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Pixel Club: An Effective Method for Parameter Estimation with PDE Constraints with Multiple Right Hand Sides
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Eldad Haber (Math & Earth and Ocean Science, University of British Columbia)
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Sunday, 18.12.2011, 11:30
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Taub 337
Many parameter estimation problems involve a parameter dependent 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 and seismic tomography as model problems to show the effectiveness of our approach.
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