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In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…

Numerical Analysis · Mathematics 2015-06-18 Qinian Jin , Xiliang Lu

The paper is devoted to investigating a Cauchy problem for nonlinear elliptic PDEs in the abstract Hilbert space. The problem is hardly solved by computation since it is severely ill-posed in the sense of Hadamard. We shall use a modified…

Analysis of PDEs · Mathematics 2015-12-10 Nguyen Huy Tuan , Le Duc Thang , Vo Anh Khoa

In this paper, we investigate an ill-posed Cauchy problem involving a stochastic parabolic equation. We first establish a Carleman estimate for this equation. Leveraging this estimate, we derive the conditional stability and convergence…

Numerical Analysis · Mathematics 2024-05-13 Fangfang Dou , Peimin Lü , Yu Wang

The standard approach for photoacoustic imaging with variable speed of sound is time reversal, which consists in solving a well-posed final-boundary value problem for the wave equation backwards in time. This paper investigates the…

Optimization and Control · Mathematics 2016-03-17 Zakaria Belhachmi , Thomas Glatz , Otmar Scherzer

We develop a dynamic generalized conditional gradient method (DGCG) for dynamic inverse problems with optimal transport regularization. We consider the framework introduced in (Bredies and Fanzon, ESAIM: M2AN, 54:2351-2382, 2020), where the…

Numerical Analysis · Mathematics 2023-08-16 Kristian Bredies , Marcello Carioni , Silvio Fanzon , Francisco Romero

The Generalized Riemann Problems (GRP) for nonlinear hyperbolic systems of balance laws in one space dimension are now well-known and can be formulated as follows: Given initial-data which are smooth on two sides of a discontinuity,…

Numerical Analysis · Mathematics 2013-03-13 Jianzhen Qian , Jiequan Li , Shuanghu Wang

The boundary knot method (BKM) [1] is a meshless boundary-type radial basis function (RBF) collocation scheme, where the nonsingular general solution is used instead of fundamental solution to evaluate the homogeneous solution, while the…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 W. Chen

When solving ill-posed inverse problems, a good choice of the prior is critical for the computation of a reasonable solution. A common approach is to include a Gaussian prior, which is defined by a mean vector and a symmetric and positive…

Numerical Analysis · Mathematics 2020-04-01 Taewon Cho , Julianne Chung , Jiahua Jiang

In this study, we present and analyze a novel variant of the stochastic gradient descent method, referred as Stochastic data-driven Bouligand Landweber iteration tailored for addressing the system of non-smooth ill-posed inverse problems.…

Functional Analysis · Mathematics 2024-02-08 Harshit Bajpai , Gaurav Mittal , Ankik Kumar Giri

Incorporating prior information into inverse problems, e.g. via maximum-a-posteriori estimation, is an important technique for facilitating robust inverse problem solutions. In this paper, we devise two novel approaches for linear inverse…

Signal Processing · Electrical Eng. & Systems 2024-03-19 Carter Lyons , Raghu G. Raj , Margaret Cheney

We propose an efficient and flexible method for solving Abel integral equation of the first kind, frequently appearing in many fields of astrophysics, physics, chemistry, and applied sciences. This equation represents an ill-posed problem,…

Instrumentation and Methods for Astrophysics · Physics 2016-08-26 I. I. Antokhin

The optimal mass transport problem gives a geometric framework for optimal allocation, and has recently gained significant interest in application areas such as signal processing, image processing, and computer vision. Even though it can be…

Optimization and Control · Mathematics 2018-02-07 Johan Karlsson , Axel Ringh

We consider the problem of computing the initial condition for a general parabolic equation from the Cauchy lateral data. The stability of this problem is well-known to be logarithmic. In this paper, we introduce an approximate model, as a…

Analysis of PDEs · Mathematics 2019-07-09 Qitong Li , Loc H. Nguyen

We develop an efficient and convergent numerical method for solving the inverse problem of determining the potential of nonlinear hyperbolic equations from lateral Cauchy data. In our numerical method we construct a sequence of linear…

Numerical Analysis · Mathematics 2022-04-14 Dinh-Liem Nguyen , Loc Nguyen , Trung Truong

Gaussian processes (GPs) are broadly used as surrogate models for expensive computer simulators of complex phenomena. However, a key bottleneck is that its training data are generated from this expensive simulator and thus can be highly…

Methodology · Statistics 2025-07-15 Liang Ding , Simon Mak , C. F. Jeff Wu

Mixed optimal stopping and stochastic control problems define variational inequalities with non-linear Hamilton-Jacobi-Bellman (HJB) operators, whose numerical solution is notoriously difficult and lack of reliable benchmarks. We first use…

Optimization and Control · Mathematics 2025-05-27 Yun Zhao , Harry Zheng

By employing a novel generalization of the inverse scattering transform method known as the unified transform or Fokas method, it can be shown that the solution of certain physically significant boundary value problems for the elliptic…

Analysis of PDEs · Mathematics 2020-02-14 J. Lenells , A. S. Fokas

In this paper we consider the " exterior approach " to solve the inverse obstacle problem for the heat equation. This iterated approach is based on a quasi-reversibility method to compute the solution from the Cauchy data while a simple…

Analysis of PDEs · Mathematics 2022-07-19 Laurent Bourgeois , Jérémi Dardé

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

A novel artificial neural network method is proposed for solving Cauchy inverse problems. It allows multiple hidden layers with arbitrary width and depth, which theoretically yields better approximations to the inverse problems. In this…

Numerical Analysis · Mathematics 2020-01-07 Yixin Li , Xianliang Hu
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