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arXiv 2203.09841math.NAcs.NA
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耦合反问题的滤波方法

Filtering methods for coupled inverse problems

Michael Herty, Elisa Iacomini

摘要:

我们感兴趣的集成方法来解决多目标最优化问题。提出了一种集合卡尔曼方法,使用加权函数方法来解决非线性问题的制定。分析的平均场限制的合奏方法产生一个明确的更新公式的权重。数值算例表明了该方法的有效性。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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