Tuesday, July 14

Applied Inverse Problems in PDE

2:00 PM-4:00 PM
Room: Sidney Smith 2108

The main topic of the minisymposium is to report on recent advances in inverse problems for differential equations related to finance, optics, and elasticity. The speakers will discuss inverse problems of option pricing, determination of the volatility coefficient from current market data. They will present theoretical results and the speakers will also discuss numerical inverse problems for nonlinear elliptic equations in elasticity in which one tries to determine a constitutive law from boundary measurements of an elastic body.

Organizer: Victor Isakov
Wichita State University
2:00 The Inverse Problem of Option Pricing
Victor Isakov, Organizer
2:30 Valuation of Derivatives for Arbitrary Diffusion Processes
Ilia Bouchouev, Koch Industries, Inc., Wichita
3:00 Focusing and Imaging Using Eigenfunctions of the Scattering Operator
T. Douglas Mast, Pennsylvania State University; Adrian Nachman and Robert C. Waag, University of Rochester
3:30 Topics in Inverse Problems for Nonlinear Equations
Ziqi Sun, Wichita State University

Program Program Overview Program-at-a-Glance Program Updates Speaker Index Registration Hotel Transportation

LMH Created: 3/18/98, MMD Updated: 5/13/98