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Author: Daniel Sanz-Alonso
Publisher: Cambridge University Press
ISBN: 100941433X
Category : Computers
Languages : en
Pages : 228
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Book Description
This concise introduction provides an entry point to the world of inverse problems and data assimilation for advanced undergraduates and beginning graduate students in the mathematical sciences. It will also appeal to researchers in science and engineering who are interested in the systematic underpinnings of methodologies widely used in their disciplines. The authors examine inverse problems and data assimilation in turn, before exploring the use of data assimilation methods to solve generic inverse problems by introducing an artificial algorithmic time. Topics covered include maximum a posteriori estimation, (stochastic) gradient descent, variational Bayes, Monte Carlo, importance sampling and Markov chain Monte Carlo for inverse problems; and 3DVAR, 4DVAR, extended and ensemble Kalman filters, and particle filters for data assimilation. The book contains a wealth of examples and exercises, and can be used to accompany courses as well as for self-study.
Author: Daniel Sanz-Alonso
Publisher: Cambridge University Press
ISBN: 100941433X
Category : Computers
Languages : en
Pages : 228
Get Book
Book Description
This concise introduction provides an entry point to the world of inverse problems and data assimilation for advanced undergraduates and beginning graduate students in the mathematical sciences. It will also appeal to researchers in science and engineering who are interested in the systematic underpinnings of methodologies widely used in their disciplines. The authors examine inverse problems and data assimilation in turn, before exploring the use of data assimilation methods to solve generic inverse problems by introducing an artificial algorithmic time. Topics covered include maximum a posteriori estimation, (stochastic) gradient descent, variational Bayes, Monte Carlo, importance sampling and Markov chain Monte Carlo for inverse problems; and 3DVAR, 4DVAR, extended and ensemble Kalman filters, and particle filters for data assimilation. The book contains a wealth of examples and exercises, and can be used to accompany courses as well as for self-study.
Author: Mark Asch
Publisher: SIAM
ISBN: 1611974542
Category : Mathematics
Languages : en
Pages : 306
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Book Description
Data assimilation is an approach that combines observations and model output, with the objective of improving the latter. This book places data assimilation into the broader context of inverse problems and the theory, methods, and algorithms that are used for their solution. It provides a framework for, and insight into, the inverse problem nature of data assimilation, emphasizing ?why? and not just ?how.? Methods and diagnostics are emphasized, enabling readers to readily apply them to their own field of study. Readers will find a comprehensive guide that is accessible to nonexperts; numerous examples and diverse applications from a broad range of domains, including geophysics and geophysical flows, environmental acoustics, medical imaging, mechanical and biomedical engineering, economics and finance, and traffic control and urban planning; and the latest methods for advanced data assimilation, combining variational and statistical approaches.
Author: Kody Law
Publisher: Springer
ISBN: 3319203258
Category : Mathematics
Languages : en
Pages : 242
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Book Description
This book provides a systematic treatment of the mathematical underpinnings of work in data assimilation, covering both theoretical and computational approaches. Specifically the authors develop a unified mathematical framework in which a Bayesian formulation of the problem provides the bedrock for the derivation, development and analysis of algorithms; the many examples used in the text, together with the algorithms which are introduced and discussed, are all illustrated by the MATLAB software detailed in the book and made freely available online. The book is organized into nine chapters: the first contains a brief introduction to the mathematical tools around which the material is organized; the next four are concerned with discrete time dynamical systems and discrete time data; the last four are concerned with continuous time dynamical systems and continuous time data and are organized analogously to the corresponding discrete time chapters. This book is aimed at mathematical researchers interested in a systematic development of this interdisciplinary field, and at researchers from the geosciences, and a variety of other scientific fields, who use tools from data assimilation to combine data with time-dependent models. The numerous examples and illustrations make understanding of the theoretical underpinnings of data assimilation accessible. Furthermore, the examples, exercises and MATLAB software, make the book suitable for students in applied mathematics, either through a lecture course, or through self-study.
Author: Gen Nakamura
Publisher: Institute of Physics Publishing IOP
ISBN: 9780750312196
Category : Mathematics
Languages : en
Pages : 0
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Book Description
The book provides a concise introduction into inverse modeling, i.e the theory and methods of inverse problems and data assimilation. Inverse problems are widely spread today in science and technology, ranging from data analysis and modeling in science to remote sensing in industrial and natural applications as well as medical imaging and non-destructive testing. Further applications come from the data assimilation task, i.e. the use of inverse methods to control dynamical systems and provide initial states for forecasting, which is of central importance in weather and climate science and an emerging technique in neuroscience and medicine.
