Some filter regularization methods for a backward heat conduction problem

In this paper, a one-dimensional backward heat conduction problem is investigated. It is well known that such problem is ill-posed. Some filter regularization methods are used to solve it. Convergence estimates under two a-priori bound assumptions for the exact solution are given based on the conditional stabilities. Finally, numerical examples are given to show that our used numerical methods are effective and stable.     

The number of extreme points of tropical polyhedra

The celebrated upper bound theorem of McMullen determines the maximal number of extreme points of a polyhedron in terms of its dimension and the number of constraints which define it, showing that the maximum is attained by the polar of the cyclic polytope. We show that the same bound is valid in the tropical setting, up to a trivial modification. Then, we study the tropical analogues of the polars of a family of cyclic polytopes equipped with a sign pattern. We construct bijections between the extreme points of these polars and lattice paths depending on the sign pattern, from which we deduce explicit bounds for the number of extreme points, showing in particular that the upper bound is asymptotically tight as the dimension tends to infinity, keeping the number of constraints fixed. When transposed to the classical case, the previous constructions yield some lattice path generalizations of Gale's evenness criterion.     

Sharp Bounds for Symmetric and Asymmetric Diophantine Approximation

In 2004, Tong found bounds for the approximation quality of a regular continued fraction convergent to a rational number, expressed in bounds for both the previous and next approximation. The authors sharpen his results with a geometric method and give both sharp upper and lower bounds. The asymptotic frequencies that these bounds occur are also calculated.     

求解一类Helmholtz方程Cauchy问题的中心差分正则化方法

Helmholtz方程Cauchy问题是严重不适定问题,本文我们在一个带形区域上考虑了一类Helmholtz方程Cauchy问题:已知Cauchy数据u(0,y)=g(y),在区间0＜x＜1上求解.我们用半离散的中心差分方法得到了这一问题的正则化解,给出了正则化参数的选取规则,得到了误差估计.     

Boundary value problem for first order impulsive functional integro-differential equations

This paper investigates extremal solutions of the boundary value problem for impulsive functional integro-differential equations with nonlinear boundary conditions and deviating arguments. In the presence of a lower solution u and an upper solution v with u≥v, existence of extremal solutions is proved by establishing a new comparison principle and using the monotone iterative technique.     

美式期权隐含波动率校准问题的研究

研究的是美式期权的隐含波动率校准问题.首先提出一个正则化的最小二乘方法,在对其惩罚问题研究后找到最小二乘问题的最优条件,并给出美式期权波动率校准问题的算法.最后,通过数值算例说明了方法的有效性.     

基于MOEMS扫描微镜的近红外光谱仪分光系统结构

针对近红外光谱仪由于红外CCD导致的红外光谱仪高成本问题,提出用MOEMS微镜阵列进行光路结构改进,并且解决了红外光谱仪成像像斑不规则从而难以采用MOEMS微镜阵列进行光谱扫描的问题,设计了一种新的分光成像结构.该结构基于全息凹面光栅理论来规则光谱成像的像斑,采用光学设计软件ZEMAX和针对特定像差评判标准的优化算法,...     

A procedure for determining a spacewise dependent heat source and the initial temperature

The inverse problem of determining a spacewise dependent heat source, together with the initial temperature for the parabolic heat equation, using the usual conditions of the direct problem and information from two supplementary temperature measurements at different instants of time is studied. These spacewise dependent temperature measurements ensure that this inverse problem has a unique solution, despite the solution being unstable, hence the problem is ill-posed. We propose an iterative algorithm for the stable reconstruction of both the initial data and the source based on a sequence of well-posed direct problems for the parabolic heat equation, which are solved at each iteration step using the boundary element method. The instability is overcome by stopping the iterations at the first iteration for which the discrepancy principle is satisfied. Numerical results are presented for a typical benchmark test example, which has the input measured data perturbed by increasing amounts of random noise. The numerical results show that the proposed procedure gives accurate numerical approximations in relatively few iterations.     

Solution of Ill-Posed Problems via Adaptive Grid Regularization: Convergence Analysis

A new regularization method, adaptive grid regularization, has been presented. Numerical results there show in a convincing way that this method is a powerful tool to identify discontinuities of solutions of ill-posed problems. It is the aim of this paper to give a convergence analysis for this new method.     

Range Inclusions and Approximate Source Conditions with General Benchmark Functions

The paper is devoted to the analysis of ill-posed operator equations Ax = y with injective linear operator A and solution x ₀ in a Hilbert space setting. We present some new ideas and results for finding convergence rates in Tikhonov regularization based on the concept of approximate source conditions by means of using distance functions with a general benchmark. For the case of compact operator A and benchmark functions of power-type, we can show that there is a one-to-one correspondence between the maximal power-type decay rate of the distance function and the best possible Hölder exponent for the noise-free convergence rate in Tikhonov regularization. As is well-known, this exponent coincides with the supremum of exponents in power-type source conditions. The main theorem of this paper is devoted to the impact of range inclusions under the smoothness assumption that x ₀ is in the range of some positive self-adjoint operator G. It generalizes a convergence rate result proven for compact G in Hofmann and Yamamoto (Inverse Problems 2005; 21:805–820) to the case of general operators G with nonclosed range.