Application of stochastic inverse theory to marine hydrodynamics

Abstract

The objective of this article is to give an overview about the stochastic inverse method and its application to an ill-posed inverse problem in marine hydrodynamics. In stochastic inversion, it is possible to take into account inherent measurement and system uncertainties in the solution of an inverse problem in a very simple manner. The stochastic inverse method transforms the original inverse problem into the problem of a probabilistic question. Thus, the solution to an inverse problem is described by a distribution of the unknown parameters. These are some main differences with the deterministic inverse method. Stochastic inversion also provides lots of advantages over deterministic inverse methods such as quantitative parameter estimates, determination of confidence intervals, treatments of arbitrary forward maps, error estimates, or parameter estimates given noisy measurement data. In this work, the robust solution procedure from the perspective of the stochastic inverse method is discussed with two different ill-posed inverse problems in marine hydrodynamics.