Abstract:

Many parameter estimation problems involve parameter-dependant PDEs with
multiple right hand sides. The computational cost and memory requirements of
such problems increase linearly with the number of right hand sides. For
many applications this is the main bottleneck of the computation. In this
talk we show that problems with multiple right hand sides can be
reformulated as stochastic optimization problems that are much cheaper to
solve. We discuss the solution methodology and use the direct current
resistivity as a model problem to show the effectiveness of our approach.