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Based on the Lie symmetry method, we investigate a Feynman-Kac formula for the classical geometric mean reversion process, which effectively describing the dynamics of short-term interest rates. The Lie algebra of infinitesimal symmetries…

Dynamical Systems · Mathematics 2025-04-18 Jin Zhang , Dapeng Gao

We consider a time dependent problem generated by a nonlocal operator in space. Applying a discretization scheme based on $hp$-Finite Elements and a Caffarelli-Silvestre extension we obtain a semidiscrete semigroup. The discretization in…

Numerical Analysis · Mathematics 2024-07-25 Jens Markus Melenk , Alexander Rieder

In this paper we focus on the global-in-time existence and the pointwise estimates of solutions to the initial value problem for the semilinear dissipative wave equation in multi-dimensions. By using the method of Green function combined…

Analysis of PDEs · Mathematics 2010-01-06 Yongqin Liu

We apply convergence results for discrete Markov chains, to prove the existence of an equilibrium limit in the nonstandard heat equation. We construct a nonstandard backward martingale from a nonstandard solution, and show, using the…

Probability · Mathematics 2018-06-07 Tristram de Piro

We study an inverse parabolic problem of identifying two source terms in heat equation with dynamic boundary conditions from a final time overdetermination data. Using a weak solution approach by Hasanov, the associated cost functional is…

Analysis of PDEs · Mathematics 2022-03-22 E. M. Ait Ben Hassi , S. E. Chorfi , L. Maniar

Inverse medium scattering is an ill-posed, nonlinear wave-based imaging problem arising in medical imaging, remote sensing, and non-destructive testing. Machine learning (ML) methods offer increased inference speed and flexibility in…

Computational Physics · Physics 2025-12-12 Olivia Tsang , Owen Melia , Vasileios Charisopoulos , Jeremy Hoskins , Yuehaw Khoo , Rebecca Willett

In this paper we consider an inverse problem for determining time - dependent heat conduction coefficient which vanishes at initial moment as a power $ t^{\beta}. $ The case of strong degeneration ($ \beta \ge1$) is studied. To prove the…

Analysis of PDEs · Mathematics 2007-05-23 Nataliya Saldina

An inverse problem to determine a space-dependent factor in a semilinear time-fractional diffusion equation is considered. Additional data are given in the form of an integral with the Borel measure over the time. Uniqueness of the solution…

Analysis of PDEs · Mathematics 2016-09-14 Jaan Janno , Kairi Kasemets

This article is devoted to inverse problems of recovering point sources in mathematical models of heat and mass transfer. The main attention is paid to well-posedness questions of these inverse problems with pointwise overdetermination…

Analysis of PDEs · Mathematics 2023-09-01 Sergey Pyatkov , Lyubov Neustroeva

Inverse scattering transform method of the heat equation is developed for a special subclass of potentials nondecaying at space infinity---perturbations of the one-soliton potential by means of decaying two-dimensional functions. Extended…

Exactly Solvable and Integrable Systems · Physics 2009-11-07 M. Boiti , F. Pempinelli , A. K. Pogrebkov , B. Prinari

Iron loss determination in the magnetic core of an electrical machine, such as a motor or a transformer, is formulated as an inverse heat source problem. The sensor positions inside the object are optimized in order to minimize the…

Numerical Analysis · Mathematics 2020-10-27 Antti Hannukainen , Nuutti Hyvönen , Lauri Perkkiö

We first investigate properties of M-tensor equations. In particular, we show that if the constant term of the equation is nonnegative, then finding a nonnegative solution of the equation can be done by finding a positive solution of a…

Optimization and Control · Mathematics 2020-07-28 Dong-Hui Li , Hong-Bo Guan , Jie-Feng Xu

Consider the problem of finding an optimal value of some objective functional subject to constraints over numerical domain. This type of problem arises frequently in practical engineering tasks. Nowdays almost all general methods for…

Optimization and Control · Mathematics 2019-09-13 Sergey Karpukhin

We study the iterated quasi-reversibility method to regularize ill-posed elliptic and parabolic problems: data completion problems for Poisson's and heat equations. We define an abstract setting to treat both equations at once. We…

Analysis of PDEs · Mathematics 2022-07-19 Jérémi Dardé

We present the Finite Element Method (FEM) for the numerical solution of the multidimensional coefficient inverse problem (MCIP) in two dimensions. This method is used for explicit reconstruction of the coefficient in the hyperbolic…

Numerical Analysis · Mathematics 2016-03-25 L. Beilina

A numerical method for approximating weak solutions of an aggregation equation with degenerate diffusion is introduced. The numerical method consists of a stabilized finite element method together with a mass lumping technique and an extra…

We investigate an inverse boundary value problem of determination of a nonlinear law for reaction-diffusion processes, which are modeled by general form semilinear parabolic equations. We do not assume that any solutions to these equations…

Analysis of PDEs · Mathematics 2023-03-29 Yavar Kian , Tony Liimatainen , Yi-Hsuan Lin

We find integrability conditions on the initial data $f$ for the existence of solutions of the Heat problem on the Heisenberg group. From this result we characterize the weighted Lebesgue spaces for which the solutions exists a.e. when the…

Analysis of PDEs · Mathematics 2026-05-25 Isolda Cardoso

We propose a numerical method to solve an inverse source problem of computing the initial condition of hyperbolic equations from the measurements of Cauchy data. This problem arises in thermo- and photo- acoustic tomography in a bounded…

Numerical Analysis · Mathematics 2021-01-12 Thuy T. Le , Loc H. Nguyen , Thi-Phong Nguyen , William Powell

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
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