Source identification via path-wise gradient estimation

DOI10.1137/25M1790555MaRDI QIDQ7412293zbMATH OpenFDO

Authors R. B. Lehoucq, Scott A. McKinley, Petr Plecháč

Publication date 2026

Published in SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/25M1790555

zbMATH Keywords

detectorsexit probabilitiesinverse problemItô diffusionparticlesPDEpiecewise-deterministic Markov processesPoisson processsensitivities

Mathematics Subject Classification ID

Boundary value problems for linear first-order PDEs (35F15) Boundary value problems for linear higher-order PDEs (35G15) PDEs in connection with mechanics of particles and systems of particles (35Q70) Inverse problems for PDEs (35R30) Applications of stochastic analysis (to PDEs, etc.) (60H30) Markov processes: hypothesis testing (62M02) Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75)

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