Approximation of Bayesian Inverse Problems for PDEs
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Publication:3078559
DOI10.1137/090770734zbMath1210.35284arXiv0909.2126OpenAlexW1988068819MaRDI QIDQ3078559
Simon L. Cotter, Masoumeh Dashti, Andrew M. Stuart
Publication date: 28 February 2011
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0909.2126
Monte Carlo methods (65C05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Inverse problems for PDEs (35R30) Stokes and related (Oseen, etc.) flows (76D07) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)
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