Discretization error in dynamical inverse problems: one-dimensional model case

DOI10.1515/jiip.2007.020zbMath1124.65008OpenAlexW2040149666MaRDI QIDQ5421229

Janne M. J. Huttunen, Hanna K. Pikkarainen

Publication date: 22 October 2007

Published in: Journal of Inverse and Ill-posed Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jiip.2007.020

zbMATH Keywords

Kalman filteringstate-space modelsstochastic partial differential equationdiscretization errornumerial examplesnonstationary inverse problemstime discrete state evolution equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inverse problems for PDEs (35R30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

Related Items (1)

Model reduction in state identification problems with an application to determination of thermal parameters

Cites Work

• Approximation errors in nonstationary inverse problems
• Statistical inverse problems: discretization, model reduction and inverse crimes
• Approximation errors and model reduction with an application in optical diffusion tomography
• State estimation approach to nonstationary inverse problems: discretization error and filtering problem

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