Parameter Estimation and Inverse Problems

Author: Richard C. Aster,Brian Borchers,Clifford H. Thurber

Publisher: Elsevier

ISBN: 0128134232

Category: Science

Page: 404

View: 6437

Parameter Estimation and Inverse Problems, Third Edition, is structured around a course at New Mexico Tech and is designed to be accessible to typical graduate students in the physical sciences who do not have an extensive mathematical background. The book is complemented by a companion website that includes MATLAB codes that correspond to examples that are illustrated with simple, easy to follow problems that illuminate the details of particular numerical methods. Updates to the new edition include more discussions of Laplacian smoothing, an expansion of basis function exercises, the addition of stochastic descent, an improved presentation of Fourier methods and exercises, and more. Complemented by a companion website that includes MATLAB codes that correspond to all examples Features examples that are illustrated with simple, easy to follow problems that illuminate the details of a particular numerical method Includes an online instructor’s guide that helps professors teach and customize exercises and select homework problems Covers updated information on adjoint methods that are presented in an accessible manner

Inverse Problem Theory and Methods for Model Parameter Estimation

Author: Albert Tarantola

Publisher: SIAM

ISBN: 9780898717921

Category: Engineering

Page: 342

View: 9410

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.

Inverse Problem Theory

Methods for Data Fitting and Model Parameter Estimation

Author: A. Tarantola

Publisher: Elsevier

ISBN: 0444599673

Category: Mathematics

Page: 644

View: 7231

Inverse Problem Theory is written for physicists, geophysicists and all scientists facing the problem of quantitative interpretation of experimental data. Although it contains a lot of mathematics, it is not intended as a mathematical book, but rather tries to explain how a method of acquisition of information can be applied to the actual world. The book provides a comprehensive, up-to-date description of the methods to be used for fitting experimental data, or to estimate model parameters, and to unify these methods into the Inverse Problem Theory. The first part of the book deals with discrete problems and describes Maximum likelihood, Monte Carlo, Least squares, and Least absolute values methods. The second part deals with inverse problems involving functions. The book is almost completely self-contained, with all important concepts carefully introduced. Although theoretical concepts are strongly emphasized, the author has ensured that all the useful formulas are listed, with many special cases included. The book will thus serve equally well as a reference manual for researchers needing to refresh their memories on a given algorithm, or as a textbook in a course for undergraduate or graduate students.

Parameter Identification and Inverse Problems in Hydrology, Geology and Ecology

Author: Johannes Gottlieb,Paul DuChateau

Publisher: Springer Science & Business Media

ISBN: 940091704X

Category: Science

Page: 302

View: 556

The Workshop on Parameter Identification and Inverse Problems in Hydrology, Geology and Ecology, Karlsruhe, April 10-12, 1995, was organized to bring to gether an interdisciplinary group drawn from the areas of science, engineering and mathematics for the following purposes: - to promote, encourage and influence more understanding and cooperation in the community of parameter identifiers from various disciplines, - to forge unity in diversity by bringing together a variety of disciplines that attempt to understand the reconstruction of inner model parameters, un known nonlinear constitutive relations, heterogeneous structures inside of geological objects, sources or sinks from observational data, - to discuss modern regularization tools for handling improperly posed pro blems and strategies of incorporating a priori knowledge from the applied problem into the model and its treatment. These proceedings contain some of the results of the workshop, representing a bal anced selection of contributions from the various groups of participants. The reviewed invited and contributed articles are grouped according to the broad headings of hydrology, non-linear diffusion and soil physics, geophysical methods, mathematical analysis of inverse and ill-posed problems and parallel algorithms for inverse problems. Some of the issues adressed by the articles in these proceedings include the rela tion between least squares and direct formulations of inverse problems for partial differential equations, nonlinear regularization, identification of nonlinear consti tutive relations, fast parallel algorithms for large scale inverse problems, reduction of model structures, geostatistical inversion techniques.

