Search results for "Wiener"

2021

Abstract We propose a signal deconvolution procedure for imaging spectrometer data, where a measured point spread function (PSF) is deconvolved itself before being used for deconvolution of the signal. We evaluate the effectiveness of our procedure for improvement of the spatio-spectral signal, as well as our target application, i.e. estimation of sun-induced fluorescence (SIF). Imaging spectrometers are well established instruments for remote sensing. When used for scientific purposes these instruments are usually calibrated on a regular basis. In our case the point spread function of the optics is measured in an elaborate procedure with a tunable monochromator point light source. PSFs are…

Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs

2021

We introduce a decoupling method on the Wiener space to define a wide class of anisotropic Besov spaces. The decoupling method is based on a general distributional approach and not restricted to the Wiener space. The class of Besov spaces we introduce contains the traditional isotropic Besov spaces obtained by the real interpolation method, but also new spaces that are designed to investigate backwards stochastic differential equations (BSDEs). As examples we discuss the Besov regularity (in the sense of our spaces) of forward diffusions and local times. It is shown that among our newly introduced Besov spaces there are spaces that characterize quantitative properties of directional derivat…

Unified Markov thermodynamics based on stochastic forms to classify drugs considering molecular structure, partition system, and biological species:

2005

Abstract To date, molecular descriptors do not commonly account for important information beyond chemical structure. The present work, attempts to extend, in this sense, the stochastic molecular descriptors (Gonzalez-Diaz, H. et al., J. Mol. Mod. 2002, 8, 237), incorporating information about the specific biphasic partition system, the biological species, and chemical structure inside the molecular descriptors. Consequently, MARCH-INSIDE molecular descriptors may be identified with time-dependent thermodynamic parameters (entropy and mean free energy) of partition process. A classification function was developed to classify data of 423 drugs and up to 14 different partition systems at the s…

Tra decorazione e grafica. Il corpus di Ugo Zovetti nel Gabinetto dei Disegni e delle Stampe della Fondazione Giorgio Cini

2020

Il contributo è dedicato a Ugo Zovetti (Curzola, 1879 - Milano, 1974), figura poliedrica di grande interesse che ha attraversato con originalità le arti del XX secolo distinguendosi tra i protagonisti della decorazione del libro come autore di pregevoli carte decorate. Ugo Zovetti fu un esponente della Secessione Viennese che ebbe larga parte nella diffusione del gusto secessionista e della Wiener Werkstätte in Italia, dove si affermò nel campo della decorazione durante gli anni dedicati all’insegnamento nella sede dell’ISIA di Monza. Nella prospettiva di una lettura della sua produzione tra grafica e decorazione, viene per la prima volta preso in esame e pubblicato l’inedito corpus di sue …

Noise Filtering Using Edge-Driven Adaptive Anisotropic Diffusion

2008

This paper presents a method aimed to noise removal in MRI (Magnetic Resonance Imaging). We propose an improvement of Perona and Malik's anisotropic diffusion filter. In our schema, the diffusion equation of the filter has been modified to take into account the edges direction, This allows the filter to blur uniform areas, while it better preserves the edges. Both quantitative and qualitative evaluation is presented and the results are compared with other methods.

Simulation of BSDEs with jumps by Wiener Chaos Expansion

2016

International audience; We present an algorithm to solve BSDEs with jumps based on Wiener Chaos Expansion and Picard's iterations. This paper extends the results given in Briand-Labart (2014) to the case of BSDEs with jumps. We get a forward scheme where the conditional expectations are easily computed thanks to chaos decomposition formulas. Concerning the error, we derive explicit bounds with respect to the number of chaos, the discretization time step and the number of Monte Carlo simulations. We also present numerical experiments. We obtain very encouraging results in terms of speed and accuracy.

Robust Mean Field Games

2015

Recently there has been renewed interest in large-scale games in several research disciplines, with diverse application domains as in the smart grid, cloud computing, financial markets, biochemical reaction networks, transportation science, and molecular biology. Prior works have provided rich mathematical foundations and equilibrium concepts but relatively little in terms of robustness in the presence of uncertainties. In this paper, we study mean field games with uncertainty in both states and payoffs. We consider a population of players with individual states driven by a standard Brownian motion and a disturbance term. The contribution is threefold: First, we establish a mean field syste…

Stochastic Control Problems

2003

The general theory of stochastic processes originated in the fundamental works of A. N. Kolmogorov and A. Ya. Khincin at the beginning of the 1930s. Kolmogorov, 1938 gave a systematic and rigorous construction of the theory of stochastic processes without aftereffects or, as it is customary to say nowadays, Markov processes. In a number of works, Khincin created the principles of the theory of so-called stationary processes.

BROWNIAN DYNAMICS SIMULATIONS WITHOUT GAUSSIAN RANDOM NUMBERS

1991

We point out that in a Brownian dynamics simulation it is justified to use arbitrary distribution functions of random numbers if the moments exhibit the correct limiting behavior prescribed by the Fokker-Planck equation. Our argument is supported by a simple analytical consideration and some numerical examples: We simulate the Wiener process, the Ornstein-Uhlenbeck process and the diffusion in a Φ4 potential, using both Gaussian and uniform random numbers. In these examples, the rate of convergence of the mean first exit time is found to be nearly identical for both types of random numbers.

Norbert Wiener et les valeurs de la science

2007

L'engagement politique du mathématicien Norbert Wiener, fondateur du mouvement cybernétique aux Etats-Unis, offre un exemple particulièrement riche des différentes formes d'usage des valeurs de la science dans le débat public. Norbert Wiener a en effet choisi de s'impliquer dans une série de débats politiques, qui fait suite à la Seconde Guerre Mondiale, sur la question des armes atomiques, sur l'impact social des machines automatiques et des calculateurs, sur la nouvelle politique de la science. Ces débats interviennent dans un contexte de recomposition majeure des rapports entre sciences et société. La cybernétique fonctionne comme un véritable révélateur de ces évolutions ; discipline à …