Approximation of the numerical simulation in conjunction with one data assimilation method by stochastic process of Ornstein-Uhlenbeck type

DOI10.1134/S1995080221080072zbMath1477.60008OpenAlexW3197136578MaRDI QIDQ1982460

Natalia Tuchkova, Andrey A. Kuleshov, Konstantin P. Belyaev

Publication date: 8 September 2021

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080221080072

zbMATH Keywords

Ornstein-Uhlenbeck processdata assimilation problemDA problemgeneralized Kalman filter method

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Computational methods for problems pertaining to probability theory (60-08) Hydrology, hydrography, oceanography (86A05) Geostatistics (86A32) Numerical investigation of stability of solutions to ordinary differential equations (65L07)

Related Items (1)

Several properties of the model solution after data assimilation into the NEMO Ocean circulation model

Uses Software

• HYCOM
• Unnamed Item

Cites Work

• Unnamed Item
• Method and results of assimilation of climatic data on temperature, salinity, and sea level into a numerical model of the Black sea
• The Fokker-Planck equation. Methods of solution and applications.
• Correction of systematic error and estimation of confidence limits for one data assimilation method
• The stability problem for a dynamic system with the assimilation of observational data
• Numerical algorithm for variational assimilation of sea surface temperature data
• The ensemble Kalman filter for combined state and parameter estimation
• An optimal data assimilation method and its application to the numerical simulation of the ocean dynamics

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