2 papers
math.AP2026
A Carleman Semi-Discrete Convexification Method Combined With Deep Learning for Electrical Impedance Tomography
Michael V. Klibanov, Kirill V. Golubnichiy, Benjamin Jiang
In this paper, a new semi-discrete version of the Carleman estimate-based convexification globally convergent numerical method is developed. It is used for the delivery of the star…
math.OC2025
Solving the Stock Option Forecast problem by a numerical method for the Black-Scholes Equation with Machine Learning Classification Model
Benjamin Jiang, Matthieu Durieux, Kirill V. Golubnichiy
We proposed classification models that utilize the result from the Quasi-Reversibility Method, which solves the Black-Scholes equation to forecast the option prices one day in adva…