Anomaly Detection in Random Heterogeneous Media

Feynman-Kac Formulae, Stochastic Homogenization and Statistical Inversion

Autoren: Simon, Martin

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  • Publication in the field of natural and mathematical sciences

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Über dieses Buch

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. 

Über die Autor*innen

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. 

Inhaltsverzeichnis (4 Kapitel)

Inhaltsverzeichnis (4 Kapitel)

Dieses Buch kaufen

eBook 46,00 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-658-10993-6
  • Versehen mit digitalem Wasserzeichen, DRM-frei
  • Erhältliche Formate: PDF
  • eBooks sind auf allen Endgeräten nutzbar
  • Sofortiger eBook Download nach Kauf
Softcover 58,84 €
Preis für Deutschland (Brutto)
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Bibliografische Information

Bibliographic Information
Buchtitel
Anomaly Detection in Random Heterogeneous Media
Buchuntertitel
Feynman-Kac Formulae, Stochastic Homogenization and Statistical Inversion
Autoren
Copyright
2015
Verlag
Springer Spektrum
Copyright Inhaber
Springer Fachmedien Wiesbaden
eBook ISBN
978-3-658-10993-6
DOI
10.1007/978-3-658-10993-6
Softcover ISBN
978-3-658-10992-9
Auflage
1
Seitenzahl
XIV, 150
Anzahl der Bilder
27 schwarz-weiß Abbildungen
Themen