A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation
Publication:5010085
DOI10.1137/20M1323953zbMath1471.35332WikidataQ114074211 ScholiaQ114074211MaRDI QIDQ5010085
Baasansuren Jadamba, H.-J. Starkloff, Miguel Sama, Christiane Tammer, Akhtar A. Khan
Publication date: 24 August 2021
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
regularization; stochastic Galerkin method; infinite-dimensional noise; stochastic parameter identification; stochastic inverse problem; partial differential equations with random data
35R30: Inverse problems for PDEs
35R60: PDEs with randomness, stochastic partial differential equations
65J20: Numerical solutions of ill-posed problems in abstract spaces; regularization
49N45: Inverse problems in optimal control
65J22: Numerical solution to inverse problems in abstract spaces
65M30: Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal thickness of a cylindrical shell subject to stochastic forces
- Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations
- An equation error approach for the elasticity imaging inverse problem for predicting tumor location
- Optimal control with stochastic PDE constraints and uncertain controls
- Numerical optimal control for problems with random forced SPDE constraints
- Stochastic data assimilation of the random shallow water model loads with uncertain experimental measurements
- Multigrid and sparse-grid schemes for elliptic control problems with random coefficients
- Parameter estimation by implicit sampling
- A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach
- Random integral equations
- Application of fixed point-collocation method for solving an optimal control problem of a parabolic-hyperbolic free boundary problem modeling the growth of tumor with drug application
- Statistical and computational inverse problems.
- Stochastic reduced order models for inverse problems under uncertainty
- A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations
- Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
- Bayesian inversion for steady flow in fractured porous media with contact on fractures and hydro-mechanical coupling
- Comparison of approaches for random PDE optimization problems based on different matching functionals
- An efficient sampling method for stochastic inverse problems
- On the convergence of generalized polynomial chaos expansions
- A Trust-Region Algorithm with Adaptive Stochastic Collocation for PDE Optimization under Uncertainty
- A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
- An Introduction to Computational Stochastic PDEs
- A Measure-Theoretic Computational Method for Inverse Sensitivity Problems I: Method and Analysis
- Stochastic inverse heat conduction using a spectral approach
- An Abstract Framework for Elliptic Inverse Problems: Part 2. An Augmented Lagrangian Approach
- Adaptive Reduced-Order Model Construction for Conditional Value-at-Risk Estimation
- Analysis of the Ensemble and Polynomial Chaos Kalman Filters in Bayesian Inverse Problems
- An Abstract Framework for Elliptic Inverse Problems: Part 1. An Output Least-Squares Approach
- Spectral Finite-Element Methods for Parametric Constrained Optimization Problems
- Stochastic Finite Element Method for Torso Conductivity Uncertainties Quantification in Electrocardiography Inverse Problem
- Mean-Variance Risk-Averse Optimal Control of Systems Governed by PDEs with Random Parameter Fields Using Quadratic Approximations
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Stochastic Collocation for Optimal Control Problems with Stochastic PDE Constraints
- Random field representations for stochastic elliptic boundary value problems and statistical inverse problems
- 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
- Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces
- Bayesian Inverse Problems and Kalman Filters
- Gradient-based estimation of uncertain parameters for elliptic partial differential equations
- On the convergence of the stochastic Galerkin method for random elliptic partial differential equations
- Identification of Properties of Stochastic Elastoplastic Systems