Related papers: From Feynman-Kac Formulae to Numerical Stochastic …
In this paper we present a novel sampling-based numerical scheme designed to solve a certain class of stochastic optimal control problems, utilizing forward and backward stochastic differential equations (FBSDEs). By means of a nonlinear…
Generalized impedance boundary conditions are effective, approximate boundary conditions that describe scattering of waves in situations where the wave interaction with the material involves multiple scales. In particular, this includes…
We explore the connections between the theories of stochastic analysis and discrete quantum mechanical systems. Naturally these connections include the Feynman-Kac formula, and the Cameron-Martin-Girsanov theorem. More precisely, the notion…
We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…
We consider stochastic differential equations driven by a general L\'evy processes (SDEs) with infinite activity and the related, via the Feynman-Kac formula, Dirichlet problem for parabolic integro-differential equation (PIDE). We…
We consider Inverse Electrical Impedance Tomography (EIT) problem on recovering electrical conductivity and potential in the body based on the measurement of the boundary voltages on the $m$ electrodes for a given electrode current. The…
We are interested in the homogenization of elastic-electric coupling equation, with rapidly oscillating coefficients, in periodically perforated piezoelectric body. We justify the two first terms in the usual asymptotic development of the…
We use uniform $W^{2,p}$ estimates to obtain corrector results for periodic homogenization problems of the form $A(x/\varepsilon):D^2 u_{\varepsilon} = f$ subject to a homogeneous Dirichlet boundary condition. We propose and rigorously…
We consider a space-time fractional parabolic problem. Combining a sinc-quadrature based method for discretizing the Riesz-Dunford integral with $hp$-FEM in space yields an exponentially convergent scheme for the initial boundary value…
This paper focuses on the time-harmonic electromagnetic (EM) scattering problem in a general medium which may possess a nontrivial topological structure. We model this by an inhomogeneous and possibly anisotropic medium with embedded…
We consider the time-harmonic acoustic wave scattering by a bounded {\it anisotropic inhomogeneity} embedded in an unbounded {\it anisotropic} homogeneous medium. The material parameters may have discontinuities across the interface between…
We consider a linearized inverse boundary value problem for the elasticity system. From the linearized Dirichlet-to-Neumann map at zero frequency, we show that a transversely isotropic perturbation of a homogeneous isotropic elastic tensor…
We present exponential error estimates and demonstrate an algebraic convergence rate for the homogenization of level-set convex Hamilton-Jacobi equations in i.i.d. random environments, the first quantitative homogenization results for these…
We consider the inverse boundary value problem of recovering piecewise homogeneous elastic tensor and piecewise homogeneous mass density from a localized lateral Dirichlet-to-Neumann or Neumann-to-Dirichlet map for the elasticity equation…
We present a study of the numerical solution of the two dimensional electrical impedance tomography problem, with noisy measurements of the Dirichlet to Neumann map. The inversion uses parametrizations of the conductivity on optimal grids.…
In this paper we investigate classical solution of a semi-linear system of backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. By proving an It\^{o}-Wentzell formula for jump…
For the first time, we develop in this paper the globally convergent convexification numerical method for a Coefficient Inverse Problem for the 3D Helmholtz equation for the case when the backscattering data are generated by a point source…
For the linearized reconstruction problem in Electrical Impedance Tomography (EIT) with the Complete Electrode Model (CEM), Lechleiter and Rieder (2008 Inverse Problems 24 065009) have shown that a piecewise polynomial conductivity on a…
We analyze the inverse problem to reconstruct the shape of a three dimensional homogeneous dielectric obstacle from the knowledge of noisy far field data. The forward problem is solved by a system of second kind boundary integral equations.…
We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…