Particle filters were developed as an ensemble data assimilation method that, unlike many traditional methods, could approximate non-Gaussian probability distributions well. Unfortunately, the number of particles needed for this method scales exponentially with the size of the problem, and thus may not be feasible for large-scale problems. In th...
Creator:
Slivinski, Laura (Brown University)
Created:
2013-11-19
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
The problem of flow through a porous medium, with thepermeability treated as a Gaussianrandom field, can be thought of as a high-dimensional problem:the dimensionality might bethe number of terms in a truncated Karhunen-Loève expansion;or (as we prefer) the numberof points in a discrete sampling of the porous medium. In thispaper, describing re...
Creator:
Sloan, Ian H. (University of New South Wales)
Created:
2010-10-18
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.