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portada Parameter Estimation for Pdes Using Stochastic Methods
Type
Physical Book
Publisher
Author
Language
English
Pages
152
Format
Paperback
ISBN13
9783659927324

Parameter Estimation for Pdes Using Stochastic Methods

Roxana Elena Tanase (Author) · Lap Lambert Academic Publishing · Paperback

Parameter Estimation for Pdes Using Stochastic Methods - Roxana Elena Tanase

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Synopsis "Parameter Estimation for Pdes Using Stochastic Methods"

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.

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