Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models
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finite volume methodsgeostatisticsKarhunen-Loève expansionMarkov chain Monte Carlo methodsmultiscalenumerical examplesporous mediapreconditioningtwo-phase flows
Nonlinear parabolic equations (35K55) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Finite volume methods applied to problems in fluid mechanics (76M12) Flows in porous media; filtration; seepage (76S05)
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