PIMS - SFU Distinguished Speaker in Applied & Computational Mathematics: Don Estep

  • Date: 11/02/2018
  • Time: 15:00
Don Estep, Colorado State University

Simon Fraser University


Formulation and solution of stochastic inverse problems for science and engineering models


The stochastic inverse problem of determining probability structures on input parameters for a physics model corresponding to a given probability structure on the output of the model forms the core of scientific inference and engineering design. We describe a formulation and solution method for stochastic inverse problems that is based on functional analysis, differential geometry, and probability/measure theory. This approach yields a computationally tractable problem while avoiding alterations of the model like regularization and ad hoc assumptions about the probability structures. We present several examples, including a high-dimensional application to determination of parameter fields in storm surge models. We also describe work aimed at defining a notion of condition for stochastic inverse problems and tackling the related problem of designing sets of optimal observable quantities.

Other Information: 

Friday, November 2, 2018

Room: K9509
3:00 pm (Reception 2:30 pm)