Low-rank statistical finite elements for scalable model-data synthesis

Connor Duffin, Edward Cripps, Thomas Stemler, Mark Girolami

Abstract: Highlights•Computationally scalable statistical FEM, with uncertainty quantification.•Online, sequential Bayesian updating of FEM solutions.•Low-rank approximation to Kalman filtering.•Illustrated on reaction-diffusion processes.•Makes use of parallelisation and GPU computing.