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dc.contributor.authorLitvinenko, Alexander
dc.contributor.authorMatthies, Hermann G.
dc.date.accessioned2017-06-01T10:20:44Z
dc.date.available2017-06-01T10:20:44Z
dc.date.issued2014-01-06
dc.identifier.urihttp://hdl.handle.net/10754/624019
dc.description.abstractIn a Bayesian setting, inverse problems and uncertainty quantification (UQ) - the propagation of uncertainty through a computational (forward) modelare strongly connected. In the form of conditional expectation the Bayesian update becomes computationally attractive. This is especially the case as together with a functional or spectral approach for the forward UQ there is no need for time- consuming and slowly convergent Monte Carlo sampling. The developed sampling- free non-linear Bayesian update is derived from the variational problem associated with conditional expectation. This formulation in general calls for further discretisa- tion to make the computation possible, and we choose a polynomial approximation. After giving details on the actual computation in the framework of functional or spectral approximations, we demonstrate the workings of the algorithm on a number of examples of increasing complexity. At last, we compare the linear and quadratic Bayesian update on the small but taxing example of the chaotic Lorenz 84 model, where we experiment with the influence of different observation or measurement operators on the update.
dc.relation.urlhttp://mediasite.kaust.edu.sa/Mediasite/Play/c9df2ecfa32949fd8dd0dbc4d82099801d?catalog=ca65101c-a4eb-4057-9444-45f799bd9c52
dc.titleInverse Problems and Uncertainty Quantification
dc.typePresentation
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.conference.dateJanuary 6-10, 2014
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2014)
dc.conference.locationKAUST
kaust.personLitvinenko, Alexander
refterms.dateFOA2018-06-13T16:23:16Z


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