SCAIM Seminar: Andrew Stuart

Many problems in the physical sciences require the determination of an unknown field from a finite set of indirect measurements. Examples include oceanography, oil recovery, water resource management and weather forecasting. The Bayesian approach to these problems provides a natural way to provide estimates of the unknown field, together with a quantification of the uncertainty associated with the estimate. In this talk I will describe an emerging mathematical framework for these problems, explaining the resulting well-posedness and stability theory, and showing how it leads to novel computational algorithms. For an extended abstract, and references to the wider literature, please see: http://homepages.warwick.ac.uk/~masdr/TALKS/stuart_SIAMUQ.pdf