Inverse problems and data assimilation / Daniel Sanz-Alonso, Andrew Stuart, Armeen Taeb.

Format:

Book

Author/Creator:

Sanz-Alonso, Daniel, 1989- author.

Stuart, Andrew (Professor of mathematics), author.

Taeb, Armeen, 1990- author.

Series:

London Mathematical Society student texts ; 107.

London Mathematical Society student texts ; 107

Language:

English

Subjects (All):

Inverse problems (Differential equations)--Textbooks.

Inverse problems (Differential equations).

Mathematical models--Textbooks.

Mathematical models.

Physical Description:

xvi, 210 pages : illustrations ; 23 cm

Place of Publication:

Cambridge ; New York, NY : Cambridge University Press, 2023.

Summary:

"This concise introduction covers inverse problems and data assimilation, before exploring their inter-relations. Suitable for both classroom teaching and self-guided study, it is aimed at advanced undergraduates and beginning graduate students in mathematical sciences, together with researchers in science and engineering"-- Provided by publisher.

Contents:

Bayesian inverse problems and well-posedness

The Linear-Gaussian setting

Optimization perspective

Gaussian approximation

Monte Carlo sampling and importance sampling

Markov Chain Monte Carlo

Filtering and smoothing problems and well-posedness

Optimization for filtering and smoothing: 3DVAR and 4DVAR

The extended and ensemble Kalman filters

Particle filter

Optimal particle filter

Blending inverse problems and data assimilation.

Notes:

Includes bibliographical references and index.

Other Format:

ebook version :

ISBN:

9781009414326

1009414321

1009414291

9781009414296

OCLC:

1394901738