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Uniqueness Properties of The Solution of The Inverse Problem for The Sturm-Liouville Equation With Discontinuous Leading Coefficient 42
ADILOGLU,ANAR; GÜRDAL,MEHMET; KINCI,AYŞE N..
Abstract The present paper studies uniqueness properties of the solution of the inverse problem for the Sturm-Liouville equation with discontinuous leading coefficient and the separated boundary conditions. It is proved that the considered boundary-value is uniquely reconstructed, i.e. the potential function of the equation and the constants in the boundary conditions are uniquely determined by given Weyl function or by the given spectral data.
Tipo: Info:eu-repo/semantics/article Palavras-chave: Asymptotic formulas for eigenvalues; Boundary value problems; Inverse problems; Spectral; Analysis of ordinary differential operators; Sturm-Liouville theory; Transformation operator.
Ano: 2017 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652017000602547
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Eddy-Current Modeling of a Continous Conductivity Profile Resulting From a Diffusion Process 5
Lambert, Marc; Nouguier, Frederic; Zorgati, Riadh.
This paper deals with the modelization of eddy-current measurements over combustion turbine blade coatings affected by depletion of aluminum. First, we model the response of an eddy-current coil over a layered metallic structure with a top over-aluminized coating by extending the analytical Uzal-Rose's model for one hyperbolic tangent conductivity profile to a conductivity profile using two hyperbolic tangents for taking inward and outward depletion of aluminum inside the coating into account. Results obtained with this model are similar to those obtained with a numerical multilayer model but with a reduced computing time.
Tipo: Text Palavras-chave: Coils; Eddy current testing; Electrical conductivity measurement; Inverse problems; Probes.
Ano: 2011 URL: http://archimer.ifremer.fr/doc/00043/15424/12976.pdf
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The information theoretic foundations of a probabilistic and predictive micro and macro economics 31
Judge, George G..
Despite the productive efforts of economists, the disequilibrium nature of the economic system and imprecise predictions persist. One reason for this outcome is that traditional econometric models and estimation and inference methods cannot provide the necessary quantitative information for the causal influence-dynamic micro and macro questions we need to ask given the noisy indirect effects data we use. To move economics in the direction of a probabilistic and causal based predictive science, in this paper information theoretic estimation and inference methods are suggested as a basis for understanding and making predictions about dynamic micro and macro economic processes and systems.
Tipo: Working Paper Palavras-chave: Information theoretic methods; State space models; First order Markov processes; Inverse problems; Dynamic economic systems; Research Methods/ Statistical Methods; C40; C51.
Ano: 2012 URL: http://purl.umn.edu/122890
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