LARGE-SCALE INVERSE PROBLEMS AND QUANTIFICATION OF UNCERTAINTY by Lorenz T. Biegler (Editor), George Biros (Editor), Omar Ghattas (Editor) ( 9780470697436 )

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Title:

LARGE-SCALE INVERSE PROBLEMS AND QUANTIFICATION OF UNCERTAINTY

By:

Lorenz T. Biegler (Editor), George Biros (Editor), Omar Ghattas (Editor)

Format:

Hardback

List price:

£111.95

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£100.76

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10% off

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£11.19

ISBN 10:

0470697431

ISBN 13:

9780470697436

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Publisher:

JOHN WILEY AND SONS LTD

Pub. date:

5 November, 2010

Series:

Wiley Series in Computational Statistics

Pages:

388

Description:

Synopsis:

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.

Illustrations:

Illustrations

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Imprint:

Wiley-Blackwell

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Returnable

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LARGE-SCALE INVERSE PROBLEMS AND QUANTIFICATION OF UNCERTAINTY