Search results for "Linear system"
showing 10 items of 1558 documents
The squared symmetric FastICA estimator
2017
In this paper we study the theoretical properties of the deflation-based FastICA method, the original symmetric FastICA method, and a modified symmetric FastICA method, here called the squared symmetric FastICA. This modification is obtained by replacing the absolute values in the FastICA objective function by their squares. In the deflation-based case this replacement has no effect on the estimate since the maximization problem stays the same. However, in the symmetric case we obtain a different estimate which has been mentioned in the literature, but its theoretical properties have not been studied at all. In the paper we review the classic deflation-based and symmetric FastICA approaches…
An IMEX-Scheme for Pricing Options under Stochastic Volatility Models with Jumps
2014
Partial integro-differential equation (PIDE) formulations are often preferable for pricing options under models with stochastic volatility and jumps, especially for American-style option contracts. We consider the pricing of options under such models, namely the Bates model and the so-called stochastic volatility with contemporaneous jumps (SVCJ) model. The nonlocality of the jump terms in these models leads to matrices with full matrix blocks. Standard discretization methods are not viable directly since they would require the inversion of such a matrix. Instead, we adopt a two-step implicit-explicit (IMEX) time discretization scheme, the IMEX-CNAB scheme, where the jump term is treated ex…
Deflation-Based FastICA With Adaptive Choices of Nonlinearities
2014
Deflation-based FastICA is a popular method for independent component analysis. In the standard deflation-base d approach the row vectors of the unmixing matrix are extracted one after another always using the same nonlinearities. In prac- tice the user has to choose the nonlinearities and the efficiency and robustness of the estimation procedure then strongly depends on this choice as well as on the order in which the components are extracted. In this paper we propose a novel adaptive two- stage deflation-based FastICA algorithm that (i) allows one to use different nonlinearities for different components and (ii) optimizes the order in which the components are extracted. Based on a consist…
On a class of special linear systems of P^3
2003
In this paper we deal with linear systems of P^3 through fat points. We consider the behavior of these systems under a cubo-cubic Cremona transformation that allows us to produce a class of special systems which we conjecture to be the only ones.
Inverse problems for elliptic equations with fractional power type nonlinearities
2020
We study inverse problems for semilinear elliptic equations with fractional power type nonlinearities. Our arguments are based on the higher order linearization method, which helps us to solve inverse problems for certain nonlinear equations in cases where the solution for a corresponding linear equation is not known. By using a fractional order adaptation of this method, we show that the results of [LLLS20a, LLLS20b] remain valid for general power type nonlinearities.
Inverse problems for elliptic equations with power type nonlinearities
2021
We introduce a method for solving Calder\'on type inverse problems for semilinear equations with power type nonlinearities. The method is based on higher order linearizations, and it allows one to solve inverse problems for certain nonlinear equations in cases where the solution for a corresponding linear equation is not known. Assuming the knowledge of a nonlinear Dirichlet-to-Neumann map, we determine both a potential and a conformal manifold simultaneously in dimension $2$, and a potential on transversally anisotropic manifolds in dimensions $n \geq 3$. In the Euclidean case, we show that one can solve the Calder\'on problem for certain semilinear equations in a surprisingly simple way w…
Nonlinear hyperbolic equations in surface theory: integrable discretizations and approximation results
2006
A numerical scheme is developed for solution of the Goursat problem for a class of nonlinear hyperbolic systems with an arbitrary number of independent variables. Convergence results are proved for this difference scheme. These results are applied to hyperbolic systems of differential-geometric origin, like the sine-Gordon equation describing the surfaces of the constant negative Gaussian curvature (K-surfaces). In particular, we prove the convergence of discrete K--surfaces and their Backlund transformations to their continuous counterparts. This puts on a firm basis the generally accepted belief (which however remained unproved untill this work) that the classical differential geometry of…
Dimensional reduction for energies with linear growth involving the bending moment
2008
A $\Gamma$-convergence analysis is used to perform a 3D-2D dimension reduction of variational problems with linear growth. The adopted scaling gives rise to a nonlinear membrane model which, because of the presence of higher order external loadings inducing a bending moment, may depend on the average in the transverse direction of a Cosserat vector field, as well as on the deformation of the mid-plane. The assumption of linear growth on the energy leads to an asymptotic analysis in the spaces of measures and of functions with bounded variation.
Superlinear (p(z), q(z))-equations
2017
AbstractWe consider Dirichlet boundary value problems for equations involving the (p(z), q(z))-Laplacian operator in the principal part and prove the existence of one and three nontrivial weak solutions, respectively. Here, the nonlinearity in the reaction term is allowed to depend on the solution, but does not satisfy the Ambrosetti–Rabinowitz condition. The hypotheses on the reaction term ensure that the Euler–Lagrange functional, associated to the problem, satisfies both the -condition and a mountain pass geometry.
Numerical study of the transverse stability of the Peregrine solution
2020
We generalise a previously published approach based on a multi-domain spectral method on the whole real line in two ways: firstly, a fully explicit 4th order method for the time integration, based on a splitting scheme and an implicit Runge--Kutta method for the linear part, is presented. Secondly, the 1D code is combined with a Fourier spectral method in the transverse variable both for elliptic and hyperbolic NLS equations. As an example we study the transverse stability of the Peregrine solution, an exact solution to the one dimensional nonlinear Schr\"odinger (NLS) equation and thus a $y$-independent solution to the 2D NLS. It is shown that the Peregrine solution is unstable against all…