: Mike Cullen, Melina A Freitag, Stefan Kindermann, Robert Scheichl
: Large Scale Inverse Problems Computational Methods and Applications in the Earth Sciences
: Walter de Gruyter GmbH& Co.KG
: 9783110282269
: Radon Series on Computational and Applied MathematicsISSN
: 1
: CHF 0.50
:
: Mathematik
: English
: 212
: Wasserzeichen/DRM
: PC/MAC/eReader/Tablet
: PDF
This book is thesecond volume of three volume series recording the 'Radon Special Semester 2011 on Multiscale Simulation& Analysis in Energy and the Environment' taking place in Linz, Austria, October 3-7, 2011. The volume addresses the common ground in the mathematical and computational procedures required for large-scale inverse problems and data assimilation in forefront applications.



Mike Cullen, MET Office, Exeter, UK;Melina Freitag, University of Bath, UK;Stefan Kindermann, Johann Kepler University Linz, Austria;Robert Scheichl, University of Bath, UK.

Preface5
Synergy of inverse problems and data assimilation techniques11
1 Introduction12
2 Regularization theory16
3 Cycling, Tikhonov regularization and 3DVar18
4 Error analysis22
5 Bayesian approach to inverse problems24
6 4DVar29
7 Kalman filter and Kalman smoother33
8 Ensemble methods39
9 Numerical examples44
9.1 Data assimilation for an advection-diffusion system44
9.2 Data assimilation for the Lorenz-95 system51
10 Concluding remarks58
Variational data assimilation for very large environmental problems65
1 Introduction65
2 Theory of variational data assimilation66
2.1 Incremental variational data assimilation70
3 Practical implementation72
3.1 Model development72
3.2 Background error covariances74
3.3 Observation errors80
3.4 Optimization methods83
3.5 Reduced order approaches85
3.6 Issues for nested models89
3.7 Weak-constraint variational assimilation91
4 Summary and future perspectives93
Ensemble filter techniques for intermittent data assimilation101
1 Bayesian statistics101
1.1 Preliminaries102
1.2 Bayesian inference105
1.3 Coupling of random variables108
1.4 Monte Carlo methods114
2 Stochastic processes116
2.1 Discrete time Markov processes117
2.2 Stochastic difference and differential equations118
2.3 Ensemble prediction and sampling methods122
3 Data assimilation and filtering125
3.1 Preliminaries125
3.2 SequentialMonte Carlo method126
3.3 Ensemble Kalman filter (EnKF)129
3.4 Ensemble transform Kalman–Bucy filter132
3.5 Guided sequential Monte Carlo methods136
3.6 Continuous ensemble transform filter formulations137
4 Concluding remarks142
Inverse problems in imaging145
1 Mathematicalmodels for images146
2 Examples of imaging devices149
2.1 Optical imaging149
2.2 Transmission tomography149
2.3 Emission tomography151
2.4 MR imaging153
2.5 Acoustic imaging153
2.6 Electromagnetic imaging154
3 Basic image reconstruction154
3.1 Deblurring and point spread functions155
3.2 Noise156
3.3 Reconstruction methods157
4 Missing data and prior information159
4.1 Prior information159
4.2 Undersampling and superresolution162
4.3 Inpainting165
4.4 Surface imaging168
5 Calibration problems171
5.1 Blind deconvolution172
5.2 Nonlinear MR imaging173
5.3 Attenuation correction in SPECT173
5.4 Blind spectral unmixing174
6 Model-based dynamic imaging175
6.1 Kinetic models176
6.2 Parameter identification178
6.3 Basis pursuit180
6.4 Motion and deformation models182
6.5 Advanced PDE models184
The lost honor of l2-based regularization191
1 Introduction191
2 l1-based regularization195
3 Poor data198
4 Large, highly ill-conditioned problems201
4.1 Inverse potential problem201
4.2 The effect of ill-conditioning on L1 regularization204
4.3 Nonlinear, highly ill-posed examples208
5 Summary210
List of contributors214