Wissenschaftliches Rechnen mit MATLAB

Author: Alfio Quarteroni,Fausto Saleri

Publisher: Springer-Verlag

ISBN: 3540293078

Category: Mathematics

Page: 269

View: 1234

Aus den Rezensionen der englischen Auflage: Dieses Lehrbuch ist eine Einführung in das Wissenschaftliche Rechnen und diskutiert Algorithmen und deren mathematischen Hintergrund. Angesprochen werden im Detail nichtlineare Gleichungen, Approximationsverfahren, numerische Integration und Differentiation, numerische Lineare Algebra, gewöhnliche Differentialgleichungen und Randwertprobleme. Zu den einzelnen Themen werden viele Beispiele und Übungsaufgaben sowie deren Lösung präsentiert, die durchweg in MATLAB formuliert sind. Der Leser findet daher nicht nur die graue Theorie sondern auch deren Umsetzung in numerischen, in MATLAB formulierten Code. MATLAB select 2003, Issue 2, p. 50. [Die Autoren] haben ein ausgezeichnetes Werk vorgelegt, das MATLAB vorstellt und eine sehr nützliche Sammlung von MATLAB Funktionen für die Lösung fortgeschrittener mathematischer und naturwissenschaftlicher Probleme bietet. [...] Die Präsentation des Stoffs ist durchgängig gut und leicht verständlich und beinhaltet Lösungen für die Übungen am Ende jedes Kapitels. Als exzellenter Neuzugang für Universitätsbibliotheken- und Buchhandlungen wird dieses Buch sowohl beim Selbststudium als auch als Ergänzung zu anderen MATLAB-basierten Büchern von großem Nutzen sein. Alles in allem: Sehr empfehlenswert. Für Studenten im Erstsemester wie für Experten gleichermassen. S.T. Karris, University of California, Berkeley, Choice 2003.

Introduction to Inverse Problems in Imaging

Author: M. Bertero,P. Boccacci

Publisher: CRC Press

ISBN: 9781439822067

Category: Technology & Engineering

Page: 352

View: 9819

This is a graduate textbook on the principles of linear inverse problems, methods of their approximate solution, and practical application in imaging. The level of mathematical treatment is kept as low as possible to make the book suitable for a wide range of readers from different backgrounds in science and engineering. Mathematical prerequisites are first courses in analysis, geometry, linear algebra, probability theory, and Fourier analysis. The authors concentrate on presenting easily implementable and fast solution algorithms. With examples and exercised throughout, the book will provide the reader with the appropriate background for a clear understanding of the essence of inverse problems (ill-posedness and its cure) and, consequently, for an intelligent assessment of the rapidly growing literature on these problems.

Time Series Analysis and Inverse Theory for Geophysicists

Author: David Gubbins

Publisher: Cambridge University Press

ISBN: 9780521525695

Category: Mathematics

Page: 255

View: 3706

The first textbook covering spectral analysis and geophysical data inversion for undergraduate and graduate students.

Stable Solution of Inverse Problems

Author: Johann Baumeister

Publisher: Vieweg + Teubner Verlag

ISBN: N.A

Category: Language Arts & Disciplines

Page: 254

View: 4463

These notes are intended to describe the basic concepts of solving inverse problems in a stable way. Since almost all in­ verse problems are ill-posed in its original formulation the discussion of methods to overcome difficulties which result from this fact is the main subject of this book. Over the past fifteen years, the number of publications on inverse problems has grown rapidly. Therefore, these notes can be neither a comprehensive introduction nor a complete mono­ graph on the topics considered; it is designed to provide the main ideas and methods. Throughout, we have not striven for the most general statement, but the clearest one which would cover the most situations. The presentation is intended to be accessible to students whose mathematical background includes basic courses in ad­ vanced calculus, linear algebra and functional analysis. Each chapter contains bibliographical comments. At the end of Chap­ ter 1 references are given which refer to topics which are not studied in this book. I am very grateful to Mrs. B. Brodt for typing and to W. Scondo and u. Schuch for inspecting the manuscript.

Inverse problems in engineering

theory and practice

Author: Nicholas Zabaras,Engineering Foundation (U.S.),American Society of Mechanical Engineers

Publisher: Amer Society of Mechanical

ISBN: N.A

Category: Technology & Engineering

Page: 369

View: 2578

Inverse Problems and Related Topics

Author: Gen Nakamura,Saburou Saitoh,Jin Kean Seo

Publisher: CRC Press

ISBN: 9781584881919

Category: Mathematics

Page: 248

View: 1239

Inverse problems arise in many disciplines and hold great importance to practical applications. However, sound new methods are needed to solve these problems. Over the past few years, Japanese and Korean mathematicians have obtained a number of very interesting and unique results in inverse problems. Inverse Problems and Related Topics compiles papers authored by some of the top researchers in Korea and Japan. It presents a number of original and useful results and offers a unique opportunity to explore the current trends of research in inverse problems in these countries. Highlighting the existence and active work of several Japanese and Korean groups, it also serves as a guide to those seeking future scientific exchange with researchers in these countries.

