Parameter Estimation for PDEs using Stochastic Methods

von Roxana Elena Tanase

152 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

The aim of this book is to compare the efficiency of different algorithms on estimating parameters that arise in partial differential equations: Kalman Filters (Ensemble Kalman Filter, Stochastic Collocation Kalman Filter, Karhunen-Lo`eve Ensemble Kalman Filter, Karhunen- Lo`eve Stochastic Collocation Kalman Filter), Markov-Chain Monte Carlo sampling schemes and Adjoint variable-based method. We also present the theoretical results for stochastic optimal control for problems constrained by partial differential equations with random input data in a mixed finite element form. We verify experimentally with numerical simulations using Adjoint variable-based method with various identification objectives that either minimize the expectation of a tracking cost functional or minimize the difference of desired statistical quantities in the appropriate Lp norm.

• Themen: Mathematik und Naturwissenschaften Mathematik
• ISBN: 9783659927324
• Sprache: Englisch
• Erscheinungsdatum: 14.02.2019
• Größe: 220 x 150 mm
• Verlag: LAP LAMBERT Academic Publishing