Accuracy and stability of the continuous-time 3DVAR filter for the Navier–Stokes equation

DOI10.1088/0951-7715/26/8/2193zbMath1271.34013arXiv1210.1594OpenAlexW2088417707MaRDI QIDQ2845634

Dirk Blömker, Kody J. H. Law, Andrew M. Stuart, Konstantinos C. Zygalakis

Publication date: 2 September 2013

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.1594

zbMATH Keywords

state estimation model uncertainty weather forecasting data uncertainty stochastic partial differential equation (SPDE)continuous-time 3DVAR filter Navier-Dtokes equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical optimization and variational techniques (65K10) Navier-Stokes equations for incompressible viscous fluids (76D05) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Theoretical approximation of solutions to ordinary differential equations (34A45) Control problems involving ordinary differential equations (34H05) Stochastic stability in control theory (93E15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inverse problems involving ordinary differential equations (34A55) Numerical solution of inverse problems involving ordinary differential equations (65L09)

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Uses Software

EnKF

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