Computational Uncertainty Quantification for Inverse Problems

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Publisher : SIAM
ISBN 13 : 1611975387
Total Pages : 135 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis Computational Uncertainty Quantification for Inverse Problems by : Johnathan M. Bardsley

Download or read book Computational Uncertainty Quantification for Inverse Problems written by Johnathan M. Bardsley and published by SIAM. This book was released on 2018-08-01 with total page 135 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems

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Publisher : SIAM
ISBN 13 : 1611974917
Total Pages : 275 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems by : Luis Tenorio

Download or read book An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems written by Luis Tenorio and published by SIAM. This book was released on 2017-07-06 with total page 275 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Large-Scale Inverse Problems and Quantification of Uncertainty

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Author :
Publisher : Wiley
ISBN 13 : 9780470685853
Total Pages : 0 pages
Book Rating : 4.6/5 (858 download)

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Book Synopsis Large-Scale Inverse Problems and Quantification of Uncertainty by : Lorenz Biegler

Download or read book Large-Scale Inverse Problems and Quantification of Uncertainty written by Lorenz Biegler and published by Wiley. This book was released on 2010-10-12 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Large-Scale Inverse Problems and Quantification of Uncertainty

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1119957583
Total Pages : 403 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis Large-Scale Inverse Problems and Quantification of Uncertainty by : Lorenz Biegler

Download or read book Large-Scale Inverse Problems and Quantification of Uncertainty written by Lorenz Biegler and published by John Wiley & Sons. This book was released on 2011-06-24 with total page 403 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Computational Methods for Inverse Problems

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Publisher : SIAM
ISBN 13 : 0898717574
Total Pages : 183 pages
Book Rating : 4.8/5 (987 download)

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Book Synopsis Computational Methods for Inverse Problems by : Curtis R. Vogel

Download or read book Computational Methods for Inverse Problems written by Curtis R. Vogel and published by SIAM. This book was released on 2002 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a basic understanding of both the underlying mathematics and the computational methods used to solve inverse problems.

Computational Uncertainty Quantification for Inverse Problems

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Publisher : SIAM
ISBN 13 : 1611975379
Total Pages : 141 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis Computational Uncertainty Quantification for Inverse Problems by : Johnathan M. Bardsley

Download or read book Computational Uncertainty Quantification for Inverse Problems written by Johnathan M. Bardsley and published by SIAM. This book was released on 2018-08-01 with total page 141 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Uncertainty Quantification

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Publisher : Springer
ISBN 13 : 3319543393
Total Pages : 329 pages
Book Rating : 4.3/5 (195 download)

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Book Synopsis Uncertainty Quantification by : Christian Soize

Download or read book Uncertainty Quantification written by Christian Soize and published by Springer. This book was released on 2017-04-24 with total page 329 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Inverse Problems

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Publisher : World Scientific Publishing Company Incorporated
ISBN 13 : 9789814596190
Total Pages : 319 pages
Book Rating : 4.5/5 (961 download)

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Book Synopsis Inverse Problems by : Kazufumi Ito

Download or read book Inverse Problems written by Kazufumi Ito and published by World Scientific Publishing Company Incorporated. This book was released on 2014-07 with total page 319 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Princeton Companion to Applied Mathematics

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Publisher : Princeton University Press
ISBN 13 : 0691150397
Total Pages : 1014 pages
Book Rating : 4.6/5 (911 download)

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Book Synopsis Princeton Companion to Applied Mathematics by : Nicholas J. Higham

Download or read book Princeton Companion to Applied Mathematics written by Nicholas J. Higham and published by Princeton University Press. This book was released on 2015-09-09 with total page 1014 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Inverse Problems in the Mathematical Sciences

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Author :
Publisher : Springer Science & Business Media
ISBN 13 : 3322992020
Total Pages : 154 pages
Book Rating : 4.3/5 (229 download)

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Book Synopsis Inverse Problems in the Mathematical Sciences by : Charles W. Groetsch

Download or read book Inverse Problems in the Mathematical Sciences written by Charles W. Groetsch and published by Springer Science & Business Media. This book was released on 2013-12-14 with total page 154 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inverse problems are immensely important in modern science and technology. However, the broad mathematical issues raised by inverse problems receive scant attention in the university curriculum. This book aims to remedy this state of affairs by supplying an accessible introduction, at a modest mathematical level, to the alluring field of inverse problems. Many models of inverse problems from science and engineering are dealt with and nearly a hundred exercises, of varying difficulty, involving mathematical analysis, numerical treatment, or modelling of inverse problems, are provided. The main themes of the book are: causation problem modeled as integral equations; model identification problems, posed as coefficient determination problems in differential equations; the functional analytic framework for inverse problems; and a survey of the principal numerical methods for inverse problems. An extensive annotated bibliography furnishes leads on the history of inverse problems and a guide to the frontiers of current research.

