Related papers: Penalty Method for Obliquely Reflected Diffusions
We study the asymptotics in $L^2$ for complexity penalized least squares regression for the discrete approximation of finite-dimensional signals on continuous domains - e.g. images - by piecewise smooth functions. We introduce a fairly…
We consider strongly convex distributed consensus optimization over connected networks. EFIX, the proposed method, is derived using quadratic penalty approach. In more detail, we use the standard reformulation { transforming the original…
With the development of terahertz time-domain spectroscopy, methods have been proposed to precisely estimate the thickness, refractive index, and attenuation coefficient of a sample. In this article, we propose a new method to compute these…
We provide sufficient conditions for norm convergence of various projection and reflection methods, as well as giving limiting examples regarding convergence rates.
This paper is devoted to studying a type of logarithmic wave equation in non-cylindrical domains. Firstly, by the penalty method, we prove the existence of weak solutions to such kind of equations. Secondly, different from the dissipative…
We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…
Drift-diffusion plasma fluid models are commonly used to simulate electric discharges. Such models can computationally be very efficient if they are combined with explicit time integration. This paper deals with two issues that often arise…
In this paper we study nonconvex penalization using Bernstein functions whose first-order derivatives are completely monotone. The Bernstein function can induce a class of nonconvex penalty functions for high-dimensional sparse estimation…
We investigate the existence and uniqueness of (locally) absolutely continuous trajectories of a penalty term-based dynamical system associated to a constrained variational inequality expressed as a monotone inclusion problem. Relying on…
In this paper we address the convergence of stochastic approximation when the functions to be minimized are not convex and nonsmooth. We show that the "mean-limit" approach to the convergence which leads, for smooth problems, to the ODE…
Tracer tests in natural porous media sometimes show abnormalities that suggest considering a fractional variant of the Advection Diffusion Equation supplemented by a time derivative of non-integer order. We are describing an inverse method…
This dissertation is concerned with understanding and analyzing some of the effects of diffraction in the near field. The contributions of homogeneous and of evanescent waves to two-dimensional near-field diffraction patterns of scalar…
The problem of the time required for a diffusing molecule, within a large bounded domain, to first locate a small target is prevalent in biological modeling. Here we study this problem for a small spherical target. We develop uniform in…
We formulate a finite-difference time-domain (FDTD) approach to simulate electromagnetic wave scattering from scatterers embedded in layered dielectric or dispersive media. At the heart of our approach is a derivation of an equivalent…
Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…
The one-dimensional Vlasov-Poisson system is considered and a particle method is developed to approximate solutions without compact support which tend to a fixed background of charge as $| x | \to \infty$. Such a system of equations can be…
In this paper we consider parameter estimation for discretely observed diffusion processes. In particular, we focus on data that are observed at low frequency and methodology that can estimate parameters with uncertainty quantification.…
This paper addresses reflection removal, which is the task of separating reflection components from a captured image and deriving the image with only transmission components. Considering that the existence of the reflection changes the…
We present a simple method for calculation of diffraction effects in a beam passing an aperture. It follows the well-known approach of Miyamoto and Wolf, but is simpler and does not lead to singularities. It is thus shown that in the…
Despite its generality and powerful convergence properties, Milstein's method for functionals of spatially bounded stochastic differential equations is widely regarded as difficult to implement. This has likely prevented it from being…