Anomaly Detection in Random Heterogeneous Media: Feynman-Kac by Martin Simon

By Martin Simon

This monograph is anxious with the research and numerical resolution of a stochastic inverse anomaly detection challenge in electric impedance tomography (EIT). Martin Simon experiences the matter of detecting a parameterized anomaly in an isotropic, desk bound and ergodic conductivity random box whose realizations are speedily oscillating. For this function, he derives Feynman-Kac formulae to carefully justify stochastic homogenization relating to the underlying stochastic boundary worth challenge. the writer combines recommendations from the idea of partial differential equations and sensible research with probabilistic principles, paving easy methods to new mathematical theorems that may be fruitfully utilized in the therapy of the matter to hand. additionally, the writer proposes a good numerical process within the framework of Bayesian inversion for the sensible resolution of the stochastic inverse anomaly detection problem. 

Show description

Read Online or Download Anomaly Detection in Random Heterogeneous Media: Feynman-Kac Formulae, Stochastic Homogenization and Statistical Inversion PDF

Best differential equations books

Linking Methods in Critical Point Theory

As is widely known, the nice Divide (a. okay. a. The Continental Divide) is shaped by means of the Rocky Mountains stretching from north to south throughout North the United States. It creates a digital "stone wall" so excessive that wind, rain, snow, and so on. can't go it. This retains the elements targeted on each side. seeing that railroad trains can't climb steep grades and tunnels via those mountains are virtually bold, the Canadian Pacific Railroad sought for a mountain cross offering the bottom grade for its tracks.

Mathematical Papers (Dover Books on Mathematics)

A virtually solely self-taught mathematical genius, George eco-friendly (1793 –1841) is healthier identified for Green's theorem, that is utilized in just about all desktop codes that resolve partial differential equations. He additionally released influential essays, or papers, within the fields of hydrodynamics, electrical energy, and magnetism.

Differential Equations: Theory,Technique and Practice with Boundary Value Problems (Textbooks in Mathematics)

Differential Equations: idea, procedure, and perform with Boundary price difficulties offers classical principles and state of the art innovations for a modern, undergraduate-level, one- or two-semester path on usual differential equations. Authored through a broadly revered researcher and instructor, the textual content covers typical issues equivalent to partial differential equations (PDEs), boundary worth difficulties, numerical tools, and dynamical structures.

Connections, Sprays and Finsler Structures

This e-book offers a complete advent to Finsler geometry within the language of present-day arithmetic. via Finsler geometry, it additionally introduces the reader to different buildings and methods of differential geometry. necessities for analyzing the e-book are minimum: undergraduate linear algebra (over the reals) and research.

Extra info for Anomaly Detection in Random Heterogeneous Media: Feynman-Kac Formulae, Stochastic Homogenization and Statistical Inversion

Example text

Download PDF sample

Rated 4.43 of 5 – based on 4 votes

Related posts