Modeling and Inverse Problems in the Presence of Uncertainty collects recent research-including the authors' own substantial projects-on uncertainty propagation and quantification. It covers two sources of uncertainty: where uncertainty is present primarily due to measurement errors and where uncertainty is present due to the modeling formulation i
Modeling and Inverse Problems in the Presence of Uncertainty collects recent research—including the authors’ own substantial projects—on uncertainty propagation and quantification. It covers two sources of uncertainty: where uncertainty is present primarily due to measurement errors and where uncertainty is present due to the modeling formulation itself. After a useful review of relevant probability and statistical concepts, the book summarizes mathematical and statistical aspects of inverse problem methodology, including ordinary, weighted, and generalized least-squares formulations. It then discusses asymptotic theories, bootstrapping, and issues related to the evaluation of correctness of assumed form of statistical models. The authors go on to present methods for evaluating and comparing the validity of appropriateness of a collection of models for describing a given data set, including statistically based model selection and comparison techniques. They also explore recent results on the estimation of probability distributions when they are embedded in complex mathematical models and only aggregate (not individual) data are available. In addition, they briefly discuss the optimal design of experiments in support of inverse problems for given models. The book concludes with a focus on uncertainty in model formulation itself, covering the general relationship of differential equations driven by white noise and the ones driven by colored noise in terms of their resulting probability density functions. It also deals with questions related to the appropriateness of discrete versus continuum models in transitions from small to large numbers of individuals. With many examples throughout addressing problems in physics, biology, and other areas, this book is intended for applied mathematicians interested in deterministic and/or stochastic models and their interactions. It is also suitable for scientists in biology, medicine, engineering, and physics working on basic modeling and inverse problems, uncertainty in modeling, propagation of uncertainty, and statistical modeling.
"This book provides the reader with basic concepts for soft computing and other methods for various means of uncertainty in handling solutions, analysis, and applications"--Provided by publisher.
We report progress on the development of methods in a number of specific areas of application including static, non-cooperative games related to counter- and counter-counter-electromagnetic interrogation of targets, modeling of complex viscoelastic polymeric materials, stochastic and deterministic models for complex networks and development of inverse problem methodologies (generalized sensitivity functions; asymptotic standard errors) for estimation of infinite dimensional functional parameters including probability measures and temporal/spatial dependent functions in complex nonlinear dynamical systems. These efforts are part of our fundamental research in a modeling, estimation and control methodology (theoretical, statistical and computational) for systems in the presence of major model and observation uncertainties.
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.
Proceedings of the NATO Advanced Research Workshop on Advances in Analytical and Numerical Groundwater Flow and Quality Modelling, Lisbon, Portugal, June 2-6, 1987
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.
The topic of Uncertainty Quantification (UQ) has witnessed massive developments in response to the promise of achieving risk mitigation through scientific prediction. It has led to the integration of ideas from mathematics, statistics and engineering being used to lend credence to predictive assessments of risk but also to design actions (by engineers, scientists and investors) that are consistent with risk aversion. The objective of this Handbook is to facilitate the dissemination of the forefront of UQ ideas to their audiences. We recognize that these audiences are varied, with interests ranging from theory to application, and from research to development and even execution.
Mathematical modeling of atmospheric composition is a formidable scientific and computational challenge. This comprehensive presentation of the modeling methods used in atmospheric chemistry focuses on both theory and practice, from the fundamental principles behind models, through to their applications in interpreting observations. An encyclopaedic coverage of methods used in atmospheric modeling, including their advantages and disadvantages, makes this a one-stop resource with a large scope. Particular emphasis is given to the mathematical formulation of chemical, radiative, and aerosol processes; advection and turbulent transport; emission and deposition processes; as well as major chapters on model evaluation and inverse modeling. The modeling of atmospheric chemistry is an intrinsically interdisciplinary endeavour, bringing together meteorology, radiative transfer, physical chemistry and biogeochemistry, making the book of value to a broad readership. Introductory chapters and a review of the relevant mathematics make this book instantly accessible to graduate students and researchers in the atmospheric sciences.
A comprehensive reference on data assimilation and inverse problems, and their applications across a broad range of geophysical disciplines, ideal for researchers and graduate students. It highlights the importance of data assimilation for understanding dynamical processes of the Earth and its space environment, and summarises recent advances.
