Filtering methods for coupled inverse problems

Elisa Iacomini; Michael Herty

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arxiv 2203.09841 v1 pith:VMDWOWGR submitted 2022-03-18 math.NA cs.NA

Filtering methods for coupled inverse problems

Michael Herty , Elisa Iacomini This is my paper

classification math.NA cs.NA

keywords ensemblemethodmethodsproblemsproposedsolveanalysisapproach

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We are interested in ensemble methods to solve multi-objective optimization problems. An ensemble Kalman method is proposed to solve a formulation of the nonlinear problem using a weighted function approach. An analysis of the mean field limit of the ensemble method yields an explicit update formula for the weights. Numerical examples show the improved performance of the proposed method.

Filtering methods for coupled inverse problems

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