Bernd Hofmann
On multiplication operators occurring in inverse problems of natural sciences and stochastic finance
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Kurzfassung in Englisch
We deal with locally ill-posed nonlinear operator equations F(x) = y in L^2(0,1),
where the Fréchet derivatives A = F'(x_0) of the nonlinear forward operator F are
compact linear integral operators A = M ◦ J with a multiplication operator M
with integrable multiplier function m and with the simple integration operator J.
In particular, we give examples of nonlinear inverse problems in natural sciences
and stochastic finance that can be written in such a form with linearizations that
contain multiplication operators. Moreover, we consider the corresponding ill-posed
linear operator equations Ax = y and their degree of ill-posedness. In particular,
we discuss the fact that the noncompact multiplication operator M has only a
restricted influence on this degree of ill-posedness even if m has essential zeros of
various order.
weitere Metadaten
| Erschienen in | Tagungsband zum Workshop "Stochastische Analysis", 27.09.2004 - 29.09.2004 |
| Schlagwörter | Fréchet derivative |
| Schlagwörter | ill-posedness |
| Schlagwörter | inverse problem |
| Schlagwörter | multiplication operator |
| Schlagwörter | option pricing |
| SWD Schlagworte | Inverses Problem |
| SWD Schlagworte | Multiplikationsoperator |
| DDC Klassifikation | 510 |
| Institution(en) | |
| Hochschule | TU Chemnitz |
| Fakultät | Fakultät für Mathematik |
| Dokumententyp | Vorlesung / Vortrag |
| Sprache | Englisch |
| Veröffentlichungsdatum (online) | 07.10.2005 |
| persistente URN | urn:nbn:de:swb:ch1-200501261 |