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We are dealing with the Navier-Stokes equation in a bounded regular domain $D$ of $\mathbb{R}^2$, perturbed by an additive Gaussian noise $\partial w^{Q_\delta}/\partial t$, which is white in time and colored in space. We assume that the…

概率论 · 数学 2014-06-02 Zdzislaw Brzezniak , Sandra Cerrai , Mark Freidlin

We propose a machine-learning algorithm for Bayesian inverse problems in the function-space regime based on one-step generative transport. Building on the Mean Flows, we learn a fully conditional amortized sampler with a neural-operator…

机器学习 · 统计学 2026-03-17 Zilan Cheng , Li-Lian Wang , Zhongjian Wang

We consider the statistical linear inverse problem of making inference on an unknown source function in an elliptic partial differential equation from noisy observations of its solution. We employ nonparametric Bayesian procedures based on…

统计理论 · 数学 2024-07-26 Matteo Giordano

We consider the Navier-Stokes equation on the 2D torus, with a stochastic forcing term which is a cylindrical fractional Wiener noise of Hurst parameter $H$. Following [3,8] which dealt with the case $1/2$, we prove a local existence and…

偏微分方程分析 · 数学 2018-12-14 Benedetta Ferrario , Christian Olivera

We study the long-time behavior of solutions to a stochastically driven Navier-Stokes system describing the motion of a compressible viscous fluid driven by a temporal multiplicative white noise perturbation. The existence of stationary…

概率论 · 数学 2017-03-10 Dominic Breit , Eduard Feireisl , Martina Hofmanova , Bohdan Maslowski

In this paper we study 3D Navier-Stokes (NS) equation driven by space-time white noise by using regularity structure theory introduced in [Hai14] and paracontrolled distribution proposed in [GIP13]. We obtain local existence and uniqueness…

概率论 · 数学 2017-01-05 Rongchan Zhu , Xiangchan Zhu

We consider the Navier-Stokes system in two and three space dimensions perturbed by transport noise and subject to periodic boundary conditions. The noise arises from perturbing the advecting velocity field by space-time dependent noise…

偏微分方程分析 · 数学 2018-08-02 Martina Hofmanová , James-Michael Leahy , Torstein Nilssen

For linearized Navier-Stokes equations, we first derive a Carleman estimate with a regular weight function. Then we apply it to establish conditional stability for the lateral Cauchy problem and finally we prove conditional stability…

偏微分方程分析 · 数学 2022-07-06 Oleg Y. Imanuvilov , Luca Lorenzi , M. Yamamoto

Formulating a statistical inverse problem as one of inference in a Bayesian model has great appeal, notably for what this brings in terms of coherence, the interpretability of regularisation penalties, the integration of all uncertainties,…

统计理论 · 数学 2012-12-19 Natalia A. Bochkina , Peter J. Green

We study Bayesian inference in statistical linear inverse problems with Gaussian noise and priors in Hilbert space. We focus our interest on the posterior contraction rate in the small noise limit. Existing results suffer from a certain…

统计理论 · 数学 2014-09-24 Sergios Agapiou , Peter Mathé

This paper considers a Bayesian approach for inclusion detection in nonlinear inverse problems using two known and popular push-forward prior distributions: the star-shaped and level set prior distributions. We analyze the convergence of…

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

统计理论 · 数学 2020-02-04 Vladimir Spokoiny

We consider the 2D stochastic Navier-Stokes equations driven by noise that has the regularity of space-time white noise but doesn't exactly coincide with it. We show that, provided that the intensity of the noise is sufficiently weak at…

概率论 · 数学 2025-10-22 Martin Hairer , Wenhao Zhao

We consider an adversarial Bayesian signal processing problem involving "us" and an "adversary". The adversary observes our state in noise; updates its posterior distribution of the state and then chooses an action based on this posterior.…

信号处理 · 电气工程与系统科学 2020-02-19 Vikram Krishnamurthy , Muralidhar Rangaswamy

This paper concerns the inverse random source problem of the stochastic Maxwell equations driven by white noise in an inhomogeneous background medium. The well-posedness is established for the direct source problem, and the estimates and…

偏微分方程分析 · 数学 2025-03-14 Tianjiao Wang , Xiang Xu , Yue Zhao

We consider the Navier-Stokes equations in $\mathbb R^d$ ($d=2,3$) with a stochastic forcing term which is white noise in time and coloured in space; the spatial covariance of the noise is not too regular, so It\^o calculus cannot be…

概率论 · 数学 2015-10-14 Zdzislaw Brzezniak , Benedetta Ferrario

We consider a stochastic perturbation of the $\alpha$-Navier-Stokes model. The stochastic perturbation is an additive space-time noise of trace class. Under a natural condition about the trace of operator $Q$ in front of the noise, we prove…

概率论 · 数学 2020-05-26 Ludovic Goudenège , Luigi Manca

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…

应用统计 · 统计学 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

We present a parametric deterministic formulation of Bayesian inverse problems with input parameter from infinite dimensional, separable Banach spaces. In this formulation, the forward problems are parametric, deterministic elliptic partial…

偏微分方程分析 · 数学 2015-05-27 Ch. Schwab , A. M. Stuart

We prove that the densities of the finite dimensional projections of weak solutions of the Navier-Stokes equations driven by Gaussian noise are bounded and H\"older continuous, thus improving the results of Debussche and Romito…

概率论 · 数学 2015-07-13 Marco Romito