This Summer Semester 2019, I will offer a course in the mathematics of Inverse Problems at the Freie Universität Berlin. The course load will be 2+2 SWS and the course will be a valid selection for the Numerik IV and Stochastic IV modules.
Inverse problems, meaning the recovery of parameters or states in a mathematcial model that best match some observed data, are ubiquitous in applied sciences. This course will provide an introduction to the deterministic (variational) and stochastic (Bayesian) theories of inverse problems in function spaces.
- Examples of inverse problems in mathematics and physical sciences
- Preliminaries from functional analysis
- Preliminaries from probability theory
- Linear inverse problems and variational regularisation
- Bayesian regularisation of inverse problems
- Monte Carlo methods for Bayesian problems
For further details see the KVV page.