Kamran Kazmi

Bioluminescence tomography with optimized optical parameters

Bioluminescence tomography (BLT) is a rapidly developing new area of molecular imaging. The goal of BLT is to produce a quantitative reconstruction of a bioluminescent source distribution within a living mouse from bioluminescent signals measured on the body surface of the mouse. While in most BLT studies so far the optical parameters of the key anatomical regions are assumed known from the literature or diffuse optical tomography (DOT), these parameters cannot be very accurate in general. In this paper, we propose and study a new BLT approach that optimizes optical parameters when an underlying bioluminescent source distribution is reconstructed to match the measured data. We prove the solution existence and the convergence of numerical methods. Also, we present numerical results to illustrate the utility of our approach and evaluate its performance.

A numerical method for a Cauchy problem for elliptic partial differential equations

The Cauchy problem for an elliptic partial differential equation is ill-posed. In this paper, we study a numerical method for solving the Cauchy problem. The numerical method is based on a reformulation of the Cauchy problem through an optimal control approach coupled with a regularization term which is included to treat the severe ill-conditioning of the corresponding discretized formulation. We prove convergence of the numerical method and present theoretical results for the limiting behaviors of the numerical solution as the regularization parameter approaches zero. Results from some numerical examples are reported.

Studies of a mathematical model for temperature-modulated bioluminescence tomography

We introduce and study a mathematical model for temperature-modulated bioluminescence tomography (TBT). The model is capable of self-adjusting values of experimental parameters that are used in the formulation. Major theoretical results of this article include: Solution existence of the model, convergence of numerical solutions, an iterative scheme based on linearization, studies of the solution limiting behaviours when normalized total energy function and/or some or all the energy percentages in individual spectral bands are known exactly. Several numerical examples are included to illustrate the improvement of the accuracy of the reconstructed bioluminescent source distribution due to the employment of measurements from multiple temperature distributions.

An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models

ABSTRACT An efficient second-order method for pricing European and American options under regime-switching jump-diffusion models is presented and analysed for stability and convergence. The implicit–explicit (IMEX) nature of the proposed method avoids the need to invert a full matrix and leads to tridiagonal systems that can be efficiently solved by direct methods. The IMEX predictor–corrector method is coupled with the operator splitting method to solve the linear complementarity problem of the American options. Numerical experiments are performed to demonstrate the stability and second-order convergence of the method.