On the Inverse Problem for a Size-Structured Population Model

We consider a size-structured model for cell division and address the question of determining the division (birth) rate from the measured stable size distribution of the population. We formulate such question as an inverse problem for an integro-differential equation posed on the half line. We develop firstly a regular dependency theory for the solution in terms of the coefficients and, secondly, a novel regularization technique for tackling this inverse problem which takes into account the specific nature of the equation. Our results rely also on generalized relative entropy estimates and related Poincar\'e inequalities

Tangent Graeffe Iteration

Graeffe iteration was the choice algorithm for solving univariate polynomials in the XIX-th and early XX-th century. In this paper, a new variation of Graeffe iteration is given, suitable to IEEE floating-point arithmetics of modern digital computers. We prove that under a certain generic assumption the proposed algorithm converges. We also estimate the error after N iterations and the running cost. The main ideas from which this algorithm is built are: classical Graeffe iteration and Newton Diagrams, changes of scale (renormalization), and replacement of a difference technique by a differentiation one. The algorithm was implemented successfully and a number of numerical experiments are displayed

Geometrical Loci and CFTs via the Virasoro Symmetry of the mKdV-SG hierarchy: an excursus

We will describe the appearance of specific algebraic KdV potentials as a consequence of a requirement on a integro-differential expression. This expression belongs to a class generated by means of Virasoro vector fields acting on the KdV field. The ``almost'' rational KdV fields are described in terms of a geometrical locus of complex points. A class of solutions of this locus has recently appeared as a description of any conformal Verma module without degeneration.Comment: LaTex, 9 page

Online Local Volatility Calibration by Convex Regularization with Morozov's Principle and Convergence Rates

We address the inverse problem of local volatility surface calibration from market given option prices. We integrate the ever-increasing flow of option price information into the well-accepted local volatility model of Dupire. This leads to considering both the local volatility surfaces and their corresponding prices as indexed by the observed underlying stock price as time goes by in appropriate function spaces. The resulting parameter to data map is defined in appropriate Bochner-Sobolev spaces. Under this framework, we prove key regularity properties. This enable us to build a calibration technique that combines online methods with convex Tikhonov regularization tools. Such procedure is used to solve the inverse problem of local volatility identification. As a result, we prove convergence rates with respect to noise and a corresponding discrepancy-based choice for the regularization parameter. We conclude by illustrating the theoretical results by means of numerical tests.Comment: 23 pages, 5 figure

Bi-Hamiltonian Aspects of a Matrix Harry Dym Hierarchy

We study the Harry Dym hierarchy of nonlinear evolution equations from the bi-Hamiltonian view point. This is done by using the concept of an S-hierarchy. It allows us to define a matrix Harry Dym hierarchy of commuting Hamiltonian flows in two fields that projects onto the scalar Harry Dym hierarchy. We also show that the conserved densities of the matrix Harry Dym equation can be found by means of a Riccati-type equation.Comment: Revised version, 22 pages; a section on reciprocal transformations added. To appear in J. Math. Phys