A Particle Filter for Stochastic Advection by Lie Transport: A Case Study for the Damped and Forced Incompressible Two-Dimensional Euler Equation (Q5139359): Difference between revisions

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scientific article; zbMATH DE number 7283166

Language	Label	Description	Also known as
English	A Particle Filter for Stochastic Advection by Lie Transport: A Case Study for the Damped and Forced Incompressible Two-Dimensional Euler Equation	scientific article; zbMATH DE number 7283166

Statements

instance of

scholarly article

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title

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

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published in

SIAM/ASA Journal on Uncertainty Quantification

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publication date

8 December 2020

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full work available at URL

https://arxiv.org/abs/1907.11884

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zbMATH Keywords

nonlinear filtering

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data assimilation

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stochastic partial differential equation

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geophysical fluid dynamics

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partial differential equation

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stochastic advection by Lie transport

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describes a project that uses

EnKF

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MaRDI profile type

MaRDI publication profile

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cites work

Fundamentals of stochastic filtering

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On the stability of sequential Monte Carlo methods in high dimensions

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A stable particle filter for a class of high-dimensional state-space models

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Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions

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Q4871741

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On a robust version of the integral representation formula of nonlinear filtering

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Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise

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Numerically Modeling Stochastic Lie Transport in Fluid Dynamics

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Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics

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A survey of convergence results on particle filtering methods for practitioners

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Solution properties of a 3D stochastic Euler fluid equation

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Stable Approximation Schemes for Optimal Filters

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Nested particle filters for online parameter estimation in discrete-time state-space Markov models

0 references

The ensemble Kalman filter for combined state and parameter estimation

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Selective decay by Casimir dissipation in inviscid fluids

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Variational principles for stochastic fluid dynamics

0 references

Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations

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Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems

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Models for stochastic climate prediction

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A mathematical framework for stochastic climate models

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Fluid flow dynamics under location uncertainty

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Probabilistic Forecasting and Bayesian Data Assimilation

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Inverse problems: A Bayesian perspective

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Identifiers

zbMATH Open document ID

1454.62528

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DOI

10.1137/19M1277606

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5139359

@@ Property / arXiv ID @@
+.11884
@@ Property / arXiv ID: 1907.11884 / rank @@
+Normal rank
@@ Property / cites work @@
+Fundamentals of stochastic filtering
@@ Property / cites work: Fundamentals of stochastic filtering / rank @@
+Normal rank
@@ Property / cites work @@
+On the stability of sequential Monte Carlo methods in high dimensions
+Normal rank
@@ Property / cites work @@
+A stable particle filter for a class of high-dimensional state-space models
+Normal rank
@@ Property / cites work @@
+Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions
+Normal rank
@@ Property / cites work @@
+Q4871741
@@ Property / cites work: Q4871741 / rank @@
+Normal rank
@@ Property / cites work @@
+On a robust version of the integral representation formula of nonlinear filtering
+Normal rank
@@ Property / cites work @@
+Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise
+Normal rank
@@ Property / cites work @@
+Numerically Modeling Stochastic Lie Transport in Fluid Dynamics
+Normal rank
@@ Property / cites work @@
+Stochastic partial differential fluid equations as a diffusive limit of deterministic Lagrangian multi-time dynamics
+Normal rank
@@ Property / cites work @@
+A survey of convergence results on particle filtering methods for practitioners
+Normal rank
@@ Property / cites work @@
+Solution properties of a 3D stochastic Euler fluid equation
+Normal rank
@@ Property / cites work @@
+Stable Approximation Schemes for Optimal Filters
@@ Property / cites work: Stable Approximation Schemes for Optimal Filters / rank @@
+Normal rank
@@ Property / cites work @@
+Nested particle filters for online parameter estimation in discrete-time state-space Markov models
+Normal rank
@@ Property / cites work @@
+The ensemble Kalman filter for combined state and parameter estimation
+Normal rank
@@ Property / cites work @@
+Selective decay by Casimir dissipation in inviscid fluids
+Normal rank
@@ Property / cites work @@
+Variational principles for stochastic fluid dynamics
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Methods for High-Dimensional Inverse Problems: A Case Study for the Navier--Stokes Equations
+Normal rank
@@ Property / cites work @@
+Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
+Normal rank
@@ Property / cites work @@
+Models for stochastic climate prediction
@@ Property / cites work: Models for stochastic climate prediction / rank @@
+Normal rank
@@ Property / cites work @@
+A mathematical framework for stochastic climate models
+Normal rank
@@ Property / cites work @@
+Fluid flow dynamics under location uncertainty
@@ Property / cites work: Fluid flow dynamics under location uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic Forecasting and Bayesian Data Assimilation
+Normal rank
@@ Property / cites work @@
+Inverse problems: A Bayesian perspective
@@ Property / cites work: Inverse problems: A Bayesian perspective / rank @@
+Normal rank