Data Assimilation for Linear Parabolic Equations: Minimax Projection Method

DOI10.1137/13094709XzbMath1320.65146OpenAlexW1535406352MaRDI QIDQ5254700

Jason Frank, Isabelle Herlin, Sergiy M. Zhuk, Robert N. Shorten

Publication date: 10 June 2015

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/13094709x

zbMATH Keywords

minimaxstate estimationprojectionPDEsDAEsstructure preservation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Initial-boundary value problems for second-order parabolic equations (35K20) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20)

Related Items (7)

On Source-Term Parameter Estimation for Linear Advection-Diffusion Equations with Uncertain Coefficients ⋮ Solutions of differential-algebraic equations as outputs of LTI systems: application to LQ control problems ⋮ Symplectic Runge-Kutta discretization of a regularized forward-backward sweep iteration for optimal control problems ⋮ Localised sequential state estimation for advection dominated flows with non-Gaussian uncertainty description ⋮ A Fast Distributed Data-Assimilation Algorithm for Divergence-Free Advection ⋮ Worst-case multi-objective error estimation and adaptivity ⋮ Minimax state estimates for abstract Neumann problems

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