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Author: Johnathan M. Bardsley
Publisher: SIAM
ISBN: 1611975379
Category : Science
Languages : en
Pages : 141
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Book Description
This book is an introduction to both computational inverse problems and uncertainty quantification (UQ) for inverse problems. The book also presents more advanced material on Bayesian methods and UQ, including Markov chain Monte Carlo sampling methods for UQ in inverse problems. Each chapter contains MATLAB? code that implements the algorithms and generates the figures, as well as a large number of exercises accessible to both graduate students and researchers. Computational Uncertainty Quantification for Inverse Problems is intended for graduate students, researchers, and applied scientists. It is appropriate for courses on computational inverse problems, Bayesian methods for inverse problems, and UQ methods for inverse problems.
Author: Johnathan M. Bardsley
Publisher: SIAM
ISBN: 1611975379
Category : Science
Languages : en
Pages : 141
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Book Description
This book is an introduction to both computational inverse problems and uncertainty quantification (UQ) for inverse problems. The book also presents more advanced material on Bayesian methods and UQ, including Markov chain Monte Carlo sampling methods for UQ in inverse problems. Each chapter contains MATLAB? code that implements the algorithms and generates the figures, as well as a large number of exercises accessible to both graduate students and researchers. Computational Uncertainty Quantification for Inverse Problems is intended for graduate students, researchers, and applied scientists. It is appropriate for courses on computational inverse problems, Bayesian methods for inverse problems, and UQ methods for inverse problems.
Author: Luis Tenorio
Publisher: SIAM
ISBN: 1611974917
Category : Mathematics
Languages : en
Pages : 275
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Book Description
Inverse problems are found in many applications, such as medical imaging, engineering, astronomy, and geophysics, among others. To solve an inverse problem is to recover an object from noisy, usually indirect observations. Solutions to inverse problems are subject to many potential sources of error introduced by approximate mathematical models, regularization methods, numerical approximations for efficient computations, noisy data, and limitations in the number of observations; thus it is important to include an assessment of the uncertainties as part of the solution. Such assessment is interdisciplinary by nature, as it requires, in addition to knowledge of the particular application, methods from applied mathematics, probability, and statistics. This book bridges applied mathematics and statistics by providing a basic introduction to probability and statistics for uncertainty quantification in the context of inverse problems, as well as an introduction to statistical regularization of inverse problems. The author covers basic statistical inference, introduces the framework of ill-posed inverse problems, and explains statistical questions that arise in their applications. An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems?includes many examples that explain techniques which are useful to address general problems arising in uncertainty quantification, Bayesian and non-Bayesian statistical methods and discussions of their complementary roles, and analysis of a real data set to illustrate the methodology covered throughout the book.
Author: Johnathan M. Bardsley
Publisher: SIAM
ISBN: 1611975387
Category : Science
Languages : en
Pages : 141
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Book Description
This book is an introduction to both computational inverse problems and uncertainty quantification (UQ) for inverse problems. The book also presents more advanced material on Bayesian methods and UQ, including Markov chain Monte Carlo sampling methods for UQ in inverse problems. Each chapter contains MATLAB? code that implements the algorithms and generates the figures, as well as a large number of exercises accessible to both graduate students and researchers. Computational Uncertainty Quantification for Inverse Problems is intended for graduate students, researchers, and applied scientists. It is appropriate for courses on computational inverse problems, Bayesian methods for inverse problems, and UQ methods for inverse problems.
Author: Lorenz Biegler
Publisher: John Wiley & Sons
ISBN: 1119957583
Category : Mathematics
Languages : en
Pages : 403
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Book Description
This book focuses on computational methods for large-scale statistical inverse problems and provides an introduction to statistical Bayesian and frequentist methodologies. Recent research advances for approximation methods are discussed, along with Kalman filtering methods and optimization-based approaches to solving inverse problems. The aim is to cross-fertilize the perspectives of researchers in the areas of data assimilation, statistics, large-scale optimization, applied and computational mathematics, high performance computing, and cutting-edge applications. The solution to large-scale inverse problems critically depends on methods to reduce computational cost. Recent research approaches tackle this challenge in a variety of different ways. Many of the computational frameworks highlighted in this book build upon state-of-the-art methods for simulation of the forward problem, such as, fast Partial Differential Equation (PDE) solvers, reduced-order models and emulators of the forward problem, stochastic spectral approximations, and ensemble-based approximations, as well as exploiting the machinery for large-scale deterministic optimization through adjoint and other sensitivity analysis methods. Key Features: Brings together the perspectives of researchers in areas of inverse problems and data assimilation. Assesses the current state-of-the-art and identify needs and opportunities for future research. Focuses on the computational methods used to analyze and simulate inverse problems. Written by leading experts of inverse problems and uncertainty quantification. Graduate students and researchers working in statistics, mathematics and engineering will benefit from this book.
Author: Curtis R. Vogel
Publisher: SIAM
ISBN: 0898717574
Category : Mathematics
Languages : en
Pages : 195
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Book Description
Provides a basic understanding of both the underlying mathematics and the computational methods used to solve inverse problems.
