Large Scale Inverse Problems And Quantification Of Uncertainty

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Large-Scale Inverse Problems and Quantification of Uncertainty

Author : Lorenz Biegler,George Biros,Omar Ghattas,Matthias Heinkenschloss,David Keyes,Bani Mallick,Luis Tenorio,Bart van Bloemen Waanders,Karen Willcox,Youssef Marzouk
Publisher : Wiley
Page : 0 pages
File Size : 53,9 Mb
Release : 2010-10-12
Category : Mathematics
ISBN : 0470685859

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Large-Scale Inverse Problems and Quantification of Uncertainty by Lorenz Biegler,George Biros,Omar Ghattas,Matthias Heinkenschloss,David Keyes,Bani Mallick,Luis Tenorio,Bart van Bloemen Waanders,Karen Willcox,Youssef Marzouk Pdf

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

Author : Lorenz Biegler,George Biros,Omar Ghattas,Matthias Heinkenschloss,David Keyes,Bani Mallick,Luis Tenorio,Bart van Bloemen Waanders,Karen Willcox,Youssef Marzouk
Publisher : John Wiley & Sons
Page : 403 pages
File Size : 54,9 Mb
Release : 2011-06-24
Category : Mathematics
ISBN : 9781119957584

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Large-Scale Inverse Problems and Quantification of Uncertainty by Lorenz Biegler,George Biros,Omar Ghattas,Matthias Heinkenschloss,David Keyes,Bani Mallick,Luis Tenorio,Bart van Bloemen Waanders,Karen Willcox,Youssef Marzouk Pdf

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 Uncertainty Quantification for Inverse Problems

Author : Johnathan M. Bardsley
Publisher : SIAM
Page : 135 pages
File Size : 46,9 Mb
Release : 2018-08-01
Category : Science
ISBN : 9781611975383

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Computational Uncertainty Quantification for Inverse Problems by Johnathan M. Bardsley Pdf

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

Author : Luis Tenorio
Publisher : SIAM
Page : 275 pages
File Size : 50,9 Mb
Release : 2017-07-06
Category : Mathematics
ISBN : 9781611974911

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An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems by Luis Tenorio Pdf

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.

An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems

Author : Luis Tenorio
Publisher : Unknown
Page : 269 pages
File Size : 45,8 Mb
Release : 2017
Category : Electronic books
ISBN : LCCN:2017016391

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An Introduction to Data Analysis and Uncertainty Quantification for Inverse Problems by Luis Tenorio Pdf

Abstract: 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

Handbook of Dynamic Data Driven Applications Systems

Author : Frederica Darema,Erik P. Blasch,Sai Ravela,Alex J. Aved
Publisher : Springer Nature
Page : 937 pages
File Size : 45,5 Mb
Release : 2023-10-16
Category : Computers
ISBN : 9783031279867

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Handbook of Dynamic Data Driven Applications Systems by Frederica Darema,Erik P. Blasch,Sai Ravela,Alex J. Aved Pdf

