Multilevel Markov Chain Monte Carlo for Bayesian Inversion of Parabolic Partial Differential Equations under Gaussian Prior
DOI10.1137/20M1354714zbMath1465.65006OpenAlexW3152645313WikidataQ115246886 ScholiaQ115246886MaRDI QIDQ4995109
Viet Hà Hoàng, Christoph Schwab, Jia Hao Quek
Publication date: 23 June 2021
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m1354714
parabolic equationsGaussian priorBayesian inversionmultilevel Markov chain Monte Carlolog-normal coefficientsessentially optimal complexity
Random fields (60G60) Monte Carlo methods (65C05) Inverse problems for PDEs (35R30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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