Special Session 20: Control and Optimization: new developments and applications

A New Regularized Stochastic Approximation Framework For Stochastic Inverse Problems

Akhtar A Khan
Rochester Institute of Technology
USA
Co-Author(s):    J. Dippon, J. Gwinner, M. Sama
Abstract:
This talk will focus on the nonlinear inverse problem of estimating stochastic parameters in the fourth-order partial differential equation with random data. The primary focus will be on developing a new regularized stochastic extragradient framework for a nonlinear variational inequality, which subsumes the optimality conditions for the optimization formulation of the inverse problem. Numerical results will be presented.