arXiv subjects

Loc H. Nguyen

Publications and source records attributed to Loc H. Nguyen.

At least 19 recordsLinked to original sources

arXiv2026

Carleman--Picard and time-dimensional reduction for inverse initial-data problems in nonlinear transport with memory

We study an inverse initial-data problem for a quasilinear transport equation with nonlinear and memory effects. The unknown initial state is reconstructed from time-dependent measurements on the outflow boundary, with prescribed inflow data. We first apply a Legendre--exponential time-dimensional reduction to transform the governing equation into a finite nonlinear system in space. We then develop a Carleman-weighted and Tikhonov-regularized Picard method. At each iteration, the nonlinear terms are evaluated using the previous iterate, leading to a linear minimization problem with a unique solution. A Carleman estimate for the principal transport operator is used to prove that, for a sufficiently large Carleman parameter, the resulting Picard map is contractive on a prescribed admissible set. Consequently, the method converges from an arbitrary initial guess in that set. We also establish stability with respect to noisy outflow data. These analytical results concern the truncated and regularized reduced problem. Two-dimensional numerical experiments demonstrate accurate reconstruction of single and multiple inclusions, robustness with respect to noise, and rapid convergence of the Picard iteration.

math.NA↗

arXiv2026

Inverse initial data reconstruction for a memory convection-diffusion equation via Legendre spatial reduction and Tikhonov regularization

We study an inverse initial data problem for a convection-diffusion equation with memory, where the goal is to recover the unknown initial condition from final-time data. The model includes convection, an instantaneous Laplacian term, and a nonlocal-in-time memory term involving the Laplacian of the past states, which leads to a severely ill-posed backward problem. We prove uniqueness in a spatially independent coefficient setting by applying the Fourier transform and using an analyticity argument for a scalar Volterra equation. For the variable-coefficient case, we develop a computational method based on Legendre spatial dimensional reduction and Tikhonov regularization. The solution is approximated by a finite tensor-product Legendre expansion, thereby reducing the inverse problem to a finite-dimensional terminal-value system for the time-dependent coefficients. We solve the reduced problem by a Tikhonov-regularized least-squares method with an $H^2$ penalty. For a fixed truncation order, we prove that the regularized minimizers converge to the finite-dimensional minimum-norm solution as the noise level and the regularization parameter vanish, under a suitable choice of the regularization parameter. Some two-dimensional numerical examples are presented to illustrate the performance of the proposed method.

math.NA↗

arXiv2026

Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction

We study a forward-time formulation of the Black-Scholes equation with state-dependent volatility. In contrast to the classical terminal-value pricing problem, where the option payoff is prescribed at maturity and the price is computed backward in time, the present problem prescribes the current option-price profile and seeks to recover the option-price profile at the expiration date T. This formulation is ill-posed, since the equation evolves in the unstable direction of the parabolic operator and high-frequency perturbations in the initial data may be strongly amplified. To address this difficulty, we introduce a price-dimensional reduction based on shifted Legendre polynomials. The original Black-Scholes equation is projected onto a finite-dimensional Legendre basis in the asset-price variable, leading to a system of ordinary differential equations in time for the expansion coefficients. This reduction acts as a spectral cutoff and also relaxes the degeneracy caused by the factor S^2 at the zero-price boundary. The main reconstruction method is a dimension-reduced Legendre--Tikhonov method. We prove existence, uniqueness, data stability, and convergence for each fixed truncation level. We also include a reduced PINN solver as a secondary computational comparison after the Legendre reduction. Numerical experiments with smooth, butterfly-spread, and European put payoffs show that the Legendre--Tikhonov method recovers the terminal option-price profile from noisy initial data, while the reduced PINN solver provides a useful additional benchmark. Comparisons with the conventional physical-space quasi-reversibility method demonstrate the stabilizing effect of the Legendre reduction.

