scholarly journals Constrained Extrapolation Problem and Order‐Dependent Mappings

2021 ◽  
pp. 2000554
Author(s):  
Corbinian Wellenhofer ◽  
Daniel R. Phillips ◽  
Achim Schwenk
Keyword(s):  
Extrapolation Problem

Robust Extrapolation Problem for Stochastic Processes with Stationary Increments

2014 ◽  
Vol 2 (2) ◽  
pp. 78-88
Author(s):  
Maksym Luz ◽  
Mikhail Moklyachuk
Keyword(s):  
Stochastic Processes ◽  
Stationary Increments ◽  
Extrapolation Problem

Compressed wavefield extrapolation

Geophysics ◽  
2007 ◽  
Vol 72 (5) ◽  
pp. SM77-SM93 ◽  
Author(s):  
Tim T. Lin ◽  
Felix J. Herrmann
Keyword(s):  
Wave Propagation ◽  
Compressed Sensing ◽  
Signal Recovery ◽  
New Paradigm ◽  
New Approach ◽  
Measurement Basis ◽  
Recent Developments ◽  
Data Volume ◽  
Extrapolation Problem ◽  
Wavefield Extrapolation

An explicit algorithm for the extrapolation of one-way wavefields is proposed that combines recent developments in information theory and theoretical signal processing with the physics of wave propagation. Because of excessive memory requirements, explicit formulations for wave propagation have proven to be a challenge in 3D. By using ideas from compressed sensing, we are able to formulate the (inverse) wavefield extrapolation problem on small subsets of the data volume, thereby reducing the size of the operators. Compressed sensing entails a new paradigm for signal recovery that provides conditions under which signals can be recovered from incomplete samplings by nonlinear recovery methods that promote sparsity of the to-be-recovered signal. According to this theory, signals can be successfully recovered when the measurement basis is incoherent with the representa-tion in which the wavefield is sparse. In this new approach, the eigenfunctions of the Helmholtz operator are recognized as a basis that is incoherent with curvelets that are known to compress seismic wavefields. By casting the wavefield extrapolation problem in this framework, wavefields can be successfully extrapolated in the modal domain, despite evanescent wave modes. The degree to which the wavefield can be recovered depends on the number of missing (evanescent) wavemodes and on the complexity of the wavefield. A proof of principle for the compressed sensing method is given for inverse wavefield extrapolation in 2D, together with a pathway to 3D during which the multiscale and multiangular properties of curvelets, in relation to the Helmholz operator, are exploited. The results show that our method is stable, has reduced dip limitations, and handles evanescent waves in inverse extrapolation.

Signal Recovery

2009 ◽  
Author(s):  
Robert J Marks II
Keyword(s):  
Interpolation Problem ◽  
Super Resolution ◽  
Sampling Theorem ◽  
Signal Recovery ◽  
Continuous Sampling ◽  
Bandlimited Signals ◽  
Special Cases ◽  
Extrapolation Problem ◽  
Definition Of

The literature on the recovery of signals and images is vast (e.g., [23, 110, 112, 257, 391, 439, 791, 795, 933, 934, 937, 945, 956, 1104, 1324, 1494, 1495, 1551]). In this Chapter, the specific problem of recovering lost signal intervals from the remaining known portion of the signal is considered. Signal recovery is also a topic of Chapter 11 on POCS. To this point, sampling has been discrete. Bandlimited signals, we will show, can also be recovered from continuous samples. Our definition of continuous sampling is best presented by illustration.Asignal, f (t), is shown in Figure 10.1a, along with some possible continuous samples. Regaining f (t) from knowledge of ge(t) = f (t)Π(t/T) in Figure 10.1b is the extrapolation problem which has applications in a number of fields. In optics, for example, extrapolation in the frequency domain is termed super resolution [2, 40, 367, 444, 500, 523, 641, 720, 864, 1016, 1099, 1117]. Reconstructing f (t) from its tails [i.e., gi(t) = f (t){1 − Π(t/T)}] is the interval interpolation problem. Prediction, shown in Figure 10.1d, is the problem of recovering a signal with knowledge of that signal only for negative time. Lastly, illustrated in Figure 10.1e, is periodic continuous sampling. Here, the signal is known in sections periodically spaced at intervals of T. The duty cycle is α. Reconstruction of f (t) from this data includes a number of important reconstruction problems as special cases. (a) By keeping αT constant, we can approach the extrapolation problem by letting T go to ∞. (b) Redefine the origin in Figure 10.1e to be centered in a zero interval. Under the same assumption as (a), we can similarly approach the interpolation problem. (c) Redefine the origin as in (b). Then the interpolation problem can be solved by discarding data to make it periodically sampled. (d) Keep T constant and let α → 0. The result is reconstructing f (t) from discrete samples as discussed in Chapter 5. Indeed, this model has been used to derive the sampling theorem [246]. Figures 10.1b-e all illustrate continuously sampled versions of f (t).

