3 papers
math.NA2025
Data assimilation using a global Girsanov nudged particle filter
Maneesh Kumar Singh, Joshua Hope-Collins, Colin J. Cotter +1
We present a particle filtering algorithm for stochastic models on infinite dimensional state space, making use of Girsanov perturbations to nudge the ensemble of particles into re…
math.NA2025
Shifted HSS solvers for the indefinite Helmholtz equation
Colin J Cotter, Kars Knook, Joshua Hope-Collins
We provide an iterative solution approach for the indefinite Helmholtz equation discretised using finite elements, based upon a Hermitian Skew-Hermitian Splitting (HSS) iteration a…
math.NA2024
asQ: parallel-in-time finite element simulations using ParaDiag for geoscientific models and beyond
Joshua Hope-Collins, Abdalaziz Hamdan, Werner Bauer +2
Modern high performance computers are massively parallel; for many PDE applications spatial parallelism saturates long before the computer's capability is reached. Parallel-in-time…