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In this work the Lippmann-Schwinger equation is used to model seismic waves in strongly scattering acoustic media. We consider the Helmholtz equation, which is the scalar wave equation in the frequency domain with constant density and…

Computational Physics · Physics 2021-02-24 Kjersti Solberg Eikrem , Geir Nævdal , Morten Jakobsen

In this paper, we extend Walsh's stochastic integral with respect to a Gaussian noise, white in time and with some homogeneous spatial correlation, in order to be able to integrate some random measure-valued processes. This extension turns…

Probability · Mathematics 2007-05-23 David Nualart , Lluis Quer-Sardanyons

In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…

Probability · Mathematics 2023-07-04 Raluca M. Balan , Jingyu Huang , Xiong Wang , Panqiu Xia , Wangjun Yuan

We propose a pure source transfer domain decomposition method (PSTDDM) for solving the truncated perfectly matched layer (PML) approximation in bounded domain of Helmholtz scattering problem. The method is a modification of the STDDM…

Numerical Analysis · Mathematics 2019-07-08 Yu Du , Haijun Wu

The perfectly matched layer (PML) formulation is a prominent way of handling radiation problems in unbounded domain and has gained interest due to its simple implementation in finite element codes. However, its simplicity can be advanced…

Numerical Analysis · Mathematics 2022-10-04 Jon Vegard Venås , Trond Kvamsdal

Abstract. We take a pathwise approach to classical McKean-Vlasov stochastic differential equations with additive noise, as e.g. exposed in Sznitmann [38]. Our study was prompted by some concrete problems in battery modelling [23], and also…

Probability · Mathematics 2020-09-25 Michele Coghi , Jean-Dominique Deuschel , Peter Friz , Mario Maurelli

We address the numerical discretization of the Allen-Cahn prob- lem with additive white noise in one-dimensional space. The discretization is conducted in two stages: (1) regularize the white noise and study the regularized problem, (2)…

Numerical Analysis · Mathematics 2013-09-20 Markos A. Katsoulakis , Georgios T. Kossioris , Omar Lakkis

This paper is concerned with the inverse problem of time-harmonic acoustic scattering by an unbounded, locally rough interface which is assumed to be a local perturbation of a plane. The purpose of this paper is to recover the local…

Analysis of PDEs · Mathematics 2020-08-05 Jianliang Li , Jiaqing Yang , Bo Zhang

We investigate the stationary diffusion equation with a coefficient given by a (transformed) L\'evy random field. L\'evy random fields are constructed by smoothing L\'evy noise fields with kernels from the Mat\'ern class. We show that…

Analysis of PDEs · Mathematics 2021-11-19 Oliver G. Ernst , Hanno Gottschalk , Thomas Kalmes , Toni Kowalewitz , Marco Reese

This paper analyzes a full discretization of a three-dimensional stochastic Allen-Cahn equation with multiplicative noise. The discretization combines the Euler scheme for temporal approximation and the finite element method for spatial…

Numerical Analysis · Mathematics 2024-11-27 Binjie Li , Qin Zhou

This paper studies the numerical simulation of the solution to the McKean-Vlasov equation with common noise. We begin by discretizing the solution in time using the Euler scheme, followed by spatial discretization through the particle…

Numerical Analysis · Mathematics 2024-12-24 Théophile Le Gall

We present an extension of the linear sampling method for solving the sound-soft inverse scattering problem in two dimensions with data generated by randomly distributed small scatterers. The theoretical justification of our novel sampling…

Numerical Analysis · Mathematics 2024-07-03 J. Garnier , H. Haddar , H. Montanelli

We study 4 problems in the area of scattering of time harmonic acoustic or electromagnetic waves by unbounded rough surfaces/inhomogeneous layers. Specifically we study: i) a boundary value problem (BVP) for the Helmholtz equation, in both…

Analysis of PDEs · Mathematics 2019-04-09 Thomas Baden-Riess

In this work, the lattice Boltzmann method (LBM) is assessed as a time-domain numerical approach for electromagnetic wave scattering. Owing to its explicit formulation and suitability for parallel computation on structured grids, LBM…

Optics · Physics 2026-04-08 Mohd. Meraj Khan , Sumesh P. Thampi , Anubhab Roy

This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…

Analysis of PDEs · Mathematics 2013-11-14 Mickaël D. Chekroun , Honghu Liu , Shouhong Wang

In the author's previous paper (Zhang et al. 2022), exponential convergence was proved for the perfectly matched layers (PML) approximation of scattering problems with periodic surfaces in 2D. However, due to the overlapping of…

Numerical Analysis · Mathematics 2024-01-02 Ruming Zhang

The traditional wave equation models wave propagation in an ideal conducting medium. For characterizing the wave propagation in inhomogeneous media with frequency dependent power-law attenuation, the space-time fractional wave equation…

Numerical Analysis · Mathematics 2017-12-22 Yajing Li , Yejuan Wang , Weihua Deng

We study in this article the stochastic Zakharov-Kuznetsov equation driven by a multiplicative noise. We establish, in space dimensions two and three the global existence of martingale solutions, and in space dimension two the global…

Analysis of PDEs · Mathematics 2013-07-26 Nathan Glatt-Holtz , Roger Temam , Chuntian Wang

We approximate the white-noise driven stochastic heat equation by replacing the fractional Laplacian by the generator of a discrete time random walk on the one dimensional lattice, and approximating white noise by a collection of i.i.d.…

Probability · Mathematics 2017-06-20 Mathew Joseph

A particular mix of integral equations and discretization techniques is suggested for the solution of a planar Helmholtz transmission problem with relevance to the study of surface plasmon waves. The transmission problem describes the…

Computational Physics · Physics 2018-08-01 Johan Helsing , Anders Karlsson
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