Variational data assimilation using targetted random walks

DOI10.1002/fld.2510zbMath1426.76629MaRDI 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

transport; incompressible flow; partial differential equations; probabilistic methods; uncertainty quantification; stochastic problems

Mathematics Subject Classification ID

76M35: Stochastic analysis applied to problems in fluid mechanics

76M30: Variational methods applied to problems in fluid mechanics

76D07: Stokes and related (Oseen, etc.) flows

Related Items

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

Uses Software

• EnKF

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