We consider wavelet estimation of the time-dependent (evolutionary) power spectrum of a locally stationary time series. Allowing for departures from stationary proves useful for modelling, e.g., transient phenomena, quasi-oscillating behaviour or spectrum modulation. In our work wavelets are used to provide an adaptive local smoothing of a short-time periodogram in the time-freqeuncy plane. For this, in contrast to classical nonparametric (linear) approaches we use nonlinear thresholding of the empirical wavelet coefficients of the evolutionary spectrum. We show how these techniques allow for both adaptively reconstructing the local structure in the time-frequency plane and for denoising the resulting estimates. To this end a threshold choice is derived which is motivated by minimax properties w.r.t. the integrated mean squared error. Our approach is based on a 2-d orthogonal wavelet transform modified by using a cardinal Lagrange interpolation function on the finest scale. As an example, we apply our procedure to a time-varying spectrum motivated from mobile radio propagation.
Monte-Carlo methods are widely used numerical tools in various fields of application, like rarefied gas dynamics, vacuum technology, stellar dynamics or nuclear physics. A central part in all applications is the generation of random variates according to a given probability law. Fundamental techniques to generate non-uniform random variates are the inversion principle or the acceptance-rejection method. Both procedures can be quite time-consuming if the given probability law has a complicated structure.; In this paper we consider probability laws depending on a small parameter and investigate the use of asmptotic expansions to generate random variates. The results given in the paper are restrictedto first order expansions. We show error estimates for the discrepancy as well as for the bounded Lipschitz distance of the asymptotic expansion. Furthermore the integration error for some special classes of functions is given. The efficiency of the method is proved by a numerical example from rarefied gas flows.
Some new approximation methods are described for harmonic functions corresponding to boundary values on the (unit) sphere. Starting from the usual Fourier (orthogonal) series approach, we propose here nonorthogonal expansions, i.e. series expansions in terms of overcomplete systems consisting of localizing functions. In detail, we are concerned with the so-called Gabor, Toeplitz, and wavelet expansions. Essential tools are modulations, rotations, and dilations of a mother wavelet. The Abel-Poisson kernel turns out to be the appropriate mother wavelet in approximation of harmonic functions from potential values on a spherical boundary.
In spite of its lack of theoretical justification, nonlinear diffusion filtering has become a powerful image enhancement tool in the recent years. The goal of the present paper is to provide a mathematical foundation for nonlinear diffusion filtering as a scale-space transformation which is flexible enough to simplify images without loosing the capability of enhancing edges. By stuying the Lyapunow functional, it is shown that nonlinear diffusion reduces Lp norms and central moments and increases the entropy of images. The proposed anisotropic class utilizes a diffusion tensor which may be adapted to the image structure. It permits existence, uniqueness and regularity results, the solution depends continuously on the initial image, and it fulfills an extremum principle. All considerations include linear and certain nonlinear isotropic models and apply to m-dimensional vector-valued images. The results are juxtaposed to linear and morphological scale-spaces.
Particle methods to simulate rarefied gas flows have found an increasing interest in Computational Fluid Dynamics during the last decade, see for example , ,  and . The general goal is to develop numerical schemes which are reliable enough to substitute real windtunnel experiments, needed for example in space research, by computer experiments. In order to achieve this goal one needs numerical methods solving the Boltzmann equation including all important physical effects. In general this means 3D computations for a chemically reacting rarefied gas. With codes of this kind at hand, Boltzmann simulation becomes a powerful tool in studying rarefied gas phenomena.
A domain decomposition scheme linking linearized kinetic and aerodynamic equations is considered. Convergence of the alternating scheme is shown. Moreover the physical correctness of the obtained coupled solutions is discussed.
Linear half-space problems can be used to solve domain decomposition problems between Boltzmann and aerodynamic equations. A new fast numerical method computing the asymptotic states and outgoing distributions for a linearized BGK half-space problem is presented. Relations with the so-called variational methods are discussed. In particular, we stress the connection between these methods and Chapman-Enskog type expansions.
A nonequilibrium situation governed by kinetic equations with strongly contrasted Knudsen numbers in different subdomains is discussed. We consider a domain decomposition problem for Boltzmann- and Euler equations, establish the correct coupling conditions and prove the validity of the obtained coupled solution. Moreover numerical examples comparing different types of coupling conditions are presented.
As it is well known in statistical physics the stationary distribution can be obtained by maximizing entropy. We show how one can reconstruct the formula for entropy knowing the formula for the stationary distribution. A general case is discussed and some concrete physical examples are considered.