PE 7133 - Inverse Problems

Overview of inverse theory with emphasis on flow in porous media. The method of Backus and Gilbert. Model resolution. The probabilistic solutions of inverse problems. Monte Carlo methods and conditional simulation. Computation of sensitivity coefficients and the maximum a posteriori estimate for nonlinear problems. Sampling from the posterior distribution function using Markhov chain, Monte Carlo, rejection-acceptance, and randomized maximum likelihood algorithms. Prerequisites: PE 7013 or (Math 6523 and Stat 6613), or Gphy 7063, or permission of instructor.