Nonlinear Least Squares For Inverse Problems
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Nonlinear Least Squares For Inverse Problems
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Author : Guy Chavent
language : en
Publisher:
Release Date : 2009
Nonlinear Least Squares For Inverse Problems written by Guy Chavent and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Least squares categories.
This book provides an introduction into the least squares resolution of nonlinear inverse problems. The first goal is to develop a geometrical theory to analyze nonlinear least square (NLS) problems with respect to their quadratic wellposedness, i.e. both wellposedness and optimizability. Using the results, the applicability of various regularization techniques can be checked. The second objective of the book is to present frequent practical issues when solving NLS problems. Application oriented readers will find a detailed analysis of problems on the reduction to finite dimensions, the algebraic determination of derivatives (sensitivity functions versus adjoint method), the determination of the number of retrievable parameters, the choice of parametrization (multiscale, adaptive) and the optimization step, and the general organization of the inversion code. Special attention is paid to parasitic local minima, which can stop the optimizer far from the global minimum: multiscale parametrization is shown to be an efficient remedy in many cases, and a new condition is given to check both wellposedness and the absence of parasitic local minima. For readers that are interested in projection on non-convex sets, Part II of this book presents the geometric theory of quasi-convex and strictly quasi-convex (s.q.c.) sets. S.q.c. sets can be recognized by their finite curvature and limited deflection and possess a neighborhood where the projection is well-behaved. Throughout the book, each chapter starts with an overview of the presented concepts and results.
Nonlinear Least Squares For Inverse Problems
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Author : Guy Chavent
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-03-14
Nonlinear Least Squares For Inverse Problems written by Guy Chavent and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-03-14 with Mathematics categories.
The domain of inverse problems has experienced a rapid expansion, driven by the increase in computing power and the progress in numerical modeling. When I started working on this domain years ago, I became somehow fr- tratedtoseethatmyfriendsworkingonmodelingwhereproducingexistence, uniqueness, and stability results for the solution of their equations, but that I was most of the time limited, because of the nonlinearity of the problem, to provethatmyleastsquaresobjectivefunctionwasdi?erentiable....Butwith my experience growing, I became convinced that, after the inverse problem has been properly trimmed, the ?nal least squares problem, the one solved on the computer, should be Quadratically (Q)-wellposed,thatis,both we- posed and optimizable: optimizability ensures that a global minimizer of the least squares function can actually be found using e?cient local optimization algorithms, and wellposedness that this minimizer is stable with respect to perturbation of the data. But the vast majority of inverse problems are nonlinear, and the clas- cal mathematical tools available for their analysis fail to bring answers to these crucial questions: for example, compactness will ensure existence, but provides no uniqueness results, and brings no information on the presence or absenceofparasiticlocalminimaorstationarypoints....
Inverse Problem Theory And Methods For Model Parameter Estimation
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Author : Albert Tarantola
language : en
Publisher: SIAM
Release Date : 2005-01-01
Inverse Problem Theory And Methods For Model Parameter Estimation written by Albert Tarantola and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-01-01 with Mathematics categories.
While the prediction of observations is a forward problem, the use of actual observations to infer the properties of a model is an inverse problem. Inverse problems are difficult because they may not have a unique solution. The description of uncertainties plays a central role in the theory, which is based on probability theory. This book proposes a general approach that is valid for linear as well as for nonlinear problems. The philosophy is essentially probabilistic and allows the reader to understand the basic difficulties appearing in the resolution of inverse problems. The book attempts to explain how a method of acquisition of information can be applied to actual real-world problems, and many of the arguments are heuristic.
Parameter Estimation And Inverse Problems
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Author : Richard C. Aster
language : en
Publisher: Academic Press
Release Date : 2013
Parameter Estimation And Inverse Problems written by Richard C. Aster and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Computers categories.
Preface -- 1. Introduction -- 2. Linear Regression -- 3. Discretizing Continuous Inverse Problems -- 4. Rank Deficiency and Ill-Conditioning -- 5. Tikhonov Regularization -- 6. Iterative Methods -- 7. Other Regularization Techniques -- 8. Fourier Techniques -- 9. Nonlinear Regression -- 10. Nonlinear Inverse Problems -- 11. Bayesian Methods -- Appendix A: Review of Linear Algebra -- Appendix B: Review of Probability and Statistics -- Appendix C: Glossary of Notation -- Bibliography -- IndexLinear Regression -- Discretizing Continuous Inverse Problems -- Rank Deficiency and Ill-Conditioning -- Tikhonov Regularization -- Iterative Methods -- Other Regularization Techniques -- Fourier Techniques -- Nonlinear Regression -- Nonlinear Inverse Problems -- Bayesian Methods.
Inverse Problem Theory
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Author : A. Tarantola
language : en
Publisher: Elsevier
Release Date : 2013-10-14
Inverse Problem Theory written by A. Tarantola and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-14 with Science categories.
Inverse Problem Theory is written for physicists, geophysicists and all scientists facing the problem of quantitative interpretation of experimental data. Although it contains a lot of mathematics, it is not intended as a mathematical book, but rather tries to explain how a method of acquisition of information can be applied to the actual world.The book provides a comprehensive, up-to-date description of the methods to be used for fitting experimental data, or to estimate model parameters, and to unify these methods into the Inverse Problem Theory. The first part of the book deals with discrete problems and describes Maximum likelihood, Monte Carlo, Least squares, and Least absolute values methods. The second part deals with inverse problems involving functions.The book is almost completely self-contained, with all important concepts carefully introduced. Although theoretical concepts are strongly emphasized, the author has ensured that all the useful formulas are listed, with many special cases included. The book will thus serve equally well as a reference manual for researchers needing to refresh their memories on a given algorithm, or as a textbook in a course for undergraduate or graduate students.
