PhD position in multilevel interacting particle methods for Bayesian inversion

NUMA is a research division within the Department of Computer Science of KU Leuven, with 12 permanent staff members and approximately 60 PhD and postdoctoral researchers. NUMA (Numerical Analysis and Applied Mathematics) develops numerical algorithms and software for large-scale problems in science and engineering. Its research ranges from algorithm design and analysis to software implementation and applications in other scientific and engineering domains.

Project

To reliably use simulation-generated predictions in science and engineering, one needs trustworthy mathematical models that are calibrated to measurement data. We are motivated by applications in engineering in which the system models are partial differential equations (PDEs) with potentially infinite-dimensional (, space-dependent) parameters and state variables. Inferring these parameters and/or states from large amounts of possibly high-resolution data leads to computationally inte...