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math.NA2024
Efficient parallel inversion of ParaOpt preconditioners
Corentin Bonte, Arne Bouillon, Giovanni Samaey +1
Recently, the ParaOpt algorithm was proposed as an extension of the time-parallel Parareal method to optimal control. ParaOpt uses quasi-Newton steps that each require solving a sy…
math.NA2024
Single-ensemble multilevel Monte Carlo for discrete ensemble Kalman methods
Arne Bouillon, Toon Ingelaere, Giovanni Samaey
Ensemble Kalman methods solve problems in domains such as filtering and inverse problems with interacting particles that evolve over time. For computationally expensive problems, t…