An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approach (Q5089997): Difference between revisions

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scientific article; zbMATH DE number 7557729

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English	An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approach	scientific article; zbMATH DE number 7557729

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scholarly article

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title

An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approach (English)

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Journal of Nonlinear and Variational Analysis

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publication date

15 July 2022

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zbMATH Keywords

energy least-squares

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inverse problem

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iterative regularization

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stochastic parameter identification

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stochastic PDEs

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.23952/jnva.5.2021.6.02

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cites work

Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison

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Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations

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A Stochastic Approximation Method

0 references

Hilbert-Valued Perturbed Subgradient Algorithms

0 references

Gradient Convergence in Gradient methods with Errors

0 references

Decomposition/Coordination Algorithms in Stochastic Optimization

0 references

Stochastic Approximation in Hilbert Space: Identification and Optimization of Linear Continuous Parameter Systems

0 references

On H-valued Robbins-Monro processes

0 references

Variable smoothing for convex optimization problems using stochastic gradients

0 references

Bridging the gap between constant step size stochastic gradient descent and Markov chains

0 references

Extragradient Method with Variance Reduction for Stochastic Variational Inequalities

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Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities

0 references

Stochastic mirror descent dynamics and their convergence in monotone variational inequalities

0 references

Optimal Algorithms for Non-Smooth Distributed Optimization in Networks

0 references

Regularized nonlinear acceleration

0 references

A new incremental constraint projection method for solving monotone variational inequalities

0 references

An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities

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Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning

0 references

Stochastic Finite Element Method for Torso Conductivity Uncertainties Quantification in Electrocardiography Inverse Problem

0 references

Stochastic inverse heat conduction using a spectral approach

0 references

Adaptive Reduced-Order Model Construction for Conditional Value-at-Risk Estimation

0 references

Parameter estimation by implicit sampling

0 references

Identification of Properties of Stochastic Elastoplastic Systems

0 references

A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach

0 references

A first-order adjoint and a second-order hybrid method for an energy output least-squares elastography inverse problem of identifying tumor location

0 references

An equation error approach for the elasticity imaging inverse problem for predicting tumor location

0 references

A New Energy Inversion for Parameter Identification in Saddle Point Problems with an Application to the Elasticity Imaging Inverse Problem of Predicting Tumor Location

0 references

Gradient and extragradient methods for the elasticity imaging inverse problem using an equation error formulation: A comparative numerical study

0 references

An Abstract Framework for Elliptic Inverse Problems: Part 1. An Output Least-Squares Approach

0 references

An Abstract Framework for Elliptic Inverse Problems: Part 2. An Augmented Lagrangian Approach

0 references

First-order and second-order adjoint methods for parameter identification problems with an application to the elasticity imaging inverse problem

0 references

A New Convex Inversion Framework for Parameter Identification in Saddle Point Problems with an Application to the Elasticity Imaging Inverse Problem of Predicting Tumor Location

0 references

A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations

0 references

Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces

0 references

Nonlinear Ill-posed Problems of Monotone Type

0 references

Q4773116

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Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems

0 references

An Introduction to Computational Stochastic PDEs

0 references

A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

0 references

Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients

0 references

A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation

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Identifiers

Mathematics Subject Classification ID

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10.23952/JNVA.5.2021.6.02

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Sitelinks

Mathematics(1 entry)

