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3 papers · 1 filter
math.NA2022★ 1 cited
Overview on uncertainty quantification in traffic models via intrusive method
Elisa Iacomini
We consider traffic flow models at different scales of observation. Starting from the well known hierarchy between microscopic, kinetic and macroscopic scales, we will investigate…
math.NA2022
Recent Trends on Nonlinear Filtering for Inverse Problems
Michael Herty, Elisa Iacomini, Giuseppe Visconti
Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems. We review the origin…
math.NA2022
Filtering methods for coupled inverse problems
Michael Herty, Elisa Iacomini
We are interested in ensemble methods to solve multi-objective optimization problems. An ensemble Kalman method is proposed to solve a formulation of the nonlinear problem using a…