Open Access
October 2016 From Feynman–Kac formulae to numerical stochastic homogenization in electrical impedance tomography
Petteri Piiroinen, Martin Simon
Ann. Appl. Probab. 26(5): 3001-3043 (October 2016). DOI: 10.1214/15-AAP1168

Abstract

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 development of new scalable stochastic numerical homogenization schemes.

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Petteri Piiroinen. Martin Simon. "From Feynman–Kac formulae to numerical stochastic homogenization in electrical impedance tomography." Ann. Appl. Probab. 26 (5) 3001 - 3043, October 2016. https://doi.org/10.1214/15-AAP1168

Information

Received: 1 September 2014; Revised: 1 August 2015; Published: October 2016
First available in Project Euclid: 19 October 2016

zbMATH: 1353.60063
MathSciNet: MR3563200
Digital Object Identifier: 10.1214/15-AAP1168

Subjects:
Primary: 60H30 , 60J45 , 60J55 , 78M40
Secondary: 35Q60 , 65C05 , 65N21 , 65N75

Keywords: electrical impedance tomography , Feynman–Kac formula , general reflecting diffusion process , quantitative convergence result , random conductivity field , Skorohod decomposition , stochastic forward problem , Stochastic homogenization

Rights: Copyright © 2016 Institute of Mathematical Statistics

Vol.26 • No. 5 • October 2016
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