Anomaly Detection in Random Heterogeneous Media: Feynman-Kac by Martin Simon PDF

By Martin Simon

This monograph is worried 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 swiftly 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 ideas from the speculation of partial differential equations and sensible research with probabilistic rules, paving find out how to new mathematical theorems that could be fruitfully utilized in the therapy of the matter handy. additionally, the writer proposes an effective numerical technique within the framework of Bayesian inversion for the sensible resolution 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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