16.322 Stochastic Estimation and Control Professor Vander Velde 1. P(ABCD.=P(A)P(B A)P(C|AB)P(D 1 ABC) Derive this by letting A=CD. Then P(BCD)= P(CD)P(B ICD)= P(C)P(DIC)P(DICD) 2. If A,, A2r.. is a set of mutually exclusive and collectively exhaustive events, then
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1 Motivation The Poisson problem has a strong formulation a minimization formulation and a weak formulation T weak formulations are more general than the strong formulation in terms of regularity and admissible data SLIDE 2 The minimization/weak formulations are defined by: a space X; a bilinear The minimization/weak formulations identify ESSENTIAL boundary conditions NATURAL boundary conditions ed in a The points of departure for the finite element method are the weak formulation(more generally) the minimization statement (if a is SPD) 2 The dirichlet problem 2.1 Strong Formulation Find u such that