Uniqueness and stability of the minimizer for a binary functional arising in an inverse heat conduction problem

DOI10.1016/J.JMAA.2011.04.070MaRDI QIDQ549781zbMATH OpenOpenAlexFDO

Authors Zui-Cha Deng, Liu Yang, Nan Chen

Publication date 18 July 2011

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2011.04.070

zbMATH Keywords

inverse problemstabilityuniquenessheat conduction equationbinary functional

Mathematics Subject Classification ID

Initial-boundary value problems for second-order parabolic systems (35K51) Sensitivity, stability, well-posedness (49K40) Inverse problems in optimal control (49N45)

Recommendations

• An inverse radiative coefficient problem arising in a two-dimensional heat conduction equation with a homogeneous Dirichlet boundary condition in a circular section
• Identifying the radiative coefficient of an evolutional type heat conduction equation by optimization method
• Optimization method for an evolutional type inverse heat conduction problem
• Optimization method for the inverse problem of reconstructing the source term in a parabolic equation
• An optimal control method for nonlinear inverse diffusion coefficient problem

Cites work

• scientific article; zbMATH DE number 3905045 (Why is no real title available?)
• scientific article; zbMATH DE number 3787949 (Why is no real title available?)
• scientific article; zbMATH DE number 936298 (Why is no real title available?)
• scientific article; zbMATH DE number 3277871 (Why is no real title available?)
• A new well-posed algorithm to recover implied local volatility
• A quasi Tikhonov regularization for a two-dimensional backward heat problem by a fundamental solution
• An inverse problem of determining the implied volatility in option pricing
• An inverse problem of identifying the coefficient in a nonlinear parabolic equation
• An inverse problem of identifying the coefficient of parabolic equation
• Equivalent Norms for Sobolev Spaces
• Generic well-posedness of an inverse parabolic problem - the Hölder-space approach
• Identifying the volatility of underlying assets from option prices
• Inverse parabolic problems with the final overdetermination
• Inverse problems for partial differential equations
• Numerical identifications of parameters in parabolic systems
• Numerical solution of forward and backward problem for 2-D heat conduction equation
• Optimization method for an evolutional type inverse heat conduction problem
• Simultaneous reconstruction of the initial temperature and heat radiative coefficient
• Solving an inverse parabolic problem by optimization from final measurement data
• The Determination of a Parabolic Equation from Initial and Final Data
• The decomposition approach to inverse heat conduction
• 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

(4)

• An inverse coefficient problem for the heat equation in the case of nonlocal boundary conditions
• Optimization method for a multi-parameters identification problem in degenerate parabolic equations
• Simultaneous identification of parameters and initial datum of reaction diffusion system by optimization method
• On the existence of a global minimum in inverse parameters identification by self-optimizing inverse analysis method

This page was built for publication: Uniqueness and stability of the minimizer for a binary functional arising in an inverse heat conduction problem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q549781)