Inverse Problems in Partial Differential Equations
1. A Splitting Strategy in Tikhonov-type Regularization, 2019.
1. A Splitting Strategy for the Calibration of Jump-Diffusion Models (with J.P. Zubelli), submitted, 2019 (pdf).
2. Tikhonov-Type Regularization and the Finite Element Method Applied to Point Source Estimation in the Atmosphere (with R. Albani), submitted, 2019 (pdf).
8. A Connection Between Uniqueness of Minimizers and Morozov-like Discrepancy Principles in Tikhonov-type Regularization (with A. De Cezaro), To appear in Inverse Problems and Imaging, 13(1), 2018 (doi)..
4. Optimal Convergence Rates Results for Linear Inverse Problems in Hilbert Spaces (with P. Elbau, M.V. de Hoop and O. Scherzer), Numerical Functional Analysis and Optimization, 37(5), 521-540, 2016 (pdf, doi).
3. On the Choice of the Tikhonov Regularization Parameter and the Discretization Level: A Discrepancy-Based Strategy (with A. De Cezaro and J.P. Zubelli), Inverse Problems and Imaging, 10(1), 1-25, 2016 (pdf, doi).
1. Differential Density Statistics of the Galaxy Distribution and the Luminosity Function (with A.S. Iribarrem, M.B. Ribeiro and W.R. Stoeger). The Astrophysical Journal, v. 657, p. 760-772, 2007 (pdf, doi).
1. Backwardation in Commodity Markets: Schwartz-Smith Model and CBOT Soybean Futures (with N. Sykora),
in Proceedings of IV Conferência em Gestão de Risco e Comercialização de Commodities - BMF&Bovespa (November, 2014) (pdf).
Volatility Calibration in Equity and Commodity Markets by Convex Regularization, IMPA, 2012 (pdf).
Uri Ascher - University of British Columbia.
Adriano De Cezaro - IMEF/FURG.
Peter Elbau - University of Vienna.
Marcelo B. Ribeiro - IF/UFRJ.
Otmar Scherzer - University of Vienna.
Jorge P. Zubelli - IMPA.