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Intervals are a popular way to represent the uncertainty related to data, in which we express the vagueness of each observation as the width of the interval. However, when using intervals for this purpose, we need to use the appropriate set…

This paper is concerned with backward problem for nonlinear space fractional diffusion with additive noise on the right-hand side and the final value. To regularize the instable solution, we develop some new regularized method for solving…

Analysis of PDEs · Mathematics 2016-12-19 Erkan Nane , Nguyen Huy Tuan

The variational iteration method is used to solve nonlinear Volterra integral equations. Two approaches are presented distinguished by the method to compute the Lagrange multiplier.

Numerical Analysis · Mathematics 2019-07-17 Ernest Scheiber

We focus on the problem estimating a monotone trend function under additive and dependent noise. New point-wise confidence interval estimators under both short- and long-range dependent errors are introduced and studied. These intervals are…

Statistics Theory · Mathematics 2016-02-23 Pramita Bagchi , Moulinath Banerjee , Stilian Stoev

A variational model for learning convolutional image atoms from corrupted and/or incomplete data is introduced and analyzed both in function space and numerically. Building on lifting and relaxation strategies, the proposed approach is…

Optimization and Control · Mathematics 2018-12-10 Antonin Chambolle , Martin Holler Thomas Pock

A new sampling method for inverse scattering problems is proposed to process far field data of one incident wave. As the linear sampling method, the method sets up ill-posed integral equations and uses the (approximate) solutions to…

Analysis of PDEs · Mathematics 2018-08-01 Juan Liu , Jiguang Sun

In this paper, we develop a numerical algorithm for an inverse problem on determining fractional orders of time derivatives simultaneously in a coupled subdiffusion system. Following the theoretical uniqueness, we reformulate the order…

Numerical Analysis · Mathematics 2025-08-19 Yikan Liu

The inverse nodal problem for Dirac differential operator perturbated by a Volterra integral operator is studied. We prove that dense subset of the nodal points determines the coefficients of differential and integral part of the operator.…

Spectral Theory · Mathematics 2016-06-30 Baki Keskin , A. Sinan Ozkan

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

We introduce a framework for the reconstruction and representation of functions in a setting where these objects cannot be directly observed, but only indirect and noisy measurements are available, namely an inverse problem setting. The…

Methodology · Statistics 2020-09-15 Eardi Lila , Simon Arridge , John A. D. Aston

Gaussian copulas are widely used in the industry to correlate two random variables when there is no prior knowledge about the co-dependence between them. The perturbed Gaussian copula approach allows introducing the skew information of both…

Pricing of Securities · Quantitative Finance 2012-02-10 Alberto Elices , Jean-Pierre Fouque

This paper provides an analysis of the linearized inverse problem in multifrequency electrical impedance tomography. We consider an isotropic conductivity distribution with a finite number of unknown inclusions with different frequency…

Numerical Analysis · Mathematics 2016-10-06 Giovanni S. Alberti , Habib Ammari , Bangti Jin , Jin-Keun Seo , Wenlong Zhang

We introduce in this document a direct method allowing to solve numerically inverse type problems for linear parabolic equations. We consider the reconstruction of the full solution of the parabolic equation posed in $\Omega\times (0,T)$ -…

Optimization and Control · Mathematics 2024-02-11 Arnaud Munch , Diego Souza

State-space models can be used to incorporate subject knowledge on the underlying dynamics of a time series by the introduction of a latent Markov state-process. A user can specify the dynamics of this process together with how the state…

Computation · Statistics 2017-09-14 Paul Fearnhead , Hans Künsch

For a given set of intervals on the real line, we consider the problem of ordering the intervals with the goal of minimizing an objective function that depends on the exposed interval pieces (that is, the pieces that are not covered by…

Data Structures and Algorithms · Computer Science 2011-12-05 Christoph Dürr , Maurice Queyranne , Frits C. R. Spieksma , Fabrice Talla Nobibon , Gerhard J. Woeginger

The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or bounded kernels in the diffusion term. The presented…

Probability · Mathematics 2023-11-21 David J. Prömel , David Scheffels

While linear mixed modeling methods are foundational concepts introduced in any statistical education, adequate general methods for interval estimation involving models with more than a few variance components are lacking, especially in the…

Methodology · Statistics 2012-11-07 Jessi Cisewski , Jan Hannig

The paper studies inverse problems of determining unknown coefficients in various semi-linear and quasi-linear wave equations. We introduce a method to solve inverse problems for non-linear equations using interaction of three waves, that…

Analysis of PDEs · Mathematics 2023-05-10 Ali Feizmohammadi , Matti Lassas , Lauri Oksanen

This paper is devoted to the algorithmic development of inverse elastic scattering problems. We focus on reconstructing the locations and shapes of elastic scatterers with known dictionary data for the nearly incompressible materials. The…

Analysis of PDEs · Mathematics 2017-11-02 Li Jingzhi , Liu Hongyu , Sun Hongpeng

The inverse problem is studied in multi-body systems with nonlinear dynamics representing, e.g., phase-locked wave systems, standard multimode and random lasers. Using a general model for four-body interacting complex-valued variables we…

Disordered Systems and Neural Networks · Physics 2017-08-01 Alessia Marruzzo , Payal Tyagi , Fabrizio Antenucci , Andrea Pagnani , Luca Leuzzi
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