An efficient sampling method for stochastic inverse problems

Computational Optimization and Applications

Volumn 37, Issue 2, 2007, Pages 121-138

  Ngnepieba, Pierre ^a   Hussaini, M Y ^b  

^a FLORIDA A AND M UNIVERSITY   (United States)

^b FLORIDA STATE UNIVERSITY   (United States)

Author keywords

Burgers equation; Data assimilation; Error covariance matrix; Monte Carlo method; Sensitivity derivatives

Indexed keywords

COVARIANCE MATRIX; MONTE CARLO METHODS; PARAMETER ESTIMATION; PROBLEM SOLVING; RANDOM PROCESSES; SAMPLING; SENSITIVITY ANALYSIS; THEOREM PROVING;

BURGERS EQUATION; DATA ASSIMILATION; ERROR COVARIANCE MATRIX; SENSITIVITY DERIVATIVES;

INVERSE PROBLEMS;

EID: 34248162960     PISSN: 09266003     EISSN: 15732894     Source Type: Journal    
DOI: 10.1007/s10589-007-9021-4     Document Type: Article

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