数学物理反问题不适定性理论研究

本文对当前的热门问题反问题,从数学角度给出它的算子形式,讨论了反问题的求解难点不适定性理论,并在Tikhonov正则化方法下给出了数值算例。     

不适定逆成像问题的多准则正则化求解方法

不适定性（ｉｌｌ－ｐｏｓｅｄｎｅｓｓ）是图像重建（Ｘ射线ＣＴ的投影重建、心电ＥＣＧ及电ＥＥＧ信号的逆成像重建）逆问题求解中非常普遍的情况,由于对观测数据及正问题数字离散化过程中所产生的误差极为敏感,它在银行大程度上将影响到重建图像的质量、稳定性和求解精度。通过对由投影重建图像逆问题求解过程中的不适宜性分析,给出了求解不适定逆成像问题的多准则正则化方法及其理论基础,实验结果表明该方法比传统的单准则正     

解不适定算子方程的多层迭代法

将多层迭代法应用于不适定算子方程的数值求解,给出了利用离散偏差原则确定正则化参数进而求出近似解的快速算法。文章对算法误差进行了理论分析,并通过算例说明方法的有效性。     

决定热传导方程源项的一个正则化策略

确定热传导方程中的线性源项是一类有重要应用背景的反问题,它在Hadamard意义是不适定的,讨论了获得其稳定数值解的计算方法,给出一种新的离散正则化策略.理论分析与数值试验结果表明给出的算法是稳定和有效的.     

轴对称辐射传递逆问题的三种求解算法比较

针对轴对称光学薄火焰,用图像探测器和滤色片获得火焰的单色辐射图像,根据火焰的单色辐射强度,分别采用最小二乘法、正则化方法和线性规划法对辐射传递逆问题进行了求解.对一个轴对称乙烯扩散火焰进行实验检测,通过对三种求解方法的结果比较,表明对辐射强度较高的火焰中部和上部区域,三种方法均可获得较好的重建结果;而对于辐射强度较低的火焰下部区域,由于线性规划法同时具有光滑性和约束性的优点,可以获得较好重建结果,它对求解轴对称辐射传递逆问题是一种比较理想的算法.     

Short‐term salmon price forecasting

This study establishes a benchmark for short‐term salmon price forecasting. The weekly spot price of Norwegian farmed Atlantic salmon is predicted 1–5 weeks ahead using data from 2007 to 2014. Sixteen alternative forecasting methods are considered, ranging from classical time series models to customized machine learning techniques to salmon futures prices. The best predictions are delivered by k‐nearest neighbors method for 1 week ahead; vector error correction model estimated using elastic net regularization for 2 and 3 weeks ahead; and futures prices for 4 and 5 weeks ahead. While the nominal gains in forecast accuracy over a naïve benchmark are small, the economic value of the forecasts is considerable. Using a simple trading strategy for timing the sales based on price forecasts could increase the net profit of a salmon farmer by around 7%.     

Backward‐in‐Time Selection of the Order of Dynamic Regression Prediction Model

We investigate the optimal structure of dynamic regression models used in multivariate time series prediction and propose a scheme to form the lagged variable structure called Backward‐in‐Time Selection (BTS), which takes into account feedback and multicollinearity, often present in multivariate time series. We compare BTS to other known methods, also in conjunction with regularization techniques used for the estimation of model parameters, namely principal components, partial least squares and ridge regression estimation. The predictive efficiency of the different models is assessed by means of Monte Carlo simulations for different settings of feedback and multicollinearity. The results show that BTS has consistently good prediction performance, while other popular methods have varying and often inferior performance. The prediction performance of BTS was also found the best when tested on human electroencephalograms of an epileptic seizure, and for the prediction of returns of indices of world financial markets.Copyright © 2013 John Wiley & Sons, Ltd.     

非标准抛物方程只含有时间变量的热源识别反问题

探讨一类含对流项抛物方程的只含有时间变量热源识别反问题.这类问题是不适定的,即问题的解不连续依赖于测量数据.利用简化的Tikhonov正则化方法和拟逆正则化方法分别得到问题的正则近似解,并且分别给出正则解和精确解之间具有Ho¨lder型误差估计.     

关于Tikhonov正则法稳定性的注记

讨论应用Ｔｉｋｈｏｎｏｖ正则法求解线性方程组的稳定性问题，给出了一个选取正则参数α应当注意的原则．     

二维位势问题中的正则局部边界积分方程方法

针对无网格局部边界积分方程方法中，边界点局部边界积分方程存在的Cauchy奇异性，引入正则化列式进行消除。推导了正则化位势边界积分方程，给出了与边界点局部边界积分方程相应的正则化计算公式。数值算例表明该方法能够有效地消除这种奇异性，最终给出高精度的数值结果。