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Related papers: Toeplitz matrices in the Boundary Control method

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We consider applications of the Boundary Control (BC) method to generalized spectral estimation problems and to inverse source problems. We derive the equations of the BC method for this problems and show that solvability of this equations…

Optimization and Control · Mathematics 2025-09-24 S. A. Avdonin , A. S. Mikhaylov , V. S. Mikhaylov

In this paper we develop numerical algorithm for solving inverse problem for the wave equation using Boundary Control method. The results of numerical experiments are represented.

Mathematical Physics · Physics 2009-09-30 Leonid Pestov , Victoria Bolgova , Oksana Kazarina

The results on the inversion of convolution operators as well as Toeplitz (and block Toeplitz) matrices in the $1$-D (one-dimensional) case are classical and have numerous applications. Last year, we considered the $2$-D case of…

Classical Analysis and ODEs · Mathematics 2024-04-03 Inna Roitberg , Alexander Sakhnovich

The boundary control (BC-) method is an approach to inverse problems based upon their deep relations to control and system theory. We show that the classical integral equations of inverse problem theory (Gelfand-Levitan, Krein and Marchenko…

Analysis of PDEs · Mathematics 2025-05-14 M. I. Belishev , V. S. Mikhaylov

The BC-method is an approach to inverse problems based on their relations to the boundary control theory. The paper provides a simple and physically transparent description of the method in the case of dynamical inverse data given at a…

Optimization and Control · Mathematics 2017-09-13 M. I. Belishev

This study investigates tridiagonal near-Toeplitz matrices in which the Toeplitz part is strictly diagonally dominant. The focus is on determining the exact inverse of these matrices and establishing upper bounds for the infinite norms of…

Numerical Analysis · Mathematics 2024-06-04 Bakytzhan Kurmanbek , Yogi Erlangga , Yerlan Amanbek

A forward problem for the Dirac system is to find $u=\begin{pmatrix}u_1(x,t)\\u_2(x,t)\end{pmatrix}$ obeying $iu_t+\begin{pmatrix}0&1\\-1&0\end{pmatrix}u_x+\begin{pmatrix}p&q\\q&-p\end{pmatrix}u=0$ for…

Analysis of PDEs · Mathematics 2025-05-09 Mikhail Belishev , Victor Mikhailov

In this review, we extend the Boundary Control method\, -- \,an approach to inverse problems based on control theory for dynamical systems \, -- \,to inverse problems for discrete dynamical systems. We apply our results to classical moment…

Analysis of PDEs · Mathematics 2025-05-09 Alexander Mikhaylov , Victor Mikhaylov

The paper provides a coherent presentation of an operator scheme, which is used in an approach to inverse problems of mathematical physics (the boundary control method). The scheme is based on the triangular factorization of operators. It…

Mathematical Physics · Physics 2024-01-30 M. I. Belishev

In this paper, we provide explicit formulas for the exact inverses of the symmetric tridiagonal near-Toeplitz matrices characterized by weak diagonal dominance in the Toeplitz part. Furthermore, these findings extend to scenarios where the…

Numerical Analysis · Mathematics 2024-07-11 Bakytzhan Kurmanbek , Yogi Erlangga , Yerlan Amanbek

We consider the dynamical system with boundary control for the vector Schr\"odinger equation on the interval with a non-self-adjoint matrix potential. For this system, we study the inverse problem of recovering the matrix potential from the…

Analysis of PDEs · Mathematics 2025-05-12 Sergei Avdonin , Alexander Mikhaylov , Victor Mikhaylov , Jeff Park

A well known numerical task is the inversion of large symmetric tridiagonal Toeplitz matrices, i.e., matrices whose entries equal $a$ on the diagonal and $b$ on the extra diagonals ($a, b\in \mathbb R$). The inverses of such matrices are…

Numerical Analysis · Mathematics 2016-11-29 Manuel Radons

The dynamic matrix inverse problem is to maintain the inverse of a matrix undergoing element and column updates. It is the main subroutine behind the best algorithms for many dynamic problems whose complexity is not yet well-understood,…

Data Structures and Algorithms · Computer Science 2019-05-14 Jan van den Brand , Danupon Nanongkai , Thatchaphol Saranurak

This paper studies the inverse optimal control problem for continuous-time linear quadratic regulators over finite-time horizon, aiming to reconstruct the control, state, and terminal cost matrices in the objective function from observed…

Optimization and Control · Mathematics 2025-10-07 Yuexin Cao , Yibei Li , Zhuo Zou , Xiaoming Hu

The inverse problem of fractional Brownian motion and other Gaussian processes with stationary increments involves inverting an infinite hermitian positively definite Toeplitz matrix (a matrix that has equal elements along its diagonals).…

Probability · Mathematics 2021-07-09 Safari , Mukeru , Mmboniseni P , Mulaudzi

This paper deals with model predictive control problems for large scale dynamical systems with cyclic symmetry. Based on the properties of block circulant matrices, we introduce a complex-valued coordinate transformation that block…

Optimization and Control · Mathematics 2019-04-09 Idris Kempf , Paul J. Goulart , Stephen Duncan

We present a modification of the BC-method in the inverse hyperbolic problems. The main novelty is the study of the restrictions of the solutions to the characteristic surfaces instead of the fixed time hyperplanes. The main result is that…

Analysis of PDEs · Mathematics 2015-07-08 Gregory Eskin

The results on the inversion of convolution operators and Toeplitz matrices in the 1-D (one dimensional) case are classical and have numerous applications. We consider a 2-D case of Toeplitz-block Toeplitz matrices, describe a minimal…

Classical Analysis and ODEs · Mathematics 2020-07-03 Alexander Sakhnovich

We derive sharp approximation error bounds for inverse block Toeplitz matrices associated with multivariate long-memory stationary processes. The error bounds are evaluated for both column and row sums. These results are used to prove the…

Statistics Theory · Mathematics 2024-06-11 Akihiko Inoue , Junho Yang

A factorization of the inverse of a Hermetian positive definite matrix based on a diagonal by diagonal recurrence formulae permits the inversion of Block Toeplitz matrices, using only matrix-vector products, and with a complexity of…

Spectral Theory · Mathematics 2007-05-23 Rami Kanhouche
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