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Thuy T. Le

Publications and source records attributed to Thuy T. Le.

At least 19 recordsLinked to original sources

Causal Bayesian Optimization: Foundations, Methods, and Applications

Causal Bayesian Optimization (CBO) combines causal inference with Bayesian optimization to enable sample-efficient intervention selection in systems with causal structure. This survey provides a systematic review of CBO through a unified BO-loop perspective, showing how causal assumptions shape intervention search spaces, surrogate models, acquisition functions, and decision policies. We organize existing methods by graph and system-knowledge assumptions, environment, intervention representation, surrogate architecture, and decision rule, and connect CBO to causal bandits, Bayesian experimental design, safe optimization, policy search, and causal abstraction. We also introduce a reproducibility-oriented benchmark spanning hard- and soft-intervention settings, with standardized GAP and a new trajectory-aware Path-Aware GAP (PA-GAP), evaluating seven CBO methods and a non-causal BO baseline across thirteen datasets, three budgets, and two metrics. Results show that no method dominates uniformly: rankings depend on dataset, budget, metric, and how causal information is used, while strong non-causal baselines remain competitive in several settings. Controlled graph-misspecification and omitted-variable stress tests further show that rankings can change substantially when learner-side causal information is perturbed. We conclude by identifying key open challenges, including robustness to causal-assumption violations, scalable unknown-graph optimization, mixed intervention types, realistic cost models, stronger theoretical guarantees, and integration with modern representation learning and causal abstractions.

stat.ML

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

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

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

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 $Ω\subset \mathbb{R}^3$, 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

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

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

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 $Γ$ of the boundary of the computational domain $Ω$. 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 $\partial Ω\setmunus Γ$. 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

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

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

Global reconstruction of initial conditions of nonlinear parabolic equations via the Carleman-contraction method

We propose a global convergent numerical method to reconstruct the initial condition of a nonlinear parabolic equation from the measurement of both Dirichlet and Neumann data on the boundary of a bounded domain. The first step in our method is to derive, from the nonlinear governing parabolic equation, a nonlinear systems of elliptic partial differential equations (PDEs) whose solution yields directly the solution of the inverse source problem. We then establish a contraction mapping-like iterative scheme to solve this system. The convergence of this iterative scheme is rigorously proved by employing a Carleman estimate and the argument in the proof of the traditional contraction mapping principle. This convergence is fast in both theoretical and numerical senses. Moreover, our method, unlike the methods based on optimization, does not require a good initial guess of the true solution. Numerical examples are presented to verify these results.

math.NA

A Carleman-based numerical method for quasilinear elliptic equations with over-determined boundary data and applications

We propose a new iterative scheme to compute the numerical solution to an over-determined boundary value problem for a general quasilinear elliptic PDE. The main idea is to repeatedly solve its linearization by using the quasi-reversibility method with a suitable Carleman weight function. The presence of the Carleman weight function allows us to employ a Carleman estimate to prove the convergence of the sequence generated by the iterative scheme above to the desired solution. The convergence of the iteration is fast at an exponential rate without the need of an initial good guess. We apply this method to compute solutions to some general quasilinear elliptic equations and a large class of first-order Hamilton-Jacobi equations. Numerical results are presented.

math.NA

The gradient descent method for the convexification to solve boundary value problems of quasi-linear PDEs and a coefficient inverse problem

We study the global convergence of the gradient descent method of the minimization of strictly convex functionals on an open and bounded set of a Hilbert space. Such results are unknown for this type of sets, unlike the case of the entire Hilbert space. Then, we use our result to establish a general framework to numerically solve boundary value problems for quasi-linear partial differential equations (PDEs) with noisy Cauchy data. The procedure involves the use of Carleman weight functions to convexify a cost functional arising from the given boundary value problem and thus to ensure the convergence of the gradient descent method above. We prove the global convergence of the method as the noise tends to 0. The convergence rate is Lipschitz. Next, we apply this method to solve a highly nonlinear and severely ill-posed coefficient inverse problem, which is the so-called back scattering inverse problem. This problem has many real-world applications. Numerical examples are presented.

math.NA

Carleman contraction mapping for a 1D inverse scattering problem with experimental time-dependent data

It is shown that the contraction mapping principle with the involvement of a Carleman Weight Function works for a Coefficient Inverse Problem for a 1D hyperbolic equation. Using a Carleman estimate, the global convergence of the corresponding numerical method is established. Numerical studies for both computationally simulated and experimentally collected data are presented. The experimental part is concerned with the problem of computing dielectric constants of explosive-like targets in the standoff mode using severely underdetermined data.

math.NA

Convexification-based globally convergent numerical method for a 1D coefficient inverse problem with experimental data

To compute the spatially distributed dielectric constant from the backscattering data, we study a coefficient inverse problem for a 1D hyperbolic equation. To solve the inverse problem, we establish a new version of Carleman estimate and then employ this estimate to construct a cost functional which is strictly convex on a convex bounded set with an arbitrary diameter in a Hilbert space. The strict convexity property is rigorously proved. This result is called the convexification theorem and is considered as the central analytical result of this paper. Minimizing this convex functional by the gradient descent method, we obtain the desired numerical solution to the coefficient inverse problems. We prove that the gradient descent method generates a sequence converging to the minimizer and we also establish a theorem confirming that the minimizer converges to the true solution as the noise in the measured data and the regularization parameter tend to zero. Unlike the methods that are based on optimization, our convexification method converges globally in the sense that it delivers a good approximation of the exact solution without requiring any initial guess. Results of numerical studies of both computationally simulated and experimental data are presented.

math.NA

The quasi-reversibility method to numerically solve an inverse source problem for hyperbolic equations

We propose a numerical method to solve an inverse source problem of computing the initial condition of hyperbolic equations from the measurements of Cauchy data. This problem arises in thermo- and photo- acoustic tomography in a bounded cavity, in which the reflection of the wave makes the widely-used approaches, such as the time reversal method, not applicable. In order to solve this inverse source problem, we approximate the solution to the hyperbolic equation by its Fourier series with respect to a special orthogonal basis of $L^2$. Then, we derive a coupled system of elliptic equations for the corresponding Fourier coefficients. We solve it by the quasi-reversibility method. The desired initial condition follows. We rigorously prove the convergence of the quasi-reversibility method as the noise level tends to 0. Some numerical examples are provided. In addition, we numerically prove that the use of the special basic above is significant.

math.NA

A convergent numerical method to recover the initial condition of nonlinear parabolic equations from lateral Cauchy data

We propose a new numerical method for the solution of the problem of the reconstruction of the initial condition of a quasilinear parabolic equation from the measurements of both Dirichlet and Neumann data on the boundary of a bounded domain. Although this problem is highly nonlinear, we do not require an initial guess of the true solution. The key in our method is the derivation of a boundary value problem for a system of coupled quasilinear elliptic equations whose solution is the vector function of the spatially dependent Fourier coefficients of the solution to the governing parabolic equation. We solve this problem by an iterative method. The global convergence of the system is rigorously established using a Carleman estimate. Numerical examples are presented.

math.AP

Convergent numerical method for a linearized travel time tomography problem with incomplete data

We propose a new numerical method to solve the linearized problem of travel time tomography with incomplete data. Our method is based on the technique of the truncation of the Fourier series with respect to a special basis of L2. This way we derive a boundary value problem for a system of coupled partial diffeerential equations (PDEs) of the first order. This system is solved by the quasi-reversibility method. Hence, the spatially dependent Fourier coefficients of the solution to the linearized Eikonal equation are obtained. The convergence of this method is established. Numerical results for highly noisy data are presented.

math.NA