Coarse-gradient Langevin algorithms for dynamic data integration and uncertainty quantification

DOI10.1016/j.jcp.2006.03.012zbMath1146.76637MaRDI QIDQ2506721

Wuan Luo, Thomas Yizhao Hou, Yalchin R. Efendiev, Paul Dostert

Publication date: 10 October 2006

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2006.03.012

zbMATH Keywords

Langevin; uncertainty; two-phase flow; porous media; multiscale; MCMC; history matching

Mathematics Subject Classification ID

65C05: Monte Carlo methods

76S05: Flows in porous media; filtration; seepage

76M35: Stochastic analysis applied to problems in fluid mechanics

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