NFYA04034U Inverse Problems
The objective of the course is to provide theory and methods for solving and analyzing inverse problems in physics and geosciences. Inverse problem theory will be formulated as a probabilistic data integration problem, and a number of analytical/numerical methods for solution of linear and nonlinear inverse problems will be presented. The role and interplay between uncertainties in data, model and prior knowledge is an important theme in the course.
A significant part of the course involves work with projects where inverse problems from physics and geosciences will be analyzed,for example analysis of seismic data or climate data.
This course aims to provide the student with skills to
Describe and quantify data uncertainties and modeling errors.
Describe available prior (external) information using probabilistic/statistical models and methods
Solve inverse problems
Linear and weakly non-linear Gaussian inverse problems
Probabilistic least squares inversion
Classical parameter estimation methods and regularization
Non-linear non-Gaussian inverse problem
Importance sampling (rejection, Metropolis, extended Metropolis)
Analyze and validate solutions to inverse problems
This course will give the student a mathematical description of inverse problems as they appear in connection with measurements and experiments in physics and geosciences. It teaches them to solve linear inverse problems with analytical and numerical methods and non-linear problems with Monte Carlo methods. The students will study the propagation of noise in data to uncertainty in the solutions.
Through the course the student will be able to identify inverse problems in various fields of physics and geosciences, classify them, and choose appropriate solution methods. The student will be able to treat data uncertainties and to evaluate the accuracy and resolution of the inverse solution.
Tarantola (2005) Inverse Problem Theory, and Lecture notes.
Linear Algebra corresponding to the course LinAlgNat or equivalent.
- 7,5 ECTS
- Type of assessment
- Continuous assessmentOral examination, 20 minutes3 projects (group or individual) [weighed by 12.5%, 12.5% and 25%] followed by 1 individual oral examination [weighed by 50%]. Both the continuous evaluation and the oral examintation should be pased separately.
- Marking scale
- 7-point grading scale
- Censorship form
- No external censorship
Several internal examiners
Same as ordinary exam. The student can choose to re-use points from projects handed in during the course, or make new projects, which must be handen in no later than 2 weeks before the oral re-exam.
Criteria for exam assesment
- Practical exercises
- Project work