Andreea Grecu
ISMMA, Bucharest, Romania

We study a probabilistic numerical approach for the reconstruction of the unknown boundary data of the steady state heat equation in anisotropic media, having discrete measurements inside the domain and on a part of the boundary. We shall discuss the continuous and the discrete problems, and provide some corresponding spectral and probabilistic error estimates. Finally, a parallel (CPU/GPU) algorithm shall be presented. This is based on joint work with Iulian C\^impean and Liviu Marin.