11:00 - 11:30 |
Ruoting Gong: Wiener-Hopf Factorization for Time-Inhomogeneous Markov Processes ↓ Wiener-Hopf factorization (WHf) theory encompasses several important results in probability and stochastic processes, as well as in operator theory. The importance of the WHf stems not only from its theoretical appeal, manifested, in part, through probabilistic interpretation of analytical results, but also from its practical applications in a wide range of fields, such as fluctuation theory, insurance, and finance. The various existing forms of WHf for Markov chains, strong Markov processes, Levy processes, and Markov additive process, have been obtained only in the time-homogeneous case. However, there are abundant real life dynamical systems that are modeled in terms of time-inhomogenous processes, and yet the corresponding WHf theory is not available for this important class of models. In this talk, I will discuss our recent works on WHf for time-inhomogensous Markov chains and time-inhomogenous diffusion processes. To the best of our knowledge, these studies are the first two attempts to investigate the WHf for time-inhomogeneous Markov processes.
This talk is based on joint works with Tomasz R. Bielecki, Ziteng Cheng, and Igor Cialenco. (Lecture Hall - Academic island(定山院士岛报告厅)) |
11:30 - 12:00 |
Lasha Ephremidze: On explicit Wiener-Hopf factorization of NxN matrices in a vicinity of a given matrix ↓ This work is a natural continuation of our earlier paper [1]. Using the Janashia-Lagvilava method [2,3], we approximate an NxN matrix function G, which has a factorable principle minors, arbitrarily close with matrix function G0 whose explicit factorization is reduced to the factorization of polynomial matrices with monomial determinant tn. Then we propose a new algorithm for factorization of such polynomial matrices. In the end, we arrive to the Wiener-Hopf factorization of G0 .
The work was supported by the EU through the H2020-MSCA-RISE-2020 project EffectFact, Grant agreement ID: 101008140.
References
[1] L. Ephremidze and I. Spitkovsky, On explicit Wiener-Hopf factorization of 2x2 matrices in a vicinity of a given matrix, 2020, Proceedings of the Royal Society, A 476: 20200027. https://doi.org/10.1098/rspa.2020.0027
[2] G. Janashia, E. Lagvilava, and L. Ephremidze, A new method of matrix spectral factorization, IEEE Trans. Inform. Theory, 57 (2011), 2318-2326. DOI 10.1109/TIT.2011.2112233
[3] L. Ephremidze, F. Saied, and I. Spitkovsky, On the algorithmization of Janashia-Lagvilava matrix spectral factorization method, IEEE Trans. Inform. Theory, 64 (2018), 728-737. DOI: 10.1109/TIT.2017.2772877 (Lecture Hall - Academic island(定山院士岛报告厅)) |
17:15 - 17:45 |
Guido Lombardi: Direct Fredholm factorization method for Generalized Wiener-Hopf Equations in EM wedge diffraction problems immersed in complex media ↓ A comprehensive theory to study electromagnetic (EM) wedge diffraction problems immersed in complex media is introduced in spectral domain in the framework of Wiener-Hopf technique. This innovative and effective spectral theory has its foundations on: 1) a generalization of transverse equations theory applied to angular regions, 2) the characteristic Green function procedure, 3) the Wiener–Hopf method, and 4) a novel strategy for solving more generalized Wiener–Hopf equations (GWHEs) based on a generalization of Fredhom factorization. The methodology has demonstrated its efficacy in analyzing problems with wedges immersed in isotropic media. With the present work we extend the theory and applications to arbitrary linear EM media. It is important to note that spectral techniques, including the Sommerfeld–Malyuzhinets (SM) method, the Kontorovich–Lebedev (KL) transform method, and the Wiener–Hopf (WH) method, are well established, fundamental, and effective instruments for the accurate analysis of diffraction problems constituted by wedges in media with a single propagation constant. Here we extend the WH technique to the analysis of wedge diffraction in media with multiple propagation constants. To our knowledge, the proposed mathematical approach represents the first extension of spectral analysis of wedge diffraction problems immersed in complex arbitrary linear media. Validation through fundamental examples is proposed. The method is applicable to other physics beyond electromagnetics. This is joint work with Vito Daniele.
1. A.D. Bresler, N. Marcuvitz, “Operator Methods in Electromagnetic Field Theory,” Report R-495,56, PIB425; MRI Polytechnic Institute of Brooklyn: New York, NY, USA, 1956
2. L.B. Felsen, N. Marcuvitz, Radiation and Scattering of Waves; Prentice-Hall: Englewood Cliffs, NJ, USA, 1973
3. V. Daniele, G. Lombardi, “The Generalized Wiener-Hopf Equations for wave motion in angular regions: electromagnetic application,” Proc. R. Soc. A, 477:20210040, n.2252, pp. 1-27, 2021
4. V. Daniele, G. Lombardi, Scattering and Diffraction by Wedges 1: The Wiener-Hopf Solution—Theory, Hoboken, NJ: John Wiley & Sons, Inc. London, UK: ISTE, 2020
5. V. Daniele, G. Lombardi, Scattering and Diffraction by Wedges 2: The Wiener-Hopf Solution - Advanced Applications, Hoboken, NJ: John Wiley & Sons, Inc. London, UK: ISTE, 2020
6. V. Daniele, G. Lombardi, “Spectral Analysis of Electromagnetic Diffraction Phenomena in Angular Regions Filled by Arbitrary Linear Media,” Applied Science, 14, no. 19: 8685, pp. 1-37, 2024
7. V. Daniele, G. Lombardi, “The generalized Wiener–Hopf equations for the elastic wave motion in angular regions,” Proc. R. Soc. A, 478:20210624, n. 2257, pp.1-29, 2022 (Zoom (Online)) |