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In this paper, we consider a Bayesian inverse problem modeled by elliptic partial differential equations (PDEs). Specifically, we propose a data-driven and model-based approach to accelerate the Hamiltonian Monte Carlo (HMC) method in…

Numerical Analysis · Mathematics 2021-04-28 Sijing Li , Cheng Zhang , Zhiwen Zhang , Hongkai Zhao

The inverse Ising problem seeks to reconstruct the parameters of an Ising Hamiltonian on the basis of spin configurations sampled from the Boltzmann measure. Over the last decade, many applications of the inverse Ising problem have arisen,…

Disordered Systems and Neural Networks · Physics 2017-09-13 Johannes Berg

Sparse inverse covariance selection is a fundamental problem for analyzing dependencies in high dimensional data. However, such a problem is difficult to solve since it is NP-hard. Existing solutions are primarily based on convex…

Numerical Analysis · Computer Science 2018-04-05 Ganzhao Yuan , Haoxian Tan , Wei-Shi Zheng

We find an explicit form of entropy solutions to a Riemann problem for a degenerate nonlinear parabolic equation with piecewise constant velocity and diffusion coefficients. It is demonstrated that this solution corresponds to the minimum…

Analysis of PDEs · Mathematics 2023-02-01 Evgeny Yu. Panov

In this paper, we establish strong backward uniqueness for solutions to sublinear parabolic equations of the type (1.1). The proof of our main result Theorem 1.1 is achieved by means of a new Carleman estimate and a Weiss type monotonicity…

Analysis of PDEs · Mathematics 2020-04-28 Vedansh Arya , Agnid Banerjee

We prove an existence and uniqueness result for Neumann boundary problem of a parabolic partial differential equation (PDE for short) with a singular nonlinear divergence term which can only be understood in a weak sense. A probabilistic…

Probability · Mathematics 2018-02-22 Xue Yang , Jing Zhang

The conforming finite element Galerkin method is applied to discretise in the spatial direction for a class of strongly nonlinear parabolic problems. Using elliptic projection of the associated linearised stationary problem with Gronwall…

Numerical Analysis · Mathematics 2021-08-04 Ambit Kumar Pany , Morrakot Khebchareon , Amiya K. Pani

We consider the inverse problem for the general transport equation with external field, source term and absorption coefficient. We show that the source and the absorption coefficients can be uniquely reconstructed from the boundary…

Analysis of PDEs · Mathematics 2019-04-24 Ru-Yu Lai , Qin Li

In this article, for a fourth-order parabolic equation which is closely related for example to the Cahn-Hilliard equation, we study an inverse source problem by interior data and the continuation of solution from lateral Cauchy data. Our…

Analysis of PDEs · Mathematics 2020-09-25 O. Yu. Imanuvilov , M. Yamamoto

This work aims to provide a comprehensive and unified numerical analysis for non linear system of parabolic variational inequalities (PVIs) subject to Dirichlet boundary condition. This analysis enables us to establish an existence of the…

Analysis of PDEs · Mathematics 2021-11-30 Yahya Alnashri

The approach to Lipschitz stability for uniformly parabolic equations introduced by Imanuvilov and Yamamoto in 1998 based on Carleman estimates, seems hard to apply to the case of Grushin-type operators studied in this paper. Indeed, such…

Analysis of PDEs · Mathematics 2013-12-10 Karine Beauchard , Piermarco Cannarsa

Backward parabolic equations, such as the backward heat equation, are classical examples of ill-posed problems where solutions may not exist or depend continuously on the data. In this work, we study a least squares finite element method to…

Numerical Analysis · Mathematics 2025-10-28 Harald Monsuur

We introduce a new weak Galerkin finite element method whose weak functions on interior neighboring edges are double-valued for parabolic problems. Based on $(P_k(T), P_{k}(e), RT_k(T))$ element, a fully discrete approach is formulated with…

Numerical Analysis · Mathematics 2018-12-04 Wenya Qi

This paper provides a new algorithm for solving inverse problems, based on the minimization of the $L^2$ norm and on the control of the Total Variation. It consists in relaxing the role of the Total Variation in the classical Total…

Computer Vision and Pattern Recognition · Computer Science 2011-10-17 Qiyu Jin , Ion Grama , Quansheng Liu

We present a novel algorithm based on the ensemble Kalman filter to solve inverse problems involving multiscale elliptic partial differential equations. Our method is based on numerical homogenization and finite element discretization and…

Numerical Analysis · Mathematics 2020-12-16 Assyr Abdulle , Giacomo Garegnani , Andrea Zanoni

In this paper, we study two types of inverse problems for space semi-discrete stochastic parabolic equations in arbitrary dimensions. The first problem concerns a semi-discrete inverse source problem, which involves determining the random…

Analysis of PDEs · Mathematics 2026-03-06 Rodrigo Lecaros , Ariel A. Pérez , Manuel F. Prado

We consider a parabolic equation in a bounded domain $\OOO$ over a time interval $(0,T)$ with the homogeneous Neumann boundary condition. We arbitrarily choose a subboundary $\Gamma \subset \ppp\OOO$. Then, we discuss an inverse problem of…

Analysis of PDEs · Mathematics 2022-11-23 O. Imanuvilov , M. Yamamoto

In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…

Numerical Analysis · Mathematics 2024-06-25 Qinian Jin , Yanjun Liu

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is…

Optimization and Control · Mathematics 2019-04-17 Emil M. Constantinescu , Noemi Petra , Julie Bessac , Cosmin G. Petra

We consider a parabolic problem with degeneracy in the interior of the spatial domain, and we focus on controllability results through Carleman estimates for the associated adjoint problem. The novelty of the present paper is that the…

Analysis of PDEs · Mathematics 2014-02-10 Genni Fragnelli , Dimitri Mugnai
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