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In this paper, we present a novel explicit second order scheme with one step for solving the forward backward stochastic differential equations, with the Crank-Nicolson method as a specific instance within our proposed framework. We first…

Numerical Analysis · Mathematics 2025-11-25 Qiang Han , Shihao Lan , Quanxin Zhu

We consider a two-stage procedure (TSP) for estimating an inverse regression function at a given point, where isotonic regression is used at stage one to obtain an initial estimate and a local linear approximation in the vicinity of this…

Statistics Theory · Mathematics 2011-05-17 Runlong Tang , Moulinath Banerjee , George Michailidis

Solutions to fractional models inherently exhibit non-smooth behavior, which significantly deteriorates the accuracy and therefore efficiency of existing numerical methods. We develop a two-stage data-infused computational framework for…

Numerical Analysis · Mathematics 2018-10-30 Jorge L. Suzuki , Mohsen Zayernouri

Integration of Ordinary Differential Equations (ODEs) using Backward Difference formula (BDF) methods with p backward steps achieves order p accuracy if specific conditions are met. This work extends the composition technique with complex…

Numerical Analysis · Mathematics 2026-05-11 Ahmad Deeb , Denys Dutykh , Maryam Al Zohbi

In the last five decades, iterative phase retrieval methods draw large amount of interest across the research community as a non-interferometric approach to recover quantitative phase distributions from one (or more) intensity measurement.…

Optics · Physics 2020-07-21 Nathaniel Hai , Joseph Rosen

A new method recovers the phase difference of interfering wavefronts from a pattern of interference fringes, avoiding the phase discontinuity problem. The method relies on the numerical solution of one-dimensional first-order ordinary…

Optics · Physics 2024-08-01 V. Berejnov , B. Y. Rubinstein

This paper considers the phase retrieval problem in which measurements consist of only the magnitude of several linear measurements of the unknown, e.g., spectral components of a time sequence. We develop low-complexity algorithms with…

Information Theory · Computer Science 2016-08-24 Tianyu Qiu , Prabhu Babu , Daniel P. Palomar

This paper proposes several explicit and implicit multistep frequency response optimized integrators considering first or second order derivative. A prediction-based method aiming at accelerating a novel power system transient simulation…

Systems and Control · Electrical Eng. & Systems 2021-02-16 Sheng Lei , Alexander Flueck

In this paper we apply the frequency transfer function (FTF) formalism to analyze the red, green and blue (RGB) phase-shifting fringe-projection profilometry technique. The phase-shifted fringe patterns in RGB fringe projection are…

Optics · Physics 2017-06-26 Moises Padilla , Manuel Servin , Guillermo Garnica

The aim of this paper is to introduce and study a two-step debiasing method for variational regularization. After solving the standard variational problem, the key idea is to add a consecutive debiasing step minimizing the data fidelity on…

Numerical Analysis · Mathematics 2017-06-23 Eva-Maria Brinkmann , Martin Burger , Julian Rasch , Camille Sutour

In this paper we study application of Le Cam's one-step method to parameter estimation in ordinary differential equations models. This computationally simple technique can serve as an alternative to numerical evaluation of the popular…

Methodology · Statistics 2018-04-20 Itai Dattner , Shota Gugushvili

We propose a flexible convex relaxation for the phase retrieval problem that operates in the natural domain of the signal. Therefore, we avoid the prohibitive computational cost associated with "lifting" and semidefinite programming (SDP)…

Information Theory · Computer Science 2017-03-17 Sohail Bahmani , Justin Romberg

Backward error initialization and parasitic mode control are well-suited for use in algorithms that arise from a discrete variational principle on phase-space dynamics. Dynamical systems described by degenerate Lagrangians, such as those…

Computational Physics · Physics 2014-03-05 C. L. Ellison , J. W. Burby , J. M. Finn , H. Qin , W. M. Tang

Parameter estimation for the truncated skew-normal distribution is challenging, as truncation introduces additional nonlinearity into the likelihood function and often leads to numerical instability in existing estimation procedures. In…

Methodology · Statistics 2026-03-09 Kwangok Seo , Seul Lee , Johan Lim

For the first time, this paper investigates the phase retrieval problem with the assumption that the phase (of the complex signal) is sparse in contrast to the sparsity assumption on the signal itself as considered in the literature of…

Optimization and Control · Mathematics 2019-01-29 Hieu Thao Nguyen , D. Russell Luke , Oleg Soloviev , Michel Verhaegen

We propose a variation of the forward--backward splitting method for solving structured monotone inclusions. Our method integrates past iterates and two deviation vectors into the update equations. These deviation vectors bring flexibility…

Optimization and Control · Mathematics 2023-07-14 Hamed Sadeghi , Sebastian Banert , Pontus Giselsson

In recent years there has been substantial development in algorithms for quantum phase estimation. In this work we provide a new approach to online Bayesian phase estimation that achieves Heisenberg limited scaling that requires…

Quantum Physics · Physics 2022-08-10 Cassandra Granade , Nathan Wiebe

Many problems on signal processing reduce to nonparametric function estimation. We propose a new methodology, piecewise convex fitting (PCF), and give a two-stage adaptive estimate. In the first stage, the number and location of the change…

Methodology · Statistics 2020-02-18 Kurt Riedel

We investigate a new sampling scheme aimed at improving the performance of particle filters whenever (a) there is a significant mismatch between the assumed model dynamics and the actual system, or (b) the posterior probability tends to…

Computation · Statistics 2019-03-20 Ömer Deniz Akyıldız , Joaquín Míguez

In a standard optimization approach, the underlying process model is first identified at a given set of operating conditions and this updated model is, then, used to calculate the optimal conditions for the process. This two-step procedure…

Optimization and Control · Mathematics 2015-08-27 Jasdeep S. Mandur , Hector M. Budman
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