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Communication Dans Un Congrès Année : 2023

Parametric PDE solvers for parameter estimation and Uncertainty Quantification

Résumé

A parametric PDE solver is presented. After a classical semi-discretisation in time, the weak formulation of the problem is considered both in space and parameters. A separation of variable principle is applied to give a parsimonious representation of the parametric solution. The non-linear problem arising is solved by means of a fixed-point and the TT-GMRES method. Such a parametric solver is applied in the context of Bayesian parameter estimation and enables sequential estimation and UQ (on the posterior) even for large systems. Several encouraging results are presented.
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Dates et versions

hal-04392378 , version 1 (13-01-2024)

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Paternité

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  • HAL Id : hal-04392378 , version 1

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Damiano Lombardi, Sébastien Riffaud, Miguel Angel Fernández. Parametric PDE solvers for parameter estimation and Uncertainty Quantification. ENUMATH 2023 - European Conference on Numerical Mathematics and Advanced Applications, Istituto Tecnico Lisboa, Sep 2023, Lisboa, Portugal. ⟨hal-04392378⟩
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