Related papers: Globally strictly convex cost functional for an in…
We revisit two classical problems: the determination of the law of the underlying with respect to a risk-neutral measure on the basis of option prices, and the pricing of options with convex payoffs in terms of prices of call options with…
We study an inverse initial-density problem for a nonlinear diffusive coagulation--fragmentation equation with known coagulation and fragmentation kernels. The objective is to recover the unknown initial particle-size distribution on a…
We show how to compute globally optimal solutions to inverse kinematics (IK) by formulating the problem as an indefinite quadratically constrained quadratic program. Our approach makes it feasible to solve IK instances of generic redundant…
We give a simplified and direct proof of the Kato square root estimate for parabolic operators with elliptic part in divergence form and coefficients possibly depending on space and time in a merely measurable way. The argument relies on…
The approach to Lipschitz stability for uniformly parabolic equations introduced by Imanuvilov and Yamamoto in 1998 based on Carleman estimates, seems hard to apply to the case of Grushin-type operators studied in this paper. Indeed, such…
We study an inverse problem for the fractional Allen-Cahn equation. Our formulation and arguments rely on the asymptotics for the fractional equation and unique continuation properties.
In continuation of Part I, we study translative integral formulas for certain translation invariant functionals, which are defined on general convex bodies. Again, we consider local extensions and use these to show that the translative…
We consider an anisotropic hyperbolic equation with memory term: $$ \partial_t^2 u(x,t) = \sum_{i,j=1}^n \partial_i(a_{ij}(x)\partial_ju) + \int^t_0 \sum_{| \alpha| \le 2} b_{\alpha}(x,t,\eta)\partial_x^{\alpha}u(x,\eta) d\eta + F(x,t) $$…
In this paper, a new identity for convex functions is derived. A consequence of the identity is that we can derive new estimates for the remainder term of the midpoint, trapezoid, and Simpson formulae for functions whose derivatives in…
In the present paper, classical tools of convex analysis are used to study the solution set to a certain class of set-inclusive generalized equations. A condition for the solution existence and global error bounds is established, in the…
The existence of a homogeneous decomposition for continuous and epi-translation invariant valuations on super-coercive functions is established. Continuous and epi-translation invariant valuations that are epi-homogeneous of degree $n$ are…
In this paper we consider a mass optimization problem in the case of scalar state function, where instead of imposing a constraint on the total mass of the competitors, we penalize the classical compliance by a convex functional defined on…
In classical inverse linear optimization, one assumes a given solution is a candidate to be optimal. Real data is imperfect and noisy, so there is no guarantee this assumption is satisfied. Inspired by regression, this paper presents a…
We study the existence of global implicit functions for equations defined on open subsets of Banach spaces. The partial derivative with respect to the second variable is only required to have a left inverse instead of being invertible.…
This paper studies the Neumann boundary value problem for sum Hessian equations. We first derive a priori $C^2$ estimates for $(k-1)$-admissible solutions in almost convex and uniformly $(k-1)$-convex domains, and prove the existence of…
In this article, we obtain two interesting general inequalities concerning Riemman sums of convex functions, which in particular, sharpen Alzer's inequality and give a suitable converse for it.
In the context the statically indeterminate muscular load sharing problem considered in biomechanics of the musculoskeletal system, a method is suggested of constructing an additively separable and homogenous cost function based on a…
We consider certain subfamilies, of the family of univalent functions in the open unit disk, defined by means of sufficient coefficient conditions for univalency. This article is devoted to studying the problem of the well-known conjecture…
This paper is concerned with the nonnegative inverse eigenvalue problem of finding a nonnegative matrix such that its spectrum is the prescribed self-conjugate set of complex numbers. We first reformulate the nonnegative inverse eigenvalue…
We present here necessary and sufficient conditions for the invertibility of circulant and symmetric matrices that depend on three parameters and moreover, we explicitly compute the inverse. The techniques we use are related with the…