R-estimator of location of the generalized secant hyperbolic distribution

The generalized secant hyperbolic distribution (GSHD) proposed in Vaughan (2002) includes a wide range of unimodal symmetric distributions, with the Cauchy and uniform distributions being the limiting cases, and the logistic and hyperbolic secant distributions being special cases. The current article derives an asymptotically efficient rank estimator of the location parameter of the GSHD and suggests the corresponding one- and two-sample optimal rank tests. The rank estimator derived is compared to the modified MLE of location proposed in Vaughan (2002). By combining these two estimators, a computationally attractive method for constructing an exact confidence interval of the location parameter is developed. The statistical procedures introduced in the current article are illustrated by examples.

On the numerical solution of a Cauchy problem for the Laplace equation via a direct integral equation approach

We investigate the problem of determining the stationary temperature field on an inclusion from given Cauchy data on an accessible exterior boundary. On this accessible part the temperature (or the heat flux) is known, and, additionally, on a portion of this exterior boundary the heat flux (or temperature) is also given. We propose a direct boundary integral approach in combination with Tikhonov regularization for the stable determination of the temperature and flux on the inclusion. To determine these quantities on the inclusion, boundary integral equations are derived using Green’s functions, and properties of these equations are shown in an L2-setting. An effective way of discretizing these boundary integral equations based on the Nystr¨om method and trigonometric approximations, is outlined. Numerical examples are included, both with exact and noisy data, showing that accurate approximations can be obtained with small computational effort, and the accuracy is increasing with the length of the portion of the boundary where the additionally data is given.

Fast reconstruction of harmonic functions from Cauchy data using the Dirichlet-to-Neumann map and integral equations

We propose and investigate a method for the stable determination of a harmonic function from knowledge of its value and its normal derivative on a part of the boundary of the (bounded) solution domain (Cauchy problem). We reformulate the Cauchy problem as an operator equation on the boundary using the Dirichlet-to-Neumann map. To discretize the obtained operator, we modify and employ a method denoted as Classic II given in [J. Helsing, Faster convergence and higher accuracy for the Dirichlet–Neumann map, J. Comput. Phys. 228 (2009), pp. 2578–2576, Section 3], which is based on Fredholm integral equations and Nyström discretization schemes. Then, for stability reasons, to solve the discretized integral equation we use the method of smoothing projection introduced in [J. Helsing and B.T. Johansson, Fast reconstruction of harmonic functions from Cauchy data using integral equation techniques, Inverse Probl. Sci. Eng. 18 (2010), pp. 381–399, Section 7], which makes it possible to solve the discretized operator equation in a stable way with minor computational cost and high accuracy. With this approach, for sufficiently smooth Cauchy data, the normal derivative can also be accurately computed on the part of the boundary where no data is initially given.

Fast reconstruction of harmonic functions from Cauchy data using integral equation techniques

We consider the problem of stable determination of a harmonic function from knowledge of the solution and its normal derivative on a part of the boundary of the (bounded) solution domain. The alternating method is a procedure to generate an approximation to the harmonic function from such Cauchy data and we investigate a numerical implementation of this procedure based on Fredholm integral equations and Nyström discretization schemes, which makes it possible to perform a large number of iterations (millions) with minor computational cost (seconds) and high accuracy. Moreover, the original problem is rewritten as a fixed point equation on the boundary, and various other direct regularization techniques are discussed to solve that equation. We also discuss how knowledge of the smoothness of the data can be used to further improve the accuracy. Numerical examples are presented showing that accurate approximations of both the solution and its normal derivative can be obtained with much less computational time than in previous works.

An alternating boundary integral based method for a Cauchy problem for the Laplace equation in a quadrant

We study the Cauchy problem for the Laplace equation in a quadrant (quarter-plane) containing a bounded inclusion. Given the values of the solution and its derivative on the edges of the quadrant the solution is reconstructed on the boundary of the inclusion. This is achieved using an alternating iterative method where at each iteration step mixed boundary value problems are being solved. A numerical method is also proposed and investigated for the direct mixed problems reducing these to integral equations over the inclusion. Numerical examples verify the efficiency of the proposed scheme.

On the numerical solution of a Cauchy problem in an elastostatic half-plane with a bounded inclusion

We propose an iterative procedure for the inverse problem of determining the displacement vector on the boundary of a bounded planar inclusion given the displacement and stress fields on an infinite (planar) line-segment. At each iteration step mixed boundary value problems in an elastostatic half-plane containing the bounded inclusion are solved. For efficient numerical implementation of the procedure these mixed problems are reduced to integral equations over the bounded inclusion. Well-posedness and numerical solution of these boundary integral equations are presented, and a proof of convergence of the procedure for the inverse problem to the original solution is given. Numerical investigations are presented both for the direct and inverse problems, and these results show in particular that the displacement vector on the boundary of the inclusion can be found in an accurate and stable way with small computational cost.

