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

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

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Baasansuren Jadamba

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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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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

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Hilbert-Valued Perturbed Subgradient Algorithms

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Gradient Convergence in Gradient methods with Errors

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Decomposition/Coordination Algorithms in Stochastic Optimization

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

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On H-valued Robbins-Monro processes

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Variable smoothing for convex optimization problems using stochastic gradients

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

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Extragradient Method with Variance Reduction for Stochastic Variational Inequalities

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

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Stochastic mirror descent dynamics and their convergence in monotone variational inequalities

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Optimal Algorithms for Non-Smooth Distributed Optimization in Networks

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Regularized nonlinear acceleration

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A new incremental constraint projection method for solving monotone variational inequalities

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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

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

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Stochastic inverse heat conduction using a spectral approach

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

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Parameter estimation by implicit sampling

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Identification of Properties of Stochastic Elastoplastic Systems

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

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

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

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

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

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

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

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

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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

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

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Projected Stochastic Gradients for Convex Constrained Problems in Hilbert Spaces

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Nonlinear Ill-posed Problems of Monotone Type

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Regularized Iterative Stochastic Approximation Methods for Stochastic Variational Inequality Problems

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An Introduction to Computational Stochastic PDEs

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

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

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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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zbMATH DE Number

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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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