Related papers: From Feynman-Kac Formulae to Numerical Stochastic …
In this work we propose and analyze a numerical method for electrical impedance tomography of recovering a piecewise constant conductivity from boundary voltage measurements. It is based on standard Tikhonov regularization with a…
We prove a Feynman-Kac formula for differential forms satisfying absolute boundary conditions on Riemannian manifolds with boundary and of bounded geometry. We use this to construct $L^2$ harmonic forms out of bounded ones on the universal…
In the previous paper "Stabilizing Inverse Problems by Internal Data", the authors introduced a simple procedure that allows one to detect whether and explain why internal information arising in several novel coupled physics (hybrid)…
In this paper, we present a novel Feynman-Kac formula and investigate learning-based methods for approximating general nonlinear time-dependent Schr\"odinger equations which may be high-dimensional. Our formulation integrates both the…
We study the Electrical Impedance Tomography Bayesian inverse problem for recovering the conductivity given noisy measurements of the voltage on some boundary surface electrodes. The uncertain conductivity depends linearly on a countable…
This work presents a new constructive uniqueness proof for Calder\'on's inverse problem of electrical impedance tomography, subject to local Cauchy data, for a large class of piecewise constant conductivities that we call "piecewise…
We propose a novel non-compact, positivity-preserving scheme for linear non-divergence form parabolic equations. Based on the Feynman-Kac formula, the solution is expressed as a conditional expectation of an associated diffusion process.…
Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…
In this paper, we derive a Sampling Method to solve the inverse shape problem of recovering an inclusion with a generalized impedance condition from electrostatic Cauchy data. The generalized impedance condition is a second-order…
We present a novel approach for the inverse problem in electrical impedance tomography based on regularized quadratic regression. Our contribution introduces a new formulation for the forward model in the form of a nonlinear integral…
A new numerical method for an inverse problem for an elliptic equation with unknown potential is proposed. In this problem the point source is running along a straight line and the source-dependent Dirichlet boundary condition is measured…
In this paper, we propose a novel data-driven framework for discovering probabilistic laws underlying the Feynman-Kac formula. Specifically, we introduce the first stochastic SINDy method formulated under the risk-neutral probability…
The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport…
The inverse problem in Acousto-Electric tomography concerns the reconstruction of the electric conductivity in a domain from knowledge of the power density function in the interior of the body. This interior power density results from…
In this paper, we are concerned with the numerical solution for the backward fractional Feynman-Kac equation with non-smooth initial data. Here we first provide the regularity estimate of the solution. And then we use the backward Euler and…
We propose an immersed boundary scheme for the numerical resolution of the Complete Electrode Model in Electrical Impedance Tomography, that we use as a main ingredient in the resolution of inverse problems in medical imaging. Such method…
The classical Feynman-Kac formula states the connection between linear parabolic partial differential equations (PDEs), like the heat equation, and expectation of stochastic processes driven by Brownian motion. It gives then a method for…
We prove a stochastic homogenization result for a class of \emph{nonlinear} and \emph{nonlocal} variational problems in domains with many small randomly distributed (bilateral) obstacles. Our model case is a Dirichlet problem for the…
We introduce a new method for studying stochastic homogenization of elliptic equations in nondivergence form. The main application is an algebraic error estimate, asserting that deviations from the homogenized limit are at most proportional…
Continuous time Feynman-Kac measures on path spaces are central in applied probability, partial differential equation theory, as well as in quantum physics. This article presents a new duality formula between normalized Feynman-Kac…