3 citations · 6 across the 7 of their papers we have counts for
8 papers
Two Adjoint Perspectives on Fokker-Planck Optimization: A Microscopic-Macroscopic Correspondence
Kathrin Hellmuth, Qin Li, Yunan Yang
The Fokker-Planck equation admits both a macroscopic Eulerian description through probability densities and a microscopic Lagrangian description through stochastic trajectories. Co…
Data selection: at the interface of PDE-based inverse problem and randomized linear algebra
Kathrin Hellmuth, Ruhui Jin, Qin Li +1
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 challen…
Local sensitivity-preserving random data down-sampling for experimental design
Kathrin Hellmuth, Christian Klingenberg, Qin Li
The quality of numerical reconstructions for unknown parameters in inverse problems depends fundamentally on the selection of experimental data. To ensure a robust reconstruction,…
A kinetic chemotaxis model and its diffusion limit in slab geometry
Herbert Egger, Kathrin Hellmuth, Nora Philippi +1
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…
Reconstructing the kinetic chemotaxis kernel using macroscopic data: well-posedness and ill-posedness
Kathrin Hellmuth, Christian Klingenberg, Qin Li +1
Bacterial motion is steered by external stimuli (chemotaxis), and the motion described on the mesoscopic scale is uniquely determined by a parameter that models velocity change…
Kinetic chemotaxis tumbling kernel determined from macroscopic quantities
Kathrin Hellmuth, Christian Klingenberg, Qin Li +1
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…
Computing Black Scholes with Uncertain Volatility-A Machine Learning Approach
Kathrin Hellmuth, Christian Klingenberg
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 th…
Multiscale convergence of the inverse problem for chemotaxis in the Bayesian setting
Kathrin Hellmuth, Christian Klingenberg, Qin Li +1
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 th…