A Particle Filter for Stochastic Advection by Lie Transport: A Case Study for the Damped and Forced Incompressible Two-Dimensional Euler Equation

DOI10.1137/19M1277606zbMath1454.62528arXiv1907.11884MaRDI QIDQ5139359

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Publication date: 8 December 2020

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.11884

zbMATH Keywords

partial differential equationnonlinear filteringstochastic partial differential equationdata assimilationgeophysical fluid dynamicsstochastic advection by Lie transport

Mathematics Subject Classification ID

PDEs in connection with fluid mechanics (35Q35) Navier-Stokes equations for incompressible viscous fluids (76D05) Numerical analysis or methods applied to Markov chains (65C40) Applications of statistics to physics (62P35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic particle methods (65C35) Euler equations (35Q31)

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Uses Software

• EnKF

Cites Work

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