Linear multistep methods, particle filtering and sequential Monte Carlo

DOI10.1088/0266-5611/29/8/085007zbMath1279.65089OpenAlexW1989459685MaRDI QIDQ2866180

Erkki Somersalo, Andrea Arnold, Daniela Calvetti

Publication date: 13 December 2013

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0266-5611/29/8/085007

zbMATH Keywords

stabilityinverse problemnumerical exampleserror controllinear multistep methodssequential Monte Carlostiff systemparticle filtering

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Nonlinear ordinary differential equations and systems (34A34) Stability and convergence of numerical methods for ordinary differential equations (65L20) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Error bounds for numerical methods for ordinary differential equations (65L70) Inverse problems involving ordinary differential equations (34A55) Numerical solution of inverse problems involving ordinary differential equations (65L09) Numerical methods for stiff equations (65L04)

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