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This book aims to provide a brief overview of recent advancements in the theory of inverse problems for stochastic partial differential equations. In order to keep the content concise, we will only discuss the inverse problems of two…

Probability · Mathematics 2024-11-11 Qi Lü , Yu Wang

In this paper, we study an inverse problem for linear parabolic system with variable diffusion coefficients subject to dynamic boundary conditions. We prove a global Lipschitz stability for the inverse problem involving a simultaneous…

Analysis of PDEs · Mathematics 2022-01-04 E. M. Ait Ben Hassi , S. E. Chorfi , L. Maniar , O. Oukdach

This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is…

Optimization and Control · Mathematics 2018-04-30 Christian Clason , Armin Rund , Karl Kunisch

The scaling of the exact solution of a hyperbolic balance law generates a family of scaled problems in which the source term does not depend on the current solution. These problems are used to construct a sequence of solutions whose…

Numerical Analysis · Mathematics 2020-07-21 Gino I. Montecinos

In this paper, a nonlinear inverse boundary value problem for the second-order hyperbolic equation with nonlocal conditions is studied. To investigate the solvability of the original problem, we first consider an auxiliary inverse boundary…

Analysis of PDEs · Mathematics 2021-11-01 G. Yu. Mehdiyeva , Y. T. Mehraliyev , E. I. Azizbayov

This work belongs to the framework of inverse problems with linear model. The resolution of this type of problem consists in minimizing (possibly under constraints) a function of discrepancy between the measurements and a physical model of…

Information Theory · Computer Science 2021-09-28 Henri Lantéri

In this paper, we propose a novel, computationally efficient reduced order method to solve linear parabolic inverse source problems. Our approach provides accurate numerical solutions without relying on specific training data. The forward…

Numerical Analysis · Mathematics 2023-06-12 Yuxuan Huang , Yangwen Zhang

We consider an inverse problem of reconstructing the conductivity function in a hyperbolic equation using single space-time domain noisy observations of the solution on the backscattering boundary of the computational domain. We formulate…

Numerical Analysis · Mathematics 2017-12-21 Larisa Beilina , Kati Niinimäki

We shall derive and propose several efficient overlapping domain decomposition methods for solving some typical linear inverse problems, including the identiffication of the flux, the source strength and the initial temperature in second…

Numerical Analysis · Mathematics 2013-09-10 Jiang Daijun , Feng Hui , Zou Jun

In this paper, we study the backward problem of determining initial condition for some class of nonlinear parabolic equations in multidimensional domain where data are given under random noise. This problem is ill-posed, i.e., the solution…

Analysis of PDEs · Mathematics 2017-02-08 Mokhtar Kirane , Erkan Nane , Nguyen Huy Tuan

Recovering microscopic couplings directly from data provides a route to solving the inverse problem in statistical field theories, one that complements the traditional-often computationally intractable-forward approach of predicting…

Statistical Mechanics · Physics 2025-11-24 Shreya Shukla , Abhijith Jayakumar , Andrey Y. Lokhov

This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…

Optimization and Control · Mathematics 2022-04-20 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz , Gerd Wachsmuth

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

Optimization and Control · Mathematics 2025-10-17 Michael Kartmann , Stefan Volkwein

This paper presents a concurrent global-local numerical method for solving multiscale parabolic equations in divergence form. The proposed method employs hybrid coefficient to provide accurate macroscopic information while preserving…

Numerical Analysis · Mathematics 2026-04-14 Yulei Liao , Yang Liu , Pingbing Ming

We explore computational aspects of maximum likelihood estimation of the mixture proportions of a nonparametric finite mixture model -- a convex optimization problem with old roots in statistics and a key member of the modern data analysis…

Computation · Statistics 2023-12-11 Haoyue Wang , Shibal Ibrahim , Rahul Mazumder

Space and time discretizations of parabolic differential equations with dynamic boundary conditions are studied in a weak formulation that fits into the standard abstract formulation of parabolic problems, just that the usual L^2(\Omega)…

Numerical Analysis · Mathematics 2015-01-09 Balázs Kovács , Christian Lubich

Inverse problem for multi-term fractional parabolic equation in two dimensional space, involving m + 1 Caputo fractional derivatives in time, is investigated. Presence of nonlocal boundary conditions leads to a non-self-adjoint spectral…

Analysis of PDEs · Mathematics 2022-02-08 Muhammad Ali , Sara Aziz

We introduce a time-dimensional reduction method for the inverse source problem in linear elasticity, where the goal is to reconstruct the initial displacement and velocity fields from partial boundary measurements of elastic wave…

Numerical Analysis · Mathematics 2025-06-17 Trong D. Dang , Chanh V. Le , Khoa D. Luu , Loc H Nguyen

We study an inverse problem for the time-dependent Maxwell system in an inhomogeneous and anisotropic medium. The objective is to recover the initial electric field $\mathbf{E}_0$ in a bounded domain $\Omega \subset \mathbb{R}^3$, using…

Numerical Analysis · Mathematics 2025-06-27 Thuy T. Le , Cong B. Van , Trong D. Dang , Loc H. Nguyen

An approximately globally convergent numerical method for a 3d Coefficient Inverse Problem for a hyperbolic equation with backscattering data is presented. A new approximate mathematical model is presented. An approximation is used only on…

Mathematical Physics · Physics 2012-09-18 Larisa Beilina , Michael V. Klibanov
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