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This paper is devoted to investigating the random dynamics of stochastic discrete long-wave-short-wave resonance equations, which are characterized by the following features: $(1)$ the equations contain locally Lipschitz nonlinear coupling…

Probability · Mathematics 2026-03-18 Xia Pan , Jianhua Huang , Juntao Wu , Jiangwei Zhang

The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theorems for second-order variations of the observations in…

Statistics Theory · Mathematics 2026-02-05 Anton Tiepner , Mathias Trabs , Eric Ziebell

Consider the geometric inverse problem: There is a set of delta-sources in spacetime that emit waves travelling at unit speed. If we know all the arrival times at the boundary cylinder of the spacetime, can we reconstruct the space, a…

Differential Geometry · Mathematics 2023-08-09 Maarten V. de Hoop , Joonas Ilmavirta , Matti Lassas , Teemu Saksala

This article addresses the inverse problem of simultaneously recovering both the wave speed coefficient and an unknown initial condition (acting as the source) for the multidimensional wave equation from a single passive boundary…

Analysis of PDEs · Mathematics 2025-07-29 Yavar Kian , Hongyu Liu

We study the problem of passive imaging through convolutive channels. A scene is illuminated with an unknown, unstructured source, and the measured response is the convolution of this source with multiple channel responses, each of which is…

Information Theory · Computer Science 2017-08-25 Kiryung Lee , Felix Krahmer , Justin Romberg

We analyze continuity equations with Stratonovich stochasticity, $\partial \rho+ div_h \left[ \rho \circ\left(u(t,x)+\sum_{i=1}^N a_i(x) \dot W_i(t) \right) \right]=0$, defined on a smooth closed Riemannian manifold $M$ with metric $h$. The…

Analysis of PDEs · Mathematics 2024-01-18 Luca Galimberti , Kenneth H. Karlsen

A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…

Probability · Mathematics 2008-10-02 W. Liu , S. V. Lototsky

In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…

Probability · Mathematics 2021-07-12 Raluca M. Balan , Le Chen , Xia Chen

Given an undirected and connected graph $G$ on $T$ vertices, suppose each vertex $t$ has a latent signal $x_t \in \mathbb{R}^n$ associated to it. Given partial linear measurements of the signals, for a potentially small subset of the…

Statistics Theory · Mathematics 2025-06-04 Hemant Tyagi

In passive imaging, one attempts to reconstruct some coefficients in a wave equation from correlations of observed randomly excited solutions to this wave equation. Many methods proposed for this class of inverse problem so far are only…

Numerical Analysis · Mathematics 2024-03-12 Björn Müller , Thorsten Hohage , Damien Fournier , Laurent Gizon

Let $M$ be a compact Riemannian homogeneous space (e.g. a Euclidean sphere). We prove existence of a global weak solution of the stochastic wave equation \mathbf D_t\partial_tu=\sum_{k=1}^d\mathbf…

Probability · Mathematics 2016-08-14 Zdzisław Brzeźniak , Martin Ondreját

We propose an information-theoretic framework for analog signal separation. Specifically, we consider the problem of recovering two analog signals, modeled as general random vectors, from the noiseless sum of linear measurements of the…

Information Theory · Computer Science 2017-07-14 David Stotz , Erwin Riegler , Eirikur Agustsson , Helmut Bölcskei

We consider the following inverse problem: Suppose a $(1+1)$-dimensional wave equation on $\mathbb{R}_+$ with zero initial conditions is excited with a Neumann boundary data modelled as a white noise process. Given also the Dirichlet data…

Analysis of PDEs · Mathematics 2026-01-19 Emilia L. K. Blåsten , Tapio Helin , Antti Kujanpää , Lauri Oksanen , Jesse Railo

Bayesian approach to inverse problems is studied in the case where the forward map is a linear hypoelliptic pseudodifferential operator and measurement error is additive white Gaussian noise. The measurement model for an unknown Gaussian…

Statistics Theory · Mathematics 2016-07-20 Hanne Kekkonen , Matti Lassas , Samuli Siltanen

The method of passive imaging in seismology has been developped recently in order to image the earth crust from recordings of the seismic noise. This method is founded on the computation of correlations of the seismic noise. In this paper,…

Mathematical Physics · Physics 2017-08-23 Yves Colin De Verdière

We consider stochastic wave equations in spatial dimensions $d \geq 4$. We assume that the driving noise is given by a Gaussian noise that is white in time and has some spatial correlation. When the spatial correlation is given by the Riesz…

Probability · Mathematics 2025-01-09 Masahisa Ebina

This paper focuses on stability estimates of the inverse random source problems for the polyharmonic, electromagnetic, and elastic wave equations. The source is represented as a microlocally isotropic Gaussian random field, which is defined…

Analysis of PDEs · Mathematics 2024-10-11 Peijun Li , Ying Liang , Xu Wang

A novel statistical approach based on the Wigner transform is proposed for the description of partially incoherent optical wave dynamics in nonlinear media. An evolution equation for the Wigner transform is derived from a nonlinear…

Pattern Formation and Solitons · Physics 2009-11-07 B. Hall , M. Lisak , D. Anderson , R. Fedele , V. E. Semenov

In this work we describe the partial collapse of a compact object and the emission of spacetime waves as a result of back-reaction effects. As a source mass term we propose a non-smooth continuous function that describes a mass-loss, and we…

General Relativity and Quantum Cosmology · Physics 2023-07-24 Emmanuel Alejandro Avila-Vargas , Claudia Moreno , Rafael Hernández-Jiménez

The measurement of shape parameters of sources in astronomical images is usually performed by assuming that the underlying noise is uncorrelated. Spatial noise correlation is however present in practice due to various observational effects…

Astrophysics · Physics 2007-05-23 A. Refregier , S. T. Brown