English
Related papers

Related papers: From Feynman-Kac Formulae to Numerical Stochastic …

200 papers

We consider the problem of reconstructing inhomogeneities in an isotropic elastic body using time harmonic waves. Here we extend the so called monotonicity method for inclusion detection and show how to determine certain types of…

Analysis of PDEs · Mathematics 2023-09-18 Sarah Eberle-Blick , Valter Pohjola

We present a finite element analysis of electrical impedance tomography for reconstructing the conductivity distribution from electrode voltage measurements by means of Tikhonov regularization. Two popular choices of the penalty term, i.e.,…

Numerical Analysis · Mathematics 2015-06-18 Matthias Gehre , Bangti Jin , Xiliang Lu

We prove the existence of classical solutions to parabolic linear stochastic integro-differential equations with adapted coefficients using Feynman-Kac transformations, conditioning, and the interlacing of space-inverses of stochastic flows…

Probability · Mathematics 2014-11-27 James-Michael Leahy , Remigijus Mikulevicius

We study a symmetric BEM-FEM coupling scheme for the scattering of transient acoustic waves by bounded inhomogeneous anisotropic obstacles in a homogeneous field. An incident wave in free space interacts with the obstacles and produces a…

Numerical Analysis · Mathematics 2016-08-24 Matthew E. Hassell , Francisco-Javier Sayas

We develop a novel iterative direct sampling method (IDSM) for solving linear or nonlinear elliptic inverse problems with partial Cauchy data. It integrates three innovations: a data completion scheme to reconstruct missing boundary…

Numerical Analysis · Mathematics 2025-11-12 Bangti Jin , Fengru Wang , Jun Zou

We show how to eliminate the error caused by an incorrectly modeled boundary in electrical impedance tomography (EIT). In practical measurements, one usually lacks the exact knowledge of the boundary. Because of this the numerical…

Analysis of PDEs · Mathematics 2007-05-23 Ville Kolehmainen , Matti Lassas , Petri Ola

In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…

Probability · Mathematics 2017-05-03 Michèle Thieullen , Alexis Vigot

Physics has played a fundamental role in medicine sciences, specially in imaging diagnostic. Currently, image reconstruction techniques are already taught in Physics courses and there is a growing interest in new potential applications. The…

Physics Education · Physics 2013-02-22 Olavo Henrique Menin , Vanessa Rolnik , Alexandre Souto Martinez

The classical Feynman-Kac identity represents solutions of linear partial differential equations in terms of stochastic differential euqations. This representation has been generalized to nonlinear partial differential equations on the one…

Probability · Mathematics 2023-10-30 Martin Hutzenthaler , Katharina Pohl

This paper presents an a priori error analysis of the hp-version of the boundary element method for the electric field integral equation on a piecewise plane (open or closed) Lipschitz surface. We use H(div)-conforming discretisations with…

Numerical Analysis · Mathematics 2009-06-01 Alexei Bespalov , Norbert Heuer

We address the homogenization of a semilinear hyperbolic stochastic partial differential equation with highly oscillating coefficients, in the context of ergodic algebras with mean value. To achieve our goal, we use a suitable variant of…

Analysis of PDEs · Mathematics 2017-05-02 Gabriel Deugoue , Jean Louis Woukeng

In this article we seek stability estimates in the inverse problem of determining the potential or the velocity in a wave equation in an anisotropic medium from measured Neumann boundary observations. This information is enclosed in the…

Analysis of PDEs · Mathematics 2010-05-04 Mourad Bellassoued , David Dos Santos Ferreira

It is shown that the contraction mapping principle with the involvement of a Carleman Weight Function works for a Coefficient Inverse Problem for a 1D hyperbolic equation. Using a Carleman estimate, the global convergence of the…

Numerical Analysis · Mathematics 2022-03-23 Thuy T. Le , Michael V. Klibanov , Loc H. Nguyen , Anders Sullivan , Lam Nguyen

In this paper we investigate the problem of identifying conductivity in electrical impedance tomography from one boundary measurement. A variational method with total variation regularization is here proposed to tackle this problem. We…

Analysis of PDEs · Mathematics 2017-09-26 Michael Hinze , Barbara Kaltenbacher , Tran Nhan Tam Quyen

This paper concerns the macroscopic behavior of solutions to parabolic equations with large, highly oscillatory, random potential. When the correlation function of the random potential satisfies a specific integrability condition, we show…

Probability · Mathematics 2014-08-06 Yu Gu , Guillaume Bal

We derive a non-linear version of the Feynman-Kac formula for the solutions of the vorticity equation in dimension 2 with space periodic boundary conditions. We prove the existence (global in time) and uniqueness for a stochastic terminal…

Probability · Mathematics 2013-04-05 Ana Bela Cruzeiro , Zhongmin M. Qian

A new numerical method to solve an inverse source problem for the Helmholtz equation in inhomogenous media is proposed. This method reduces the original inverse problem to a boundary value problem for a coupled system of elliptic PDEs, in…

Analysis of PDEs · Mathematics 2020-10-13 Loc H. Nguyen , Qitong Li , Michael V. Klibanov

In this paper, an abstract framework for the error analysis of discontinuous finite element method is developed for the distributed and Neumann boundary control problems governed by the stationary Stokes equation with control constraints.…

Numerical Analysis · Mathematics 2021-11-01 Asha K Dond , Thirupathi Gudi , Ramesh Ch. Sau

$\Gamma$-convergence methods are used to prove homogenization results for fractional obstacle problems in periodically perforated domains. The obstacles have random sizes and shapes and their capacity scales according to a stationary…

Classical Analysis and ODEs · Mathematics 2009-02-17 M. Focardi

This paper investigates the problem of time-harmonic acoustic scattering in an inhomogeneous medium with a complex topological structure. Specifically, the medium is anisotropic and contains several disjoint sound-soft obstacles. This model…

Mathematical Physics · Physics 2025-09-30 Huaian Diao , Qingle Meng , Zhiying Sun