Identifying the coefficient of first-order in parabolic equation from final measurement data

DOI10.1016/J.MATCOM.2008.01.002MaRDI QIDQ2483554zbMATH OpenOpenAlexFDO

Authors Zui-Cha Deng, Liu Yang, Jianning Yu

Publication date 28 April 2008

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2008.01.002

zbMATH Keywords

inverse problemnumerical resultsalgorithmnumerical experimentsexistenceoptimal controluniquenessparabolic equationnecessary conditionelliptic bilateral variational inequality

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Initial value problems for second-order parabolic equations (35K15) Inverse problems for PDEs (35R30) Existence theories for optimal control problems involving partial differential equations (49J20) Variational inequalities (49J40) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

Recommendations

• An inverse problem of identifying the coefficient of parabolic equation
• Solving an inverse parabolic problem by optimization from final measurement data
• scientific article; zbMATH DE number 5370759
• The inverse problem of determining the lower-order coefficient in parabolic equations with integral observation

Cites work

• scientific article; zbMATH DE number 3787949 (Why is no real title available?)
• scientific article; zbMATH DE number 1314883 (Why is no real title available?)
• scientific article; zbMATH DE number 2030325 (Why is no real title available?)
• scientific article; zbMATH DE number 936298 (Why is no real title available?)
• A new well-posed algorithm to recover implied local volatility
• An inverse problem of finding a parameter in a semi-linear heat equation
• An inverse problem of finding a source parameter in a semilinear parabolic equation
• An inverse problem of identifying the coefficient of parabolic equation
• An inversion method for parabolic equations based on quasireversibility
• Calibration of the Local Volatility in a Generalized Black--Scholes Model Using Tikhonov Regularization
• Calibration of the local volatility in a trinomial tree using Tikhonov regularization
• Determination of a control function in three-dimensional parabolic equations
• Determination of a control parameter in a one-dimensional parabolic equation using the method of radial basis functions
• Finding a control parameter in one-dimensional parabolic equations
• Generic well-posedness of an inverse parabolic problem - the Hölder-space approach
• Identification of a time-dependent coefficient in a partial differential equation subject to an extra measurement
• Identifying the volatility of underlying assets from option prices
• Inverse parabolic problems with the final overdetermination
• Inverse problems for partial differential equations
• Numerical procedures for the determination of an unknown coefficient in semi-linear parabolic differential equations
• On the nature of ill-posedness of an inverse problem arising in option pricing
• One new strategy for a priori choice of regularizing parameters in Tikhonov's regularization
• Parameter determination in a partial differential equation from the overspecified data
• Solving an inverse parabolic problem by optimization from final measurement data
• The Determination of a Parabolic Equation from Initial and Final Data
• The global uniqueness for determining two convection coefficients from Dirichlet to Neumann map in two dimensions
• The inverse problem of option pricing
• Tikhonov regularization applied to the inverse problem of option pricing: convergence analysis and rates
• Uniqueness, stability and numerical methods for the inverse problem that arises in financial markets

Cited in

(28)

• An inverse problem of identifying the coefficient in a nonlinear parabolic equation
• Solving an inverse parabolic problem by optimization from final measurement data
• The use of Chebyshev cardinal functions for the solution of a partial differential equation with an unknown time-dependent coefficient subject to an extra measurement
• An inverse problem of determining the shape of rotating body by temperature measurements
• Solving the inverse problem of an SIS epidemic reaction-diffusion model by optimal control methods
• Stability estimate for an inverse problem of the convection-diffusion equation
• Stability estimate for a partial data inverse problem for the convection-diffusion equation
• Numerical Study of Inverse Source Problem for Internal Degenerate Parabolic Equation
• Simultaneous identification of two parameters on the reaction diffusion system from discrete measurement data
• Inverse problem of time-dependent heat sources numerical reconstruction
• Optimization method for the inverse problem of reconstructing the source term in a parabolic equation
• Simultaneous identification of two time independent coefficients in a nonlinear phase field system
• An inverse problem arisen in the zero-coupon bond pricing
• An inverse problem for the KdV equation with Neumann boundary measured data
• Drift coefficient inversion problem of Kolmogorov-type equation
• Parameter identification by optimization method for a pollution problem in porous media
• Identification of an unknown coefficient in KdV equation from final time measurement
• A total variation regularization method for an inverse problem of recovering an unknown diffusion coefficient in a parabolic equation
• Simultaneous determination of time and space-dependent coefficients in a parabolic equation
• Hölder stability estimates in determining the time-dependent coefficients of the heat equation from the Cauchy data set
• Inverse problem for the reaction diffusion system by optimization method
• Numerical simulation for an inverse source problem in a degenerate parabolic equation
• An inverse problem of identifying the coefficient of parabolic equation
• Simultaneous identification of parameters and initial datum of reaction diffusion system by optimization method
• Identifying the radiative coefficient of an evolutional type heat conduction equation by optimization method
• A partial data inverse problem for the convection-diffusion equation
• Stably determining time-dependent convection–diffusion coefficients from a partial Dirichlet-to-Neumann map
• Coefficient identification in parabolic equations with final data

This page was built for publication: Identifying the coefficient of first-order in parabolic equation from final measurement data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2483554)