Related papers: From Feynman-Kac Formulae to Numerical Stochastic …
We present a computational alternative to probabilistic simulations for non-smooth stochastic dynamical systems that are prevalent in engineering mechanics. As examples, we target (1) stochastic elasto-plastic problems, which involve…
A representation formula for solutions of stochastic partial differential equations with Dirichlet boundary conditions is proved. The scope of our setting is wide enough to cover the general situation when the backward characteristics that…
The monotonicity-based approach has become one of the fundamental methods for reconstructing inclusions in the inverse problem of electrical impedance tomography. Thus far the method has not been proven to be able to handle extreme…
In this work we develop and analyze an adaptive finite element method for efficiently solving electrical impedance tomography -- a severely ill-posed nonlinear inverse problem for recovering the conductivity from boundary voltage…
This paper introduces a new approach for solving electrical impedance tomography (EIT) problems using deep neural networks. The mathematical problem of EIT is to invert the electrical conductivity from the Dirichlet-to-Neumann (DtN) map.…
In this paper, we consider an inverse conductivity problem on a bounded domain $\Omega\subset\mathbb{R}^n$, $n\geq2$, also known as Electrical Impedance Tomography (EIT), for the case where unknown impenetrable obstacles are embedded into…
We develop a quantitative theory of stochastic homogenization for linear, uniformly parabolic equations with coefficients depending on space and time. Inspired by recent works in the elliptic setting, our analysis is focused on certain…
This paper is devoted to studying impedance eigenvalues (that is, eigenvalues of a particular Dirichlet-to-Neumann map) for the time harmonic linear elastic wave problem, and their potential use as target-signatures for fluid-solid…
In this work we deal with the stochastic homogenization of the initial boundary value problems of monotone type. The models of monotone type under consideration describe the deformation behaviour of inelastic materials with a microstructure…
We propose a new method for the numerical solution of the forward-backward stochastic differential equations (FBSDE) appearing in the Feynman-Kac representation of the value function in stochastic optimal control problems. Using Girsanov's…
This work considers properties of the logarithm of the Neumann-to-Dirichlet boundary map for the conductivity equation in a Lipschitz domain. It is shown that the mapping from the (logarithm of) the conductivity, i.e. the (logarithm of) the…
Electrical Impedance Tomography (EIT) is a powerful imaging technique with diverse applications, e.g., medical diagnosis, industrial monitoring, and environmental studies. The EIT inverse problem is about inferring the internal conductivity…
This work considers the Fr\'echet derivative of the idealized forward map of two-dimensional electrical impedance tomography, i.e., the linear operator that maps a perturbation of the coefficient in the conductivity equation over a bounded…
This paper provides an analysis of the linearized inverse problem in multifrequency electrical impedance tomography. We consider an isotropic conductivity distribution with a finite number of unknown inclusions with different frequency…
We present quantitative results for the homogenization of uniformly convex integral functionals with random coefficients under independence assumptions. The main result is an error estimate for the Dirichlet problem which is algebraic (but…
In this paper, we establish a version of the Feynman-Kac formula for multidimensional stochastic heat equation driven by a general semimartingale. This Feynman-Kac formula is then applied to study some nonlinear stochastic heat equations…
Working within the class of piecewise constant conductivities, the inverse problem of electrical impedance tomography can be recast as a shape optimization problem where the discontinuity interface is the unknown. Using Gr\"oger's…
We deal with the problem of determining the shape of an inclusion embedded in a homogenous background medium. The multifre-quency electrical impedance tomography is used to image the inclusion. For different frequencies, a current is…
In this paper, we investigate an inverse Cauchy problem for a stochastic hyperbolic equation. A Lipschitz type observability estimate is established using a pointwise Carleman identity. By minimizing the constructed Tikhonov-type…
We establish a probabilistic representation for a wide class of linear deterministic p.d.e.s with potential term, including the wave equation in spatial dimensions 1 to 3. Our representation applies to the heat equation, where it is related…