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arXiv2026

A Carleman contraction method for inverse initial data recovery in the Navier-Stokes equations with unknown body force

We solve an inverse initial data problem for the incompressible Navier-Stokes system. The objective is to recover the initial velocity and pressure from lateral boundary observations, without assuming that the time-independent body force is known. To eliminate this unknown force, we differentiate the momentum equation with respect to time and then apply a Legendre polynomial-exponential time-dimensional reduction. This procedure yields a coupled system of elliptic equations for the expansion coefficients. We then construct a contractive map for this reduced system on a suitable admissible set equipped with a Carleman-weighted norm. Its fixed point yields an approximate solution of the time-dimensional reduction model, and the contraction property gives rise to a globally convergent Picard iteration. Finally, we present a numerical algorithm based on this framework and numerical experiments showing accurate reconstructions of the initial velocity and pressure from synthetic boundary data.

math.AP↗

arXiv2026

A globally convergent Carleman-Picard method for an inverse initial-value problem for a nonlinear diffusive coagulation-fragmentation equation coagulation-fragmentation equation

We study an inverse initial-density problem for a nonlinear diffusive coagulation--fragmentation equation with known coagulation and fragmentation kernels. The objective is to recover the unknown initial particle-size distribution on a finite interval from time-dependent boundary observations of the solution and its size derivative. To solve this inverse problem, we develop a globally convergent numerical method based on a Legendre--exponential time reduction and a Carleman--Picard iteration. The time reduction transforms the original problem into a nonlinear coupled system for the spatial mode coefficients, while the Carleman weight and the corresponding Carleman estimate guaranty the global convergence of the Picard iteration without requiring a good initial guess. We prove the convergence of the proposed method and obtain a complete reconstruction procedure for the initial density. Numerical experiments with noisy boundary data demonstrate that the method yields accurate and stable reconstructions for several representative test profiles.

math.NA↗

arXiv2025

The inverse initial data problem for anisotropic Navier-Stokes equations via Legendre time reduction method

We consider an inverse initial-data problem for the compressible anisotropic Navier--Stokes equations, in which the goal is to reconstruct the initial velocity field from noisy lateral boundary observations. In the formulation studied here, the density, pressure, anisotropic viscosity tensor, and body force are assumed known, while the initial velocity is the quantity to be recovered. We introduce a new computational framework based on Legendre time-dimensional reduction, in which the velocity field is projected onto an exponentially weighted Legendre basis in time. This transformation reduces the original time-dependent inverse problem to a coupled system of time-independent elliptic equations for the Fourier coefficients of the velocity field. The resulting reduced model is solved using a combination of quasi-reversibility and a damped Picard iteration. Numerical experiments in two dimensions show that the proposed method accurately and robustly reconstructs initial velocity fields, even in the presence of significant measurement noise, geometrically complex structures, and anisotropic effects. The method provides a flexible and computationally tractable approach for inverse fluid problems in anisotropic media.

math.NA↗

arXiv2025

Inverse scattering without phase: Carleman convexification and phase retrieval via the Wentzel--Kramers--Brillouin approximation

This paper addresses the challenging and interesting inverse problem of reconstructing the spatially varying dielectric constant of a medium from phaseless backscattering measurements generated by single-point illumination. The underlying mathematical model is governed by the three-dimensional Helmholtz equation, and the available data consist solely of the magnitude of the scattered wave field. To address the nonlinearity and severe ill-posedness of this phaseless inverse scattering problem, we introduce a robust, globally convergent numerical framework combining several key regularization strategies. Our method first employs a phase retrieval step based on the Wentzel--Kramers--Brillouin (WKB) ansatz, where the lost phase information is reconstructed by solving a nonlinear optimization problem. Subsequently, we implement a Fourier-based dimension reduction technique, transforming the original problem into a more stable system of elliptic equations with Cauchy boundary conditions. To solve this resulting system reliably, we apply the Carleman convexification approach, constructing a strictly convex weighted cost functional whose global minimizer provides an accurate approximation of the true solution. Numerical simulations using synthetic data with high noise levels demonstrate the effectiveness and robustness of the proposed method, confirming its capability to accurately recover both the geometric location and contrast of hidden scatterers.

math.NA↗

arXiv2025

Inverse initial data reconstruction for Maxwell's equations via time-dimensional reduction method

