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The parametrisation method for invariant manifolds is a powerful technique for deriving reduced-order models in the context of nonlinear vibrating systems, allowing accurate computations of nonlinear normal modes. Thanks to arbitrary order…
American options are the reference instruments for the model calibration of a large and important class of single stocks. For this task, a fast and accurate pricing algorithm is indispensable. The literature mainly discusses pricing methods…
Due to remarkable advances in colloid synthesis techniques, systems of squares and cubes, once an academic abstraction for theorists and simulators, are nowadays an experimental reality. By means of a free minimization of the free-energy…
While considerable advance has been made to account for statistical uncertainties in astronomical analyses, systematic instrumental uncertainties have been generally ignored. This can be crucial to a proper interpretation of analysis…
The need for an efficient method of integration of a dense normal field is inspired by several computer vision tasks, such as shape-from-shading, photometric stereo, deflectometry, etc. Inspired by edge-preserving methods from image…
The reduced basis method is used to construct a "universal" basis of Dirac orbitals that may be applicable throughout the nuclear chart to calibrate covariant energy density functionals. Relative to our earlier work using the…
We propose a discontinuous least squares finite element method for solving the Helmholtz equation. The method is based on the L2 norm least squares functional with the weak imposition of the continuity across the interior faces as well as…
We discuss umbral calculus as a method of systematically discretizing linear differential equations while preserving their point symmetries as well as generalized symmetries. The method is then applied to the Schr\"{o}dinger equation in…
We proposed an efficient iterative thresholding method for multi-phase image segmentation. The algorithm is based on minimizing piecewise constant Mumford-Shah functional in which the contour length (or perimeter) is approximated by a…
The present work addresses a finite-horizon linear-quadratic optimal control problem for uncertain systems driven by piecewise constant controls. The precise values of the system parameters are unknown, but assumed to belong to a finite set…
Many computer models contain unknown parameters which need to be estimated using physical observations. Kennedy and O'Hagan (2001) shows that the calibration method based on Gaussian process models proposed by Kennedy and O'Hagan (2001) may…
Uncertainty estimates must be calibrated (i.e., accurate) and sharp (i.e., informative) in order to be useful. This has motivated a variety of methods for recalibration, which use held-out data to turn an uncalibrated model into a…
The LHCb RICH1 detector uses hybrid photon detectors (HPDs) as its optical sensors. A calibration system has been constructed to provide corrections for distortions that are primarily due to external magnetic fields. We describe here the…
We consider the inverse problem of recovering a binary function from blurred and noisy data. Such problems arise in many applications, for example image processing and optimal control of PDEs. Our formulation is based on the Mumford-Shah…
We prove new boundary regularity results for minimizers to the one-phase Alt-Caffarelli functional (also known as Bernoulli free boundary problem) in the case of continuous and H\"older-continuous boundary data. As an application, we use…
Recently, the distribution-dependent Mumford-Shah model for hyperspectral image segmentation was introduced. It approximates an image based on first and second order statistics using a data term, that is built of a Mahalanobis distance plus…
We present a continuous-time Monte Carlo method for quantum impurity models, which combines a weak-coupling expansion with an auxiliary-field decomposition. The method is considerably more efficient than Hirsch-Fye and free of time…
Problems of quadratic optimization in Hilbert space often arise when solving ill-posed problems for differential equations. In this case, the target value of the functional is known. In addition, the structure of the functional allows…
We consider the "thin one-phase" free boundary problem, associated to minimizing a weighted Dirichlet energy of the function in $\mathbb R^{n+1}_+$ plus the area of the positivity set of that function in $\mathbb R^n$. We establish full…
A mesh refinement method is described for solving optimal control problems using Legendre-Gauss-Radau collocation. The method detects discontinuities in the control solution by employing an edge detection scheme based on jump function…