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

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By Martin Simon

This monograph is worried 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 carefully justify stochastic homogenization on the subject of the underlying stochastic boundary price challenge. the writer combines innovations from the idea of partial differential equations and sensible research with probabilistic principles, paving how one can new mathematical theorems that could be fruitfully utilized in the therapy of the matter handy. furthermore, the writer proposes an effective numerical strategy within the framework of Bayesian inversion for the sensible resolution of the stochastic inverse anomaly detection problem. 

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