Regularization Of Inverse Problems
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Author : Heinz Werner Engl
language : en
Publisher: Springer Science & Business Media
Release Date : 2000-03-31
Regularization Of Inverse Problems written by Heinz Werner Engl and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000-03-31 with Mathematics categories.
This book is devoted to the mathematical theory of regularization methods and gives an account of the currently available results about regularization methods for linear and nonlinear ill-posed problems. Both continuous and iterative regularization methods are considered in detail with special emphasis on the development of parameter choice and stopping rules which lead to optimal convergence rates.
Inverse Problems
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Author : Mathias Richter
language : en
Publisher: Springer Nature
Release Date : 2021-01-05
Inverse Problems written by Mathias Richter and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-01-05 with Mathematics categories.
This textbook is an introduction to the subject of inverse problems with an emphasis on practical solution methods and applications from geophysics. The treatment is mathematically rigorous, relying on calculus and linear algebra only; familiarity with more advanced mathematical theories like functional analysis is not required. Containing up-to-date methods, this book will provide readers with the tools necessary to compute regularized solutions of inverse problems. A variety of practical examples from geophysics are used to motivate the presentation of abstract mathematical ideas, thus assuring an accessible approach. Beginning with four examples of inverse problems, the opening chapter establishes core concepts, such as formalizing these problems as equations in vector spaces and addressing the key issue of ill-posedness. Chapter Two then moves on to the discretization of inverse problems, which is a prerequisite for solving them on computers. Readers will be well-prepared for the final chapters that present regularized solutions of inverse problems in finite-dimensional spaces, with Chapter Three covering linear problems and Chapter Four studying nonlinear problems. Model problems reflecting scenarios of practical interest in the geosciences, such as inverse gravimetry and full waveform inversion, are fully worked out throughout the book. They are used as test cases to illustrate all single steps of solving inverse problems, up to numerical computations. Five appendices include the mathematical foundations needed to fully understand the material. This second edition expands upon the first, particularly regarding its up-to-date treatment of nonlinear problems. Following the author’s approach, readers will understand the relevant theory and methodology needed to pursue more complex applications. Inverse Problems is ideal for graduate students and researchers interested in geophysics and geosciences.
Numerical Methods For Inverse Problems
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Author : Michel Kern
language : en
Publisher: John Wiley & Sons
Release Date : 2016-03-31
Numerical Methods For Inverse Problems written by Michel Kern and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-03-31 with Mathematics categories.
This book studies methods to concretely address inverse problems. An inverse problem arises when the causes that produced a given effect must be determined or when one seeks to indirectly estimate the parameters of a physical system. The author uses practical examples to illustrate inverse problems in physical sciences. He presents the techniques and specific methods chosen to solve inverse problems in a general domain of application, choosing to focus on a small number of methods that can be used in most applications. This book is aimed at readers with a mathematical and scientific computing background. Despite this, it is a book with a practical perspective. The methods described are applicable, have been applied, and are often illustrated by numerical examples.
Parameter Estimation And Inverse Problems
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Author : Richard C. Aster
language : en
Publisher: Elsevier
Release Date : 2018-10-16
Parameter Estimation And Inverse Problems written by Richard C. Aster and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-16 with Science categories.
Parameter Estimation and Inverse Problems, Third Edition, is structured around a course at New Mexico Tech and is designed to be accessible to typical graduate students in the physical sciences who do not have an extensive mathematical background. The book is complemented by a companion website that includes MATLAB codes that correspond to examples that are illustrated with simple, easy to follow problems that illuminate the details of particular numerical methods. Updates to the new edition include more discussions of Laplacian smoothing, an expansion of basis function exercises, the addition of stochastic descent, an improved presentation of Fourier methods and exercises, and more. Features examples that are illustrated with simple, easy to follow problems that illuminate the details of a particular numerical method Includes an online instructor’s guide that helps professors teach and customize exercises and select homework problems Covers updated information on adjoint methods that are presented in an accessible manner
Linear And Nonlinear Inverse Problems With Practical Applications
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Author : Jennifer L. Mueller
language : en
Publisher: SIAM
Release Date : 2012-11-30
Linear And Nonlinear Inverse Problems With Practical Applications written by Jennifer L. Mueller and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-30 with Mathematics categories.
Inverse problems arise in practical applications whenever there is a need to interpret indirect measurements. This book explains how to identify ill-posed inverse problems arising in practice and gives a hands-on guide to designing computational solution methods for them, with related codes on an accompanying website. The guiding linear inversion examples are the problem of image deblurring, x-ray tomography, and backward parabolic problems, including heat transfer. A thorough treatment of electrical impedance tomography is used as the guiding nonlinear inversion example which combines the analytic-geometric research tradition and the regularization-based school of thought in a fruitful manner. This book is complete with exercises and project topics, making it ideal as a classroom textbook or self-study guide for graduate and advanced undergraduate students in mathematics, engineering or physics who wish to learn about computational inversion. It also acts as a useful guide for researchers who develop inversion techniques in high-tech industry.