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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Deep learning of multi-scale PDEs based on data generated from particle methods
粒子方法 数据 多尺度 偏微分方程 深度学习
2023/4/26
Solving multi-scale PDEs is difficult in high-dimensional and/or convection-dominant cases. The interacting particle methods (IPM) are shown to outperform solving PDEs directly. Examples include compu...
Implicit particle methods and their connection with variational data assimilation
Implicit particle methods variational data assimilation Data Analysis Statistics and Probability
2012/5/29
The implicit particle filter is a sequential Monte Carlo method for data assimilation that guides the particles to the high-probability regions via a sequence of steps that includes minimizations. We ...