Anomaly Detection In Random Heterogeneous Media: Feynman-kac Formulae, Stochastic Homogenization And Statistical Inversi: Feynman-kac Formulae, Stoc by Martin SimonAnomaly Detection In Random Heterogeneous Media: Feynman-kac Formulae, Stochastic Homogenization And Statistical Inversi: Feynman-kac Formulae, Stoc by Martin Simon

Anomaly Detection In Random Heterogeneous Media: Feynman-kac Formulae, Stochastic Homogenization…

byMartin Simon

Paperback | July 30, 2015

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This monograph is concerned with the analysis and numerical solution of a stochastic inverse anomaly detection problem in electrical impedance tomography (EIT). Martin Simon studies the problem of detecting a parameterized anomaly in an isotropic, stationary and ergodic conductivity random field whose realizations are rapidly oscillating. For this purpose, he derives Feynman-Kac formulae to rigorously justify stochastic homogenization in the case of the underlying stochastic boundary value problem. The author combines techniques from the theory of partial differential equations and functional analysis with probabilistic ideas, paving the way to new mathematical theorems which may be fruitfully used in the treatment of the problem at hand. Moreover, the author proposes an efficient numerical method in the framework of Bayesian inversion for the practical solution of the stochastic inverse anomaly detection problem.
Martin Simon has worked as a researcher at the Institute of Mathematics at the University of Mainz from 2008 to 2014. During this period he had several research stays at the University of Helsinki. He has recently joined an asset management company as a financial mathematician.
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Title:Anomaly Detection In Random Heterogeneous Media: Feynman-kac Formulae, Stochastic Homogenization…Format:PaperbackDimensions:150 pages, 21 × 14.8 × 0.17 inPublished:July 30, 2015Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3658109920

ISBN - 13:9783658109929

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Table of Contents

Part I: Probabilistic interpretation of EIT.- Mathematical setting.- Feynman-Kac formulae.- Part II: Anomaly detection in heterogeneous media.- Stochastic homogenization: Theory and numerics.- Statistical inversion.- Appendix A Basic Dirichlet form theory.- Appendix B Random ï¬eld models.- Appendix C FEM discretization of the forward problem.