We study an inverse problem for the time-dependent Maxwell system in an inhomogeneous and anisotropic medium. The objective is to recover the initial electric field $\mathbf{E}_0$ in a bounded domain $\Omega \subset \mathbb{R}^3$, using boundary measurements of the electric field and its normal derivative over a finite time interval. Informed by practical constraints, we adopt an under-determined formulation of Maxwell's equations that avoids the need for initial magnetic field data and charge density information. To address this inverse problem, we develop a time-dimension reduction approach by projecting the electric field onto a finite-dimensional Legendre polynomial-exponential basis in time. This reformulates the original space-time problem into a sequence of spatial systems for the projection coefficients. The reconstruction is carried out using the quasi-reversibility method within a minimum-norm framework, which accommodates the inherent non-uniqueness of the under-determined setting. We prove a convergence theorem that ensures the quasi-reversibility solution approximates the true solution as the noise and regularization parameters vanish. Numerical experiments in a fully three-dimensional setting validate the method's performance. The reconstructed initial electric field remains accurate even with $10\%$ noise in the data, demonstrating the robustness and applicability of the proposed approach to realistic inverse electromagnetic problems.

math.NA↗

arXiv2024

A global approach for the inverse scattering problem using a Carleman contraction map

This paper addresses the inverse scattering problem in the domain Omega. The input data, measured outside Omega, involve the waves generated by the interaction of plane waves with various directions and unknown scatterers fully occluded inside Omega. The output of this problem is the spatially dielectric constant of these scatterers. Our approach to solving this problem consists of two primary stages. Initially, we eliminate the unknown dielectric constant from the governing equation, resulting in a system of partial differential equations. Subsequently, we develop the Carleman contraction mapping method to effectively tackle this system. It is noteworthy to highlight this method's robustness. It does not request a precise initial guess of the true solution, and its computational cost is not expensive. Some numerical examples are presented.

math.NA↗

arXiv2023

Determining initial conditions for nonlinear hyperbolic equations with time dimensional reduction and the Carleman contraction

This paper aims to determine the initial conditions for quasi-linear hyperbolic equations that include nonlocal elements. We suggest a method where we approximate the solution of the hyperbolic equation by truncating its Fourier series in the time domain with a polynomial-exponential basis. This truncation effectively removes the time variable, transforming the problem into a system of quasi-linear elliptic equations. We refer to this technique as the "time dimensional reduction method." To numerically solve this system comprehensively without the need for an accurate initial estimate, we used the newly developed Carleman contraction principle. We show the efficiency of our method through various numerical examples. The time dimensional reduction method stands out not only for its precise solutions but also for its remarkable speed in computation.

math.NA↗

arXiv2023

A Carleman-Picard approach for reconstructing zero-order coefficients in parabolic equations with limited data

We propose a globally convergent computational technique for the nonlinear inverse problem of reconstructing the zero-order coefficient in a parabolic equation using partial boundary data. This technique is called the "reduced dimensional method". Initially, we use the polynomial-exponential basis to approximate the inverse problem as a system of 1D nonlinear equations. We then employ a Picard iteration based on the quasi-reversibility method and a Carleman weight function. We will rigorously prove that the sequence derived from this iteration converges to the accurate solution for that 1D system without requesting a good initial guess of the true solution. The key tool for the proof is a Carleman estimate. We will also show some numerical examples.

math.NA↗

arXiv2023

The time dimensional reduction method to determine the initial conditions without the knowledge of damping coefficients

This paper aims to reconstruct the initial condition of a hyperbolic equation with an unknown damping coefficient. Our approach involves approximating the hyperbolic equation's solution by its truncated Fourier expansion in the time domain and using a polynomial-exponential basis. This truncation process facilitates the elimination of the time variable, consequently, yielding a system of quasi-linear elliptic equations. To globally solve the system without needing an accurate initial guess, we employ the Carleman contraction principle. We provide several numerical examples to illustrate the efficacy of our method. The method not only delivers precise solutions but also showcases remarkable computational efficiency.

