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math.NA2024
Multilevel Markov Chain Monte Carlo with likelihood scaling for Bayesian inversion with high-resolution observations
Pieter Vanmechelen, Geert Lombaert, Giovanni Samaey
We propose a multilevel Markov chain Monte Carlo (MCMC) method for the Bayesian inference of random field parameters in PDEs using high-resolution data. Compared to existing multil…
math.NA2024★ 2 cited
Micro-macro Parareal, from ODEs to SDEs and back again
Ignace Bossuyt, Stefan Vandewalle, Giovanni Samaey
In this paper, we are concerned with the micro-macro Parareal algorithm for the simulation of initial-value problems. In this algorithm, a coarse (fast) solver is applied sequentia…