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2013
DOI: 10.1016/j.anucene.2012.05.016
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A numerical method for solving a stochastic inverse problem for parameters

Abstract: We review recent work (Briedt et al., 2011., 2012) on a new approach to the formulation and solution of the stochastic inverse parameter determination problem, i.e. determine the random variation of input parameters to a map that matches specified random variation in the output of the map, and then apply the various aspects of this method to the interesting Brusselator model. In this approach, the problem is formulated as an inverse problem for an integral equation using the Law of Total Probability. The solut… Show more

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Cited by 8 publications
(17 citation statements)
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“…[], Butler et al . [], Butler and Estep [], Butler et al . [2014], and T. Butler et al (Solving stochastic inverse problems using sigma‐algebras on contour maps, 1407.3851, 2014).…”
Section: Measure‐theoretic Framework For Uncertainty Quantificationmentioning
confidence: 99%
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“…[], Butler et al . [], Butler and Estep [], Butler et al . [2014], and T. Butler et al (Solving stochastic inverse problems using sigma‐algebras on contour maps, 1407.3851, 2014).…”
Section: Measure‐theoretic Framework For Uncertainty Quantificationmentioning
confidence: 99%
“…This section summarizes the mathematical methodology and numerical methods for a measure-theoretic framework for stochastic inverse problems for physics-based maps as formulated by Breidt et al [2011], Butler et al [2012], Butler and Estep [2013], Butler et al [2014], and T. Butler et al (Solving stochastic inverse problems using sigma-algebras on contour maps, 1407.3851, 2014). Below, we emphasize the core deterministic forward and inverse maps at the heart of all the computations involving uncertainties modeled with probability measures.…”
Section: Measure-theoretic Framework For Uncertainty Quantificationmentioning
confidence: 99%
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“…A fundamental categorization classifies schemes as either stochastic (e.g. [9], [10], [11]) or gradient based (e.g. [12], [13], [14], [15]).…”
Section: Introductionmentioning
confidence: 99%
“…Second, all of the available data is subject to natural variation as well as experimental/observational error so the solutions of the inverse problem for parameter determination and the forward prediction problem are described in terms of probability measures. Both of these issues can be addressed directly by measure theory, which provides a very natural framework for the formulation, solution, and numerical approximation of the inverse problem for scientific inference [ 23 , 24 , 25 , 26 ].…”
Section: Introductionmentioning
confidence: 99%