Uncertainty Quantification

9-1 January 23 9:30-10:30
Keynote

Ensemble Kalman Inversion

Andrew M. Stuart (California Institute of Technology)

Abstract

We study the use of ensemble Kalman methods for inversion in the context of geophysical applications. The formulation of the algorithms as a time-continuous derivative-free optimization method is emphasized. We also demonstrate a methodology for imposing constraints on the output of the algorithm, and a methodology for employing time averages of data to improve the inversion for parameters in chaotic dynamical systems. Illustrations are given for the estimation of parameters in a sub-grid scale cloud model, within a GCM, and for the estimation of soil properties from surface response to earthquakes.

Contact information

Prof. Andrew Mark Stuart California Institute of Technology