4 papers
Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction
Phuong M. Nguyen, Matt Nguyen, Loc H. Nguyen
We study a forward-time formulation of the Black-Scholes equation with state-dependent volatility. In contrast to the classical terminal-value pricing problem, where the option pay…
Inverse scattering without phase: Carleman convexification and phase retrieval via the Wentzel--Kramers--Brillouin approximation
Thuy T. Le, Phuong M. Nguyen, Loc H. Nguyen
This paper addresses the challenging and interesting inverse problem of reconstructing the spatially varying dielectric constant of a medium from phaseless backscattering measureme…
A global approach for the inverse scattering problem using a Carleman contraction map
Phuong M. Nguyen, Loc H. Nguyen, Huong T. T. Vu
This paper addresses the inverse scattering problem in the domain Omega. The input data, measured outside Omega, involve the waves generated by the interaction of plane waves with…
A numerical method for an inverse source problem for parabolic equations and its application to a coefficient inverse problem
Phuong Mai Nguyen, Loc Hoang Nguyen
Two main aims of this paper are to develop a numerical method to solve an inverse source problem for parabolic equations and apply it to solve a nonlinear coefficient inverse probl…