Anomaly Detection in Random Heterogeneous Media: Feynman-Kac - download pdf or read online

By Martin Simon

ISBN-10: 3658109920

ISBN-13: 9783658109929

This monograph is anxious with the research and numerical resolution of a stochastic inverse anomaly detection challenge in electric impedance tomography (EIT). Martin Simon stories the matter of detecting a parameterized anomaly in an isotropic, desk bound and ergodic conductivity random box whose realizations are quickly oscillating. For this goal, he derives Feynman-Kac formulae to carefully justify stochastic homogenization when it comes to the underlying stochastic boundary worth challenge. the writer combines suggestions from the speculation of partial differential equations and sensible research with probabilistic rules, paving the right way to new mathematical theorems that could be fruitfully utilized in the remedy of the matter handy. furthermore, the writer proposes an effective numerical technique within the framework of Bayesian inversion for the sensible answer of the stochastic inverse anomaly detection problem. 

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Anomaly Detection in Random Heterogeneous Media: Feynman-Kac Formulae, Stochastic Homogenization and Statistical Inversion by Martin Simon


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