Anomaly Detection in Random Heterogeneous Media: Feynman-Kac by Martin Simon

By Martin Simon

This monograph is anxious with the research and numerical answer of a stochastic inverse anomaly detection challenge in electric impedance tomography (EIT). Martin Simon experiences the matter of detecting a parameterized anomaly in an isotropic, desk bound and ergodic conductivity random box whose realizations are swiftly oscillating. For this objective, he derives Feynman-Kac formulae to scrupulously justify stochastic homogenization with regards to the underlying stochastic boundary price challenge. the writer combines innovations from the idea of partial differential equations and sensible research with probabilistic principles, paving easy methods to new mathematical theorems that could be fruitfully utilized in the remedy of the matter to hand. additionally, the writer proposes an effective numerical approach within the framework of Bayesian inversion for the sensible answer of the stochastic inverse anomaly detection problem. 

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