A two-stage ensemble Kalman filter based on multiscale model reduction for inverse problems in time fractional diffusion-wave equations

DOI10.1016/j.jcp.2018.06.077zbMath1416.65163arXiv1802.10480OpenAlexW2788851490MaRDI QIDQ2312116

Lijian Jiang, Yuming Ba, Na Ou

Publication date: 4 July 2019

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.10480

zbMATH Keywords

inverse problemsgeneralized multiscale finite element methodtime-fractional diffusion-wave equationtwo-stage ensemble Kalman filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Numerical solution to inverse problems in abstract spaces (65J22)

Related Items

A two-stage variable-separation Kalman filter for data assimilation, Perron–Frobenius Operator Filter for Stochastic Dynamical Systems, A residual-driven adaptive Gaussian mixture approximation for Bayesian inverse problems, Implicit sampling for hierarchical Bayesian inversion and applications in fractional multiscale diffusion models, Affine-mapping based variational ensemble Kalman filter

Uses Software

• BayesDA

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