Search results for "Computational Mathematic"
showing 10 items of 987 documents
Natural Addition of Ordinals
2019
Summary In [3] the existence of the Cantor normal form of ordinals was proven in the Mizar system [6]. In this article its uniqueness is proven and then used to formalize the natural sum of ordinals.
CALIBRATION OF LÉVY PROCESSES USING OPTIMAL CONTROL OF KOLMOGOROV EQUATIONS WITH PERIODIC BOUNDARY CONDITIONS
2018
We present an optimal control approach to the problem of model calibration for L\'evy processes based on a non parametric estimation procedure. The calibration problem is of considerable interest in mathematical finance and beyond. Calibration of L\'evy processes is particularly challenging as the jump distribution is given by an arbitrary L\'evy measure, which form a infinite dimensional space. In this work, we follow an approach which is related to the maximum likelihood theory of sieves. The sampling of the L\'evy process is modelled as independent observations of the stochastic process at some terminal time $T$. We use a generic spline discretization of the L\'evy jump measure and selec…
On a nonlinear Schrödinger equation for nucleons in one space dimension
2021
We study a 1D nonlinear Schrödinger equation appearing in the description of a particle inside an atomic nucleus. For various nonlinearities, the ground states are discussed and given in explicit form. Their stability is studied numerically via the time evolution of perturbed ground states. In the time evolution of general localized initial data, they are shown to appear in the long time behaviour of certain cases.
Benson group additivity values of phosphines and phosphine oxides: Fast and accurate computational thermochemistry of organophosphorus species
2018
Composite quantum chemical methods W1X-1 and CBS-QB3 are used to calculate the gas phase standard enthalpy of formation, entropy, and heat capacity of 38 phosphines and phosphine oxides for which reliable experimental thermochemical information is limited or simply nonexistent. For alkyl phosphines and phosphine oxides, the W1X-1, and CBS-QB3 results are mutually consistent and in excellent agreement with available G3X values and empirical data. In the case of aryl-substituted species, different computational methods show more variation, with G3X enthalpies being furthest from experimental values. The calculated thermochemical data are subsequently used to determine Benson group additivity …
Biharmonic obstacle problem: guaranteed and computable error bounds for approximate solutions
2020
The paper is concerned with a free boundary problem generated by the biharmonic operator and an obstacle. The main goal is to deduce a fully guaranteed upper bound of the difference between the exact minimizer u and any function (approximation) from the corresponding energy class (which consists of the functions in $H^2$ satisfying the prescribed boundary conditions and the restrictions stipulated by the obstacle). For this purpose we use the duality method of the calculus of variations and general type error identities earlier derived for a wide class of convex variational problems. By this method, we define a combined primal--dual measure of error. It contains four terms of different natu…
Gradient and Lipschitz Estimates for Tug-of-War Type Games
2021
We define a random step size tug-of-war game and show that the gradient of a value function exists almost everywhere. We also prove that the gradients of value functions are uniformly bounded and converge weakly to the gradient of the corresponding $p$-harmonic function. Moreover, we establish an improved Lipschitz estimate when boundary values are close to a plane. Such estimates are known to play a key role in the higher regularity theory of partial differential equations. The proofs are based on cancellation and coupling methods as well as an improved version of the cylinder walk argument. peerReviewed
Fixed Angle Inverse Scattering for Almost Symmetric or Controlled Perturbations
2020
We consider the fixed angle inverse scattering problem and show that a compactly supported potential is uniquely determined by its scattering amplitude for two opposite fixed angles. We also show that almost symmetric or horizontally controlled potentials are uniquely determined by their fixed angle scattering data. This is done by establishing an equivalence between the frequency domain and the time domain formulations of the problem, and by solving the time domain problem by extending the methods of [RS19] which adapts the ideas introduced in [BK81] and [IY01] on the use of Carleman estimates for inverse problems.
The Calderón problem for the fractional wave equation: Uniqueness and optimal stability
2021
We study an inverse problem for the fractional wave equation with a potential by the measurement taking on arbitrary subsets of the exterior in the space-time domain. We are interested in the issues of uniqueness and stability estimate in the determination of the potential by the exterior Dirichlet-to-Neumann map. The main tools are the qualitative and quantitative unique continuation properties for the fractional Laplacian. For the stability, we also prove that the log type stability estimate is optimal. The log type estimate shows the striking difference between the inverse problems for the fractional and classical wave equations in the stability issue. The results hold for any spatial di…
Functional a posteriori error estimates for boundary element methods
2019
Functional error estimates are well-established tools for a posteriori error estimation and related adaptive mesh-refinement for the finite element method (FEM). The present work proposes a first functional error estimate for the boundary element method (BEM). One key feature is that the derived error estimates are independent of the BEM discretization and provide guaranteed lower and upper bounds for the unknown error. In particular, our analysis covers Galerkin BEM and the collocation method, what makes the approach of particular interest for scientific computations and engineering applications. Numerical experiments for the Laplace problem confirm the theoretical results.
Whitney forms and their extensions
2021
Whitney forms are widely known as finite elements for differential forms. Whitney’s original definition yields first order functions on simplicial complexes, and a lot of research has been devoted to extending the definition to nonsimplicial cells and higher order functions. As a result, the term Whitney forms has become somewhat ambiguous in the literature. Our aim here is to clarify the concept of Whitney forms and explicitly explain their key properties. We discuss Whitney’s initial definition with more depth than usually, giving three equivalent ways to define Whitney forms. We give a comprehensive exposition of their main properties, including the proofs. Understanding of these propert…