Ensemble Kalman inversion for sparse learning of dynamical systems from time-averaged data
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Publication:2083640
DOI10.1016/j.jcp.2022.111559OpenAlexW3094074822MaRDI QIDQ2083640
Andrew M. Stuart, Jin-Long Wu, Tapio Schneider
Publication date: 11 October 2022
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.06175
Inference from stochastic processes (62Mxx) Communication, information (94Axx) Probabilistic methods, stochastic differential equations (65Cxx)
Related Items (4)
Ensemble Kalman method for learning turbulence models from indirect observation data ⋮ Combining direct and indirect sparse data for learning generalizable turbulence models ⋮ Fourier series-based approximation of time-varying parameters in ordinary differential equations ⋮ Hierarchical ensemble Kalman methods with sparsity-promoting generalized gamma hyperpriors
Uses Software
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