Sequential predictor-corrector methods for the variable regularization of Volterra inverse problems

We analyse the convergence of a class of discrete predictor-corrector methods for the sequential regularization of first-kind Volterra integral equations. In contrast to classical methods such as Tikhonov regularization, this class of methods preserves the Volterra (causal) structure of the original problem. The result is a discretized regularization method for which the number of arithmetic operations is (N 2 ) (where N is the dimension of the approximating space) in contrast to standard Tikhonov regularization which requires (N 3 ) operations. In addition, the method considered here is defined using functional regularization parameters so that the possibility for more or less smoothing at different points in the domain of the solution is allowed. We establish a convergence theory for these methods and present relevant numerical examples, illustrating how one functional regularization parameter may be adaptively selected as part of the sequential regularization process. This work generalizes earlier results by the first author to the case of a penalized predictor-corrector formulation, functional regularization parameters, and nonconvolution Volterra equations.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/49104/2/ip0208.pd

On Some Advantages of the Predictor-Corrector Methods

Usually, all numerical methods are divided into two sets known as explicit and implicit methods. Explicit methods (EM) are used to find a solution to a problem directly, without requiring initial preparation. But when using the implicit method (IM), other methods can sometimes be employed. Implicit methods are known to be more accurate than explicit ones. Therefore, the question arises about finding the golden mean. To accomplish this, we utilize certain properties of the predictor and corrector methods. We take into account that in forecasting methods, we use EM. However, I will show here that in some cases, IMs can be used as correction methods. It is clear that the results obtained here are fully consistent with the theoretical ones. To address the aforementioned issues, we employ the initial value problem (IVP) for a first-order ordinary differential equation (ODE). Conventional methods compare various nanomaterials (NMs) using multi-step, extended, and hybrid approaches

Explicit Solution of the Time Domain Volume Integral Equation Using a Stable Predictor-Corrector Scheme

An explicit marching-on-in-time (MOT) scheme for solving the time domain volume integral equation is presented. The proposed method achieves its stability by employing, at each time step, a corrector scheme, which updates/corrects fields computed by the explicit predictor scheme. The proposedmethod is computationally more efficient when compared to the existing filtering techniques used for the stabilization of explicit MOT schemes. Numerical results presented in this paper demonstrate that the proposed method maintains its stability even when applied to the analysis of electromagnetic wave interactions with electrically large structures meshed using approximately half a million discretization elements

Laplace deconvolution and its application to Dynamic Contrast Enhanced imaging

In the present paper we consider the problem of Laplace deconvolution with noisy discrete observations. The study is motivated by Dynamic Contrast Enhanced imaging using a bolus of contrast agent, a procedure which allows considerable improvement in {evaluating} the quality of a vascular network and its permeability and is widely used in medical assessment of brain flows or cancerous tumors. Although the study is motivated by medical imaging application, we obtain a solution of a general problem of Laplace deconvolution based on noisy data which appears in many different contexts. We propose a new method for Laplace deconvolution which is based on expansions of the convolution kernel, the unknown function and the observed signal over Laguerre functions basis. The expansion results in a small system of linear equations with the matrix of the system being triangular and Toeplitz. The number $m$ of the terms in the expansion of the estimator is controlled via complexity penalty. The advantage of this methodology is that it leads to very fast computations, does not require exact knowledge of the kernel and produces no boundary effects due to extension at zero and cut-off at $T$. The technique leads to an estimator with the risk within a logarithmic factor of $m$ of the oracle risk under no assumptions on the model and within a constant factor of the oracle risk under mild assumptions. The methodology is illustrated by a finite sample simulation study which includes an example of the kernel obtained in the real life DCE experiments. Simulations confirm that the proposed technique is fast, efficient, accurate, usable from a practical point of view and competitive

Laplace deconvolution on the basis of time domain data and its application to Dynamic Contrast Enhanced imaging

