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We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

Probability · Mathematics 2023-10-31 Bertram Tschiderer

In this paper, we consider the strong convergence of the time-space fractional diffusion equation driven by fractional Gaussion noise with Hurst index $H\in(\frac{1}{2},1)$. A sharp regularity estimate of the mild solution and the numerical…

Numerical Analysis · Mathematics 2021-01-07 Daxin Nie , Weihua Deng

Consider the one-dimensional stochastic Helmholtz equation where the source is assumed to be driven by the white noise. This paper concerns the stability analysis of the inverse random source problem which is to reconstruct the statistical…

Analysis of PDEs · Mathematics 2016-07-25 Peijun Li , Ganghua Yuan

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

Numerical Analysis · Mathematics 2020-07-14 Xing Liu , Weihua Deng

We consider the inverse problem of reconstructing the scattering and absorption coefficients using boundary measurements for a time dependent radiative transfer equation (RTE). As the measurement is mostly polluted by errors, both…

Numerical Analysis · Mathematics 2017-08-11 Ke Chen , Qin Li , Li Wang

We study an inverse problem for the wave equation where localized wave sources in random scattering media are to be determined from time resolved measurements of the waves at an array of receivers. The sources are far from the array, so the…

Mathematical Physics · Physics 2016-07-18 Liliana Borcea , Ilker Kocyigit

This paper is concerned with an inverse random source problem for the three-dimensional time-harmonic Maxwell equations. The source is assumed to be a centered complex-valued Gaussian vector field with correlated components, and its…

Analysis of PDEs · Mathematics 2020-02-21 Peijun Li , Xu Wang

In this work, we study the inverse problem of recovering a potential coefficient in the subdiffusion model, which involves a Djrbashian-Caputo derivative of order $\alpha\in(0,1)$ in time, from the terminal data. We prove that the inverse…

Numerical Analysis · Mathematics 2020-09-09 Bangti Jin , Zhi Zhou

We study an inverse random obstacle scattering problems in $\mathbb{R}^2$ where the scatterer is formulated by a Gaussian process defined on the angular parameter domain. Equipped with a modified covariance function which is mathematically…

Numerical Analysis · Mathematics 2026-02-02 Zhiqi Sun , Xiang Xu , Yiwen Lin

We are concerned with time-dependent inverse source problems in elastodynamics. The source term is supposed to be the product of a spatial function and a temporal function with compact support. We present frequency-domain and time-domain…

Analysis of PDEs · Mathematics 2018-04-04 Gang Bao , Guanghui Hu , Yavar Kian , Tao Yin

This paper presents a method for reconstructing an acoustic source located in a two-layered medium from multi-frequency phased or phaseless far-field patterns measured on the upper hemisphere. The interface between the two media is assumed…

Numerical Analysis · Mathematics 2024-12-10 Yan Chang , Yukun Guo , Yue Zhao

This paper investigates the inverse random source problem for elastic waves in three dimensions, where the source is assumed to be driven by an additive white noise. A novel computational method is proposed for reconstructing the variance…

Numerical Analysis · Mathematics 2025-11-04 Hao Gu , Tianjiao Wang , Xiang Xu , Yue Zhao

Experimental aeroacoustics is concerned with the estimation of acoustic source power distributions, which are for instance caused by fluid structure interactions on scaled aircraft models inside a wind tunnel, from microphone array…

Numerical Analysis · Mathematics 2022-10-05 Roland Griesmaier , Hans-Georg Raumer

In this paper, we consider an inverse problem for a time-fractional diffusion equation with a nonlinear source. We prove that the considered problem is ill-posed, i.e. the solution does not depend continuously on the data. The problem is…

Analysis of PDEs · Mathematics 2019-10-09 Tran Bao Ngoc , Nguyen Huy Tuan , Mokhtar Kirane

This paper is concerned with a numerical method for a 3D coefficient inverse problem with phaseless scattering data. These are multi-frequency data generated by a single direction of the incident plane wave. Our numerical procedure consists…

Numerical Analysis · Mathematics 2017-10-16 Michael V. Klibanov , Dinh-Liem Nguyen , Loc H. Nguyen

We analyze the inverse problem to reconstruct the shape of a three dimensional homogeneous dielectric obstacle from the knowledge of noisy far field data. The forward problem is solved by a system of second kind boundary integral equations.…

Numerical Analysis · Mathematics 2020-06-22 Thorsten Hohage , Frédérique Le Louër

In this work, we investigate inverse problems of recovering the time-dependent coefficient in the nonlinear transport equation in both cases: two-dimensional Riemannian manifolds and Euclidean space $\mathbb{R}^n$, $n\geq 2$. Specifically,…

Analysis of PDEs · Mathematics 2024-10-02 Ru-Yu Lai , Hanming Zhou

In the present work, we discuss a unique solvability of an inverse-source problem with integral transmitting condition for time-fractional mixed type equation in a rectangular domain, where the unknown source term depends on space variable…

Analysis of PDEs · Mathematics 2016-04-01 Erkinjon Karimov , Nasser Al-Salti , Sebti Kerbal

This work concerns the direct and inverse potential problems for the stochastic diffusion equation driven by a multiplicative time-dependent white noise. The direct problem is to examine the well-posedness of the stochastic diffusion…

Analysis of PDEs · Mathematics 2023-02-08 Xiaoli Feng , Peijun Li , Xu Wang

In this paper, direct and inverse problems for a space fractional advection dispersion equation on a finite domain are studied. The inverse problem consists in determining the source term from a final observation. We first drive the…

Analysis of PDEs · Mathematics 2014-01-15 Abeer Aldoghaither , Taous-Meriem Laleg-Kirati , Da-Yan Liu