Titlebook: Advanced Computing in Industrial Mathematics; 15th Annual Meeting Ivan Georgiev,Hristo Kostadinov,Elena Lilkova Conference proceedings 202

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1860-949X eting of the Bulgarian Section of SIAM.Written by experts in.This book gathers the peer-reviewed proceedings of the 15th Annual Meeting of the Bulgarian Section of the Society for Industrial and Applied Mathematics, BGSIAM‘20, held in Sofia, Bulgaria. The general theme of BGSIAM‘20 was industrial an

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Rekonstruktion und Dekonstruktion the time-dependent volatility and interest rate such that the theoretical option prices match the observed ones in an optimal way with respect to a prescribed cost functional. We propose a variational equation minimization approach to derive the gradients of the functional. A finite difference formulation of the problems is discussed.

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Forschungsdesign und Forschungsmethodik,turbations in the data. The non-local bound is valid for perturbations included in a given a priori prescribed domain. This inclusion guarantees the existence of an unique solution to the perturbed equation in a neighborhood of the unperturbed solution. Numerical examples illustrate the effectiveness of the perturbation bounds proposed.

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Conference proceedings 2023physics, numerical analysis, high-performance computing, optimization and control, mathematical biology, stochastic modeling, machine learning, digitization and imaging, advanced computing in environmental, and biomedical and engineering applications..

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