Related papers: Gaussian Beam Methods for the Helmholtz Equation
We study an approximation method for the one-dimensional nonlinear filtering problem, with discrete time and continuous time observation. We first present the method applied to the Fokker-Planck equation. The convergence of the…
In this paper we set forth new exact analytical Superluminal localized solutions to the wave equation for arbitrary frequencies and adjustable bandwidth. The formulation presented here is rather simple, and its results can be expressed in…
We prove precise rates of convergence for monotone approximation schemes of fractional and nonlocal Hamilton-Jacobi-Bellman (HJB) equations. We consider diffusion corrected difference-quadrature schemes from the literature and new…
This paper studies the optimal rate of estimation in a finite Gaussian location mixture model in high dimensions without separation conditions. We assume that the number of components $k$ is bounded and that the centers lie in a ball of…
We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…
This paper is concerned with solving the Helmholtz exterior Dirichlet and Neumann problems with large wavenumber $k$ and smooth obstacles using the standard second-kind boundary integral equations. We consider Galerkin and collocation…
We present a reduced basis approach to solve the convected Helmholtz equation with several physical parameters. Physical parameters characterize the aeroacoustic wave propagation in terms of the wave and Mach numbers. We compute solutions…
Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…
We investigate the Helmholtz equation with suitable boundary conditions and uncertainties in the wavenumber. Thus the wavenumber is modeled as a random variable or a random field. We discretize the Helmholtz equation using finite…
We derive quantitative bounds on the rate of convergence in $L^1$ Wasserstein distance of general M-estimators, with an almost sharp (up to a logarithmic term) behavior in the number of observations. We focus on situations where the…
Accurately simulating the atmospheric turbulence behaviour is always challenging. The well-known FFT based method falls short in correctly predicting both the low and high frequency behaviours. Sub-harmonic compensation aids in…
This paper concerns the analysis of a multiscale method for wave propagation problems in microscopically nonhomogeneous media. A direct numerical approximation of such problems is prohibitively expensive as it requires resolving the…
In high-dimensional time series analysis, Gaussian approximation (GA) schemes under various distance measures or on various collections of subsets of the Euclidean space play a fundamental role in a wide range of statistical inference…
A nonlinear Helmholtz equation (NLH) with high wave number and Sommerfeld radiation condition is approximated by the perfectly matched layer (PML) technique and then discretized by the linear finite element method (FEM).…
We compute the matter bispectrum in the presence of primordial local non-Gaussianity over a wide range of scales, including the very small nonlinear ones. We use the Halo Model approach, considering non-Gaussian corrections to the halo…
A local convergence rate is established for a Gauss orthogonal collocation method applied to optimal control problems with control constraints. If the Hamiltonian possesses a strong convexity property, then the theory yields convergence for…
We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement…
We consider the spectral semi-Galerkin method applied to the nonhomogeneous Navier-Stokes equations. Under certain conditions it is known that the approximate solutions constructed through this method converge to a global strong solution of…
This paper deals with a method for the approximation of a spectral density function among the solutions of a generalized moment problem a` la Byrnes/Georgiou/Lindquist. The approximation is pursued with respect to the Kullback-Leibler…
We consider the problem of approximating a general Gaussian location mixture by finite mixtures. The minimum order of finite mixtures that achieve a prescribed accuracy (measured by various $f$-divergences) is determined within constant…