Author: Kazufumi Ito
Publisher: World Scientific
ISBN: 9814596213
Category : Mathematics
Languages : en
Pages : 330
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Book Description
Inverse problems arise in practical applications whenever one needs to deduce unknowns from observables. This monograph is a valuable contribution to the highly topical field of computational inverse problems. Both mathematical theory and numerical algorithms for model-based inverse problems are discussed in detail. The mathematical theory focuses on nonsmooth Tikhonov regularization for linear and nonlinear inverse problems. The computational methods include nonsmooth optimization algorithms, direct inversion methods and uncertainty quantification via Bayesian inference.The book offers a comprehensive treatment of modern techniques, and seamlessly blends regularization theory with computational methods, which is essential for developing accurate and efficient inversion algorithms for many practical inverse problems.It demonstrates many current developments in the field of computational inversion, such as value function calculus, augmented Tikhonov regularization, multi-parameter Tikhonov regularization, semismooth Newton method, direct sampling method, uncertainty quantification and approximate Bayesian inference. It is written for graduate students and researchers in mathematics, natural science and engineering.
Author: Christian Soize
Publisher: Springer
ISBN: 3319543393
Category : Computers
Languages : en
Pages : 344
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Book Description
This book presents the fundamental notions and advanced mathematical tools in the stochastic modeling of uncertainties and their quantification for large-scale computational models in sciences and engineering. In particular, it focuses in parametric uncertainties, and non-parametric uncertainties with applications from the structural dynamics and vibroacoustics of complex mechanical systems, from micromechanics and multiscale mechanics of heterogeneous materials. Resulting from a course developed by the author, the book begins with a description of the fundamental mathematical tools of probability and statistics that are directly useful for uncertainty quantification. It proceeds with a well carried out description of some basic and advanced methods for constructing stochastic models of uncertainties, paying particular attention to the problem of calibrating and identifying a stochastic model of uncertainty when experimental data is available. This book is intended to be a graduate-level textbook for students as well as professionals interested in the theory, computation, and applications of risk and prediction in science and engineering fields.
Author: Jérôme Idier
Publisher: John Wiley & Sons
ISBN: 111862369X
Category : Mathematics
Languages : en
Pages : 322
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Book Description
Many scientific, medical or engineering problems raise the issue of recovering some physical quantities from indirect measurements; for instance, detecting or quantifying flaws or cracks within a material from acoustic or electromagnetic measurements at its surface is an essential problem of non-destructive evaluation. The concept of inverse problems precisely originates from the idea of inverting the laws of physics to recover a quantity of interest from measurable data. Unfortunately, most inverse problems are ill-posed, which means that precise and stable solutions are not easy to devise. Regularization is the key concept to solve inverse problems. The goal of this book is to deal with inverse problems and regularized solutions using the Bayesian statistical tools, with a particular view to signal and image estimation. The first three chapters bring the theoretical notions that make it possible to cast inverse problems within a mathematical framework. The next three chapters address the fundamental inverse problem of deconvolution in a comprehensive manner. Chapters 7 and 8 deal with advanced statistical questions linked to image estimation. In the last five chapters, the main tools introduced in the previous chapters are put into a practical context in important applicative areas, such as astronomy or medical imaging.
Author: Nicholas J. Higham
Publisher: Princeton University Press
ISBN: 0691150397
Category : Mathematics
Languages : en
Pages : 1014
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Book Description
The must-have compendium on applied mathematics This is the most authoritative and accessible single-volume reference book on applied mathematics. Featuring numerous entries by leading experts and organized thematically, it introduces readers to applied mathematics and its uses; explains key concepts; describes important equations, laws, and functions; looks at exciting areas of research; covers modeling and simulation; explores areas of application; and more. Modeled on the popular Princeton Companion to Mathematics, this volume is an indispensable resource for undergraduate and graduate students, researchers, and practitioners in other disciplines seeking a user-friendly reference book on applied mathematics. Features nearly 200 entries organized thematically and written by an international team of distinguished contributors Presents the major ideas and branches of applied mathematics in a clear and accessible way Explains important mathematical concepts, methods, equations, and applications Introduces the language of applied mathematics and the goals of applied mathematical research Gives a wide range of examples of mathematical modeling Covers continuum mechanics, dynamical systems, numerical analysis, discrete and combinatorial mathematics, mathematical physics, and much more Explores the connections between applied mathematics and other disciplines Includes suggestions for further reading, cross-references, and a comprehensive index
Author: Albert Tarantola
Publisher: SIAM
ISBN: 9780898717921
Category : Mathematics
Languages : en
Pages : 349
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Book Description
While the prediction of observations is a forward problem, the use of actual observations to infer the properties of a model is an inverse problem. Inverse problems are difficult because they may not have a unique solution. The description of uncertainties plays a central role in the theory, which is based on probability theory. This book proposes a general approach that is valid for linear as well as for nonlinear problems. The philosophy is essentially probabilistic and allows the reader to understand the basic difficulties appearing in the resolution of inverse problems. The book attempts to explain how a method of acquisition of information can be applied to actual real-world problems, and many of the arguments are heuristic.
