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Inverse problems are ubiquitous in the sciences and engineering. Two categories of inverse problems concerning a physical system are (1) estimate parameters in a model of the system from observed input-output pairs and (2) given a model of…

Methodology · Statistics 2023-12-05 Faaiq G. Waqar , Swati Patel , Cory M. Simon

This article is devoted to the simultaneous resolution of three inverse problems, among the most important formulation of inverse problems for partial differential equations, stated for some class of diffusion equations from a single…

Analysis of PDEs · Mathematics 2021-06-16 Yavar Kian

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

Inverse problems arise in a variety of imaging applications including computed tomography, non-destructive testing, and remote sensing. The characteristic features of inverse problems are the non-uniqueness and instability of their…

Numerical Analysis · Mathematics 2020-06-09 Markus Haltmeier , Linh V. Nguyen

In this paper, we propose and study several inverse problems of identifying/determining unknown coefficients for a class of coupled PDE systems by measuring the average flux data on part of the underlying boundary. In these coupled systems,…

Analysis of PDEs · Mathematics 2023-05-19 Ming-Hui Ding , Hongyu Liu , Guang-Hui Zheng

We consider the problem of estimating rare event probabilities, focusing on systems whose evolution is governed by differential equations with uncertain input parameters. If the system dynamics is expensive to compute, standard sampling…

Computation · Statistics 2019-11-05 Siddhant Wahal , George Biros

We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…

Numerical Analysis · Mathematics 2021-05-04 T. Butler , J. D. Jakeman , T. Wildey

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

A complete solution for an inverse problem needs five main steps: choice of basis functions for discretization, determination of the order of the model, estimation of the hyperparameters, estimation of the solution, and finally,…

Data Analysis, Statistics and Probability · Physics 2009-11-07 A. Mohammad-Djafari

Inverse problems are prevalent in numerous scientific and engineering disciplines, where the objective is to determine unknown parameters within a physical system using indirect measurements or observations. The inherent challenge lies in…

Computational Physics · Physics 2025-02-06 Georgios E. Pavlou , Vasiliki Pavlidou , Vagelis Harmandaris

Inverse problems are concerned with the reconstruction of unknown physical quantities using indirect measurements and are fundamental across diverse fields such as medical imaging, remote sensing, and material sciences. These problems serve…

Numerical Analysis · Mathematics 2025-06-16 Carola-Bibiane Schönlieb , Zakhar Shumaylov

A complete solution for an inverse problem needs five main steps: choice of basis functions for discretization, determination of the order of the model, estimation of the hyperparameters, estimation of the solution, and finally,…

Mathematical Physics · Physics 2007-05-23 Ali Mohammad-Djafari

Some calculations of parton distributions from first principles only give access to a limited range of Fourier modes of the function to reconstruct. We present a physically motivated procedure to regularize the inverse integral problem…

High Energy Physics - Lattice · Physics 2024-12-09 Hervé Dutrieux , Joseph Karpie , Kostas Orginos , Savvas Zafeiropoulos

By suitable examples we illustrate an algorithm for composition of inverse problems.

History and Overview · Mathematics 2014-11-24 Julia Ninova , Vesselka Mihova

The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

Robust Bayesian inference is the calculation of posterior probability bounds given perturbations in a probabilistic model. This paper focuses on perturbations that can be expressed locally in Bayesian networks through convex sets of…

Artificial Intelligence · Computer Science 2013-02-08 Fabio Gagliardi Cozman

In this paper we propose a new Bayesian estimation method to solve linear inverse problems in signal and image restoration and reconstruction problems which has the property to be scale invariant. In general, Bayesian estimators are {\em…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari , Jérôme Idier

This paper is concerned with a Bayesian approach to testing hypotheses in statistical inverse problems. Based on the posterior distribution $\Pi \left(\cdot |Y = y\right)$, we want to infer whether a feature $\langle\varphi,…

Statistics Theory · Mathematics 2025-03-25 Remo Kretschmann , Frank Werner

A discussion is presented of the manner in which uncertainties in parton distributions and related quantities are determined. One of the central problems is the criteria used to judge what variation of the parameters describing a set of…

High Energy Physics - Phenomenology · Physics 2008-11-26 R. S. Thorne , H. Boettcher , A. M. Cooper-Sarkar , B. Reisert , V. Shekelyan , W. J. Stirling , D. R. Stump , A. Vogt

To quantify uncertainties in inverse problems of partial differential equations (PDEs), we formulate them into statistical inference problems using Bayes' formula. Recently, well-justified infinite-dimensional Bayesian analysis methods have…

Numerical Analysis · Mathematics 2026-02-09 Junxiong Jia , Yanni Wu , Peijun Li , Deyu Meng
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