48 citations · 158 across the 14 of their papers we have counts for
4 papers · 1 filter
A Fast Algorithm for Parabolic PDE-based Inverse Problems Based on Laplace Transforms and Flexible Krylov Solvers
Tania Bakhos, Arvind K. Saibaba, Peter K. Kitanidis
We consider the problem of estimating parameters in large-scale weakly nonlinear inverse problems for which the underlying governing equations is a linear, time-dependent, paraboli…
Fast Kalman Filter using Hierarchical-matrices and low-rank perturbative approach
Arvind K. Saibaba, Eric Miller, Peter K. Kitanidis
We develop a fast algorithm for Kalman Filter applied to the random walk forecast model. The key idea is an efficient representation of the estimate covariance matrix at each time-…
A Kalman filter powered by -matrices for quasi-continuous data assimilation problems
Judith Y. Li, Sivaram Ambikasaran, Eric F. Darve +1
Continuously tracking the movement of a fluid or a plume in the subsurface is a challenge that is often encountered in applications, such as tracking a plume of injected CO or…
Fast computation of uncertainty quantification measures in the geostatistical approach to solve inverse problems
Arvind K. Saibaba, Peter K. Kitanidis
We consider the computational challenges associated with uncertainty quantification involved in parameter estimation such as seismic slowness and hydraulic transmissivity fields. T…