Anomaly Detection in Random Heterogeneous Media: Feynman-Kac Formulae, Stochastic Homogenization and Statistical Inversion
Author:   Martin Simon
Publisher:   Springer Fachmedien Wiesbaden
Edition:   1st ed. 2015
ISBN:  

9783658109929


Pages:   150
Publication Date:   30 July 2015
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Anomaly Detection in Random Heterogeneous Media: Feynman-Kac Formulae, Stochastic Homogenization and Statistical Inversion


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Author:   Martin Simon
Publisher:   Springer Fachmedien Wiesbaden
Imprint:   Springer Spektrum
Edition:   1st ed. 2015
Dimensions:   Width: 14.80cm , Height: 1.00cm , Length: 21.00cm
Weight:   2.205kg
ISBN:  

9783658109929


ISBN 10:   3658109920
Pages:   150
Publication Date:   30 July 2015
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Part I: Probabilistic interpretation of EIT.- Mathematical setting.- Feynman-Kac formulae.- Part II: Anomaly detection in heterogeneous media.- Stochastic homogenization: Theory and numerics.- Statistical inversion.- Appendix A Basic Dirichlet form theory.- Appendix B Random field models.- Appendix C FEM discretization of the forward problem.

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Author Information

Martin Simon has worked as a researcher at the Institute of Mathematics at the University of Mainz from 2008 to 2014. During this period he had several research stays at the University of Helsinki. He has recently joined an asset management company as a financial mathematician. 

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