math.NA↗

arXiv2023

The dimensional reduction method for solving a nonlinear inverse heat conduction problem with limited boundary data

The objective of this article is to introduce a novel technique for computing numerical solutions to the nonlinear inverse heat conduction problem. This involves solving nonlinear parabolic equations with Cauchy data provided on one side $\Gamma$ of the boundary of the computational domain $\Omega$. The key step of our proposed method is the truncation of the Fourier series of the solution to the governing equation. The truncation technique enables us to derive a system of 1D ordinary differential equations. Then, we employ the well-known Runge-Kutta method to solve this system, which aids in addressing the nonlinearity and the lack of data on $\partial \Omega \setmunus \Gamma$. This new approach is called the dimensional reduction method. By converting the high-dimensional problem into a 1D problem, we achieve exceptional computational speed. Numerical results are provided to support the effectiveness of our approach.

math.NA↗

arXiv2023

Convexification Numerical Method for a Coefficient Inverse Problem for the Riemannian Radiative Transfer Equation

The first globally convergent numerical method for a Coefficient Inverse Problem (CIP) for the Riemannian Radiative Transfer Equation (RRTE) is constructed. This is a version of the so-called \textquotedblleft convexification" method, which has been pursued by this research group for a number of years for some other CIPs for PDEs. Those PDEs are significantly different from the RRTE. The presence of the Carleman Weight Function (CWF) in the numerical scheme is the key element which insures the global convergence. Convergence analysis is presented along with the results of numerical experiments, which confirm the theory. RRTE governs the propagation of photons in the diffuse medium in the case when they propagate along geodesic lines between their collisions. Geodesic lines are generated by the spatially variable dielectric constant of the medium.

math.NA↗

arXiv2023

Numerical differentiation by the polynomial-exponential basis

Our objective is to calculate the derivatives of data corrupted by noise. This is a challenging task as even small amounts of noise can result in significant errors in the computation. This is mainly due to the randomness of the noise, which can result in high-frequency fluctuations. To overcome this challenge, we suggest an approach that involves approximating the data by eliminating high-frequency terms from the Fourier expansion of the given data with respect to the polynomial-exponential basis. This truncation method helps to regularize the issue, while the use of the polynomial-exponential basis ensures accuracy in the computation. We demonstrate the effectiveness of our approach through numerical examples in one and two dimensions.

math.NA↗

arXiv2022

Reconstructing a space-dependent source term via the quasi-reversibility method

The aim of this paper is to solve an important inverse source problem which arises from the well-known inverse scattering problem. We propose to truncate the Fourier series of the solution to the governing equation with respect to a special basis of L2. By this, we obtain a system of linear elliptic equations. Solutions to this system are the Fourier coefficients of the solution to the governing equation. After computing these Fourier coefficients, we can directly find the desired source function. Numerical examples are presented.

math.NA↗

arXiv2022

Convexification for a CIP for the RTE]{Convexification Numerical Method for a Coefficient Inverse Problem for the Radiative Transport Equation

An $\left( n+1\right) -$D coefficient inverse problem for the radiative stationary transport equation is considered for the first time. A globally convergent so-called convexification numerical \ method is developed and its convergence analysis is provided. The analysis is based on a Carleman estimate. In particular, convergence analysis implies a certain uniqueness theorem. Extensive numerical studies in the 2-D case are presented.

math.NA↗

arXiv2022

The Carleman convexification method for Hamilton-Jacobi equations on the whole space

We propose a new globally convergent numerical method to solve Hamilton-Jacobi equations in $\mathbb{R}^d$, $d \geq 1$. This method is named as the Carleman convexification method. By Carleman convexification, we mean that we use a Carleman weight function to convexify the conventional least squares mismatch functional. We will prove a new version of the convexification theorem guaranteeing that the mismatch functional involving the Carleman weight function is strictly convex and, therefore, has a unique minimizer. Moreover, a consequence of our convexification theorem guarantees that the minimizer of the Carleman weighted mismatch functional is an approximation of the viscosity solution we want to compute. Some numerical results in 1D and 2D will be presented.

math.NA↗