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20172026
most citedIdentifying trending coefficients with an ensemble Kalman filter

1 citations · 2 across the 5 of their papers we have counts for

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8 papers · 1 filter

math.NA2026

Micro-to-macro derivation and stability analysis of an Aw-Rascle-Zhang-type model with driver-dependent acceleration

Stephan Gerster, Giuseppe Visconti

We introduce a new traffic flow model. The main idea is to describe acceleration effects in the Aw-Rascle-Zhang model through an additional driver-dependent equation, thereby allow…

math.NA2026

Ensemble Kalman Inversion as an Inertial Interacting Particle System

Michael Herty, Pierpaolo Porretta, Giuseppe Visconti

Ensemble Kalman Inversion (EKI) is a derivative-free, ensemble-based method for inverse and optimization problems. A central limitation of its continuous-time dynamics is premature…

math.NA2024

Dissipation-dispersion analysis of fully-discrete implicit discontinuous Galerkin methods and application to stiff hyperbolic problems

Maya Briani, Gabriella Puppo, Giuseppe Visconti

The application of discontinuous Galerkin (DG) schemes to hyperbolic systems of conservation laws requires a careful interplay between space discretization, carried out with local…

math.NA2023

Quinpi: Integrating stiff hyperbolic systems with implicit high order finite volume schemes

Gabriella Puppo, Matteo Semplice, Giuseppe Visconti

Many interesting physical problems described by systems of hyperbolic conservation laws are stiff, and thus impose a very small time-step because of the restrictive CFL stability c…

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.NA2019

Continuous Limits for Constrained Ensemble Kalman Filter

Michael Herty, Giuseppe Visconti

The Ensemble Kalman Filter method can be used as an iterative particle numerical scheme for state dynamics estimation and control--to--observable identification problems. In applic…