Inverse problems for finite vector-valued Jacobi operators
We give a complete solution to the inverse problem for finite Jacobi operators with matrix-valued coefficients.
According to Pareto's theory of consumer demand a rational representative consumer should choose their consumption bundle as the solution of mathematical programming problem of maximization of utility function under their budget constraint. The inverse problem of demand analysis is to recover the utility function from the demand functions. The answer to the question of solvability of this problem is based on the revealed preference theory. If the problem is unsolvable, one should apply regularization procedure by introducing irrationality indices. When recovering the utility function one puts a priori requirements on it. In this paper, we suggest including positively-homogeneity property into these requirements. We compare the setups with and without this requirement both theoretically and empirically and provide evidence in favor of requiring this property when computing economic indices for consumer representing consumption behavior of large number of various households for large time intervals.
Filtration problems arise in the design of tunnels and underground structures. A onedimensional filtration model of a monodisperse suspension in a homogeneous porous medium is considered. For a general nonlinear filtration function, an asymptotic solution is constructed behind the concentrations front of suspended and retained particles. It is shown that the asymptotics is close to the numerical solution. Comparison of the asymptotics with the suspended particles concentration at the outlet of the porous medium allows solving the inverse filtration problem on finding the nonlinear filtration function. The proposed method allows to obtain the filtration function based on the results of standard laboratory experiments.
The work is devoted to solving the problem of identification for two versions of the model of the Russian banking system on the available statistical data. To identify the parameters of models, the method of solving the inverse problem for a system of differential equations is used. For calculations, the Runge-Kutta method of order 4 is used, taking into account the features of model systems, the explicit form of which depends on the values of statistical quantities. Identification is performed on statistical data in the period from 2011 to 2017: in the pre-crisis period (2011-2014) and in the period of the crisis of 2014 and after. Calculations and implementation of the algorithm are performed in the computer algebra system Maplesoft Maple.
Although MEG/EEG signals are highly variable between subjects, they allow characterizing systematic changes of cortical activity in both space and time. Traditionally a two-step procedure is used. The first step is a transition from sensor to source space by the means of solving an ill-posed inverse problem for each subject individually. The second is mapping of cortical regions consistently active across subjects. In practice the first step often leads to a set of active cortical regions whose location and timecourses display a great amount of interindividual variability hindering the subsequent group analysis. We propose Group Analysis Leads to Accuracy (GALA)—a solution that combines the two steps into one. GALA takes advantage of individual variations of cortical geometry and sensor locations. It exploits the ensuing variability in electromagnetic forward model as a source of additional information. We assume that for different subjects functionally identical cortical regions are located in close proximity and partially overlap and their timecourses are correlated. This relaxed similarity constraint on the inverse solution can be expressed within a probabilistic framework, allowing for an iterative algorithm solving the inverse problem jointly for all subjects. A systematic simulation study showed that GALA, as compared with the standard min-norm approach, improves accuracy of true activity recovery, when accuracy is assessed both in terms of spatial proximity of the estimated and true activations and correct specification of spatial extent of the activated regions. This improvement obtained without using any noise normalization techniques for both solutions, preserved for a wide range of between-subject variations in both spatial and temporal features of regional activation. The corresponding activation timecourses exhibit significantly higher similarity across subjects. Similar results were obtained for a real MEG dataset of face-specific evoked responses.
We develop an approach to analysis of stock market crises based on the generalized nonparametric method. The generalized nonparametric method is based on solvability and regularization of ill-posed inverse problem in Pareto's demand theory. Our approach allows one to select a few companies that may be considered as the main reason for the crisis. We apply this approach to study the Chinese stock market crash in 2015.
A model for organizing cargo transportation between two node stations connected by a railway line which contains a certain number of intermediate stations is considered. The movement of cargo is in one direction. Such a situation may occur, for example, if one of the node stations is located in a region which produce raw material for manufacturing industry located in another region, and there is another node station. The organization of freight traﬃc is performed by means of a number of technologies. These technologies determine the rules for taking on cargo at the initial node station, the rules of interaction between neighboring stations, as well as the rule of distribution of cargo to the ﬁnal node stations. The process of cargo transportation is followed by the set rule of control. For such a model, one must determine possible modes of cargo transportation and describe their properties. This model is described by a ﬁnite-dimensional system of diﬀerential equations with nonlocal linear restrictions. The class of the solution satisfying nonlocal linear restrictions is extremely narrow. It results in the need for the “correct” extension of solutions of a system of diﬀerential equations to a class of quasi-solutions having the distinctive feature of gaps in a countable number of points. It was possible numerically using the Runge–Kutta method of the fourth order to build these quasi-solutions and determine their rate of growth. Let us note that in the technical plan the main complexity consisted in obtaining quasi-solutions satisfying the nonlocal linear restrictions. Furthermore, we investigated the dependence of quasi-solutions and, in particular, sizes of gaps (jumps) of solutions on a number of parameters of the model characterizing a rule of control, technologies for transportation of cargo and intensity of giving of cargo on a node station.
Let k be a field of characteristic zero, let G be a connected reductive algebraic group over k and let g be its Lie algebra. Let k(G), respectively, k(g), be the field of k- rational functions on G, respectively, g. The conjugation action of G on itself induces the adjoint action of G on g. We investigate the question whether or not the field extensions k(G)/k(G)^G and k(g)/k(g)^G are purely transcendental. We show that the answer is the same for k(G)/k(G)^G and k(g)/k(g)^G, and reduce the problem to the case where G is simple. For simple groups we show that the answer is positive if G is split of type A_n or C_n, and negative for groups of other types, except possibly G_2. A key ingredient in the proof of the negative result is a recent formula for the unramified Brauer group of a homogeneous space with connected stabilizers. As a byproduct of our investigation we give an affirmative answer to a question of Grothendieck about the existence of a rational section of the categorical quotient morphism for the conjugating action of G on itself.
Let G be a connected semisimple algebraic group over an algebraically closed field k. In 1965 Steinberg proved that if G is simply connected, then in G there exists a closed irreducible cross-section of the set of closures of regular conjugacy classes. We prove that in arbitrary G such a cross-section exists if and only if the universal covering isogeny Ĝ → G is bijective; this answers Grothendieck's question cited in the epigraph. In particular, for char k = 0, the converse to Steinberg's theorem holds. The existence of a cross-section in G implies, at least for char k = 0, that the algebra k[G]G of class functions on G is generated by rk G elements. We describe, for arbitrary G, a minimal generating set of k[G]G and that of the representation ring of G and answer two Grothendieck's questions on constructing generating sets of k[G]G. We prove the existence of a rational (i.e., local) section of the quotient morphism for arbitrary G and the existence of a rational cross-section in G (for char k = 0, this has been proved earlier); this answers the other question cited in the epigraph. We also prove that the existence of a rational section is equivalent to the existence of a rational W-equivariant map T- - - >G/T where T is a maximal torus of G and W the Weyl group.