Variational data assimilation using targetted random walks

DOI10.1002/fld.2510zbMath1426.76629OpenAlexW2167949596MaRDI QIDQ2900440

Simon L. Cotter, Masoumeh Dashti, Andrew M. Stuart

Publication date: 23 July 2012

Published in: International Journal for Numerical Methods in Fluids (Search for Journal in Brave)

Full work available at URL: http://eprints.maths.manchester.ac.uk/2213/1/2510_ftp.pdf

zbMATH Keywords

transportincompressible flowpartial differential equationsprobabilistic methodsuncertainty quantificationstochastic problems

Mathematics Subject Classification ID

Stochastic analysis applied to problems in fluid mechanics (76M35) Variational methods applied to problems in fluid mechanics (76M30) Stokes and related (Oseen, etc.) flows (76D07)

Related Items (8)

A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow ⋮ Optimization based methods for partially observed chaotic systems ⋮ Convergence of Gaussian Process Regression with Estimated Hyper-Parameters and Applications in Bayesian Inverse Problems ⋮ Noisy gradient flow from a random walk in Hilbert space ⋮ A dynamic bi-orthogonal field equation approach to efficient Bayesian inversion ⋮ MCMC methods for functions: modifying old algorithms to make them faster ⋮ Multilevel Markov Chain Monte Carlo ⋮ Decreasing Flow Uncertainty in Bayesian Inverse Problems Through Lagrangian Drifter Control

Uses Software

• EnKF

Cites Work

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