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This paper concerns a spectral estimation problem in which we want to find a spectral density function that is consistent with estimated second-order statistics. It is an inverse problem admitting multiple solutions, and selection of a…

Optimization and Control · Mathematics 2019-08-08 Bin Zhu

Rough stochastic differential equations (rough SDEs), recently introduced by Friz, Hocquet and L\^e in arXiv:2106.10340, have emerged as a versatile tool to study "doubly" SDEs under partial conditioning (with motivation from pathwise…

Probability · Mathematics 2025-07-24 Fabio Bugini , Peter K. Friz , Wilhelm Stannat

We compute approximate solutions to inverse problems for determining parameters in differential equation models with stochastic data on output quantities. The formulation of the problem and modeling framework define a solution as a…

Numerical Analysis · Mathematics 2014-07-16 Troy Butler , Don Estep , Simon Tavener , Timothy Wildey , Clint Dawson , Lindley Graham

We consider the time-harmonic scalar wave scattering problems with Dirichlet, Neumann, impedance and transmission boundary conditions. Under this setting, we analyze how sensitive diffracted fields and Cauchy data are to small perturbations…

Analysis of PDEs · Mathematics 2020-11-23 Paul Escapil-Inchauspé , Carlos Jerez-Hanckes

A wide class of non-autonomous nonlinear parabolic partial differential equations with delay is studied. We allow in our investigations different types of delays such as constant, time-dependent, state-dependent (both discrete and…

Analysis of PDEs · Mathematics 2011-04-07 A. V. Rezounenko

Given a state space, Assignment of Observables involves Taking Function spaces Thereover. At the classical level, the state space in question is phase space or configuration space. This assignment picks up nontrivialities when whichever…

General Relativity and Quantum Cosmology · Physics 2020-01-14 Edward Anderson

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

We consider the nonlinear,inverse problem of computing the stored energy function of a hyperelastic material from the full knowledge of the displacement field. The displacement field is described as solution of the nonlinear, dynamic,…

Analysis of PDEs · Mathematics 2015-11-16 Julia Seydel , Thomas Schuster

The Cauchy problem for fractional derivatives linear systems of ordinary differential equations with constant coefficients is considered, where at first the analytic expressions are given through the matrix exponent of its corresponding…

Dynamical Systems · Mathematics 2018-05-18 Fikret A. Aliev , N. A. Aliev , N. A. Safarova , K. G. Kasimova , N. I Velieva

In this article we are concerned with an inverse boundary value problem for a non-linear wave equation of divergence form with space dimension $n\geq 3$. In particular the so called the interior determination problem. This non-linear wave…

Analysis of PDEs · Mathematics 2019-01-15 Gen Nakamura , Manmohan Vashisth

In this contribution, we are concerned with model order reduction in the context of iterative regularization methods for the solution of inverse problems arising from parameter identification in elliptic partial differential equations. Such…

Numerical Analysis · Mathematics 2024-10-14 Michael Kartmann , Tim Keil , Mario Ohlberger , Stefan Volkwein , Barbara Kaltenbacher

High dimensional random dynamical systems are ubiquitous, including -- but not limited to -- cyber-physical systems, daily return on different stocks of S&P 1500 and velocity profile of interacting particle systems around McKeanVlasov…

Statistics Theory · Mathematics 2023-10-17 Muhammad Abdullah Naeem , Amir Khazraei , Miroslav Pajic

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

General Relativity and Quantum Cosmology · Physics 2010-01-18 M. Chirvasa , S. Husa

In the paper, we propose an analytical and numerical approach to identify scalar parameters (coefficients, orders of fractional derivatives) in the multi-term fractional differential operator in time, $\mathbf{D}_t$. To this end, we analyze…

Analysis of PDEs · Mathematics 2026-04-07 Andrii Hulianytskyi , Sergei Pereverzyev , Sergii Siryk , Nataliya Vasylyeva

In this paper we prove the uniqueness and stability in determining a time-dependent nonlinear coefficient $\beta(t, x)$ in the Schr\"odinger equation $(i\partial_t + \Delta + q(t, x))u + \beta u^2 = 0$, from the boundary…

Analysis of PDEs · Mathematics 2023-11-07 Ru-Yu Lai , Xuezhu Lu , Ting Zhou

In multi-phase fluid flow, fluid-structure interaction, and other applications, partial differential equations (PDEs) often arise with discontinuous coefficients and singular sources (e.g., Dirac delta functions). These complexities arise…

Numerical Analysis · Mathematics 2019-07-24 Chung-Nan Tzou , Samuel Stechmann

We prove regularity estimates for time derivatives of a large class of nonlinear parabolic partial differential systems. This includes the instationary (symmetric) p-Laplace system and models for non Newtonien fluids of powerlaw or Carreau…

Analysis of PDEs · Mathematics 2015-01-21 Jens Frehse , Sebastian Schwarzacher

This paper is devoted to the investigation of inverse problems related to stationary drift-diffusion equations modeling semiconductor devices. In this context we analyze several identification problems corresponding to different types of…

Analysis of PDEs · Mathematics 2020-11-24 M. Burger , H. W. Engl , A. Leitão , P. A. Markowich

In this paper the inverse problem of determining the fractional orders in mixed-type equations is considered. In one part of the domain the considered equation is the subdiffusion equation with a fractional derivative in the sense of…

Analysis of PDEs · Mathematics 2024-06-03 R. R. Ashurov , R. T. Zunnunov

We develop method that allows to derive reductions and solutions to hyperbolic systems of partial differential equations. The method is based on using functions that are constant in the direction of characteristics of the system. These…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 O. V. Kaptsov , A. V. Zabluda