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Simultaneous state and parameter estimation arises from various applicational areas but presents a major computational challenge. Most available Markov chain or sequential Monte Carlo techniques are applicable to relatively low dimensional…

Numerical Analysis · Mathematics 2017-09-28 Angwenyi David , Jana de Wiljes , Sebastian Reich

We first review the usefulness of the Wigner distribution functions (WDF), associated with Lindblad and pre-master equations, for analyzing a host of problems in Quantum Optics where dissipation plays a major role, an arena where weak…

Quantum Physics · Physics 2009-11-10 R. F. O'Connell

We are interested in comparing probability distributions defined on Riemannian manifold. The traditional approach to study a distribution relies on locating its mean point and finding the dispersion about that point. On a general manifold…

Statistics Theory · Mathematics 2008-07-22 Nikolay H. Balov

Nonlinearity parameter tomography leads to the problem of identifying a coefficient in a nonlinear wave equation (such as the Westervelt equation) modeling ultrasound propagation. In this paper we transfer this into frequency domain, where…

Numerical Analysis · Mathematics 2023-03-31 Barbara Kaltenbacher , William Rundell

In this paper, we study the optimal filtering problem for a interacting particle system generated by stochastic differential equations with interaction. By using Malliavin calculus, we construct the differential equation of the covariance…

Optimization and Control · Mathematics 2024-09-04 Andrey Dorogovtsev , Yuecai Han , Kateryna Hlyniana , Yuhang Li

Laplace interpolation is a popular approach in image inpainting using partial differential equations. The classic approach considers the Laplace equation with mixed boundary conditions. Recently a more general formulation has been proposed…

Analysis of PDEs · Mathematics 2018-01-30 Laurent Hoeltgen , Andreas Kleefeld , Isaac Harris , Michael Breuß

We solve the initial value problem for the linearized mean field Kramers equation describing Brownian particles with long-range interactions in the $N\rightarrow +\infty$ limit. We show that the dielectric function can be expressed in terms…

Statistical Mechanics · Physics 2013-09-11 Pierre-Henri Chavanis

Mean value interpolation is a method for fitting a smooth function to piecewise-linear data prescribed on the boundary of a polygon of arbitrary shape, and has applications in computer graphics and curve and surface modelling. The method…

Numerical Analysis · Mathematics 2019-06-21 Michael S. Floater , Francesco Patrizi

An indefinite generalization of Nudel'man's problem is used in a systematic approach to interpolation theorems for generalized Schur and Nevanlinna functions with interior and boundary data. Besides results on existence criteria for…

Functional Analysis · Mathematics 2007-05-23 D. Alpay , T. Constantinescu , A. Dijksma , J. Rovnyak

Consider a sparse multivariate polynomial f with integer coefficients. Assume that f is represented as a "modular black box polynomial", e.g. via an algorithm to evaluate f at arbitrary integer points, modulo arbitrary positive integers.…

Symbolic Computation · Computer Science 2024-01-01 Joris van der Hoeven , Grégoire Lecerf

A direct numerical algorithm for solving the time-nonlocal non-Markovian master equation in the second Born approximation is introduced and the range of utility of this approximation, and of the Markov approximation, is analyzed for the…

Chemical Physics · Physics 2011-06-30 Navinder Singh , Paul Brumer

The following electromagnetism (EM) inverse problem is addressed. It consists in estimating local radioelectric properties of materials recovering an object from global EM scattering measurements, at various incidences and wave frequencies.…

Applications · Statistics 2015-06-12 François Giraud , Pierre Minvielle , Pierre Del Moral

In this paper we show the existence of the minimal solution to the multidimensional Lambert-Euler inversion, a multidimensional generalization of $[-e^{-1} ,0)$ branch of Lambert W function $W_0(x)$. Specifically, for a given nonnegative…

Mathematical Physics · Physics 2021-07-29 Yevgeniy Kovchegov , Peter T. Otto

We develop a constructive piecewise polynomial approximation theory in weighted Sobolev spaces with Muckenhoupt weights for any polynomial degree. The main ingredients to derive optimal error estimates for an averaged Taylor polynomial are…

Numerical Analysis · Mathematics 2014-11-27 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We study the generalization error of functions that interpolate prescribed data points and are selected by minimizing a weighted norm. Under natural and general conditions, we prove that both the interpolants and their generalization errors…

Numerical Analysis · Mathematics 2021-02-11 Weilin Li

We study the convergence of random function iterations for finding an invariant measure of the corresponding Markov operator. We call the problem of finding such an invariant measure the stochastic fixed point problem. This generalizes…

Functional Analysis · Mathematics 2022-03-24 Neal Hermer , D. Russell Luke , Anja Sturm

In a recent paper, Iba\~nez-Azpiroz et al. [Phys. Rev. B 97, 245143 (2018)] derive a band-truncation-error-free formula for calculating the generalized derivative of the interband dipole matrix using Wannier interpolation. In practice, the…

Materials Science · Physics 2021-06-03 Jae-Mo Lihm

In several applications, such as \tsc{weno} interpolation and reconstruction [Shu C.W.: SIAM Rev. 51 (2009) 82--126], we are interested in the analytical expression of the weight-functions which allow the representation of the approximating…

Numerical Analysis · Mathematics 2013-07-09 G. A. Gerolymos

We consider quasi-interpolation with a main application in radial basis function approximations and compression in this article. Constructing and using these quasi-interpolants, we consider wavelet and compression-type approximations from…

Numerical Analysis · Mathematics 2024-07-09 Martin Buhmann , Feng Dai

We consider the interpolation problem with the inverse multiquadric radial basis function. The problem usually produces a large dense linear system that has to be solved by iterative methods. The efficiency of such methods is strictly…

Numerical Analysis · Mathematics 2022-05-10 Stefano De Marchi , Nadaniela Egidi , Josephin Giacomini , Pierluigi Maponi , Alessia Perticarini