Statistical inference for partial differential equations*

Many physical phenomena are modeled by parametrized PDEs. The poor knowledge on the involved parameters is often one of the numerous sources of uncertainties on these models. Some of these parameters can be estimated, with the use of real world data. The aim of this min...

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Main Authors: Grenier Emmanuel, Hoffmann Marc, Lelièvre Tony, Louvet Violaine, Prieur Clémentine, Rachdi Nabil, Vigneaux Paul
Format: Article
Language:English
Published: EDP Sciences 2014-09-01
Series:ESAIM: Proceedings and Surveys
Online Access:http://dx.doi.org/10.1051/proc/201445018
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author Grenier Emmanuel
Hoffmann Marc
Lelièvre Tony
Louvet Violaine
Prieur Clémentine
Rachdi Nabil
Vigneaux Paul
author_facet Grenier Emmanuel
Hoffmann Marc
Lelièvre Tony
Louvet Violaine
Prieur Clémentine
Rachdi Nabil
Vigneaux Paul
author_sort Grenier Emmanuel
collection DOAJ
description Many physical phenomena are modeled by parametrized PDEs. The poor knowledge on the involved parameters is often one of the numerous sources of uncertainties on these models. Some of these parameters can be estimated, with the use of real world data. The aim of this mini-symposium is to introduce some of the various tools from both statistical and numerical communities to deal with this issue. Parametric and non-parametric approaches are developed in this paper. Some of the estimation procedures require many evaluations of the initial model. Some interpolation tools and some greedy algorithms for model reduction are therefore also presented, in order to reduce time needed for running the model.
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spelling doaj.art-cea7b6d069e7454ebb1ef9358c24709f2023-01-02T22:52:18ZengEDP SciencesESAIM: Proceedings and Surveys2267-30592014-09-014517818810.1051/proc/201445018proc144518Statistical inference for partial differential equations*Grenier Emmanuel0Hoffmann Marc1Lelièvre Tony2Louvet Violaine3Prieur Clémentine4Rachdi NabilVigneaux Paul5ENS Lyon, UPMA; INRIA, Project-team NUMEDParis Dauphine, CEREMADEUniversité Paris-Est, ENPC, CERMICS; INRIA, Project-team MICMACUniversité de Lyon, ICJ; INRIA, Project-team NUMEDUniversité Grenoble Alpes, LJK; INRIA, Project-team MOISEENS Lyon, UPMA; INRIA, Project-team NUMEDMany physical phenomena are modeled by parametrized PDEs. The poor knowledge on the involved parameters is often one of the numerous sources of uncertainties on these models. Some of these parameters can be estimated, with the use of real world data. The aim of this mini-symposium is to introduce some of the various tools from both statistical and numerical communities to deal with this issue. Parametric and non-parametric approaches are developed in this paper. Some of the estimation procedures require many evaluations of the initial model. Some interpolation tools and some greedy algorithms for model reduction are therefore also presented, in order to reduce time needed for running the model.http://dx.doi.org/10.1051/proc/201445018
spellingShingle Grenier Emmanuel
Hoffmann Marc
Lelièvre Tony
Louvet Violaine
Prieur Clémentine
Rachdi Nabil
Vigneaux Paul
Statistical inference for partial differential equations*
ESAIM: Proceedings and Surveys
title Statistical inference for partial differential equations*
title_full Statistical inference for partial differential equations*
title_fullStr Statistical inference for partial differential equations*
title_full_unstemmed Statistical inference for partial differential equations*
title_short Statistical inference for partial differential equations*
title_sort statistical inference for partial differential equations
url http://dx.doi.org/10.1051/proc/201445018
work_keys_str_mv AT grenieremmanuel statisticalinferenceforpartialdifferentialequations
AT hoffmannmarc statisticalinferenceforpartialdifferentialequations
AT lelievretony statisticalinferenceforpartialdifferentialequations
AT louvetviolaine statisticalinferenceforpartialdifferentialequations
AT prieurclementine statisticalinferenceforpartialdifferentialequations
AT rachdinabil statisticalinferenceforpartialdifferentialequations
AT vigneauxpaul statisticalinferenceforpartialdifferentialequations