Data-driven closures and assimilation for stiff multiscale random dynamics

DOI10.1137/23M1625366MaRDI QIDQ7032363zbMATH OpenFDO

Authors Tyler E. Maltba, Hongli Zhao, Daniel Adrian Maldonado

Publication date 5 February 2025

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

Full work available at URL https://doi.org/10.1137/23M1625366

zbMATH Keywords

colored noisedata assimilationrandom dynamicsuncertainty quantification

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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