to derive non-perturbative predictions from lattice simulations. We review aspects…
It is considered the integrated process $X(t)= x + \int _0^t Y(s) ds ,$ where $Y(t)$ is a Gauss-Markov process starting from $y.$ The first-passage time (FPT) of $X$ through a constant boundary and the first-exit time of $X$ from an…
The subject of this thesis is in the area of Applied Mathematics known as Inverse Problems. Inverse problems are those where a set of measured data is analysed in order to get as much information as possible on a model which is assumed to…
This work investigates the inverse drift problem in the one-dimensional parabolic equation with the final time data. The authors construct an operator first, whose fixed points are the unknown drift, and then apply it to prove the…
Let $u_t-u_{xx}=h(t)$ in $0\leq x \leq \pi, t\geq 0.$ Assume that $u(0,t)=v(t)$, $u(\pi,t)=0$, and $u(x,0)=g(t)$. The problem is: {\it what extra data determine the three unknown functions $\{h, v, g\}$ uniquely?}. This question is answered…
We study the inverse boundary crossing problem for diffusions. Given a diffusion process $X_t$, and a survival distribution $p$ on $[0,\infty)$, we demonstrate that there exists a boundary $b(t)$ such that $p(t)=\mathbb{P}[\tau >t]$, where…