Abstract: In the field of integrated optics, there has been considerable interest in and extensive research on inverse design techniques in recent years. In the context of photonics inverse design, a ...

SIAM Journal on Numerical Analysis, Vol. 49, No. 5/6 (2011), pp. 2017-2038 (22 pages) General autonomous stochastic differential equations (SDEs) driven by one-dimensional Brownian motion in the ...