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Bayesian inverse problems in PDEs
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Stuart, A. M. (2009) Bayesian inverse problems in PDEs. In: International Conference on Sparse Representation of Multiscale Data and Images: Theory and Applications, Singapore, 14-17 Dec 2009 (Unpublished)
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Official URL: http://www.ntu.edu.sg/ias/upcomingevents/SRMDI09/P...
Abstract
A significant challenge facing mathematical scientists is the development of a coherent mathematical and algorithmic framework enabling researchers to blend complex mathematical models with the (often vast) data sets which are now routinely available in many fields of engineering, science and technology.
In this talk I will frame a range of inverse problems arising from the conjunction of differential equations and data in a common framework of Bayesian statistics in function space.
I will prove a well-posedness result for the inverse problem, and use this well-posedness to prove a result relating approximation in the forward operator to approximation of the posterior measure for the inverse problem. Applications in fluid mechanics and subsurface geophysics will be given.
Item Type: | Conference Item (Paper) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Mathematics | ||||
Official Date: | 16 December 2009 | ||||
Dates: |
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Status: | Not Peer Reviewed | ||||
Publication Status: | Unpublished | ||||
Version or Related Resource: | Stuart, A. M. (2010). Bayesian inverse problems in PDEs. In: DSPDEs'10 : Emerging Topics in Dynamical Systems and Partial Differential Equations. Barcelona, 4 Jun 2010. | ||||
Conference Paper Type: | Paper | ||||
Title of Event: | International Conference on Sparse Representation of Multiscale Data and Images: Theory and Applications | ||||
Type of Event: | Conference | ||||
Location of Event: | Singapore | ||||
Date(s) of Event: | 14-17 Dec 2009 | ||||
Related URLs: |
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