Zobrazeno 1 - 10
of 353
pro vyhledávání: '"Ito, Kazufumi"'
We prove the uniqueness in determining a spatially varying zeroth-order coefficient of a one-dimensional time-fractional diffusion equation by initial value and Cauchy data at one end point of the spatial interval.
Externí odkaz:
http://arxiv.org/abs/2409.00902
We study an optimal control problem governed by elliptic PDEs with interface, which the control acts on the interface. Due to the jump of the coefficient across the interface and the control acting on the interface, the regularity of solution of the
Externí odkaz:
http://arxiv.org/abs/2309.09151
Autor:
Ito, Kazufumi, Liang, Ying
In this paper, we propose a direct probing method for the inverse problem based on the Eikonal equation. For the Eikonal equation with a point source, the viscosity solution represents the least travel time of wave fields from the source to the point
Externí odkaz:
http://arxiv.org/abs/2302.09453
Publikováno v:
In Applied Mathematics Letters February 2025 160
We present a two-stage least-squares method to inverse medium problems of reconstructing multiple unknown coefficients simultaneously from noisy data. A direct sampling method is applied to detect the location of the inhomogeneity in the first stage,
Externí odkaz:
http://arxiv.org/abs/2201.00280
Autor:
Ito, Kazufumi, Jin, Bangti
In this work, we develop efficient solvers for linear inverse problems based on randomized singular value decomposition (RSVD). This is achieved by combining RSVD with classical regularization methods, e.g., truncated singular value decomposition, Ti
Externí odkaz:
http://arxiv.org/abs/1909.01947
In this work, we propose a class of numerical schemes for solving semilinear Hamilton-Jacobi-Bellman-Isaacs (HJBI) boundary value problems which arise naturally from exit time problems of diffusion processes with controlled drift. We exploit policy i
Externí odkaz:
http://arxiv.org/abs/1906.02304
Publikováno v:
In Applied Numerical Mathematics April 2023 186:164-201
We propose some numerical schemes for forward-backward stochastic differential equations (FBSDEs) based on a new fundamental concept of transposition solutions. These schemes exploit time-splitting methods for the variation of constants formula of th
Externí odkaz:
http://arxiv.org/abs/1804.10944