This Second Volume in the series Handbook of Dynamic Data Driven Applications Systems (DDDAS) expands the scope of the methods and the application areas presented in the first Volume and aims to provide additional and extended content of the increasing set of science and engineering advances for new capabilities enabled through DDDAS. The methods and examples of breakthroughs presented in the book series capture the DDDAS paradigm and its scientific and technological impact and benefits. The DDDAS paradigm and the ensuing DDDAS-based frameworks for systems’ analysis and design have been shown to engender new and advanced capabilities for understanding, analysis, and management of engineered, natural, and societal systems (“applications systems”), and for the commensurate wide set of scientific and engineering fields and applications, as well as foundational areas. The DDDAS book series aims to be a reference source of many of the important research and development efforts conducted under the rubric of DDDAS, and to also inspire the broader communities of researchers and developers about the potential in their respective areas of interest, of the application and the exploitation of the DDDAS paradigm and the ensuing frameworks, through the examples and case studies presented, either within their own field or other fields of study. As in the first volume, the chapters in this book reflect research work conducted over the years starting in the 1990’s to the present. Here, the theory and application content are considered for: Foundational Methods Materials Systems Structural Systems Energy Systems Environmental Systems: Domain Assessment & Adverse Conditions/Wildfires Surveillance Systems Space Awareness Systems Healthcare Systems Decision Support Systems Cyber Security Systems Design of Computer Systems The readers of this book series will benefit from DDDAS theory advances such as object estimation, information fusion, and sensor management. The increased interest in Artificial Intelligence (AI), Machine Learning and Neural Networks (NN) provides opportunities for DDDAS-based methods to show the key role DDDAS plays in enabling AI capabilities; address challenges that ML-alone does not, and also show how ML in combination with DDDAS-based methods can deliver the advanced capabilities sought; likewise, infusion of DDDAS-like approaches in NN-methods strengthens such methods. Moreover, the “DDDAS-based Digital Twin” or “Dynamic Digital Twin”, goes beyond the traditional DT notion where the model and the physical system are viewed side-by-side in a static way, to a paradigm where the model dynamically interacts with the physical system through its instrumentation, (per the DDDAS feed-back control loop between model and instrumentation).

Handbook of Mathematical Methods in Imaging

Author : Otmar Scherzer
Publisher : Springer Science & Business Media
Page : 1626 pages
File Size : 46,8 Mb
Release : 2010-11-23
Category : Mathematics
ISBN : 9780387929194

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Handbook of Mathematical Methods in Imaging by Otmar Scherzer Pdf

The Handbook of Mathematical Methods in Imaging provides a comprehensive treatment of the mathematical techniques used in imaging science. The material is grouped into two central themes, namely, Inverse Problems (Algorithmic Reconstruction) and Signal and Image Processing. Each section within the themes covers applications (modeling), mathematics, numerical methods (using a case example) and open questions. Written by experts in the area, the presentation is mathematically rigorous. The entries are cross-referenced for easy navigation through connected topics. Available in both print and electronic forms, the handbook is enhanced by more than 150 illustrations and an extended bibliography. It will benefit students, scientists and researchers in applied mathematics. Engineers and computer scientists working in imaging will also find this handbook useful.

Numerical Analysis and Optimization

Author : Mehiddin Al-Baali,Lucio Grandinetti,Anton Purnama
Publisher : Springer
Page : 344 pages
File Size : 51,7 Mb
Release : 2015-07-16
Category : Mathematics
ISBN : 9783319176895

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Numerical Analysis and Optimization by Mehiddin Al-Baali,Lucio Grandinetti,Anton Purnama Pdf

Presenting the latest findings in the field of numerical analysis and optimization, this volume balances pure research with practical applications of the subject. Accompanied by detailed tables, figures, and examinations of useful software tools, this volume will equip the reader to perform detailed and layered analysis of complex datasets. Many real-world complex problems can be formulated as optimization tasks. Such problems can be characterized as large scale, unconstrained, constrained, non-convex, non-differentiable, and discontinuous, and therefore require adequate computational methods, algorithms, and software tools. These same tools are often employed by researchers working in current IT hot topics such as big data, optimization and other complex numerical algorithms on the cloud, devising special techniques for supercomputing systems. The list of topics covered include, but are not limited to: numerical analysis, numerical optimization, numerical linear algebra, numerical differential equations, optimal control, approximation theory, applied mathematics, algorithms and software developments, derivative free optimization methods and programming models. The volume also examines challenging applications to various types of computational optimization methods which usually occur in statistics, econometrics, finance, physics, medicine, biology, engineering and industrial sciences.

