An introduction to Inverse Problems will be presented in this lecture. It is an interdisciplinary area with a strong connection with Data Science, Mathematical and Computational Modeling, Numerical Analysis, Functional Analysis, and Optimization. Some illustrative examples of applications of Inverse Problems techniques will also be presented, such as Computed Tomography in Diagnostic Medicine and Calibration of Local Volatility in Quantitative Finance.
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Apoiadores / Parceiros / Patrocinadores
Vinicius Albani is an Adjunct Professor in the Mathematics Department at the Federal University of Santa Catarina, having done postdoctoral internships at the University of Vienna (Austria) and at IMPA. He has a master's (2008) and Ph.D. (2012) degree in mathematics at IMPA and since then, he has been working in the areas of Inverse Problems, Mathematical Methods in Finance, and Mathematical and Computational Modeling. In these areas, he has developed and analyzed regularization methods applied to problems of identifying parameters in Quantitative Finance, Pollutant Dispersion in the Atmosphere, and Epidemiology.