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The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…

Probability · Mathematics 2017-04-07 Feng Bao , Yanzhao Cao , Xiaoping Han

This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…

Numerical Analysis · Mathematics 2025-05-07 Xu Wu , Jiang Yang , Zhi Zhou

This paper is dedicated to the study of the semilinear fractional diffusion-wave equation. We provide estimates on the families of linear operators related to the problem in the fractional power scale associated with the Laplace operator.…

Analysis of PDEs · Mathematics 2025-09-09 Bruno de Andrade , Naldisson Santos

Diffusion model-based inverse problem solvers have demonstrated state-of-the-art performance in cases where the forward operator is known (i.e. non-blind). However, the applicability of the method to blind inverse problems has yet to be…

Computer Vision and Pattern Recognition · Computer Science 2022-11-22 Hyungjin Chung , Jeongsol Kim , Sehui Kim , Jong Chul Ye

We prove that any given function can be smoothly approximated by functions lying in the kernel of a linear operator involving at least one fractional component. The setting in which we work is very general, since it takes into account…

Analysis of PDEs · Mathematics 2018-10-22 Alessandro Carbotti , Serena Dipierro , Enrico Valdinoci

We study the well-posedness of a semilinear fractional diffusion equation and formulate an associated inverse problem. We determine fractional power type nonlinearities from the exterior partial measurements of the Dirichlet-to-Neumann map.…

Analysis of PDEs · Mathematics 2022-03-30 Li Li

We consider an inverse problem for a Westervelt type nonlinear wave equation with fractional damping. This equation arises in nonlinear acoustic imaging, and we show the forward problem is locally well-posed. We prove that the smooth…

Analysis of PDEs · Mathematics 2023-08-01 Li Li , Yang Zhang

In this paper, we investigate the well-posedness of weak solutions to the time-fractional Fokker-Planck equation. Its dynamics is governed by anomalous diffusion, and we consider the most general case of space-time dependent forces.…

Analysis of PDEs · Mathematics 2023-08-01 Marvin Fritz

This paper considers the temporal discretization of an inverse problem subject to a time fractional diffusion equation. Firstly, the convergence of the L1 scheme is established with an arbitrary sectorial operator of spectral angle $< \pi/2…

Numerical Analysis · Mathematics 2022-01-07 Binjie Li , Xiaoping Xie , Yubin Yan

This paper is concerned with the mathematical analysis of the inverse random source problem for the time fractional diffusion equation, where the source is assumed to be driven by a fractional Brownian motion. Given the random source, the…

Analysis of PDEs · Mathematics 2020-04-22 Xiaoli Feng , Peijun Li , Xu Wang

The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties.…

Statistical Mechanics · Physics 2017-11-21 Angel A. Tateishi , Haroldo V. Ribeiro , Ervin K. Lenzi

A variety of boundary value problems in linear transport theory are expressed as a diffusion equation of the two-way, or forward-backward, type. In such problems boundary data are specified only on part of the boundary, which introduces…

Mathematical Physics · Physics 2019-02-18 Caleb G. Wagner , Richard Beals

This paper focuses on the regularization of backward time-fractional diffusion problem on unbounded domain. This problem is well-known to be ill-posed, whence the need of a regularization method in order to recover stable approximate…

Numerical Analysis · Mathematics 2022-01-03 Walter Simo Tao Lee

Under consideration are mathematical models of heat and mass transfer. We study inverse problems of recovering lower-order coefficients in a second order parabolic equation. The coefficients are representable in the form of a finite…

Analysis of PDEs · Mathematics 2024-12-23 S. G. Pyatkov , O. A. Soldatov

In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…

Numerical Analysis · Mathematics 2026-01-27 Arshyn Altybay

Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…

Numerical Analysis · Mathematics 2015-08-19 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We consider the determination of an unknown potential $q(x)$ form a fractional diffusion equation subject to overposed lateral boundary data. We show that this data allows recovery of two spectral sequences for the associated inverse…

Mathematical Physics · Physics 2018-11-15 William Rundell , Masahiro Yamamoto

Direct and inverse source problems of a fractional diffusion equation with regularized Caputo-like counterpart hyper-Bessel operator are considered. Solutions to these problems are constructed based on appropriate eigenfunction expansion…

Analysis of PDEs · Mathematics 2016-11-22 Fatma Al-Musalhi , Nasser Al-Salti , Erkinjon Karimov

A nonlocal boundary value problem for the fractional version of the well known in fluid dynamics Rayleigh-Stokes equation is studied. Namely, the condition $u(x,T)=\beta u(x,0)+\varphi(x)$, where $\beta $ is an arbitrary real number, is…

Analysis of PDEs · Mathematics 2023-03-21 Ravshan Ashurov , Oqila Mukhiddinova , Sabir Umarov

In many recent applications when new materials and technologies are developed it is important to describe and simulate new nonlinear and nonlocal diffusion transport processes. A general class of such models deals with nonlocal fractional…

Numerical Analysis · Mathematics 2024-12-20 Raimondas Ciegis , Petr Vabishchevich