Modeling and Inverse Problems in the Presence of Uncertainty

Author: H. T. Banks,Shuhua Hu,W. Clayton Thompson

Publisher: CRC Press

ISBN: 1482206439

Category: Mathematics

Page: 405

View: 5926

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.

Estimation Techniques for Distributed Parameter Systems

Author: H.T. Banks,K. Kunisch

Publisher: Springer Science & Business Media

ISBN: 1461237009

Category: Juvenile Nonfiction

Page: 316

View: 7154

The research detailed in this monograph was originally motivated by our interest in control problems involving partial and delay differential equations. Our attempts to apply control theory techniques to such prob lems in several areas of science convinced us that in the need for better and more detailed models of distributed/ continuum processes in biology and mechanics lay a rich, interesting, and challenging class of fundamen tal questions. These questions, which involve science and mathematics, are typical of those arising in inverse or parameter estimation problems. Our efforts on inverse problems for distributed parameter systems, which are infinite dimensional in the most common realizations, began about seven years ago at a time when rapid advances in computing capabilities and availability held promise for significant progress in the development of a practically useful as well as theoretically sound methodology for such problems. Much of the research reported in our presentation was not begun when we outlined the plans for this monograph some years ago. By publishing this monograph now, when only a part of the originally intended topics are covered (see Chapter VII in this respect), we hope to stimulate the research and interest of others in an area of scientific en deavor which has exceeded even our optimistic expectations with respect to excitement, opportunity, and stimulation. The computer revolution alluded to above and the development of new codes allow one to solve rather routinely certain estimation problems that would have been out of the question ten years ago.

Inverse Engineering Handbook

Author: Keith A. Woodbury

Publisher: CRC Press

ISBN: 1420041614

Category: Mathematics

Page: 480

View: 5681

Inverse problems have been the focus of a growing number of research efforts over the last 40 years-and rightly so. The ability to determine a "cause" from an observed "effect" is a powerful one. Researchers now have at their disposal a variety of techniques for solving inverse problems, techniques that go well beyond those useful for relatively simple parameter estimation problems. The question is, where can one find a single, comprehensive resource that details these methods? The answer is the Inverse Engineering Handbook. Leading experts in inverse problems have joined forces to produce the definitive reference that allows readers to understand, implement, and benefit from a variety of problem-solving techniques. Each chapter details a method developed or refined by its contributor, who provides clear explanations, examples, and in many cases, software algorithms. The presentation begins with methods for parameter estimation, which build a bridge to boundary function estimation problems. The techniques addressed include sequential function estimation, mollification, space marching techniques, and adjoint, Monte Carlo, and gradient-based methods. Discussions also cover important experimental aspects, including experiment design and the effects of uncertain parameters. While many of the examples presented focus on heat transfer, the techniques discussed are applicable to a wide range of inverse problems. Anyone interested in inverse problems, regardless of their specialty, will find the Inverse Engineering Handbook to be a unique and invaluable compendium of up-to-date techniques.

Numerical Methods for Inverse Problems

Author: Michel Kern

Publisher: John Wiley & Sons

ISBN: 1848218184

Category: Mathematics

Page: 232

View: 3232

This book studies methods to concretely address inverse problems. An inverse problem arises when the causes that produced a given effect must be determined or when one seeks to indirectly estimate the parameters of a physical system. The author uses practical examples to illustrate inverse problems in physical sciences. He presents the techniques and specific methods chosen to solve inverse problems in a general domain of application, choosing to focus on a small number of methods that can be used in most applications. This book is aimed at readers with a mathematical and scientific computing background. Despite this, it is a book with a practical perspective. The methods described are applicable, have been applied, and are often illustrated by numerical examples.

Inverse Problems in Diffusion Processes

Proceedings of the GAMM-SIAM Symposium

Author: Heinz W. Engl,William Rundell

Publisher: SIAM

ISBN: 9780898713510

Category: Science

Page: 232

View: 8740

This collection of expository papers encompasses both the theoretical and physical application side of inverse problems in diffusion processes.