Recent Numerical Advances in Fluid Mechanics

Author : Omer San
Publisher : MDPI
Page : 302 pages
File Size : 54,5 Mb
Release : 2020-07-03
Category : Technology & Engineering
ISBN : 9783039364022

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Recent Numerical Advances in Fluid Mechanics by Omer San Pdf

In recent decades, the field of computational fluid dynamics has made significant advances in enabling advanced computing architectures to understand many phenomena in biological, geophysical, and engineering fluid flows. Almost all research areas in fluids use numerical methods at various complexities: from molecular to continuum descriptions; from laminar to turbulent regimes; from low speed to hypersonic, from stencil-based computations to meshless approaches; from local basis functions to global expansions, as well as from first-order approximation to high-order with spectral accuracy. Many successful efforts have been put forth in dynamic adaptation strategies, e.g., adaptive mesh refinement and multiresolution representation approaches. Furthermore, with recent advances in artificial intelligence and heterogeneous computing, the broader fluids community has gained the momentum to revisit and investigate such practices. This Special Issue, containing a collection of 13 papers, brings together researchers to address recent numerical advances in fluid mechanics.

Princeton Companion to Applied Mathematics

Author : Nicholas J. Higham,Mark R. Dennis,Paul Glendinning,Paul A. Martin,Fadil Santosa,Jared Tanner
Publisher : Princeton University Press
Page : 1014 pages
File Size : 47,7 Mb
Release : 2015-09-09
Category : Mathematics
ISBN : 9780691150390

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Princeton Companion to Applied Mathematics by Nicholas J. Higham,Mark R. Dennis,Paul Glendinning,Paul A. Martin,Fadil Santosa,Jared Tanner Pdf

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

Monte Carlo and Quasi-Monte Carlo Methods 2010

Author : Leszek Plaskota,Henryk Woźniakowski
Publisher : Springer Science & Business Media
Page : 721 pages
File Size : 45,7 Mb
Release : 2012-08-23
Category : Mathematics
ISBN : 9783642274404

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Monte Carlo and Quasi-Monte Carlo Methods 2010 by Leszek Plaskota,Henryk Woźniakowski Pdf

This book represents the refereed proceedings of the Ninth International Conference on Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing that was held at the University of Warsaw (Poland) in August 2010. These biennial conferences are major events for Monte Carlo and the premiere event for quasi-Monte Carlo research. The proceedings include articles based on invited lectures as well as carefully selected contributed papers on all theoretical aspects and applications of Monte Carlo and quasi-Monte Carlo methods. The reader will be provided with information on latest developments in these very active areas. The book is an excellent reference for theoreticians and practitioners interested in solving high-dimensional computational problems arising, in particular, in finance and statistics.

Grand Challenges in Earthquake Engineering Research

Author : National Research Council,Division on Earth and Life Studies,Board on Earth Sciences and Resources,Committee on Seismology and Geodynamics,Committee for the Workshop on Grand Challenges in Earthquake Engineering Researchâ¬"A Vision for NEES Experimental Facilities and Cyberinfrastructure Tools
Publisher : National Academies Press
Page : 102 pages
File Size : 53,7 Mb
Release : 2011-09-30
Category : Science
ISBN : 9780309214551

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Grand Challenges in Earthquake Engineering Research by National Research Council,Division on Earth and Life Studies,Board on Earth Sciences and Resources,Committee on Seismology and Geodynamics,Committee for the Workshop on Grand Challenges in Earthquake Engineering Researchâ¬"A Vision for NEES Experimental Facilities and Cyberinfrastructure Tools Pdf

As geological threats become more imminent, society must make a major commitment to increase the resilience of its communities, infrastructure, and citizens. Recent earthquakes in Japan, New Zealand, Haiti, and Chile provide stark reminders of the devastating impact major earthquakes have on the lives and economic stability of millions of people worldwide. The events in Haiti continue to show that poor planning and governance lead to long-term chaos, while nations like Chile demonstrate steady recovery due to modern earthquake planning and proper construction and mitigation activities. At the request of the National Science Foundation, the National Research Council hosted a two-day workshop to give members of the community an opportunity to identify "Grand Challenges" for earthquake engineering research that are needed to achieve an earthquake resilient society, as well as to describe networks of earthquake engineering experimental capabilities and cyberinfrastructure tools that could continue to address ongoing areas of concern. Grand Challenges in Earthquake Engineering Research: A Community Workshop Report explores the priorities and problems regions face in reducing consequent damage and spurring technological preparedness advances. Over the course of the Grand Challenges in Earthquake Engineering Research workshop, 13 grand challenge problems emerged and were summarized in terms of five overarching themes including: community resilience framework, decision making, simulation, mitigation, and design tools. Participants suggested 14 experimental facilities and cyberinfrastructure tools that would be needed to carry out testing, observations, and simulations, and to analyze the results. The report also reviews progressive steps that have been made in research and development, and considers what factors will accelerate transformative solutions.