On an extrapolation problem for characteristic functions

2020 ◽  
Vol 60 (3) ◽  
pp. 376-384
Author(s):  
Saulius Norvidas
Keyword(s):  
Characteristic Functions ◽  
Extrapolation Problem

Extrapolation Problem in Current-Algebra Calculations of theπ−πScattering Lengths

1967 ◽  
Vol 18 (17) ◽  
pp. 723-726 ◽  
Author(s):  
Joseph Sucher ◽  
Ching-Hung Woo
Keyword(s):  
Current Algebra ◽  
Extrapolation Problem

Extrapolation Problem for Continuous Time Periodically Correlated Isotropic Random Fields

2017 ◽  
Vol 19 ◽  
pp. 1-23
Author(s):  
Iryna Golichenko ◽  
Oleksand Masyutka ◽  
Mikhail Moklyachuk
Keyword(s):  
Random Field ◽  
Spectral Characteristics ◽  
Mean Square ◽  
Spectral Densities ◽  
Optimal Linear ◽  
Extrapolation Problem ◽  
Time Argument ◽  
The Mean ◽  
Mean Square Errors ◽  
Isotropic Random

The problem of optimal linear estimation of functionals depending on the unknown values of a random fieldζ(t,x), which is mean-square continuous periodically correlated with respect to time argumenttє R and isotropic on the unit sphere Sn with respect to spatial argumentxєSn. Estimates are based on observations of the fieldζ(t,x) +Θ(t,x) at points (t,x) :t< 0;xєSn, whereΘ(t,x) is an uncorrelated withζ(t,x) random field, which is mean-square continuous periodically correlated with respect to time argumenttє R and isotropic on the sphereSnwith respect to spatial argumentxєSn. Formulas for calculating the mean square errors and the spectral characteristics of the optimal linear estimate of functionals are derived in the case of spectral certainty where the spectral densities of the fields are exactly known. Formulas that determine the least favourable spectral densities and the minimax (robust) spectral characteristics are proposed in the case where the spectral densities are not exactly known while a class of admissible spectral densities is given.

scholarly journals Numerical Solution for the Extrapolation Problem of Analytic Functions

Research ◽  
2019 ◽  
Vol 2019 ◽  
pp. 1-10 ◽  
Author(s):  
Nikolaos P. Bakas
Keyword(s):  
Numerical Solution ◽  
Basis Functions ◽  
Test Cases ◽  
Multiple Dimensions ◽  
Error Magnitude ◽  
Approximation Errors ◽  
Rapid Calculation ◽  
Extrapolation Problem ◽  
The Given ◽  
Domain Length

In this work, a numerical solution for the extrapolation problem of a discrete set of n values of an unknown analytic function is developed. The proposed method is based on a novel numerical scheme for the rapid calculation of higher order derivatives, exhibiting high accuracy, with error magnitude of O(10−100) or less. A variety of integrated radial basis functions are utilized for the solution, as well as variable precision arithmetic for the calculations. Multiple alterations in the function’s direction, with no curvature or periodicity information specified, are efficiently foreseen. Interestingly, the proposed procedure can be extended in multiple dimensions. The attained extrapolation spans are greater than two times the given domain length. The significance of the approximation errors is comprehensively analyzed and reported, for 5832 test cases.

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