2 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.NA2023
A non-intrusive neural-network based BFGS algorithm for parameter estimation in non-stationary elasticity
Stefan Frei, Jan Reichle, Stefan Volkwein
We present a non-intrusive gradient and a non-intrusive BFGS algorithm for parameter estimation problems in non-stationary elasticity. To avoid multiple (and potentially expensive)…