arXiv subjects

Kathrin Hellmuth

Publications and source records attributed to Kathrin Hellmuth.

8 recordsLinked to original sources

arXiv2026

Two Adjoint Perspectives on Fokker-Planck Optimization: A Microscopic-Macroscopic Correspondence

The Fokker-Planck equation admits both a macroscopic Eulerian description through probability densities and a microscopic Lagrangian description through stochastic trajectories. Consequently, optimization problems constrained by the Fokker-Planck equation can be formulated from either perspective. Surprisingly, the corresponding adjoint equations appear to be fundamentally different: the macroscopic adjoint is governed by the backward Kolmogorov equation, whereas the microscopic adjoint evolves pathwise along stochastic trajectories. In this note, we reconcile these two formulations by establishing their correspondence in the continuum setting. We further show that, although their discrete gradients no longer coincide after discretization, both provide consistent numerical approximations of the continuum gradient. Explicit convergence rates are established for both discretization strategies.

math.NA↗

arXiv2025

Data selection: at the interface of PDE-based inverse problem and randomized linear algebra

All inverse problems rely on data to recover unknown parameters, yet not all data are equally informative. This raises the central question of data selection. A distinctive challenge in PDE-based inverse problems is their inherently infinite-dimensional nature: both the parameter space and the design space are infinite, which greatly complicates the selection process. Somewhat unexpectedly, randomized numerical linear algebra (RNLA), originally developed in very different contexts, has provided powerful tools for addressing this challenge. These methods are inherently probabilistic, with guarantees typically stating that information is preserved with probability at least 1-p when using N randomly selected, weighted samples. Here, the notion of "information" can take different mathematical forms depending on the setting. In this review, we survey the problem of data selection in PDE-based inverse problems, emphasize its unique infinite-dimensional aspects, and highlight how RNLA strategies have been adapted and applied in this context.

math.NA↗

arXiv2024

Local sensitivity-preserving random data down-sampling for experimental design

The quality of numerical reconstructions for unknown parameters in inverse problems depends fundamentally on the selection of experimental data. To ensure a robust reconstruction, it is crucial to select data that are sensitive to the parameters, a property typically characterized by the conditioning of the Fisher Information Matrix (FIM). In this work, we propose a general framework for an efficient down-sampling strategy that selects experimental setups that preserve the information content of the full-data FIM. Our approach leverages matrix sketching techniques from randomized numerical linear algebra to achieve a sensitivity-preserving approximation. The method involves drawing samples from a sensitivity-informed distribution, which we execute using gradient-free ensemble sampling methods to handle potentially non-smooth or discrete design spaces. Numerical experiments demonstrate the effectiveness of this framework in selecting optimal sensor locations for a Schroedinger potential reconstruction problem.

math.NA↗

arXiv2024

A kinetic chemotaxis model and its diffusion limit in slab geometry

Chemotaxis describes the intricate interplay of cellular motion in response to a chemical signal. We here consider the case of slab geometry which models chemotactic motion between two infinite membranes. Like previous works, we are particularly interested in the asymptotic regime of high tumbling rates. We establish local existence and uniqueness of solutions to the kinetic equation and show their convergence towards solutions of a parabolic Keller-Segel model in the asymptotic limit. In addition, we prove convergence rates with respect to the asymptotic parameter under additional regularity assumptions on the problem data. Particular difficulties in our analysis are caused by vanishing velocities in the kinetic model as well as the occurrence of boundary terms.

math.AP↗

arXiv2023

Reconstructing the kinetic chemotaxis kernel using macroscopic data: well-posedness and ill-posedness

Bacterial motion is steered by external stimuli (chemotaxis), and the motion described on the mesoscopic scale is uniquely determined by a parameter $K$ that models velocity change response from the bacteria. This parameter is called chemotaxis kernel. In a practical setting, it is inferred by experimental data. We deploy a PDE-constrained optimization framework to perform this reconstruction using velocity-averaged, localized data taken in the interior of the domain. The problem can be well-posed or ill-posed depending on the data preparation and the experimental setup. In particular, we propose one specific design that guarantees numerical reconstructability and local convergence. This design is adapted to the discretization of $K$ in space and decouples the reconstruction of local values of $K$ into smaller cell problems, opening up parallelization opportunities. Numerical evidences support the theoretical findings.

math.NA↗

arXiv2022

Kinetic chemotaxis tumbling kernel determined from macroscopic quantities

Chemotaxis is the physical phenomenon that bacteria adjust their motions according to chemical stimulus. A classical model for this phenomenon is a kinetic equation that describes the velocity jump process whose tumbling/transition kernel uniquely determines the effect of chemical stimulus on bacteria. The model has been shown to be an accurate model that matches with bacteria motion qualitatively. For a quantitative modeling, biophysicists and practitioners are also highly interested in determining the explicit value of the tumbling kernel. Due to the experimental limitations, measurements are typically macroscopic in nature. Do macroscopic quantities contain enough information to recover microscopic behavior? In this paper, we give a positive answer. We show that when given a special design of initial data, the population density, one specific macroscopic quantity as a function of time, contains sufficient information to recover the tumbling kernel and its associated damping coefficient. Moreover, we can read off the chemotaxis tumbling kernel using the values of population density directly from this specific experimental design. This theoretical result using kinetic theory sheds light on how practitioners may conduct experiments in laboratories.

math.AP↗

arXiv2022

Computing Black Scholes with Uncertain Volatility-A Machine Learning Approach

In financial mathematics, it is a typical approach to approximate financial markets operating in discrete time by continuous-time models such as the Black Scholes model. Fitting this model gives rise to difficulties due to the discrete nature of market data. We thus model the pricing process of financial derivatives by the Black Scholes equation, where the volatility is a function of a finite number of random variables. This reflects an influence of uncertain factors when determining volatility. The aim is to quantify the effect of this uncertainty when computing the price of derivatives. Our underlying method is the generalized Polynomial Chaos (gPC) method in order to numerically compute the uncertainty of the solution by the stochastic Galerkin approach and a finite difference method. We present an efficient numerical variation of this method, which is based on a machine learning technique, the so-called Bi-Fidelity approach. This is illustrated with numerical examples.

q-fin.MF↗

arXiv2021

Multiscale convergence of the inverse problem for chemotaxis in the Bayesian setting

Chemotaxis describes the movement of an organism, such as single or multi-cellular organisms and bacteria, in response to a chemical stimulus. Two widely used models to describe the phenomenon are the celebrated Keller-Segel equation and a chemotaxis kinetic equation. These two equations describe the organism movement at the macro- and mesoscopic level respectively, and are asymptotically equivalent in the parabolic regime. How the organism responds to a chemical stimulus is embedded in the diffusion/advection coefficients of the Keller-Segel equation or the turning kernel of the chemotaxis kinetic equation. Experiments are conducted to measure the time dynamics of the organisms' population level movement when reacting to certain stimulation. From this one infers the chemotaxis response, which constitutes an inverse problem. \\ In this paper we discuss the relation between both the macro- and mesoscopic inverse problems, each of which is associated to two different forward models. The discussion is presented in the Bayesian framework, where the posterior distribution of the turning kernel of the organism population is sought after. We prove the asymptotic equivalence of the two posterior distributions.

math.AP↗