Diffusion Estimation from Multiscale Data by Operator Eigenpairs (Q2903612)

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Diffusion Estimation from Multiscale Data by Operator Eigenpairs
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    title
    Diffusion Estimation from Multiscale Data by Operator Eigenpairs (English)
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    DOI
    10.1137/100795917
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    author
    Daan Crommelin
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    Eric Vanden-Eijnden
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    publication date
    11 August 2012
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    Mathematics Subject Classification ID
    60H10
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    62M05
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    65C30
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    60J35
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    60J60
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    62F15
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    zbMATH DE Number
    6064858
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    zbMATH Keywords
    operator eigenpairs
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    parameter estimation
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    stochastic differential equation
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    homogenization
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    multiscale analysis
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