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

DOI10.1515/jiip.2007.020zbMath1124.65008MaRDI 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 filtering; state-space models; stochastic partial differential equation; discretization error; numerial examples; nonstationary inverse problems; time discrete state evolution equation

Mathematics Subject Classification ID

60G35: Signal detection and filtering (aspects of stochastic processes)

35R30: Inverse problems for PDEs

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

65M32: Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs

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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