27 citations · 155 across the 25 of their papers we have counts for
4 papers · 1 filter
Ensemble Kalman filter for multiscale inverse problems
Assyr Abdulle, Giacomo Garegnani, Andrea Zanoni
We present a novel algorithm based on the ensemble Kalman filter to solve inverse problems involving multiscale elliptic partial differential equations. Our method is based on nume…
Effective models and numerical homogenization for wave propagation in heterogeneous media on arbitrary timescales
Assyr Abdulle, Timothée Pouchon
A family of effective equations for wave propagation in periodic media for arbitrary timescales , where is the period of the tensor…
Accelerated convergence to equilibrium and reduced asymptotic variance for Langevin dynamics using Stratonovich perturbations
Assyr Abdulle, Grigorios A. Pavliotis, Gilles Vilmart
In this paper we propose a new approach for sampling from probability measures in, possibly, high dimensional spaces. By perturbing the standard overdamped Langevin dynamics by a s…
Exponential decay of the resonance error in numerical homogenization via parabolic and elliptic cell problems
Assyr Abdulle, Doghonay Arjmand, Edoardo Paganoni
This paper presents two new approaches for finding the homogenized coefficients of multiscale elliptic PDEs. Standard approaches for computing the homogenized coefficients suffer f…