A dynamic bi-orthogonal field equation approach to efficient Bayesian inversion

DOI10.1515/amcs-2017-0016zbMath1367.62271arXiv1211.0160OpenAlexW2735401775MaRDI QIDQ2011888

Piyush M. Tagade, Han-Lim Choi

Publication date: 27 July 2017

Published in: International Journal of Applied Mathematics and Computer Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.0160

zbMATH Keywords

stochastic partial differential equationKarhunen-Loève expansiongeneralized polynomial chaosBayesian frameworkdynamically biorthogonal field equations

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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