Zobrazeno 1 - 10
of 34
pro vyhledávání: '"Zui-Cha Deng"'
Publikováno v:
AIMS Mathematics, Vol 7, Iss 10, Pp 19237-19266 (2022)
In this paper, an inverse problem of determining the space-dependent volatility from the observed market prices of options with different strikes is studied. Being different from other inverse volatility problem with classical parabolic equations, we
Externí odkaz:
https://doaj.org/article/ab45ecb53c554d398f09474df38134bc
Autor:
Zui-Cha Deng, Liu Yang
Publikováno v:
AIMS Mathematics, Vol 7, Iss 4, Pp 7026-7039 (2022)
A semi-infinite inverse source problem in heat conduction equations is considered, where the source term is assumed to be compactly supported in the region. After introducing a suitable artificial boundary, the semi-infinite problem is transformed in
Externí odkaz:
https://doaj.org/article/24e1cecf2d694266adff2b6da1e42619
Publikováno v:
AIMS Mathematics, Vol 6, Iss 4, Pp 3080-3104 (2021)
In this paper, we study the inverse problem of identifying the initial value of a two-dimensional degenerate parabolic equation, which often appears in the fields of engineering, physics, and computer image processing. Firstly, the difference scheme
Externí odkaz:
https://doaj.org/article/d77e1cafde1140fbb8c810b4e23edcb2
Autor:
Zui-Cha Deng, Liu Yang
Publikováno v:
Bulletin of the Iranian Mathematical Society. 45:1243-1267
This paper investigates an inverse problem of identifying the implied volatility in the financial products linked with gold price, which has important application infinancial derivatives pricing. Based on the optimal control framework, the existence
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::334f8c05d93c1d9c55e52d7da8dd8603
https://doi.org/10.1007/s41980-018-00196-x
https://doi.org/10.1007/s41980-018-00196-x
Publikováno v:
Applied Mathematical Modelling. 59:464-482
In this paper, we would like to give an indirect possible way to reconstruct the shape of rotating body by temperature measurements. The mathematical model is governed by a heat conduction equation in which the parameter to determine is denoted by an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::618d5375be32e01899b660dcc20f84f9
https://doi.org/10.1016/j.apm.2018.02.002
https://doi.org/10.1016/j.apm.2018.02.002
Publikováno v:
Mathematical Methods in the Applied Sciences. 41:3414-3429
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::414ef85d920b152c584a01adb0699584
https://doi.org/10.1002/mma.4833
https://doi.org/10.1002/mma.4833
Autor:
Zui-Cha Deng, Liu Yang
Publikováno v:
Numerical Methods for Partial Differential Equations. 33:1900-1923
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c01348dac18244e5e64875ce50bc4018
https://doi.org/10.1002/num.22165
https://doi.org/10.1002/num.22165
Autor:
Zui-Cha Deng, Liu Yang
Publikováno v:
Journal of Mathematical Analysis and Applications. 435:917-943
In this study, we investigate the well-posedness of the solution of an optimal control problem related to a nonlinear inverse coefficient problem. Problems of this type have important applications in several fields of applied science. Unlike other te
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1c27c4b99c5c7c60dfe2d66f2303ba51
https://doi.org/10.1016/j.jmaa.2015.10.043
https://doi.org/10.1016/j.jmaa.2015.10.043
Autor:
Liu Yang, Zui-Cha Deng
Publikováno v:
Journal of Mathematical Analysis and Applications. 488:124095
An inverse source problem in degenerate parabolic equations is considered, where the diffusion coefficient are zero on the whole boundary. Based on the strong maximum principle for degenerate parabolic equations established in the paper, the uniquene
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1b9657d62347da28fe83aa0dfdcafa50
https://doi.org/10.1016/j.jmaa.2020.124095
https://doi.org/10.1016/j.jmaa.2020.124095
Publikováno v:
Journal of Computational and Applied Mathematics. 366:112422
This paper investigates an inverse problem of simultaneously reconstructing the initial value and source coefficient in a degenerate parabolic equation. Problems of this type have important applications in several fields of applied science. Being dif
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d5b24a55ae5dded849135c68df1d581b
https://doi.org/10.1016/j.cam.2019.112422
https://doi.org/10.1016/j.cam.2019.112422