0000000000082765
AUTHOR
Martin Simon
showing 5 related works from this author
Feynman-Kac formulae
2015
In this chapter, we establish the connection between the deterministic EIT forward problem and the class of reflecting diffusion processes. We proceed along the lines of the recent paper [137] by Piiroinen and the author: We derive Feynman-Kac formulae in terms of these processes for the solutions to the forward problems corresponding to the continuum model and the complete electrode model, respectively. These results extend the classical Feynman-Kac formulae for elliptic boundary value problems in smooth domains and with smooth coefficients which were obtained in the 1980s and 1990s using the Feller semigroup approach and Ito stochastic calculus. In contrast to this well-studied situation,…
Stochastic homogenization: Theory and numerics
2015
In this chapter, we pursue two related goals. First, we derive a theoretical stochastic homogenization result for the stochastic forward problem introduced in the first chapter. The key ingredient to obtain this result is the use of the Feynman-Kac formula for the complete electrode model. The proof is constructive in the sense that it yields a strategy to achieve our second goal, the numerical approximation of the effective conductivity. In contrast to periodic homogenization, which is well understood, numerical homogenization of random media still poses major practical challenges. In order to cope with these challenges, we propose a new numerical method inspired by a highly efficient stoc…
From Feynman–Kac formulae to numerical stochastic homogenization in electrical impedance tomography
2016
In this paper, we use the theory of symmetric Dirichlet forms to derive Feynman–Kac formulae for the forward problem of electrical impedance tomography with possibly anisotropic, merely measurable conductivities corresponding to different electrode models on bounded Lipschitz domains. Subsequently, we employ these Feynman–Kac formulae to rigorously justify stochastic homogenization in the case of a stochastic boundary value problem arising from an inverse anomaly detection problem. Motivated by this theoretical result, we prove an estimate for the speed of convergence of the projected mean-square displacement of the underlying process which may serve as the theoretical foundation for the de…
A partially reflecting random walk on spheres algorithm for electrical impedance tomography
2015
In this work, we develop a probabilistic estimator for the voltage-to-current map arising in electrical impedance tomography. This novel so-called partially reflecting random walk on spheres estimator enables Monte Carlo methods to compute the voltage-to-current map in an embarrassingly parallel manner, which is an important issue with regard to the corresponding inverse problem. Our method uses the well-known random walk on spheres algorithm inside subdomains where the diffusion coefficient is constant and employs replacement techniques motivated by finite difference discretization to deal with both mixed boundary conditions and interface transmission conditions. We analyze the global bias…
Probabilistic interpretation of the Calderón problem
2017
In this paper, we use the theory of symmetric Dirichlet forms to give a probabilistic interpretation of Calderon's inverse conductivity problem in terms of reflecting diffusion processes and their corresponding boundary trace processes. This probabilistic interpretation comes in three equivalent formulations which open up novel perspectives on the classical question of unique determinability of conductivities from boundary data. We aim to make this work accessible to both readers with a background in stochastic process theory as well as researchers working on deterministic methods in inverse problems.