Multi-index

Darcy flow in random porous medium

AMCS 301 Numerical methods for random partial differential equations: hierarchical approximation and machine learning approaches

Random PDEs stochastic algorithms Monte carlo methods Quasi-Monte Carlo Hierarchical regression Multilevel Monte Carlo Stochastic collocation Multi-index Low-rank approximation hierarchical and sparse approximation Bayesian Inversion Bayesian optimal experimental design

A course on modern numerical methods for random partial differential equations

Manuscript accepted by Journal of Computational Physics

1 min read · Mon, Sep 5 2022

Monte Carlo multilevel Multi-index Kalman filter

The manuscript entitled " Multi-index ensemble Kalman filtering" by Håkon A. Hoel, Gaukhar Shaimerdenova, and Raul Tempone has been accepted by the Journal of Computational Physics (JCP). The JCP is a bimonthly scientific journal covering original scientific contributions in advanced mathematical and numerical modeling reflecting a combination of concepts, methods, and principles of physics, mechanics, applied mathematics, statistics, applied geometry, computer science, chemistry, and other scientific disciplines as well. It was established in 1966 and is published by Elsevier. According to