{"product_id":"parameter-estimation-for-pdes-using-stochastic-methods-von-roxana-elena-tanase","title":"Parameter Estimation for PDEs using Stochastic Methods","description":"\u003cp\u003eThe aim of this book is to compare the efficiency of different algorithms on estimating parameters that arise in partial differential equations: Kalman Filters (Ensemble Kalman Filter, Stochastic Collocation Kalman Filter, Karhunen-Lo`eve Ensemble Kalman Filter, Karhunen- Lo`eve Stochastic Collocation Kalman Filter), Markov-Chain Monte Carlo sampling schemes and Adjoint variable-based method. We also present the theoretical results for stochastic optimal control for problems constrained by partial differential equations with random input data in a mixed finite element form. We verify experimentally with numerical simulations using Adjoint variable-based method with various identification objectives that either minimize the expectation of a tracking cost functional or minimize the difference of desired statistical quantities in the appropriate Lp norm.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783659927324\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Libri","offers":[{"title":"Softcover - 9783659927324","offer_id":39450435518557,"sku":"9783659927324","price":61.9,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/0ba32b36-5d9f-4075-8993-2b43db2bd6b5.jpg?v=1772864549","url":"https:\/\/shop.autorenwelt.de\/products\/parameter-estimation-for-pdes-using-stochastic-methods-von-roxana-elena-tanase","provider":"Autorenwelt Shop","version":"1.0","type":"link"}