4
votes
1answer
163 views

How do I numerically calculate a function from its noisy gradient using “global integration”?

I have the model $\ s(x,y)=x^2+y^2, 0 \leq x \leq 1, 0 \leq y \leq 1 $. Instead of observing the model directly I am observing the derivatives of the model + some noise (e): $\ p(x,y)=s_x+e, ...
0
votes
0answers
150 views

Least Squares solution of linear equation using conjugate gradient method

I have two partial differential equations that I want to solve (for s) by finite differences: $\begin{align*} \frac{\partial}{\partial x}s(x,y) &= p(x,y)\\ \frac{\partial}{\partial y}s(x,y) ...