Applications of Data Assimilation and Inverse Problems in the Earth Sciences

Author : Alik Ismail-Zadeh,Fabio Castelli,Dylan Jones,Sabrina Sanchez
Publisher : Cambridge University Press
Page : 369 pages
File Size : 53,8 Mb
Release : 2023-06-30
Category : Science
ISBN : 9781009190084

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Applications of Data Assimilation and Inverse Problems in the Earth Sciences by Alik Ismail-Zadeh,Fabio Castelli,Dylan Jones,Sabrina Sanchez Pdf

Many contemporary problems within the Earth sciences are complex, and require an interdisciplinary approach. This book provides a comprehensive reference on data assimilation and inverse problems, as well as their applications across a broad range of geophysical disciplines. With contributions from world leading researchers, it covers basic knowledge about geophysical inversions and data assimilation and discusses a range of important research issues and applications in atmospheric and cryospheric sciences, hydrology, geochronology, geodesy, geodynamics, geomagnetism, gravity, near-Earth electron radiation, seismology, and volcanology. Highlighting the importance of research in data assimilation for understanding dynamical processes of the Earth and its space environment and for predictability, it summarizes relevant new advances in data assimilation and inverse problems related to different geophysical fields. Covering both theory and practical applications, it is an ideal reference for researchers and graduate students within the geosciences who are interested in inverse problems, data assimilation, predictability, and numerical methods.

Uncertainty Quantification

Author : Christian Soize
Publisher : Springer
Page : 329 pages
File Size : 51,6 Mb
Release : 2017-04-24
Category : Computers
ISBN : 9783319543390

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Uncertainty Quantification by Christian Soize Pdf

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.

Extraction of Quantifiable Information from Complex Systems

Author : Stephan Dahlke,Wolfgang Dahmen,Michael Griebel,Wolfgang Hackbusch,Klaus Ritter,Reinhold Schneider,Christoph Schwab,Harry Yserentant
Publisher : Springer
Page : 446 pages
File Size : 43,5 Mb
Release : 2014-11-13
Category : Mathematics
ISBN : 9783319081595

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Extraction of Quantifiable Information from Complex Systems by Stephan Dahlke,Wolfgang Dahmen,Michael Griebel,Wolfgang Hackbusch,Klaus Ritter,Reinhold Schneider,Christoph Schwab,Harry Yserentant Pdf

In April 2007, the Deutsche Forschungsgemeinschaft (DFG) approved the Priority Program 1324 “Mathematical Methods for Extracting Quantifiable Information from Complex Systems.” This volume presents a comprehensive overview of the most important results obtained over the course of the program. Mathematical models of complex systems provide the foundation for further technological developments in science, engineering and computational finance. Motivated by the trend toward steadily increasing computer power, ever more realistic models have been developed in recent years. These models have also become increasingly complex, and their numerical treatment poses serious challenges. Recent developments in mathematics suggest that, in the long run, much more powerful numerical solution strategies could be derived if the interconnections between the different fields of research were systematically exploited at a conceptual level. Accordingly, a deeper understanding of the mathematical foundations as well as the development of new and efficient numerical algorithms were among the main goals of this Priority Program. The treatment of high-dimensional systems is clearly one of the most challenging tasks in applied mathematics today. Since the problem of high-dimensionality appears in many fields of application, the above-mentioned synergy and cross-fertilization effects were expected to make a great impact. To be truly successful, the following issues had to be kept in mind: theoretical research and practical applications had to be developed hand in hand; moreover, it has proven necessary to combine different fields of mathematics, such as numerical analysis and computational stochastics. To keep the whole program sufficiently focused, we concentrated on specific but related fields of application that share common characteristics and as such, they allowed us to use closely related approaches.