Preserving linear invariants in ensemble filtering methods

DOI10.1016/J.JCP.2026.115048MaRDI QIDQ7323165zbMATH OpenFDO

Authors Mathieu Le Provost, Jan Glaubitz, Youssef M. Marzouk

Publication date 1 September 2026

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JCP.2026.115048

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Stochastic particle methods (65C35) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75)

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