Identifying the coefficient of first-order in parabolic equation from final measurement data (Q2483554): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.matcom.2008.01.002 / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.matcom.2008.01.002 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1971126381 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The inverse problem of option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical procedures for the determination of an unknown coefficient in semi-linear parabolic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: An inverse problem of finding a parameter in a semi-linear heat equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving an inverse parabolic problem by optimization from final measurement data / rank
 
Normal rank
Property / cites work
 
Property / cites work: One new strategy for <i>a priori</i> choice of regularizing parameters in Tikhonov's regularization / rank
 
Normal rank
Property / cites work
 
Property / cites work: The global uniqueness for determining two convection coefficients from Dirichlet to Neumann map in two dimensions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generic well-posedness of an inverse parabolic problem - the Hölder-space approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Calibration of the Local Volatility in a Generalized Black--Scholes Model Using Tikhonov Regularization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Calibration of the local volatility in a trinomial tree using Tikhonov regularization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Determination of a control parameter in a one-dimensional parabolic equation using the method of radial basis functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An inverse problem of finding a source parameter in a semilinear parabolic equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finding a control parameter in one-dimensional parabolic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Determination of a control function in three-dimensional parabolic equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter determination in a partial differential equation from the overspecified data / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification of a time-dependent coefficient in a partial differential equation subject to an extra measurement / rank
 
Normal rank
Property / cites work
 
Property / cites work: Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4895893 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the nature of ill-posedness of an inverse problem arising in option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inverse parabolic problems with the final overdetermination / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inverse problems for partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identifying the volatility of underlying assets from option prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new well-posed algorithm to recover implied local volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4256419 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Determination of a Parabolic Equation from Initial and Final Data / rank
 
Normal rank
Property / cites work
 
Property / cites work: An inversion method for parabolic equations based on quasireversibility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3965502 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An inverse problem of identifying the coefficient of parabolic equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4442576 / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.MATCOM.2008.01.002 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 22:40, 18 December 2024

scientific article
Language Label Description Also known as
English
Identifying the coefficient of first-order in parabolic equation from final measurement data
scientific article

    Statements

    Identifying the coefficient of first-order in parabolic equation from final measurement data (English)
    0 references
    0 references
    0 references
    0 references
    28 April 2008
    0 references
    The authors study an inverse problem of identifying the 1st order coefficient of a parabolic equation when the final observation is given. The original problem is transformed into an optimal control problem by optimization theory. The existence, uniqueness and a necessary condition of the minimum for the control functional are established. By an elliptic bilateral variational inequality which is deduced from the necessary condition, an algorithm and some numerical experiments are proposed. Numerical results show that the proposed method is an accurate and stable method to determine the coefficient of first-order in the inverse parabolic problems.
    0 references
    inverse problem
    0 references
    existence
    0 references
    uniqueness
    0 references
    necessary condition
    0 references
    numerical results
    0 references
    parabolic equation
    0 references
    optimal control
    0 references
    elliptic bilateral variational inequality
    0 references
    algorithm
    0 references
    numerical experiments
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references