In the present paper we consider the problem of Laplace deconvolution with noisy discrete non-equally spaced observations on a finite time interval. We propose a new method for Laplace deconvolution which is based on expansions of the convolution kernel, the unknown function and the observed signal over Laguerre functions basis (which acts as a surrogate eigenfunction basis of the Laplace convolution operator) using regression setting. The expansion results in a small system of linear equations with the matrix of the system being triangular and Toeplitz. Due to this triangular structure, there is a common number $m$ of terms in the function expansions to control, which is realized via complexity penalty. The advantage of this methodology is that it leads to very fast computations, produces no boundary effects due to extension at zero and cut-off at $T$ and provides an estimator with the risk within a logarithmic factor of the oracle risk. We emphasize that, in the present paper, we consider the true observational model with possibly nonequispaced observations which are available on a finite interval of length $T$ which appears in many different contexts, and account for the bias associated with this model (which is not present when $T\rightarrow\infty$). The study is motivated by perfusion imaging using a short injection of contrast agent, a procedure which is applied for medical assessment of micro-circulation within tissues such as cancerous tumors. Presence of a tuning parameter $a$ allows to choose the most advantageous time units, so that both the kernel and the unknown right hand side of the equation are well represented for the deconvolution. The methodology is illustrated by an extensive simulation study and a real data example which confirms that the proposed technique is fast, efficient, accurate, usable from a practical point of view and very competitive.Comment: 36 pages, 9 figures. arXiv admin note: substantial text overlap with arXiv:1207.223

Laplace deconvolution with noisy observations

In the present paper we consider Laplace deconvolution for discrete noisy data observed on the interval whose length may increase with a sample size. Although this problem arises in a variety of applications, to the best of our knowledge, it has been given very little attention by the statistical community. Our objective is to fill this gap and provide statistical treatment of Laplace deconvolution problem with noisy discrete data. The main contribution of the paper is explicit construction of an asymptotically rate-optimal (in the minimax sense) Laplace deconvolution estimator which is adaptive to the regularity of the unknown function. We show that the original Laplace deconvolution problem can be reduced to nonparametric estimation of a regression function and its derivatives on the interval of growing length T_n. Whereas the forms of the estimators remain standard, the choices of the parameters and the minimax convergence rates, which are expressed in terms of T_n^2/n in this case, are affected by the asymptotic growth of the length of the interval. We derive an adaptive kernel estimator of the function of interest, and establish its asymptotic minimaxity over a range of Sobolev classes. We illustrate the theory by examples of construction of explicit expressions of Laplace deconvolution estimators. A simulation study shows that, in addition to providing asymptotic optimality as the number of observations turns to infinity, the proposed estimator demonstrates good performance in finite sample examples

Identification of linear response functions from arbitrary perturbation experiments in the presence of noise - Part I. Method development and toy model demonstration

Existent methods to identify linear response functions from data require tailored perturbation experiments, e.g., impulse or step experiments, and if the system is noisy, these experiments need to be repeated several times to obtain good statistics. In contrast, for the method developed here, data from only a single perturbation experiment at arbitrary perturbation are sufficient if in addition data from an unperturbed (control) experiment are available. To identify the linear response function for this ill-posed problem, we invoke regularization theory. The main novelty of our method lies in the determination of the level of background noise needed for a proper estimation of the regularization parameter: this is achieved by comparing the frequency spectrum of the perturbation experiment with that of the additional control experiment. The resulting noise-level estimate can be further improved for linear response functions known to be monotonic. The robustness of our method and its advantages are investigated by means of a toy model. We discuss in detail the dependence of the identified response function on the quality of the data (signal-to-noise ratio) and on possible nonlinear contributions to the response. The method development presented here prepares in particular for the identification of carbon cycle response functions in Part 2 of this study (Torres Mendonça et al., 2021a). However, the core of our method, namely our new approach to obtaining the noise level for a proper estimation of the regularization parameter, may find applications in also solving other types of linear ill-posed problems