A low-rank solver for parameter estimation and uncertainty quantification in time-dependent systems of partial differential equations
DOI10.1007/s10915-024-02488-3OpenAlexW4391525079MaRDI QIDQ6200967
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Publication date: 25 March 2024
Published in: Journal of Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10915-024-02488-3
Bayesian problems; characterization of Bayes procedures (62C10) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Monte Carlo methods (65C05) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical analysis or methods applied to Markov chains (65C40) Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Numerical methods for low-rank matrix approximation; matrix compression (65F55)
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