Analysis of an Inverse First Passage Problem from Risk Management

ANALYSIS AND NUMERICAL SOLUTION OF AN INVERSE FIRST PASSAGE PROBLEM FROM RISK MANAGEMENT by

The Survey Relationship between Growth Opportunities, Corpo-rate Risk and Changes in Cash Holdings

The aim of this study was to investigate the relationship between growth opportunities, risks, and relative changes in the Company's cash assets. This study is a literature study and analysis was based on an analysis of panel data. In this study, a financial data of 112 companies listed in Tehran Stock Exchange during the period 2009 to 2014 have been reviewed. The results in relation to the fi...

The Inverse First-passage Problem and Optimal Stopping

Given a survival distribution on the positive half-axis and a Brownian motion, a solution of the inverse first-passage problem consists of a boundary so that the first passage time over the boundary has the given distribution. We show that the solution of the inverse firstpassage problem coincides with the solution of a related optimal stopping problem. Consequently, methods from optimal stoppi...

Damage Assessment using an Inverse Fracture Mechanics approach

This paper studies the application of an inverse methodology for problem solving in fracture mechanics using the finite element analysis. The method was applied to both detection of subsurface cracks and the study of propagating cracks. The procedure for detection of subsurface cracks uses a first order optimization analysis coupled with a penalty function to solve for the unknown geometric par...

Boundary temperature reconstruction in an inverse heat conduction problem using boundary integral equation method

‎In this paper‎, ‎we consider an inverse boundary value problem for two-dimensional heat equation in an annular domain‎. ‎This problem consists of determining the temperature on the interior boundary curve from the Cauchy data (boundary temperature and heat flux) on the exterior boundary curve‎. ‎To this end‎, ‎the boundary integral equation method is used‎. ‎Since the resulting system of linea...