Tim Sullivan

FU Berlin Course Inverse Probleme (Inverse Problems)

  1. Summer Semester 2019

Summer Semester 2019
FU Berlin Course Inverse Probleme (Inverse Problems) (Numerik IV, Stochastik IV)

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.

Course Contents

  1. Examples of inverse problems in mathematics and physical sciences
  2. Preliminaries from functional analysis
  3. Preliminaries from probability theory
  4. Linear inverse problems and variational regularisation
  5. Bayesian regularisation of inverse problems
  6. Monte Carlo methods for Bayesian problems

For further details see the KVV page.


Lectures take place each Thursday, 12:15–13:45, in KL24/26 SR 006.


Exercises take place each Friday, 08:30–10:00, in A6 SR 009.

There will be no class on Easter Friday 19.04.2019.