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Interval linear regression analysis based on Minkowski difference – a bridge between traditional and interval linear regression models

Masahiro Inuiguchi, Tetsuzo Tanino (2006)

Kybernetika

In this paper, we extend the traditional linear regression methods to the (numerical input)-(interval output) data case assuming both the observation/measurement error and the indeterminacy of the input-output relationship. We propose three different models based on three different assumptions of interval output data. In each model, the errors are defined as intervals by solving the interval equation representing the relationship among the interval output, the interval function and the interval...

Interval matrices with Monge property

Martin Černý (2020)

Applications of Mathematics

We generalize the Monge property of real matrices for interval matrices. We define two classes of interval matrices with the Monge property---in a strong and a weak sense. We study the fundamental properties of both types. We show several different characterizations of the strong Monge property. For the weak Monge property, we give a polynomial description and several sufficient and necessary conditions. For both classes, we study closure properties. We further propose a generalization of an algorithm...

Interval solutions of linear interval equations

Jiří Rohn (1990)

Aplikace matematiky

It is shown that if the concept of an interval solution to a system of linear interval equations given by Ratschek and Sauer is slightly modified, then only two nonlinear equations are to be solved to find a modified interval solution or to verify that no such solution exists.

Introduction to magnetic resonance imaging for mathematicians

Charles L. Epstein (2004)

Annales de l’institut Fourier

The basic concepts and models used in the study of nuclear magnetic resonance are introduced. A simple imaging experiment is described, as well as, the reduction of the problem of selective excitation to a classical problem in inverse scattering.

Inverse coefficient problems for variational inequalities : optimality conditions and numerical realization

Michael Hintermüller (2001)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

We consider the identification of a distributed parameter in an elliptic variational inequality. On the basis of an optimal control problem formulation, the application of a primal-dual penalization technique enables us to prove the existence of multipliers giving a first order characterization of the optimal solution. Concerning the parameter we consider different regularity requirements. For the numerical realization we utilize a complementarity function, which allows us to rewrite the optimality...

Inverse Coefficient Problems for Variational Inequalities: Optimality Conditions and Numerical Realization

Michael Hintermüller (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

We consider the identification of a distributed parameter in an elliptic variational inequality. On the basis of an optimal control problem formulation, the application of a primal-dual penalization technique enables us to prove the existence of multipliers giving a first order characterization of the optimal solution. Concerning the parameter we consider different regularity requirements. For the numerical realization we utilize a complementarity function, which allows us to rewrite the optimality...

Inverse du Laplacien discret dans le problème de Poisson-Dirichlet à deux dimensions sur un rectangle

Jean Chanzy (2006)

Annales de la faculté des sciences de Toulouse Mathématiques

Ce travail a pour objet l’étude d’une méthode de « discrétisation » du Laplacien dans le problème de Poisson à deux dimensions sur un rectangle, avec des conditions aux limites de Dirichlet. Nous approchons l’opérateur Laplacien par une matrice de Toeplitz à blocs, eux-mêmes de Toeplitz, et nous établissons une formule donnant les blocs de l’inverse de cette matrice. Nous donnons ensuite un développement asymptotique de la trace de la matrice inverse, et du déterminant de la matrice de Toeplitz....

Inverse eigenvalue problem for constructing a kind of acyclic matrices with two eigenpairs

Maryam Babaei Zarch, Seyed Abolfazl Shahzadeh Fazeli, Seyed Mehdi Karbassi (2020)

Applications of Mathematics

We investigate an inverse eigenvalue problem for constructing a special kind of acyclic matrices. The problem involves the reconstruction of the matrices whose graph is an m -centipede. This is done by using the ( 2 m - 1 ) st and ( 2 m ) th eigenpairs of their leading principal submatrices. To solve this problem, the recurrence relations between leading principal submatrices are used.

Inverse modelling of image-based patient-specific blood vessels: zero-pressure geometry and in vivo stress incorporation

Joris Bols, Joris Degroote, Bram Trachet, Benedict Verhegghe, Patrick Segers, Jan Vierendeels (2013)

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique

In vivo visualization of cardiovascular structures is possible using medical images. However, one has to realize that the resulting 3D geometries correspond to in vivo conditions. This entails an internal stress state to be present in the in vivo measured geometry of e.g. a blood vessel due to the presence of the blood pressure. In order to correct for this in vivo stress, this paper presents an inverse method to restore the original zero-pressure geometry of a structure, and to recover the in vivo...

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