A variational method and approximations of a Cauchy problem for elliptic equations

A Cauchy problem for general elliptic second-order linear partial differential equations in which the Dirichlet data in H½(?1 ? ?3) is assumed available on a larger part of the boundary ? of the bounded domain O than the boundary portion ?1 on which the Neumann data is prescribed, is investigated using a conjugate gradient method. We obtain an approximation to the solution of the Cauchy problem by minimizing a certain discrete functional and interpolating using the finite diference or boundary element method. The minimization involves solving equations obtained by discretising mixed boundary value problems for the same operator and its adjoint. It is proved that the solution of the discretised optimization problem converges to the continuous one, as the mesh size tends to zero. Numerical results are presented and discussed.

Determining the temperature from Cauchy data in corner domains

We consider the problem of reconstruction of the temperature from knowledge of the temperature and heat flux on a part of the boundary of a bounded planar domain containing corner points. An iterative method is proposed involving the solution of mixed boundary value problems for the heat equation (with time-dependent conductivity). These mixed problems are shown to be well-posed in a weighted Sobolev space.

An alternating potential based approach for a Cauchy problem for the Laplace equation in a planar domain with a cut

We consider a Cauchy problem for the Laplace equation in a bounded region containing a cut, where the region is formed by removing a sufficiently smooth arc (the cut) from a bounded simply connected domain D. The aim is to reconstruct the solution on the cut from the values of the solution and its normal derivative on the boundary of the domain D. We propose an alternating iterative method which involves solving direct mixed problems for the Laplace operator in the same region. These mixed problems have either a Dirichlet or a Neumann boundary condition imposed on the cut and are solved by a potential approach. Each of these mixed problems is reduced to a system of integral equations of the first kind with logarithmic and hypersingular kernels and at most a square root singularity in the densities at the endpoints of the cut. The full discretization of the direct problems is realized by a trigonometric quadrature method which has super-algebraic convergence. The numerical examples presented illustrate the feasibility of the proposed method.

An iterative procedure for solving a Cauchy problem for second order elliptic equations

An iterative method for reconstruction of solutions to second order elliptic equations by Cauchy data given on a part of the boundary, is presented. At each iteration step, a series of mixed well-posed boundary value problems are solved for the elliptic operator and its adjoint. The convergence proof of this method in a weighted L2 space is included. (© 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

A procedure for the temperature reconstruction in corner domains from Cauchy data

An iterative procedure is proposed for the reconstruction of a stationary temperature field from Cauchy data given on a part of the boundary of a bounded plane domain where the boundary is smooth except for a finite number of corner points. In each step, a series of mixed well-posed boundary value problems are solved for the heat operator and its adjoint. Convergence is proved in a weighted L2-space. Numerical results are included which show that the procedure gives accurate and stable approximations in relatively few iterations.

An iterative method for a Cauchy problem for the heat equation

An iterative method for reconstruction of the solution to a parabolic initial boundary value problem of second order from Cauchy data is presented. The data are given on a part of the boundary. At each iteration step, a series of well-posed mixed boundary value problems are solved for the parabolic operator and its adjoint. The convergence proof of this method in a weighted L2-space is included.

Vector Combinatorial Problems in a Space of Combinations with Linear Fractional Functions of Criteria

The paper considers vector discrete optimization problem with linear fractional functions of criteria on a feasible set that has combinatorial properties of combinations. Structural properties of a feasible solution domain and of Pareto–optimal (efficient), weakly efficient, strictly efficient solution sets are examined. A relation between vector optimization problems on a combinatorial set of combinations and on a continuous feasible set is determined. One possible approach is proposed in order to solve a multicriteria combinatorial problem with linear- fractional functions of criteria on a set of combinations.

A Differential Game Described by a Hyperbolic System

An antagonistic differential game of hyperbolic type with a separable linear vector pay-off function is considered. The main result is the description of all ε-Slater saddle points consisting of program strategies, program ε-Slater maximins and minimaxes for each ε ∈ R^N > for this game. To this purpose, the considered differential game is reduced to find the optimal program strategies of two multicriterial problems of hyperbolic type. The application of approximation enables us to relate these problems to a problem of optimal program control, described by a system of ordinary differential equations, with a scalar pay-off function. It is found that the result of this problem is not changed, if the players use positional or program strategies. For the considered differential game, it is interesting that the ε-Slater saddle points are not equivalent and there exist two ε-Slater saddle points for which the values of all components of the vector pay-off function at one of them are greater than the respective components of the other ε-saddle point.