相关论文: A probabilistic approach to spectral analysis of C…
We investigate the inverse Cauchy and data completion problems for elliptic partial differential equations in a bounded domain $D \subset \mathbb{R}^d$, $d \ge 2$, with a special emphasis on the steady-state heat conduction in anisotropic…
We develop a novel iterative direct sampling method (IDSM) for solving linear or nonlinear elliptic inverse problems with partial Cauchy data. It integrates three innovations: a data completion scheme to reconstruct missing boundary…
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…
In this work, we propose an innovative iterative direct sampling method to solve nonlinear elliptic inverse problems from a limited number of pairs of Cauchy data. It extends the original direct sampling method (DSM) by incorporating an…
The inverse problem of amplitude reconstruction on an inclined line based on the values of amplitude or its module as recorded on semi-infinite line orthogonal to the beam propagation direction is considered within the framework of 2D…
The strong relative arbitrage problem in Stochastic Portfolio Theory seeks an investment strategy that almost surely outperforms a benchmark portfolio at the end of a given time horizon. The highest relative return in relative arbitrage…
In the recent developments of regularization theory for inverse and ill-posed problems, a variational quasi-reversibility (QR) method has been designed to solve a class of time-reversed quasi-linear parabolic problems. Known as a PDE-based…
The paper is devoted to investigating a Cauchy problem for nonlinear elliptic PDEs in the abstract Hilbert space. The problem is hardly solved by computation since it is severely ill-posed in the sense of Hadamard. We shall use a modified…
Many inverse problems have to deal with complex, evolving and often not exactly known geometries, e.g. as domains of forward problems modeled by partial differential equations. This makes it desirable to use methods which are robust with…
A numerical method is developed for recovering both the source locations and the obstacle from the scattered Cauchy data of the time-harmonic acoustic field. First of all, the incident and scattered components are decomposed from the…
A novel artificial neural network method is proposed for solving Cauchy inverse problems. It allows multiple hidden layers with arbitrary width and depth, which theoretically yields better approximations to the inverse problems. In this…
This paper investigates a numerical probabilistic method for the solution of some semilinear stochastic partial differential equations (SPDEs in short). The numerical scheme is based on discrete time approximation for solutions of systems…
The forward problem here is the Cauchy problem for a 1D hyperbolic PDE with a variable coefficient in the principal part of the operator. That coefficient is the spatially distributed dielectric constant. The inverse problem consists of the…
This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…
We are interested in the classical ill-posed Cauchy problem for the Laplace equation. One method to approximate the solution associated with compatible data consists in considering a family of regularized well-posed problems depending on a…
In this paper we propose a nonconforming finite element method for the solution of the ill-posed elliptic Cauchy problem. We prove error estimates using continuous dependence estimates in the $L^2$-norm. The effect of perturbations in data…
In this paper we investigate the problem of identifying the source term in an elliptic system from a single noisy measurement couple of the Neumann and Dirichlet data. A variational method of Tikhonov-type regularization with specific…
Partial differential equation (PDE) models are widely used in engineering and natural sciences to describe spatio-temporal processes. The parameters of the considered processes are often unknown and have to be estimated from experimental…
Commutation of multidimensional vector fields leads to integrable nonlinear dispersionless PDEs arising in various problems of mathematical physics and intensively studied in the recent literature. This report is aiming to solve the…
The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…