Author: G Nakamura
Publisher: Myprint
ISBN: 9780750318129
Category :
Languages : en
Pages : 510
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Book Description
Author: Mike Cullen
Publisher: Walter de Gruyter
ISBN: 3110282267
Category : Mathematics
Languages : en
Pages : 212
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Book Description
This book is thesecond volume of a three volume series recording the "Radon Special Semester 2011 on Multiscale Simulation & Analysis in Energy and the Environment" that took placein Linz, Austria, October 3-7, 2011. This volume addresses the common ground in the mathematical and computational procedures required for large-scale inverse problems and data assimilation in forefront applications. The solution of inverse problems is fundamental to a wide variety of applications such as weather forecasting, medical tomography, and oil exploration. Regularisation techniques are needed to ensure solutions of sufficient quality to be useful, and soundly theoretically based. This book addresses the common techniques required for all the applications, and is thus truly interdisciplinary. Thiscollection of surveyarticlesfocusses onthe large inverse problems commonly arising in simulation and forecasting in the earth sciences. For example, operational weather forecasting models have between 107 and 108 degrees of freedom. Even so, these degrees of freedom represent grossly space-time averaged properties of the atmosphere. Accurate forecasts require accurate initial conditions. With recent developments in satellite data, there are between 106 and 107 observations each day. However, while these also represent space-time averaged properties, the averaging implicit in the measurements is quite different from that used in the models. In atmosphere and ocean applications, there is a physically-based model available which can be used to regularise the problem. We assume that there is a set of observations with known error characteristics available over a period of time. The basic deterministic technique is to fit a model trajectory to the observations over a period of time to within the observation error. Since the model is not perfect the model trajectory has to be corrected, which defines the data assimilation problem. The stochastic view can be expressed by using an ensemble of model trajectories, and calculating corrections to both the mean value and the spread which allow the observations to be fitted by each ensemble member. In other areas of earth science, only the structure of the model formulation itself is known and the aim is to use the past observation history to determine the unknown model parameters. The book records the achievements of Workshop2 "Large-Scale Inverse Problems and Applications in the Earth Sciences". Itinvolves experts in the theory of inverse problems together with experts working on both theoretical and practical aspects of the techniques by which large inverse problems arise in the earth sciences.
Author: Daniel Sanz-Alonso
Publisher: Cambridge University Press
ISBN: 1009414321
Category : Computers
Languages : en
Pages : 227
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Book Description
A clear and concise mathematical introduction to the subjects of inverse problems and data assimilation, and their inter-relations.
Author: Geir Evensen
Publisher: Springer Science & Business Media
ISBN: 3540383018
Category : Science
Languages : en
Pages : 285
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Book Description
This book reviews popular data-assimilation methods, such as weak and strong constraint variational methods, ensemble filters and smoothers. The author shows how different methods can be derived from a common theoretical basis, as well as how they differ or are related to each other, and which properties characterize them, using several examples. Readers will appreciate the included introductory material and detailed derivations in the text, and a supplemental web site.
Author: Alik Ismail-Zadeh
Publisher: Cambridge University Press
ISBN: 1009190083
Category : Science
Languages : en
Pages : 369
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Book Description
Many contemporary problems within the Earth sciences are complex, and require an interdisciplinary approach. This book provides a comprehensive reference on data assimilation and inverse problems, as well as their applications across a broad range of geophysical disciplines. With contributions from world leading researchers, it covers basic knowledge about geophysical inversions and data assimilation and discusses a range of important research issues and applications in atmospheric and cryospheric sciences, hydrology, geochronology, geodesy, geodynamics, geomagnetism, gravity, near-Earth electron radiation, seismology, and volcanology. Highlighting the importance of research in data assimilation for understanding dynamical processes of the Earth and its space environment and for predictability, it summarizes relevant new advances in data assimilation and inverse problems related to different geophysical fields. Covering both theory and practical applications, it is an ideal reference for researchers and graduate students within the geosciences who are interested in inverse problems, data assimilation, predictability, and numerical methods.
Author: Carl Wunsch
Publisher: Cambridge University Press
ISBN: 1139456938
Category : Science
Languages : en
Pages : 357
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Book Description
Addressing the problems of making inferences from noisy observations and imperfect theories, this 2006 book introduces many inference tools and practical applications. Starting with fundamental algebraic and statistical ideas, it is ideal for graduate students and researchers in oceanography, climate science, and geophysical fluid dynamics.
