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We consider numerical schemes for computing the linear response of steady-state averages of stochastic dynamics with respect to a perturbation of the drift part of the stochastic differential equation. The schemes are based on Girsanov's…

数值分析 · 数学 2019-12-18 Petr Plechac , Gabriel Stoltz , Ting Wang

The most critical component of any adaptive numerical quadrature routine is the estimation of the integration error. Since the publication of the first algorithms in the 1960s, many error estimation schemes have been presented, evaluated…

数值分析 · 计算机科学 2010-11-09 Pedro Gonnet

Physics informed neural networks (PINNs) have recently been very successfully applied for efficiently approximating inverse problems for PDEs. We focus on a particular class of inverse problems, the so-called data assimilation or unique…

数值分析 · 数学 2023-12-07 Siddhartha Mishra , Roberto Molinaro

When using a finite difference method to solve an initial--boundary--value problem, the truncation error is often of lower order at a few grid points near boundaries than in the interior. Normal mode analysis is a powerful tool to analyze…

数值分析 · 数学 2018-08-23 Siyang Wang , Anna Nissen , Gunilla Kreiss

This paper is devoted to proving convergence rates of variational and iterative regularization methods under variational source conditions VSCs for inverse problems whose linearization satisfies a range invariance condition. In order to…

数值分析 · 数学 2024-03-28 Barbara Kaltenbacher

The inverse problem of identifying the unknown spacewise dependent source F(x) in 1D wave equation is considered. Measured data are taken in the form g(t) := u(0; t). The relationship between that problem and Ground Penetrating Radar (GRR)…

数值分析 · 数学 2016-09-14 Balgaisha Mukanova , Vladimir G. Romanov

We study the inverse conductivity problem with discontinuous conductivities. We consider, simultaneously, a regularisation and a discretisation for a variational approach to solve the inverse problem. We show that, under suitable choices of…

偏微分方程分析 · 数学 2017-02-14 Luca Rondi

This paper discusses the error and cost aspects of ill-posed integral equations when given discrete noisy point evaluations on a fine grid. Standard solution methods usually employ discretization schemes that are directly induced by the…

数值分析 · 数学 2025-04-04 Michael Griebel , Tim Jahn

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

统计方法学 · 统计学 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

We perform numerical analysis of a nonlinear gradient flow, which can be regarded as a parabolic minimal surface problem or a regularised total variation flow, using the gradient discretisation method (GDM). GDM is a unified convergence…

数值分析 · 数学 2026-04-21 Jerome Droniou , Kim-Ngan Le , Huateng Zhu

The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…

数值分析 · 数学 2022-12-12 Robert I McLachlan , Christian Offen

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

统计理论 · 数学 2007-06-13 Ana K. Fermin , Carenne Ludena

This paper is concerned with the inverse problem to recover the scalar, complex-valued refractive index of a medium from measurements of scattered time-harmonic electromagnetic waves at a fixed frequency. The main results are two…

数值分析 · 数学 2017-02-09 Frederic Weidling , Thorsten Hohage

A nonlinear optimization method is proposed for the solution of inverse medium problems with spatially varying properties. To avoid the prohibitively large number of unknown control variables resulting from standard grid-based…

数值分析 · 数学 2023-07-28 Yannik G. Gleichmann , Marcus J. Grote

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

统计方法学 · 统计学 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

Over the last decade, a series of applied mathematics papers have explored a type of inverse problem--called by a variety of names including "inverse sensitivity", "pushforward based inference", "consistent Bayesian inference", or…

统计方法学 · 统计学 2022-11-30 Peter W. Marcy , Rebecca E. Morrison

This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…

最优化与控制 · 数学 2014-05-19 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

Primal-dual splitting involving proximity operators in order to be able to find some approximation to the minimizer for a general form of Tikhonov type functional is in the focus of this work. This approximation is produced by a pair of…

数值分析 · 数学 2019-03-19 Erdem Altuntac

Given an inverse problem with a normalizing flow prior, we wish to estimate the distribution of the underlying signal conditioned on the observations. We approach this problem as a task of conditional inference on the pre-trained…

机器学习 · 统计学 2021-06-16 Jay Whang , Erik M. Lindgren , Alexandros G. Dimakis

We study the stochastic total variation flow (STVF) equation with linear multiplicative noise. By considering a limit of a sequence of regularized stochastic gradient flows with respect to a regularization parameter $\varepsilon$ we obtain…

数值分析 · 数学 2022-11-14 Ľubomír Baňas , Michael Röckner , André Wilke