An efficient sampling method for stochastic inverse problems

DOI10.1007/s10589-007-9021-4zbMath1140.93044OpenAlexW2101086568MaRDI QIDQ2643629

Yanyan Li

Publication date: 27 August 2007

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-007-9021-4

zbMATH Keywords

Burgers equationMonte Carlo methodData assimilationError covariance matrixSensitivity derivatives

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Stochastic programming (90C15) Identification in stochastic control theory (93E12)

Related Items

Variance reduction method based on sensitivity derivatives. II. ⋮ A systematic study of efficient sampling methods to quantify uncertainty in crack propagation and the Burgers equation ⋮ A Convex Optimization Framework for the Inverse Problem of Identifying a Random Parameter in a Stochastic Partial Differential Equation

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