Inverse Problems in Groundwater Modeling

Author: Ne-Zheng Sun

Publisher: Springer Science & Business Media

ISBN: 9401719705

Category: Science

Page: 338

View: 9258

... A diskette with the updated programme of Appendix C and examples is available through the author at a small fee. email: [email protected] fax: 1--310--825--5435 ... This book systematically discusses basic concepts, theory, solution methods and applications of inverse problems in groundwater modeling. It is the first book devoted to this subject. The inverse problem is defined and solved in both deterministic and statistic frameworks. Various direct and indirect methods are discussed and compared. As a useful tool, the adjoint state method and its applications are given in detail. For a stochastic field, the maximum likelihood estimation and co-kriging techniques are used to estimate unknown parameters. The ill-posed problem of inverse solution is highlighted through the whole book. The importance of data collection strategy is specially emphasized. Besides the classical design criteria, the relationships between decision making, prediction, parameter identification and experimental design are considered from the point of view of extended identifiabilities. The problem of model structure identification is also considered. This book can be used as a textbook for graduate students majoring in hydrogeology or related subjects. It is also a reference book for hydrogeologists, petroleum engineers, environmental engineers, mining engineers and applied mathematicians.

Einführung in die Numerische Mathematik II

Unter Berücksichtigung von Vorlesungen von F.L. Bauer

Author: J. Stoer,R. Bulirsch

Publisher: Springer-Verlag

ISBN: 3662068664

Category: Mathematics

Page: 310

View: 6489

Information Bounds and Nonparametric Maximum Likelihood Estimation

Author: P. Groeneboom,J.A. Wellner

Publisher: Birkhäuser

ISBN: 3034886217

Category: Mathematics

Page: 128

View: 1418

This book contains the lecture notes for a DMV course presented by the authors at Gunzburg, Germany, in September, 1990. In the course we sketched the theory of information bounds for non parametric and semiparametric models, and developed the theory of non parametric maximum likelihood estimation in several particular inverse problems: interval censoring and deconvolution models. Part I, based on Jon Wellner's lectures, gives a brief sketch of information lower bound theory: Hajek's convolution theorem and extensions, useful minimax bounds for parametric problems due to Ibragimov and Has'minskii, and a recent result characterizing differentiable functionals due to van der Vaart (1991). The differentiability theorem is illustrated with the examples of interval censoring and deconvolution (which are pursued from the estimation perspective in part II). The differentiability theorem gives a way of clearly distinguishing situations in which 1 2 the parameter of interest can be estimated at rate n / and situations in which this is not the case. However it says nothing about which rates to expect when the functional is not differentiable. Even the casual reader will notice that several models are introduced, but not pursued in any detail; many problems remain. Part II, based on Piet Groeneboom's lectures, focuses on non parametric maximum likelihood estimates (NPMLE's) for certain inverse problems. The first chapter deals with the interval censoring problem.

A Functional Analysis Framework for Modeling, Estimation and Control in Science and Engineering

Author: H.T. Banks

Publisher: CRC Press

ISBN: 1439880840

Category: Mathematics

Page: 280

View: 8410

A Modern Framework Based on Time-Tested Material A Functional Analysis Framework for Modeling, Estimation and Control in Science and Engineering presents functional analysis as a tool for understanding and treating distributed parameter systems. Drawing on his extensive research and teaching from the past 20 years, the author explains how functional analysis can be the basis of modern partial differential equation (PDE) and delay differential equation (DDE) techniques. Recent Examples of Functional Analysis in Biology, Electromagnetics, Materials, and Mechanics Through numerous application examples, the book illustrates the role that functional analysis—a classical subject—continues to play in the rigorous formulation of modern applied areas. The text covers common examples, such as thermal diffusion, transport in tissue, and beam vibration, as well as less traditional ones, including HIV models, uncertainty in noncooperative games, structured population models, electromagnetics in materials, delay systems, and PDEs in control and inverse problems. For some applications, computational aspects are discussed since many problems necessitate a numerical approach.

Mathematical and Experimental Modeling of Physical and Biological Processes

Author: H.T. Banks,H.T. Tran

Publisher: CRC Press

ISBN: 9781420073386

Category: Mathematics

Page: 298

View: 784

Through several case study problems from industrial and scientific research laboratory applications, Mathematical and Experimental Modeling of Physical and Biological Processes provides students with a fundamental understanding of how mathematics is applied to problems in science and engineering. For each case study problem, the authors discuss why a model is needed and what goals can be achieved with the model. Exploring what mathematics can reveal about applications, the book focuses on the design of appropriate experiments to validate the development of mathematical models. It guides students through the modeling process, from empirical observations and formalization of properties to model analysis and interpretation of results. The authors also describe the hardware and software tools used to design the experiments so faculty/students can duplicate them. Integrating real-world applications into the traditional mathematics curriculum, this textbook deals with the formulation and analysis of mathematical models in science and engineering. It gives students an appreciation of the use of mathematics and encourages them to further study the applied topics. Real experimental data for projects can be downloaded from CRC Press Online.