mardi Publication:5089997

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+Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison
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+Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
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+A Stochastic Approximation Method
@@ Property / cites work: A Stochastic Approximation Method / rank @@
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+Hilbert-Valued Perturbed Subgradient Algorithms
@@ Property / cites work: Hilbert-Valued Perturbed Subgradient Algorithms / rank @@
+Normal rank
@@ Property / cites work @@
+Gradient Convergence in Gradient methods with Errors
+Normal rank
@@ Property / cites work @@
+Decomposition/Coordination Algorithms in Stochastic Optimization
+Normal rank
@@ Property / cites work @@
+Stochastic Approximation in Hilbert Space: Identification and Optimization of Linear Continuous Parameter Systems
+Normal rank
@@ Property / cites work @@
+On H-valued Robbins-Monro processes
@@ Property / cites work: On H-valued Robbins-Monro processes / rank @@
+Normal rank
@@ Property / cites work @@
+Variable smoothing for convex optimization problems using stochastic gradients
+Normal rank
@@ Property / cites work @@
+Bridging the gap between constant step size stochastic gradient descent and Markov chains
+Normal rank
@@ Property / cites work @@
+Extragradient Method with Variance Reduction for Stochastic Variational Inequalities
+Normal rank
@@ Property / cites work @@
+Variance-Based Extragradient Methods with Line Search for Stochastic Variational Inequalities
+Normal rank
@@ Property / cites work @@
+Stochastic mirror descent dynamics and their convergence in monotone variational inequalities
+Normal rank
@@ Property / cites work @@
+Optimal Algorithms for Non-Smooth Distributed Optimization in Networks
+Normal rank
@@ Property / cites work @@
+Regularized nonlinear acceleration
@@ Property / cites work: Regularized nonlinear acceleration / rank @@
+Normal rank
@@ Property / cites work @@
+A new incremental constraint projection method for solving monotone variational inequalities
+Normal rank
@@ Property / cites work @@
+An infeasible stochastic approximation and projection algorithm for stochastic variational inequalities
+Normal rank
@@ Property / cites work @@
+Stochastic approximation with nondecaying gain: Error bound and data‐driven gain‐tuning
+Normal rank
@@ Property / cites work @@
+Stochastic Finite Element Method for Torso Conductivity Uncertainties Quantification in Electrocardiography Inverse Problem
+Normal rank
@@ Property / cites work @@
+Stochastic inverse heat conduction using a spectral approach
+Normal rank
@@ Property / cites work @@
+Adaptive Reduced-Order Model Construction for Conditional Value-at-Risk Estimation
+Normal rank
@@ Property / cites work @@
+Parameter estimation by implicit sampling
@@ Property / cites work: Parameter estimation by implicit sampling / rank @@
+Normal rank
@@ Property / cites work @@
+Identification of Properties of Stochastic Elastoplastic Systems
+Normal rank
@@ Property / cites work @@
+A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach
+Normal rank
@@ Property / cites work @@
+A first-order adjoint and a second-order hybrid method for an energy output least-squares elastography inverse problem of identifying tumor location
+Normal rank
@@ Property / cites work @@
+An equation error approach for the elasticity imaging inverse problem for predicting tumor location
+Normal rank
@@ Property / cites work @@
+A New Energy Inversion for Parameter Identification in Saddle Point Problems with an Application to the Elasticity Imaging Inverse Problem of Predicting Tumor Location
+Normal rank
@@ Property / cites work @@
+Gradient and extragradient methods for the elasticity imaging inverse problem using an equation error formulation: A comparative numerical study
+Normal rank
@@ Property / cites work @@
+An Abstract Framework for Elliptic Inverse Problems: Part 1. An Output Least-Squares Approach
+Normal rank
@@ Property / cites work @@
+An Abstract Framework for Elliptic Inverse Problems: Part 2. An Augmented Lagrangian Approach
+Normal rank
@@ Property / cites work @@
+First-order and second-order adjoint methods for parameter identification problems with an application to the elasticity imaging inverse problem
+Normal rank
@@ Property / cites work @@
+A New Convex Inversion Framework for Parameter Identification in Saddle Point Problems with an Application to the Elasticity Imaging Inverse Problem of Predicting Tumor Location
+Normal rank
@@ Property / cites work @@
+A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations
+Normal rank
@@ Property / cites work @@
+Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces
+Normal rank
@@ Property / cites work @@
+Nonlinear Ill-posed Problems of Monotone Type
@@ Property / cites work: Nonlinear Ill-posed Problems of Monotone Type / rank @@
+Normal rank
@@ Property / cites work @@
+Q4773116
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@@ Property / cites work @@
+Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems
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@@ Property / cites work @@
+An Introduction to Computational Stochastic PDEs
@@ Property / cites work: An Introduction to Computational Stochastic PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
+Normal rank
@@ Property / cites work @@
+Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients
+Normal rank
@@ Property / cites work @@
+A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation
+Normal rank
@@ Property / DOI @@
+.23952/JNVA.5.2021.6.02
@@ Property / DOI: 10.23952/JNVA.5.2021.6.02 / rank @@
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