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In this paper we construct optimal, in certain sense, estimates of values of linear functionals on solutions to two-point boundary value problems (BVPs) for systems of linear first-order ordinary differential equations from observations…

经典分析与常微分方程 · 数学 2009-12-16 Olexandr Nakonechnyi , Yury Podlipenko , Yury Shestopalov

The paper presents analytic expressions of minimax (worst-case) estimates for solutions of linear abstract Neumann problems in Hilbert space with uncertain (not necessarily bounded!) inputs and boundary conditions given incomplete…

最优化与控制 · 数学 2017-12-27 Alexander Nakonechnyi , Sergiy Zhuk

The problem of recovering acoustic sources, more specifically monopoles, from point-wise measurements of the corresponding acoustic pressure at a limited number of frequencies is addressed. To this purpose, a family of sparse optimization…

最优化与控制 · 数学 2021-03-30 Konstantin Pieper , Bao Quoc Tang , Philip Trautmann , Daniel Walter

We derive non-asymptotic minimax bounds for the Hausdorff estimation of $d$-dimensional submanifolds $M \subset \mathbb{R}^D$ with (possibly) non-empty boundary $\partial M$. The model reunites and extends the most prevalent…

统计理论 · 数学 2023-03-13 Eddie Aamari , Catherine Aaron , Clément Levrard

We consider a constrained optimization problem arising from the study of the Helmholtz equation in unbounded domains. The optimization problem provides an approximation of the solution in a bounded computational domain. In this paper we…

偏微分方程分析 · 数学 2015-01-09 Giulio Ciraolo

This paper addresses the estimation of uncertain distributed diffusion coefficients in elliptic systems based on noisy measurements of the model output. We formulate the parameter identification problem as an infinite dimensional…

最优化与控制 · 数学 2015-06-11 Jeff Borggaard , Hans-Werner van Wyk

We study a new approach to the problem of transparent boundary conditions for the Helmholtz equation in unbounded domains. Our approach is based on the minimization of an integral functional arising from a volume integral formulation of the…

偏微分方程分析 · 数学 2015-06-12 Giulio Ciraolo , Francesco Gargano , Vincenzo Sciacca

This paper characterizes the minimax linear estimator of the value of an unknown function at a boundary point of its domain in a Gaussian white noise model under the restriction that the first-order derivative of the unknown function is…

计量经济学 · 经济学 2017-10-19 Wayne Yuan Gao

We study the Helmholtz equation with electromagnetic-type perturbations, in the exterior of a domain, in dimension $n\geq3$. We prove, by multiplier techniques in the sense of Morawetz, a family of a priori estimates from which the limiting…

偏微分方程分析 · 数学 2011-05-17 Juan Antonio Barceló , Luca Fanelli , Alberto Ruiz , Maricruz Vilela

We consider first-order linear systems of ordinary differential equations with periodic coefficients. Supposing that right-hand sides of equations are not known and subjected to some quadratic restrictions, we obtain optimal, in certain…

经典分析与常微分方程 · 数学 2018-10-18 Alexander Nakonechny , Yuri Podlipenko

A boundary integral formulation for the solution of the Helmholtz equation is developed in which all traditional singular behaviour in the boundary integrals is removed analytically. The numerical precision of this approach is illustrated…

计算物理 · 物理学 2019-10-02 Q. Sun , E. Klaseboer , B. C. Khoo , D. Y. C. Chan

We focus on the problem of manifold estimation: given a set of observations sampled close to some unknown submanifold $M$, one wants to recover information about the geometry of $M$. Minimax estimators which have been proposed so far all…

统计理论 · 数学 2021-10-27 Vincent Divol

Elliptic estimates in Hardy classes are proved on domains with minimally smooth boundary. The methodology is different from the original methods of Chang/Krantz/Stein.

泛函分析 · 数学 2009-09-25 Steven G. Krantz , Song-Ying Li

In this paper we study some boundary value problems for a fractional analogue of second order elliptic equation with an involution perturbation in a rectangular domain. Theorems on existence and uniqueness of a solution of the considered…

偏微分方程分析 · 数学 2018-02-06 Mokhtar Kirane , Batirkhan K. Turmetov , Berikbol T. Torebek

A nonuniform Neumann boundary-value problem is considered for the Poisson equation in a thin domain $\Omega_\varepsilon$ coinciding with two thin rectangles connected through a joint of diameter ${\cal O}(\varepsilon)$. A rigorous procedure…

偏微分方程分析 · 数学 2020-01-07 A. V. Klevtsovskiy , T. A. Mel'nyk

We investigate minimax testing for detecting local signals or linear combinations of such signals when only indirect data is available. Naturally, in the presence of noise, signals that are too small cannot be reliably detected. In a…

统计理论 · 数学 2023-02-21 Markus Pohlmann , Frank Werner , Axel Munk

This paper is concerned with the Fourier-Bessel method for the boundary value problems of the Helmholtz equation in a smooth simply connected domain. Based on the denseness of Fourier-Bessel functions, the problem can be approximated by…

数值分析 · 数学 2018-10-03 Deyue Zhang , Fenglin Sun , Yan Ma , Yukun Guo

Lower bounds involving $f$-divergences between the underlying probability measures are proved for the minimax risk in estimation problems. Our proofs just use simple convexity facts. Special cases and straightforward corollaries of our…

统计理论 · 数学 2011-02-22 Adityanand Guntuboyina

In this paper we derive lower bounds in minimax sense for estimation of the instantaneous volatility if the diffusion type part cannot be observed directly but under some additional Gaussian noise. Three different models are considered. Our…

统计理论 · 数学 2010-02-17 Axel Munk , Johannes Schmidt-Hieber

We study the inverse boundary value problem for the Helmholtz equation using the Dirichlet-to-Neumann map at selected frequencies as the data. A conditional Lipschitz stability estimate for the inverse problem holds in the case of…

偏微分方程分析 · 数学 2019-06-05 Elena Beretta , Maarten V. de Hoop , Florian Faucher , Otmar Scherzer
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