Approximation Theory and Related Applications

In recent years, we have seen a growing interest in various aspects of approximation theory. This happened due to the increasing complexity of mathematical models that require computer calculations and the development of the theoretical foundations of the approximation theory. Approximation theory has broad and important applications in many areas of mathematics, including functional analysis, differential equations, dynamical systems theory, mathematical physics, control theory, probability theory and mathematical statistics, and others. Approximation theory is also of great practical importance, as approximate methods and estimation of approximation errors are used in physics, economics, chemistry, signal theory, neural networks and many other areas. This book presents the works published in the Special Issue "Approximation Theory and Related Applications". The research of the world’s leading scientists presented in this book reflect new trends in approximation theory and related topics

Numerical Methods for Mixed-Integer Optimal Control with Combinatorial Constraints

This thesis is concerned with numerical methods for Mixed-Integer Optimal Control Problems with Combinatorial Constraints. We establish an approximation theorem relating a Mixed-Integer Optimal Control Problem with Combinatorial Constraints to a continuous relaxed convexified Optimal Control Problems with Vanishing Constraints that provides the basis for numerical computations. We develop a a Vanishing- Constraint respecting rounding algorithm to exploit this correspondence computationally. Direct Discretization of the Optimal Control Problem with Vanishing Constraints yield a subclass of Mathematical Programs with Equilibrium Constraints. Mathematical Programs with Equilibrium Constraint constitute a class of challenging problems due to their inherent non-convexity and non-smoothness. We develop an active-set algorithm for Mathematical Programs with Equilibrium Constraints and prove global convergence to Bouligand stationary points of this algorithm under suitable technical conditions. For efficient computation of Newton-type steps of Optimal Control Problems, we establish the Generalized Lanczos Method for trust region problems in a Hilbert space context. To ensure real-time feasibility in Online Optimal Control Applications with tracking-type Lagrangian objective, we develop a Gauß-Newton preconditioner for the iterative solution method of the trust region problem. We implement the proposed methods and demonstrate their applicability and efficacy on several benchmark problems

Stochastic Modeling and Estimation of Wireless Channels with Application to Ultra Wide Band Systems

This thesis is concerned with modeling of both space and time variations of Ultra Wide Band (UWB) indoor channels. The most common empirically determined amplitude distribution in many UWB environments is Nakagami distribution. The latter is generalized to stochastic diffusion processes which capture the dynamics of UWB channels. In contrast with the traditional models, the statistics of the proposed models are shown to be time varying, but converge in steady state to their static counterparts. System identification algorithms are used to extract various channel parameters using received signal measurement data, which are usually available at the receiver. The expectation maximization (EM) algorithm and the Kalman filter (KF) are employed in estimating channel parameters as well as the inphase and quadrature components, respectively. The proposed algorithms are recursive and therefore can be implemented in real time. Further, sufficient conditions for the convergence of the EM algorithm are provided. Comparison with recursive Least-square (LS) algorithms is carried out using experimental measurements. Distributed stochastic power control algorithms based on the fixed point theorem and stochastic approximations are used to solve for the optimal transmit power problem and numerical results are also presented. A framework which can capture the statistics of the overall received signal and a methodology to estimate parameters of the counting process based on the received signal is developed. Furthermore, second moment statistics and characteristic functions are computed explicitly and considered as an extension of Rice’s shot noise analysis. Another two important components, input design and model selection are also considered. Gel’fand n-widths and Time n-widths are used to represent the inherent error introduced by input design. Kolmogorov n-width is used to characterize the representation error introduced by model selection. In particular, it is shown that the optimal model for reducing the representation error is a finite impulse response (FIR) model and the optimal input is an impulse at the start of the observation interval

International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

Statistical and numerical methods for diffusion processes with multiple scales

In this thesis we address the problem of data-driven coarse-graining, i.e. the process of inferring simplified models, which describe the evolution of the essential characteristics of a complex system, from available data (e.g. experimental observation or simulation data). Specifically, we consider the case where the coarse-grained model can be formulated as a stochastic differential equation. The main part of this work is concerned with data-driven coarse-graining when the underlying complex system is characterised by processes occurring across two widely separated time scales. It is known that in this setting commonly used statistical techniques fail to obtain reasonable estimators for parameters in the coarse-grained model, due to the multiscale structure of the data. To enable reliable data-driven coarse-graining techniques for diffusion processes with multiple time scales, we develop a novel estimation procedure which decisively relies on combining techniques from mathematical statistics and numerical analysis. We demonstrate, both rigorously and by means of extensive simulations, that this methodology yields accurate approximations of coarse-grained SDE models. In the final part of this work, we then discuss a systematic framework to analyse and predict complex systems using observations. Specifically, we use data-driven techniques to identify simple, yet adequate, coarse-grained models, which in turn allow to study statistical properties that cannot be investigated directly from the time series. The value of this generic framework is exemplified through two seemingly unrelated data sets of real world phenomena.Open Acces

The Mathematics and Statistics of Quantitative Risk Management

It was the aim of this workshop to gather a multidisciplinary and international group of scientists at the forefront of research in areas related to the mathematics and statistics of quantitative risk management. The main objectives of this workshop were to break down disciplinary barriers that often limit collaborative research in quantitative risk management, and to communicate the state of the art research from the different disciplines, and to point towards new directions of research

Mathematical Analysis and Applications

Investigations involving the theory and applications of mathematical analytic tools and techniques are remarkably wide-spread in many diverse areas of the mathematical, physical, chemical, engineering and statistical sciences. In this Special Issue, we invite and welcome review, expository and original research articles dealing with the recent advances in mathematical analysis and its multidisciplinary applications

Innovations in Quantitative Risk Management

Quantitative Finance; Game Theory, Economics, Social and Behav. Sciences; Finance/Investment/Banking; Actuarial Science

New Advancements in Pure and Applied Mathematics via Fractals and Fractional Calculus

This reprint focuses on exploring new developments in both pure and applied mathematics as a result of fractional behaviour. It covers the range of ongoing activities in the context of fractional calculus by offering alternate viewpoints, workable solutions, new derivatives, and methods to solve real-world problems. It is impossible to deny that fractional behaviour exists in nature. Any phenomenon that has a pulse, rhythm, or pattern appears to be a fractal. The 17 papers that were published and are part of this volume provide credence to that claim. A variety of topics illustrate the use of fractional calculus in a range of disciplines and offer sufficient coverage to pique every reader's attention