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Consistent Recalibration models (CRC) have been introduced to capture in necessary generality the dynamic features of term structures of derivatives' prices. Several approaches have been suggested to tackle this problem, but all of them,…

Computational Finance · Quantitative Finance 2021-07-02 Matteo Gambara , Josef Teichmann

The Marchenko method is developed in the inverse scattering problem for a linear system of first-order differential equations containing potentials proportional to the spectral parameter. The corresponding Marchenko system of integral…

Mathematical Physics · Physics 2022-03-08 T. Aktosun , R. Ercan

Inverse scattering problems have many important applications. In this paper, given limited aperture data, we propose a Bayesian method for the inverse acoustic scattering to reconstruct the shape of an obstacle. The inverse problem is…

Analysis of PDEs · Mathematics 2019-05-30 Zhaoxiang Li , Zhiliang Deng , Jiguang Sun

Radiative transfer (RT) simulations are a powerful tool that enables the calculation of synthetic images of a wide range of astrophysical objects. These simulations are often based on the Monte Carlo (MC) method, as it provides the needed…

Instrumentation and Methods for Astrophysics · Physics 2023-11-23 Anton Krieger , Sebastian Wolf

We discuss the electromagnetic scattering and radiation problems of multilayered spheres, reviewing the history of the Lorentz-Mie theory and the numerical stability issues encountered in handling multilayered spheres. By combining…

Computational Physics · Physics 2025-11-21 Jianing Zhang

A class of restarted randomized surrounding methods are presented to accelerate the surrounding algorithms by restarted techniques for solving the linear equations. Theoretical analysis prove that the proposed method converges under the…

Numerical Analysis · Mathematics 2022-07-12 Junfeng Yin , Nan Li , Ning Zheng

In this paper we introduce the randomised stability constant for abstract inverse problems, as a generalisation of the randomised observability constant, which was studied in the context of observability inequalities for the linear wave…

Analysis of PDEs · Mathematics 2020-07-16 Giovanni S. Alberti , Yves Capdeboscq , Yannick Privat

This paper considers master equations for Markovian kinetic schemes that possess the detailed balance property. Chemical kinetics, as a prime example, often yields large-scale, highly stiff equations. Based on chemical intuitions, Sumiya et…

Numerical Analysis · Mathematics 2023-12-12 Satoru Iwata , Taihei Oki , Shinsaku Sakaue

A novel numerical method for solving inverse scattering problem with fixed-energy data is proposed. The method contains a new important concept: the stability index of the inversion problem. This is a number, computed from the data, which…

Mathematical Physics · Physics 2007-05-23 S. Gutman , A. G. Ramm , W. Scheid

Reverse Monte Carlo (RMC) is an algorithm that incorporates stochastic modification of the action as part of the process that updates the fields in a Monte Carlo simulation. Such update moves have the potential of lowering or eliminating…

High Energy Physics - Lattice · Physics 2015-06-22 Arjun Singh Gambhir , Kostas Orginos

The problem of an electromagnetic wave scattering by a slab with two rough boundaries is solved by a small-perturbation method under the Rayleigh hypothesis. In order to obtain a perturbative development, we use a systematic procedure which…

Condensed Matter · Physics 2009-11-07 A. Soubret , G. Berginc , C. Bourrely

The monotonicity method for the inverse acoustic scattering problem is to understand the inclusion relation between an unknown object and artificial one by comparing the far field operator with artificial operator. This paper introduces the…

Analysis of PDEs · Mathematics 2021-06-16 Tomohiro Daimon , Takashi Furuya , Ryuji Saiin

A new technique for proving uniqueness of martingale problems is introduced. The method is illustrated in the context of elliptic diffusions in $R^d$.

Probability · Mathematics 2007-10-04 Richard F. Bass , Edwin A. Perkins

We describe an efficient Monte Carlo algorithm for a restricted class of scattering problems in radiation transfer. This class includes many astrophysically interesting problems, including the scattering of ultraviolet and visible light by…

Astrophysics · Physics 2007-05-23 Alan M. Watson , William J. Henney

Model Predictive Control (MPC) has proven to be a powerful tool for the control of systems with constraints. Nonetheless, in many applications, a major challenge arises, that is finding the optimal solution within a single sampling instant…

Systems and Control · Electrical Eng. & Systems 2023-08-16 Valentina Breschi , Simone Formentin , Alberto Leva

In estimating frequencies given that the signal waveforms are undersampled multiple times, Xia et. al. proposed to use a generalized version of Chinese remainder Theorem (CRT), where the moduli are $M_1, M_2, \cdots, M_k$ which are not…

Information Theory · Computer Science 2017-09-01 Guangwu Xu

In the paper, in the scattering problem for the valence electron model potential a self-adjoint extension is performed and Rutherford formula is modified. The scattering of slow particles for this potential is also discussed and the changes…

General Physics · Physics 2025-03-24 Anzor Khelashvili , Teimuraz Nadareishvili

The paper presents a new control algorithm for unstable linear systems with input delay. In comparison with known analogues, the control law has been designed, which is a modification of the Smith predictor, and is the simplest one to…

Optimization and Control · Mathematics 2025-07-31 Anton Pyrkin , Konstantin Kalinin

The molecular theory of Rayleigh light scattering in dense isotropic polar fluids is reconsidered by suitably adapting local field concepts of electrostatics to propagating electromagnetic waves, hence accounting for both the rotational and…

Statistical Mechanics · Physics 2026-05-14 P. M. Déjardin

In this work we prove global well-posedness for the massive Maxwell-Dirac system in the Lorenz gauge in $\mathbb{R}^{1+3}$, for small, sufficiently smooth and decaying initial data, as well as modified scattering for the solutions.…

Analysis of PDEs · Mathematics 2026-04-23 Sebastian Herr , Mihaela Ifrim , Martin Spitz