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

DOI10.1016/J.JCP.2006.03.012zbMath1146.76637OpenAlexW2120436694MaRDI 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

Langevinuncertaintytwo-phase flowporous mediamultiscaleMCMChistory matching

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Flows in porous media; filtration; seepage (76S05) Stochastic analysis applied to problems in fluid mechanics (76M35)

Related Items (17)

A hierarchical finite element Monte Carlo method for stochastic two-scale elliptic equations ⋮ Variational data assimilation using targetted random walks ⋮ A multi-resolution, non-parametric, Bayesian framework for identification of spatially-varying model parameters ⋮ A Multiscale Strategy for Bayesian Inference Using Transport Maps ⋮ Hybrid nested sampling algorithm for Bayesian model selection applied to inverse subsurface flow problems ⋮ Multiscale finite element methods for porous media flows and their applications ⋮ Adaptive conditioning of multiple-point statistical facies simulation to flow data with probability maps ⋮ A dynamically bi-orthogonal method for time-dependent stochastic partial differential equations. I: Derivation and algorithms ⋮ Multimodal, high-dimensional, model-based, Bayesian inverse problems with applications in biomechanics ⋮ Machine learning for accelerating macroscopic parameters prediction for poroelasticity problem in stochastic media ⋮ Characterizing Impacts of Model Uncertainties in Quantitative Photoacoustics ⋮ Accelerating uncertainty quantification of groundwater flow modelling using a deep neural network proxy ⋮ History matching of approximated lithofacies models under uncertainty ⋮ Multiscale finite element methods for stochastic porous media flow equations and application to uncertainty quantification ⋮ Integrating production data under uncertainty by parallel interacting Markov chains on a reduced dimensional space ⋮ Iterative construction of Gaussian process surrogate models for Bayesian inference ⋮ Metropolized Randomized Maximum Likelihood for Improved Sampling from Multimodal Distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Markov chains and stochastic stability
• Prediction and the quantification of uncertainty
• Coarse scale models of two-phase flow in heterogeneous reservoirs: Volume averaged equations and their relationship to existing upscaling techniques
• A multiscale finite element method for elliptic problems in composite materials and porous media
• Analysis of two-scale finite volume element method for elliptic problem
• Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models
• Monte Carlo strategies in scientific computing

This page was built for publication: Coarse-gradient Langevin algorithms for dynamic data integration and uncertainty quantification