Multi-Index Sequential Monte Carlo Methods for partially observed Stochastic Partial Differential Equations

International Journal for Uncertainty Quantification ◽

10.1615/int.j.uncertaintyquantification.2020033219 ◽

2020 ◽

Author(s):

Kody Law ◽

Ajay Jasra ◽

Yaxian Xu

Keyword(s):

Monte Carlo ◽

Partial Differential Equations ◽

Differential Equations ◽

Monte Carlo Methods ◽

Stochastic Partial Differential Equations ◽

Sequential Monte Carlo ◽

Sequential Monte Carlo Methods ◽

Partial Differential ◽

Multi Index ◽

Partially Observed

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Hybrid computer solutions of partial differential equations by Monte Carlo methods

10.1145/1464291.1464312 ◽

1966 ◽

Cited By ~ 4

Author(s):

Warren D. Little

Keyword(s):

Monte Carlo ◽

Partial Differential Equations ◽

Differential Equations ◽

Monte Carlo Methods ◽

Partial Differential ◽

Hybrid Computer

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Multilevel Monte Carlo method with applications to stochastic partial differential equations

International Journal of Computer Mathematics ◽

10.1080/00207160.2012.701735 ◽

2012 ◽

Vol 89 (18) ◽

pp. 2479-2498 ◽

Cited By ~ 26

Author(s):

Andrea Barth ◽

Annika Lang

Keyword(s):

Monte Carlo ◽

Partial Differential Equations ◽

Monte Carlo Method ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Multilevel Monte Carlo ◽

Partial Differential ◽

Multilevel Monte Carlo Method

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Monte Carlo methods for the solution of nonlinear partial differential equations

Computer Physics Communications ◽

10.1016/0010-4655(89)90052-0 ◽

1989 ◽

Vol 56 (1) ◽

pp. 51-61 ◽

Cited By ~ 15

Author(s):

Guillermo Marshall

Keyword(s):

Monte Carlo ◽

Partial Differential Equations ◽

Differential Equations ◽

Monte Carlo Methods ◽

Nonlinear Partial Differential Equations ◽

Partial Differential

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Multilevel Monte Carlo method for parabolic stochastic partial differential equations

BIT Numerical Mathematics ◽

10.1007/s10543-012-0401-5 ◽

2012 ◽

Vol 53 (1) ◽

pp. 3-27 ◽

Cited By ~ 36

Author(s):

Andrea Barth ◽

Annika Lang ◽

Christoph Schwab

Keyword(s):

Monte Carlo ◽

Partial Differential Equations ◽

Monte Carlo Method ◽

Differential Equations ◽

Stochastic Partial Differential Equations ◽

Multilevel Monte Carlo ◽

Partial Differential ◽

Multilevel Monte Carlo Method

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Monte Carlo Methods for some Fourth Order Partial Differential Equations

ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik ◽

10.1002/zamm.19700501206 ◽

1970 ◽

Vol 50 (12) ◽

pp. 759-767 ◽

Cited By ~ 6

Author(s):

K. Gopalsamy ◽

B. D. Aggarwala

Keyword(s):

Monte Carlo ◽

Partial Differential Equations ◽

Differential Equations ◽

Fourth Order ◽

Monte Carlo Methods ◽

Partial Differential

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R67-29 Hybrid Computer Solutions of Partial-Differential Equations by Monte Carlo Methods

IEEE Transactions on Electronic Computers ◽

10.1109/pgec.1967.264634 ◽

1967 ◽

Vol EC-16 (2) ◽

pp. 241-242

Author(s):

Granino Korn

Keyword(s):

Monte Carlo ◽

Partial Differential Equations ◽

Differential Equations ◽

Monte Carlo Methods ◽

Partial Differential ◽

Hybrid Computer

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An economical hybridizing scheme for applying Monte Carlo methods to the solution of partial differential equations

SIMULATION ◽

10.1177/003754976500500105 ◽

1965 ◽

Vol 5 (1) ◽

pp. 9-11 ◽

Cited By ~ 1

Author(s):

A.C. Soudack ◽

W.D. Little

Keyword(s):

Monte Carlo ◽

Partial Differential Equations ◽

Differential Equations ◽

Monte Carlo Methods ◽

Partial Differential

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Discrete sample estimation for gaussian random fields generated by stochastic partial differential equations

Communication in Statistics- Theory and Methods ◽

10.1080/03610929808828954 ◽

1998 ◽

Vol 14 (4) ◽

pp. 883-903

Author(s):

Jaroslav Mohapl

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Random Fields ◽

Stochastic Partial Differential Equations ◽

Gaussian Random Fields ◽

Partial Differential ◽

Discrete Sample

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Bayesian Geosteering Using Sequential Monte Carlo Methods

Petrophysics – The SPWLA Journal of Formation Evaluation and Reservoir Description ◽

10.30632/pjv61n1-2020a4 ◽

2020 ◽

Vol 61 (1) ◽

pp. 99-111

Author(s):

Dilshad R Akkam Veettil ◽

◽

Kit Clark ◽

Keyword(s):

Monte Carlo ◽

Monte Carlo Methods ◽

Sequential Monte Carlo ◽

Sequential Monte Carlo Methods

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Fitting Stochastic Partial Differential Equations to Spatial Data

10.21236/ada279870 ◽

1993 ◽

Author(s):

Richard H. Jones

Keyword(s):

Partial Differential Equations ◽

Differential Equations ◽

Spatial Data ◽

Stochastic Partial Differential Equations ◽

Partial Differential

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