A convex optimization framework for the inverse problem of identifying a random parameter in a stochastic partial differential equation
From MaRDI portal
(Redirected from Publication:5010085)
infinite-dimensional noisepartial differential equations with random dataregularizationstochastic Galerkin methodstochastic inverse problemstochastic parameter identification
Inverse problems for PDEs (35R30) PDEs with randomness, stochastic partial differential equations (35R60) Inverse problems in optimal control (49N45) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Numerical solution to inverse problems in abstract spaces (65J22) Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs (65M30)
Recommendations
- A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations
- A new regularized stochastic approximation framework for stochastic inverse problems
- Inverse problem of estimating the stochastic flexural rigidity in fourth-order models
- scientific article; zbMATH DE number 7733441
- An equation error approach for identifying a random parameter in a stochastic partial differential equation
Cites work
- A measure-theoretic computational method for inverse sensitivity problems. I: Method and analysis
- 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
- A scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approach
- A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
- A trust-region algorithm with adaptive stochastic collocation for PDE optimization under uncertainty
- A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations
- Adaptive reduced-order model construction for conditional value-at-risk estimation
- An Abstract Framework for Elliptic Inverse Problems: Part 1. An Output Least-Squares Approach
- An Abstract Framework for Elliptic Inverse Problems: Part 2. An Augmented Lagrangian Approach
- An efficient sampling method for stochastic inverse problems
- An equation error approach for the elasticity imaging inverse problem for predicting tumor location
- An introduction to computational stochastic PDEs
- Analysis of the ensemble and polynomial chaos Kalman filters in Bayesian inverse problems
- 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
- Bayesian inverse problems and Kalman filters
- 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
- Galerkin Finite Element Approximations of Stochastic Elliptic Partial Differential Equations
- Gradient-based estimation of uncertain parameters for elliptic partial differential equations
- scientific article; zbMATH DE number 3665938 (Why is no real title available?)
- scientific article; zbMATH DE number 3608593 (Why is no real title available?)
- Identification in variational and quasi-variational inequalities
- Identification of properties of stochastic elastoplastic systems
- Mean-variance risk-averse optimal control of systems governed by PDEs with random parameter fields using quadratic approximations
- Multigrid and sparse-grid schemes for elliptic control problems with random coefficients
- Multilevel and weighted reduced basis method for stochastic optimal control problems constrained by Stokes equations
- Numerical optimal control for problems with random forced SPDE constraints
- On the convergence of generalized polynomial chaos expansions
- On the convergence of the stochastic Galerkin method for random elliptic partial differential equations
- Optimal control with stochastic PDE constraints and uncertain controls
- Optimal thickness of a cylindrical shell subject to stochastic forces
- Parameter estimation by implicit sampling
- Projected stochastic gradients for convex constrained problems in Hilbert spaces
- Random field representations for stochastic elliptic boundary value problems and statistical inverse problems
- Random integral equations
- Spectral Finite-Element Methods for Parametric Constrained Optimization Problems
- Statistical and computational inverse problems.
- Stochastic collocation for optimal control problems with stochastic PDE constraints
- Stochastic data assimilation of the random shallow water model loads with uncertain experimental measurements
- Stochastic Finite Element Method for Torso Conductivity Uncertainties Quantification in Electrocardiography Inverse Problem
- Stochastic inverse heat conduction using a spectral approach
- Stochastic reduced order models for inverse problems under uncertainty
- Taylor approximation and variance reduction for PDE-constrained optimal control under uncertainty
Cited in
(20)- Stochastic reduced order models for inverse problems under uncertainty
- A variational inequality based stochastic approximation for inverse problems in stochastic partial differential equations
- Analysis of smart thermostat thermal models for residential building
- A variational inequality based stochastic approximation for estimating the flexural rigidity in random fourth-order models
- Inverse problem of estimating the stochastic flexural rigidity in fourth-order models
- An equation error approach for identifying a random parameter in a stochastic partial differential equation
- An iteratively regularized stochastic gradient method for estimating a random parameter in a stochastic PDE. A variational inequality approach
- On convex modified output least-squares for elliptic inverse problems: stability, regularization, applications, and numerics
- Convergence rates for nonlinear inverse problems of parameter identification using Bregman distances
- Robust obstacle reconstruction in an elastic medium
- scientific article; zbMATH DE number 7733441 (Why is no real title available?)
- A new regularized stochastic approximation framework for stochastic inverse problems
- Auto-weighted Bayesian physics-informed neural networks and robust estimations for multitask inverse problems in pore-scale imaging of dissolution
- On the inverse problem of parameter identification in the steady Oseen model with unilateral and frictional-type boundary conditions
- First- and second-order adjoint methods for stochastic identification problems.
- Stochastic elastography inverse problem of tumor identification by an equation error approach
- Estimating mean and variance of random coefficients in stochastic variational problems using second-order methods
- New existence results for evolutionary quasi-hemi-variational inequalities with semi-monotone maps and applications to optimal control problems
- Dual and generalized dual cones in Banach spaces
- Estimating random coefficients in mixed variational problems with an application to the stochastic elasticity imaging inverse problem for tumor identification
This page was built for publication: A convex optimization framework for the inverse problem of identifying a random parameter in a stochastic partial differential equation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5010085)
