Related papers: From Feynman-Kac Formulae to Numerical Stochastic …
In a recent Letter, Baer et al. present a stochastic method for Kohn-Sham density functional theory calculations. Their convergence criterion is the self-averaging total energy per electron, which requires a number of statistical samples…
In the first part of the paper we prove various results on regularity of Feynman-Kac functionals of Hunt processes associated with time dependent semi-Dirichlet forms. In the second part we study the Cauchy problem for semilinear parabolic…
The problem of imaging of a moving target is formulated as a Coefficient Inverse Problem for a hyperbolic equation with its coefficient depending on all three spatial variables and time. As the initial condition, the point source running…
We devise a stochastic Hamiltonian formulation of the water wave problem. This stochastic representation is built within the framework of the modelling under location uncertainty. Starting from restriction to the free surface of the general…
A novel approach to critical-contrast homogenisation for periodic PDEs is proposed, via an explicit asymptotic analysis of Dirichlet-to-Neumann operators. Norm-resolvent asymptotics for non-uniformly elliptic problems with highly…
We apply a proposal of Yuen and Tombesi, for treating stochastic problems with negative diffusion, to the analytically soluble problem of the single-mode anharmonic oscillator. We find that the associated stochastic realizations include…
A local normal form theorem for smooth equivariant maps between Fr\'echet manifolds is established. Moreover, an elliptic version of this theorem is obtained. The proof these normal form results is inspired by the Lyapunov-Schmidt reduction…
We pursue a low-wavenumber, second-order homogenized solution of the time-harmonic wave equation at both low and high frequency in periodic media with a source term whose frequency resides inside a band gap. Considering the wave motion in…
We are interested in the averaged behavior of interfaces moving in stationary ergodic environments, with oscillatory normal velocity which changes sign. This problem can be reformulated, using level sets, as the homogenization of a…
We consider a general setting for dynamic tensor field tomography in an inhomogeneous refracting and absorbing medium as inverse source problem for the associated transport equation. Following Fermat's principle the Riemannian metric in the…
We deal with the electromagnetic waves propagation in the harmonic regime. We derive the Foldy-Lax approximation of the scattered fields generated by a cluster of small conductive inhomogeneities arbitrarily distributed in a bounded domain…
In this paper, we consider the inverse problem of recovering a diffusion and absorption coefficients in steady-state optical tomography problem from the Neumann-to-Dirichlet map. We first prove a Global uniqueness and Lipschitz stability…
This paper concerns a fast, one-step iterative technique of imaging extended perfectly conducting cracks with Dirichlet boundary condition. In order to reconstruct the shape of cracks from scattered field data measured at the boundary, we…
In this paper, an analytic approximation method for highly nonlinear equations, namely the homotopy analysis method (HAM), is employed to solve some backward stochastic differential equations (BSDEs) and forward-backward stochastic…
We prove quenched stochastic homogenization for divergence-form elliptic equations, under the assumption that the coefficients are stationary, ergodic, integrable, and satisfy a coarse-grained ellipticity assumption. The ellipticity…
In this paper, we are interested in the reiterated homogenization of linear elliptic equations of the form $-\frac{\partial}{\partial x_{i}} \left(a_{i j} \left(\frac{x}{\varepsilon}, \frac{x}{\varepsilon^{2}}\right) \frac{\partial…
The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…
We consider the stochastically driven one dimensional nonlinear oscillator $\ddot{x}+2\Gamma\dot{x}+\omega^2_0 x+\lambda x^3 = f(t)$ where f(t) is a Gaussian noise which, for the bulk of the work, is delta correlated (white noise). We…
The AMIAS/RISE framework formulates emission tomography as a probabilistic inverse problem in which reconstructed images are sampled from a distribution defined by the measurement model and counting statistics. In this work we present a…
Stochastic-periodic homogenization is studied for the Maxwell equations with nonlinear and periodic electric conductivity. It is shown by the stochastic-two-scale convergence method that the sequence of solutions of a class of highly…