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We consider the inverse problem of determining the highly oscillatory coefficient $a^\epsilon$ in partial differential equations of the form $-\nabla\cdot (a^\epsilon\nabla u^\epsilon)+bu^\epsilon = f$ from given measurements of the…

Numerical Analysis · Mathematics 2016-10-26 Christina Frederick , Bjorn Engquist

This paper concerns the convex optimal control problem governed by multiscale elliptic equations with arbitrarily rough $L^\infty$ coefficients, which has important applications in composite materials and geophysics. We use one of the…

Numerical Analysis · Mathematics 2024-12-20 Yanping Chen , Jiaoyan Zeng , Xinliang Liu , Lei Zhang

This work is devoted to the development and analysis of a linearization algorithm for microscopic elliptic equations, with scaled degenerate production, posed in a perforated medium and constrained by the homogeneous Neumann-Dirichlet…

Numerical Analysis · Mathematics 2020-08-11 Anh-Khoa Vo , Ekeoma Rowland Ijioma , Nhu-Ngoc Nguyen

Inverse problems are often ill-posed, with solutions that depend sensitively on data. In any numerical approach to the solution of such problems, regularization of some form is needed to counteract the resulting instability. This paper is…

Numerical Analysis · Mathematics 2009-09-14 S. L. Cotter , M. Dashti , A. M. Stuart

Numerical homogenization aims to efficiently and accurately approximate the solution space of an elliptic partial differential operator with arbitrarily rough coefficients in a $d$-dimensional domain. The application of the inverse operator…

Numerical Analysis · Mathematics 2022-11-24 Moritz Hauck , Daniel Peterseim

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

Many numerical methods for multiscale differential equations require a scale separation between the larger and the smaller scales to achieve accuracy and computational efficiency. In the area of multiscale dynamical systems, so-called,…

Numerical Analysis · Mathematics 2025-07-01 Ziheng Chen , Björn Engquist

We introduce a finite element method for numerical upscaling of second order elliptic equations with highly heterogeneous coefficients. The method is based on a mixed formulation of the problem and the concepts of the domain decomposition…

Numerical Analysis · Mathematics 2013-10-11 Yalchin Efendiev , Raytcho Lazarov , Ke Shi

In this article, the solution of a statistical inverse problem $M = AU+\mathcal{E}$ by the Bayesian approach is studied where $U$ is a function on the unit circle $\mathbb{T}$, i.e., a periodic signal. The mapping $A$ is a smoothing linear…

Statistics Theory · Mathematics 2009-07-31 Tapio Helin

In a Bayesian inverse problem setting, the solution consists of a posterior measure obtained by combining prior belief, information about the forward operator, and noisy observational data. This measure is most often given in terms of a…

Probability · Mathematics 2017-04-12 Philipp Wacker

In this article we consider a Bayesian inverse problem associated to elliptic partial differential equations (PDEs) in two and three dimensions. This class of inverse problems is important in applications such as hydrology, but the…

Computation · Statistics 2014-12-16 Alex Beskos , Ajay Jasra , Ege Muzaffer , Andrew Stuart

This work presents a novel and effective method for fitting multidimensional ellipsoids to scattered data in the contamination of noise and outliers. We approach the problem as a Bayesian parameter estimate process and maximize the…

Methodology · Statistics 2024-07-30 Zhao Mingyang , Jia Xiaohong , Ma Lei , Shi Yuke , Jiang Jingen , Li Qizhai , Yan Dong-Ming , Huang Tiejun

Nonlinear multi-scale problems are ubiquitous in materials science and biology. Complicated interactions between nonlinearities and (nonseparable) multiple scales pose a major challenge for analysis and simulation. In this paper, we study…

Numerical Analysis · Mathematics 2021-01-05 Xinliang Liu , Eric Chung , Lei Zhang

An inverse problem of identifying inhomogeneity or crack in the workpiece made of nonlinear magnetic material is investigated. To recover the shape from the local measurements, a piecewise constant level set algorithm is proposed. By means…

Mathematical Physics · Physics 2012-12-04 Xiangyin Kong , Zhengfang Zhang , Zhengda Huang

The Bayesian methods for linear inverse problems is studied using hierarchical Gaussian models. The problems are considered with different discretizations, and we analyze the phenomena which appear when the discretization becomes finer. A…

Statistics Theory · Mathematics 2009-09-14 Tapio Helin , Matti Lassas

We propose a multiscale method for elliptic problems on complex domains, e.g. domains with cracks or complicated boundary. For local singularities this paper also offers a discrete alternative to enrichment techniques such as XFEM. We…

Numerical Analysis · Mathematics 2016-11-01 Daniel Elfverson , Mats G. Larson , Axel Målqvist

In this work we introduce and analyze a new multiscale method for strongly nonlinear monotone equations in the spirit of the Localized Orthogonal Decomposition. A problem-adapted multiscale space is constructed by solving linear local…

Numerical Analysis · Mathematics 2020-12-16 Barbara Verfürth

We consider inverse problems in Hilbert spaces under correlated Gaussian noise and use a Bayesian approach to find their regularised solution. We focus on mildly ill-posed inverse problems with the noise being generalised derivative of…

Statistics Theory · Mathematics 2023-11-21 Natalia Bochkina , Jenovah Rodrigues

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…

Methodology · Statistics 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…

Mathematical Physics · Physics 2018-11-16 Hermann Douanla , Cyrille Kenne