3 papers
math.OC2025
Adjoint-based optimal control of jump-diffusion processes
Jan Bartsch, Alfio Borzi, Gabriele Ciaramella +1
Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they are commonly used to model economic and…
math.OC2024
Reconstructing the system coefficients for coupled harmonic oscillators
Jan Bartsch, Ahmed A. Barakat, Simon Buchwald +3
Physical models often contain unknown functions and relations. In order to gain more insights into the nature of physical processes, these unknown functions have to be identified o…
math.OC2024
Reconstruction of unknown monotone nonlinear operators in semilinear elliptic models using optimal inputs
Jan Bartsch, Simon Buchwald, Gabriele Ciaramella +1
Physical models often contain unknown functions and relations. The goal of our work is to answer the question of how one should excite or control a system under consideration in an…