Some Theoretical and Applied Inverse Problems
Some Theoretical and Applied Inverse Problems
批准号:
0104029
负责人:
Victor Isakov
金额:
$7.9万
依托单位:
依托单位国家:
美国
项目类别:
Standard Grant
财政年份:
2001
资助国家:
美国
项目状态:
已结题
起止时间:
2001-09-01 至 2004-08-31
中文摘要
这个项目致力于研究一些重要的反问题的唯一性和稳定性,特别是标量偏微分方程组和(Maxwell和弹性)系统的扩散系数的辨识和传播速度。工具将是新的Carleman类型估计以及控制理论和反问题之间的相互作用。位势理论也可用于重力和涡度反问题的进一步研究。在边界测量较多的情况下,利用Greenleaf和Uhlmann新近构造的椭圆型方程的局部解来解决部分边界上数据的逆导性问题中的基本唯一性问题。PI将试图发现反问题中稳定性增加的情况,特别是从边界测量中恢复非线性(空间无关)椭圆和抛物型方程的Lipschitz条件稳定性估计,并量化高频驻波勘探中增加的稳定性。理论结果将应用于识别期权市场的波动性。我们期望开发一种基于波动率建模的非常高效和可靠的算法。这一问题对于从当前市场数据预测期权市场和评估经济稳定性具有重要意义。另一个预期的应用是从实验数据中恢复基本的物理关系(化学方程式、热传导)。由于新材料的发现和高温的使用,这个问题对当代工程越来越重要。逆重力理论与现有的涡度模型相结合,有望在从远距离测量压力来评估湍流(如过去的飞机)方面取得进展。这个问题对提高大型机场的能力具有重要意义。该项目将吸引研究生参与,并激发他们对具有实际意义的数学问题的兴趣。
英文摘要
This project is dedicated to the study of uniqueness and stability insome important inverse problems, in particular to identification of diffusion coefficientsand the speed of propagation for scalar partial differential equations and (Maxwell andelasticity)systems. Tools will be new Carleman type estimates andinteraction between control theory and inverse problems. Also potentialtheory is to be utilized in the further study of inverse gravimetry andvorticity problems. In case of many boundary measurements the effort will bemade to resolve the fundamental uniqueness question in the inverseconductivity problem with the data on a part of the boundary by usinglocalized solutions of elliptic equations recently constructed by Greenleafand Uhlmann. The PI will try to find cases of increased stability in inverseproblems, in particular obtaining Lipschitz conditional stability estimates forrecovery of nonlinear (space independent) elliptic and parabolic equationsfrom boundary measurements and quantifying increased stability inprospecting by stationary waves with higher frequency. Applications of theoretical results will be in identification of volatility in options markets. We expect to develop a very efficient and reliable algorithm based on the modeling of volatility. This problem is of fundamental importance for prediction of options markets and evaluation of economical stability from current market data. Another expected application is recovery of the fundamental physical relations (in chemical equations, heat conduction) from experimental data. This problem is of growing importance for contemporary engineering due to the discovery of new materials and the use of high temperatures.The theory of inverse gravimetry combined with available models of vorticity is expected to achieve progress in evaluation of turbulence (e.g. past aircrafts) from distant measurements of pressure. This problem has important implications for increasing capability of large airports. The project will involve graduate students and stimulate their interest in mathematical problems of practical importance.
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Some inverse problems: increasing stability and drift-diffusion models
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批准号:1514886
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项目类别:Standard Grant
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资助金额:$27.4万
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财政年份:2015
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负责人:Victor Isakov
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依托单位:
Some Inverse Problems for Obstacles and Drift-Diffusion and Elasticity Systems
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批准号:1008902
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项目类别:Continuing Grant
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资助金额:$28.5万
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财政年份:2010
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负责人:Victor Isakov
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依托单位:
Some inverse problems in elasticity, option pricing, semiconductors, and scattering theory.
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批准号:0707734
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项目类别:Continuing Grant
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资助金额:$25.97万
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财政年份:2007
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负责人:Victor Isakov
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依托单位:
Some Inverse Problems in Elasticity, Financial Markets, and Scattering Theory
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批准号:0405976
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项目类别:Continuing Grant
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资助金额:$0.0万
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财政年份:2004
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负责人:Victor Isakov
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依托单位:
Mathematical Methods for Nearfield Acoustical Holography
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批准号:9803816
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项目类别:Standard Grant
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资助金额:$7.08万
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财政年份:1998
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负责人:Victor Isakov
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依托单位:
Theory and Applications of Some Inverse Problems in PDE
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批准号:9803397
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项目类别:Standard Grant
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资助金额:$6.29万
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财政年份:1998
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负责人:Victor Isakov
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依托单位:
Mathematical Sciences: Some Inverse Problems in PDE
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批准号:9501510
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项目类别:Continuing Grant
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资助金额:$6.13万
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财政年份:1995
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负责人:Victor Isakov
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依托单位:
Mathematical Sciences: Global Uniqueness and Stability in Inverse Problems for PDE
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批准号:9101421
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项目类别:Continuing Grant
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资助金额:$8.1万
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财政年份:1991
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负责人:Victor Isakov
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依托单位:
Mathematical Sciences: Some Inverse Problems for Partial Differential Equations
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批准号:9002547
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项目类别:Standard Grant
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资助金额:$2.38万
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财政年份:1990
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负责人:Victor Isakov
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依托单位:
海外基金