Inverse Problems: Tikhonov Theory And Algorithms

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Author :
Publisher : World Scientific
ISBN 13 : 9814596213
Total Pages : 332 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Inverse Problems: Tikhonov Theory And Algorithms by : Ito Kazufumi

Download or read book Inverse Problems: Tikhonov Theory And Algorithms written by Ito Kazufumi and published by World Scientific. This book was released on 2014-08-28 with total page 332 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Inverse Problem Theory and Methods for Model Parameter Estimation

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Author :
Publisher : SIAM
ISBN 13 : 9780898717921
Total Pages : 349 pages
Book Rating : 4.7/5 (179 download)

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Book Synopsis Inverse Problem Theory and Methods for Model Parameter Estimation by : Albert Tarantola

Download or read book Inverse Problem Theory and Methods for Model Parameter Estimation written by Albert Tarantola and published by SIAM. This book was released on 2005-01-01 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Bayesian Approach to Inverse Problems

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Publisher : John Wiley & Sons
ISBN 13 : 111862369X
Total Pages : 322 pages
Book Rating : 4.1/5 (186 download)

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Book Synopsis Bayesian Approach to Inverse Problems by : Jérôme Idier

Download or read book Bayesian Approach to Inverse Problems written by Jérôme Idier and published by John Wiley & Sons. This book was released on 2013-03-01 with total page 322 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Linear and Nonlinear Inverse Problems with Practical Applications

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Publisher : SIAM
ISBN 13 : 1611972337
Total Pages : 349 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis Linear and Nonlinear Inverse Problems with Practical Applications by : Jennifer L. Mueller

Download or read book Linear and Nonlinear Inverse Problems with Practical Applications written by Jennifer L. Mueller and published by SIAM. This book was released on 2012-11-30 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inverse problems arise in practical applications whenever there is a need to interpret indirect measurements. This book explains how to identify ill-posed inverse problems arising in practice and gives a hands-on guide to designing computational solution methods for them, with related codes on an accompanying website. The guiding linear inversion examples are the problem of image deblurring, x-ray tomography, and backward parabolic problems, including heat transfer. A thorough treatment of electrical impedance tomography is used as the guiding nonlinear inversion example which combines the analytic-geometric research tradition and the regularization-based school of thought in a fruitful manner. This book is complete with exercises and project topics, making it ideal as a classroom textbook or self-study guide for graduate and advanced undergraduate students in mathematics, engineering or physics who wish to learn about computational inversion. It also acts as a useful guide for researchers who develop inversion techniques in high-tech industry.

Regularization of Inverse Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 9780792361404
Total Pages : 340 pages
Book Rating : 4.3/5 (614 download)

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Book Synopsis Regularization of Inverse Problems by : Heinz Werner Engl

Download or read book Regularization of Inverse Problems written by Heinz Werner Engl and published by Springer Science & Business Media. This book was released on 2000-03-31 with total page 340 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted to the mathematical theory of regularization methods and gives an account of the currently available results about regularization methods for linear and nonlinear ill-posed problems. Both continuous and iterative regularization methods are considered in detail with special emphasis on the development of parameter choice and stopping rules which lead to optimal convergence rates.

A Taste of Inverse Problems

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Publisher : SIAM
ISBN 13 : 1611974933
Total Pages : 171 pages
Book Rating : 4.6/5 (119 download)

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Book Synopsis A Taste of Inverse Problems by : Martin Hanke

Download or read book A Taste of Inverse Problems written by Martin Hanke and published by SIAM. This book was released on 2017-01-01 with total page 171 pages. Available in PDF, EPUB and Kindle. Book excerpt: Inverse problems need to be solved in order to properly interpret indirect measurements. Often, inverse problems are ill-posed and sensitive to data errors. Therefore one has to incorporate some sort of regularization to reconstruct significant information from the given data. A Taste of Inverse Problems: Basic Theory and Examples?presents the main achievements that have emerged in regularization theory over the past 50 years, focusing on linear ill-posed problems and the development of methods that can be applied to them. Some of this material has previously appeared only in journal articles. This book rigorously discusses state-of-the-art inverse problems theory, focusing on numerically relevant aspects and omitting subordinate generalizations; presents diverse real-world applications, important test cases, and possible pitfalls; and treats these applications with the same rigor and depth as the theory.

Introduction to Uncertainty Quantification

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Publisher : Springer
ISBN 13 : 3319233955
Total Pages : 342 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis Introduction to Uncertainty Quantification by : T.J. Sullivan

Download or read book Introduction to Uncertainty Quantification written by T.J. Sullivan and published by Springer. This book was released on 2015-12-14 with total page 342 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides a framework in which the main objectives of the field of uncertainty quantification (UQ) are defined and an overview of the range of mathematical methods by which they can be achieved. Complete with exercises throughout, the book will equip readers with both theoretical understanding and practical experience of the key mathematical and algorithmic tools underlying the treatment of uncertainty in modern applied mathematics. Students and readers alike are encouraged to apply the mathematical methods discussed in this book to their own favorite problems to understand their strengths and weaknesses, also making the text suitable for a self-study. Uncertainty quantification is a topic of increasing practical importance at the intersection of applied mathematics, statistics, computation and numerous application areas in science and engineering. This text is designed as an introduction to UQ for senior undergraduate and graduate students with a mathematical or statistical background and also for researchers from the mathematical sciences or from applications areas who are interested in the field. T. J. Sullivan was Warwick Zeeman Lecturer at the Mathematics Institute of the University of Warwick, United Kingdom, from 2012 to 2015. Since 2015, he is Junior Professor of Applied Mathematics at the Free University of Berlin, Germany, with specialism in Uncertainty and Risk Quantification.