Related papers: Modified Rayleigh Conjecture for static problems
This paper proposes an algorithm for computing regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. A variety of numerical examples illustrate…
An example of full solution of the inverse scattering problem on the half line is presented. For this purpose, a simple analytically solvable model system (Morse potential) is used, which is expected to be a reasonable approximation to a…
We consider the scattering theory for the defocusing energy subcritical wave equations with an inverse square potential. By employing the energy flux method we establish energy flux estimates on the light cone. Then by the characteristic…
In this paper, we present a robust adaptive model predictive control (MPC) scheme for linear systems subject to parametric uncertainty and additive disturbances. The proposed approach provides a computationally efficient formulation with…
In this paper we explore the fundamentals of the Martingale Representation Theorem (MRT) and a closely related result, the Clark-Ocone formula. We also investigate how far these theorems can be taken, notably beyond the regular Sobolev…
A simulation method based on the RG blocking is shown to yield statistical errors smaller than that of the crude MC using absolute values of the original measures. The new method is particularly suitable to apply to the sign problem of…
Physical reservoir computing (RC) is a machine learning algorithm that employs the dynamics of a physical system to forecast highly nonlinear and chaotic phenomena. In this paper, we introduce a quantum RC system that employs the dynamics…
Stabilization of a class of time-varying parabolic equations with uncertain input data using Receding Horizon Control (RHC) is investigated. The diffusion coefficient and the initial function are prescribed as random fields. We consider…
The integration of various power sources, including renewables and electric vehicles, into smart grids is expanding, introducing uncertainties that can result in issues like voltage imbalances, load fluctuations, and power losses. These…
The Rational Hybrid Monte Carlo (RHMC) algorithm extends the Hybrid Monte Carlo algorithm for lattice QCD simulations to situations involving fractional powers of the determinant of the quadratic Dirac operator. This avoids the updating…
An efficient simulation-based methodology is proposed for the rolling window estimation of state space models, called particle rolling Markov chain Monte Carlo (MCMC) with double block sampling. In our method, which is based on Sequential…
This paper presents a Distributed Stochastic Model Predictive Control algorithm for networks of linear systems with multiplicative uncertainties and local chance constraints on the states and control inputs. The chance constraints are…
In this letter, a novel solution method of generalized robust chance constrained real-time dispatch (GRCC-RTD) considering wind power uncertainty is proposed. GRCC models are advantageous in dealing with distributional uncertainty, however,…
A rigid-motion scattering computes adaptive invariants along translations and rotations, with a deep convolutional network. Convolutions are calculated on the rigid-motion group, with wavelets defined on the translation and rotation…
In this paper we study the linearized inverse problem associated with imaging of reflection seismic data. We introduce an inverse scattering transform derived from reverse-time migration (RTM). In the process, the explicit evaluation of the…
Stabilized Runge-Kutta methods are especially efficient for the numerical solution of large systems of stiff nonlinear differential equations because they are fully explicit. For semi-discrete parabolic problems, for instance, stabilized…
Ordinary Differential Equations are generally too complex to be solved analytically. Approximations thereof can be obtained by general purpose numerical methods. However, even though accurate schemes have been developed, they remain…
In this paper, we consider inverse scattering and inverse boundary value problems at sufficiently large and fixed energy for the multidimensional relativistic Newton equation with an external potential $V$, $V\in C^2$. Using known results,…
In this work, we propose an adjoint-based optimization procedure to control the onset of the Rayleigh-B\'enard instability with a melting front. A novel cut cell method is used to solve the Navier-Stokes equations in the Boussinesq…
Scattering theory has had a major roll in twentieth century mathematical physics. Mathematical modeling and algorithms of direct,- and inverse electromagnetic scattering formulation due to biological tissues are investigated. The algorithms…