SciCADE 2013
International Conference on Scientific Computation and Differential Equations
September 16-20, 2013, Valladolid (Spain)

Invited Talk

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Stochastic algorithms for inverse problems involving PDEs and many measurements

U. Ascher, F. Roosta-Khorasani and K.v.d. Doel

Inverse problems involving systems of partial differential equations (PDEs) and many experiments are very expensive to solve numerically. The mere evaluation of a misfit function often requires hundreds and thousands of PDE solves. We develop and assess dimensionality reduction methods, both stochastic and deterministic, to reduce this computational burden. Highly efficient variants of the resulting algorithms are identified and demonstrated in the context of the famous DC resistivity and EIT problems.

Organized by         Universidad de Valladolid     IMUVA