Search results for " Matrix"

Towards Robust Adaptive Least-Squares Parameter Estimation with Internal Feedback

1998

Abstract The new concepts of the ‘covariance matrix normalization’ and the ‘cascade’ structure of the adaptive least-squares estimator are shown to generalize and extend the use of internal information feedback in various robustness/alertness-oriented modifications to the standard ALS estimation algorithm. In the cascade estimation structure it is possible to ‘naturally’ stabilize, rather than maximize, the information matrix so that the covariance windup and blowup are effectively eliminated and the celebrated square root update of the covariance matrix is no longer needed Consequently, a new, ‘single-loop/cascade’ ALS MIMO estimation algorithm, enabling to effectively track both slow and …

The Two-Jacobian Scheme for Systems of Conservation Laws

2006

Operator (Quasi-)Similarity, Quasi-Hermitian Operators and All that

2016

Motivated by the recent developments of pseudo-Hermitian quantum mechanics, we analyze the structure generated by unbounded metric operators in a Hilbert space. To that effect, we consider the notions of similarity and quasi-similarity between operators and explore to what extent they preserve spectral properties. Then we study quasi-Hermitian operators, bounded or not, that is, operators that are quasi-similar to their adjoint and we discuss their application in pseudo-Hermitian quantum mechanics. Finally, we extend the analysis to operators in a partial inner product space (pip-space), in particular the scale of Hilbert space s generated by a single unbounded metric operator.

New Types of Jacobian-Free Approximate Riemann Solvers for Hyperbolic Systems

2017

We present recent advances in PVM (Polynomial Viscosity Matrix) methods based on internal approximations to the absolute value function. These solvers only require a bound on the maximum wave speed, so no spectral decomposition is needed. Moreover, they can be written in Jacobian-free form, in which only evaluations of the physical flux are used. This is particularly interesting when considering systems with complex Jacobians, as the relativistic magnetohydrodynamics (RMHD) equations. The proposed solvers have also been extended to the case of approximate DOT (Dumbser-Osher-Toro) methods, which can be regarded as simple and efficient approximations to the classical Osher-Solomon method. Som…

Mappings of finite distortion: Reverse inequalities for the Jacobian

2007

Let f be a nonconstant mapping of finite distortion. We establish integrability results on 1/Jf by studying weights that satisfy a weak reverse Holder inequality where the associated constant can depend on the ball in question. Here Jf is the Jacobian determinant of f.

Computing variations of entropy and redundancy under nonlinear mappings not preserving the signal dimension: quantifying the efficiency of V1 cortex

2021

In computational neuroscience, the Efficient Coding Hypothesis argues that the neural organization comes from the optimization of information-theoretic goals [Barlow Proc.Nat.Phys.Lab.59]. A way to confirm this requires the analysis of the statistical performance of biological systems that have not been statistically optimized [Renart et al. Science10, Malo&Laparra Neur.Comp.10, Foster JOSA18, Gomez-Villa&Malo J.Neurophysiol.19]. However, when analyzing the information-theoretic performance, cortical magnification in the retina-cortex pathway poses a theoretical problem. Cortical magnification stands for the increase the signal dimensionality [Cowey&Rolls Exp. Brain Res.74]. Conventional mo…

Genetic Factors as Promising Biomarkers of Sporadic Ascending Aortic Aneurysm

2014

Thoracic aorta shows various changes with advancing age and a progressive deterioration in structure and function. As a result, vascular remodeling (VR) and medial degeneration (MD) occur. VR and MD are typical entities of sporadic thoracic aortic aneurysm (TAA), actually considered a common and serious health risk and a pathology by unclear mechanisms. Increased activity of the coagulation system, inflammation, activation of extracellular matrix remodeling and endothelial dysfunction pathways have been recently evidenced to have a key role in its onset. Thus, polymorphisms of the coagulation system [fibrinogen (rs1800790); Factor II ( rs1799963); Factor V (rs6025); Factor VII (rs121964926)…

Reduced Order Models for Pricing American Options under Stochastic Volatility and Jump-diffusion Models

2016

American options can be priced by solving linear complementary problems (LCPs) with parabolic partial(-integro) differential operators under stochastic volatility and jump-diffusion models like Heston, Merton, and Bates models. These operators are discretized using finite difference methods leading to a so-called full order model (FOM). Here reduced order models (ROMs) are derived employing proper orthogonal decomposition (POD) and non negative matrix factorization (NNMF) in order to make pricing much faster within a given model parameter variation range. The numerical experiments demonstrate orders of magnitude faster pricing with ROMs. peerReviewed

IMEX schemes for pricing options under jump–diffusion models

2014

We propose families of IMEX time discretization schemes for the partial integro-differential equation derived for the pricing of options under a jump-diffusion process. The schemes include the families of IMEX-midpoint, IMEX-CNAB and IMEX-BDF2 schemes. Each family is defined by a convex combination parameter [email protected]?[0,1], which divides the zeroth-order term due to the jumps between the implicit and explicit parts in the time discretization. These IMEX schemes lead to tridiagonal systems, which can be solved extremely efficiently. The schemes are studied through Fourier stability analysis and numerical experiments. It is found that, under suitable assumptions and time step restric…

Evidence of Single State Dominance in the Two-Neutrino Double-β Decay of ^{82}Se with CUPID-0.

2019

We report on the measurement of the two-neutrino double-β decay of ^{82}Se performed for the first time with cryogenic calorimeters, in the framework of the CUPID-0 experiment. With an exposure of 9.95 kg yr of Zn^{82}Se, we determine the two-neutrino double-β decay half-life of ^{82}Se with an unprecedented precision level, T_{1/2}^{2ν}=[8.60±0.03(stat) _{-0.13}^{+0.19}(syst)]×10^{19}  yr. The very high signal-to-background ratio, along with the detailed reconstruction of the background sources allowed us to identify the single state dominance as the underlying mechanism of such a process, demonstrating that the higher state dominance hypothesis is disfavored at the level of 5.5σ.