Multilevel ensemble Kalman filtering
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Publication:2814458
DOI10.1137/15M100955XzbMath1401.65008arXiv1502.06069OpenAlexW1941377048MaRDI QIDQ2814458
Raúl Tempone, Håkon Hoel, Kody J. H. Law
Publication date: 22 June 2016
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1502.06069
Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Complexity and performance of numerical algorithms (65Y20)
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