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Upon the recent development of the quasi-reversibility method for terminal value parabolic problems in \cite{Nguyen2019}, it is imperative to investigate the convergence analysis of this regularization method in the stochastic setting. In…

Analysis of PDEs · Mathematics 2020-08-13 Nguyen Huy Tuan , Vo Anh Khoa , Phan Thi Khanh Van , Vo Van Au

We consider an inverse problem for the elastic wave of simultaneously reconstructing the impedance and the geometric information of the bounded body that is occupied by a homogeneous and isotropic elastic medium from the measured Cauchy…

Numerical Analysis · Mathematics 2025-06-26 Yao Sun , Yan Chang , Yukun Guo

We discuss a time-harmonic inverse scattering problem for the Navier equation with compactly supported penetrable and possibly inhomogeneous scattering objects in an unbounded homogeneous background medium, and we develop a monotonicity…

Analysis of PDEs · Mathematics 2026-02-05 Bastian Harrach , Jianli Xiang

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 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

This note is devoted to continuity results of the time derivative of the solution to the one-dimensional parabolic obstacle problem with variable coefficients. It applies to the smooth fit principle in numerical analysis and in financial…

Analysis of PDEs · Mathematics 2007-05-23 Adrien Blanchet , Jean Dolbeault , Regis Monneau

We study the inverse problem of recovering a spatially dependent variable order in a time-fractional diffusion model from the boundary flux measurement generated by a single boundary excitation. It arises in the identification of…

Analysis of PDEs · Mathematics 2026-02-27 Jiho Hong , Bangti Jin , Yavar Kian

Our aim is to study the backward problem, i.e. recover the initial data from the terminal observation, of the subdiffusion with time dependent coefficients. First of all, by using the smoothing property of solution operators and a…

Numerical Analysis · Mathematics 2023-02-01 Zhengqi Zhang , Zhi Zhou

We study the problem of optimally managing an inventory with unknown demand trend. Our formulation leads to a stochastic control problem under partial observation, in which a Brownian motion with non-observable drift can be singularly…

Optimization and Control · Mathematics 2022-11-28 Salvatore Federico , Giorgio Ferrari , Neofytos Rodosthenous

We consider a neural network architecture designed to solve inverse problems where the degradation operator is linear and known. This architecture is constructed by unrolling a forward-backward algorithm derived from the minimization of an…

Optimization and Control · Mathematics 2025-10-02 Emilie Chouzenoux , Cecile Della Valle , Jean-Christophe Pesquet

We present a loosely coupled, non-iterative time-splitting scheme based on Robin-Robin coupling conditions. We apply a novel unified analysis for this scheme applied to both a Parabolic/Parabolic coupled system and a Parabolic/Hyperbolic…

Numerical Analysis · Mathematics 2021-10-18 Erik Burman , Rebecca Durst , Miguel Fernández , Johnny Guzmán

We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…

Machine Learning · Statistics 2026-02-23 Marcos Tapia Costa , Nikolas Kantas , George Deligiannidis

While monotone operator theory is often studied on Hilbert spaces, many interesting problems in machine learning and optimization arise naturally in finite-dimensional vector spaces endowed with non-Euclidean norms, such as…

Optimization and Control · Mathematics 2025-08-26 Alexander Davydov , Saber Jafarpour , Anton V. Proskurnikov , Francesco Bullo

A three-point monotone difference scheme is proposed for solving a one-dimensional non-stationary convection-diffusion-reaction equation with variable coefficients. The scheme is based on a parabolic spline and allows to linearly reproduce…

Numerical Analysis · Computer Science 2017-12-25 O. Stelia , L. Potapenko , I. Sirenko

In this paper, we present an inverse problem of identifying the reaction coefficient for time fractional diffusion equations in two dimensional spaces by using boundary Neumann data. It is proved that the forward operator is continuous with…

Numerical Analysis · Mathematics 2018-06-14 Xiaoyan Song , Guanghui Zheng , Lijian Jiang

In this paper, we consider the direct and inverse problem for isotropic scatterers with two conductive boundary conditions. First, we show the uniqueness for recovering the coefficients from the known far-field data at a fixed incident…

Mathematical Physics · Physics 2024-02-13 Rafael Ceja Ayala , Isaac Harris , Andreas Kleefeld

In this paper, we prove the local uniqueness of an inverse problem arising in the nonstationary flow of a nonhomogeneous incompressible asymmetric fluid in a bounded domain with smooth boundary. The direct problem is an initial-boundary…

Analysis of PDEs · Mathematics 2014-12-17 Aníbal Coronel , Marko Rojas-Medar

In this note we discuss an abstract framework for standard boundary value problems in divergence form with maximal monotone relations as "coefficients". A reformulation of the respective problems is constructed such that they turn out to be…

Analysis of PDEs · Mathematics 2014-09-04 Sascha Trostorff , Marcus Waurick

In this work we analyze the inverse problem of recovering the space-dependent potential coefficient in an elliptic / parabolic problem from distributed observation. We establish novel (weighted) conditional stability estimates under very…

Numerical Analysis · Mathematics 2022-12-21 Bangti Jin , Xiliang Lu , Qimeng Quan , Zhi Zhou

This paper focuses on the strong convergence of the truncated $\theta$-Milstein method for a class of nonautonomous stochastic differential delay equations whose drift and diffusion coefficients can grow polynomially. The convergence rate,…

Numerical Analysis · Mathematics 2021-12-28 Shuaibin Gao , Junhao Hu , Jie He , Qian Guo
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