Coarse-gradient Langevin algorithms for dynamic data integration and uncertainty quantification

Journal of Computational Physics

Volumn 217, Issue 1, 2006, Pages 123-142

  Dostert, P ^a   Efendiev, Y ^a   Hou, T Y ^b   Luo, W ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b CALIFORNIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

History matching; Langevin; MCMC; Multiscale; Porous media; Two Phase flow; Uncertainty

Indexed keywords

CHAINS; DATA INTEGRATION; MARKOV PROCESSES; TWO PHASE FLOW;

DYNAMIC DATA; EFFICIENT SAMPLING; HISTORY MATCHING; LANGEVIN; LANGEVIN ALGORITHMS; MCMC; MULTISCALE; POROUS MEDIUM; TWO PHASES FLOW; UNCERTAINTY;

POROUS MATERIALS;

EID: 33746521199     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2006.03.012     Document Type: Article

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