Ensemble Kalman Filter for Multiscale Inverse Problems

DOI10.1137/20M1348431zbMath1453.65393arXiv1908.05495MaRDI QIDQ5148857

Andrea Zanoni, Assyr Abdulle, Giacomo Garegnani

Publication date: 5 February 2021

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.05495

zbMATH Keywords

inverse problemshomogenizationBayesian inferencemodeling errorensemble Kalman filtermultiscale modeling

Mathematics Subject Classification ID

Bayesian inference (62F15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Homogenization in equilibrium problems of solid mechanics (74Q05) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21)

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Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions ⋮ Physics-informed neural networks for learning the homogenized coefficients of multiscale elliptic equations ⋮ Drift estimation of multiscale diffusions based on filtered data ⋮ Fourier series-based approximation of time-varying parameters in ordinary differential equations ⋮ A probabilistic finite element method based on random meshes: a posteriori error estimators and Bayesian inverse problems

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