Data assimilation for models with parametric uncertainty

DOI10.1016/J.JCP.2019.07.020zbMATH Open1452.65022OpenAlexW2961216613MaRDI QIDQ2222452FDOQ2222452

Authors: Lun Yang, Yi Qin, Peng Wang, Akil C. Narayan 

Publication date: 27 January 2021

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

Full work available at URL: https://doi.org/10.1016/j.jcp.2019.07.020

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zbMATH Keywords

data assimilationparticle filteruncertainty quantificationstochastic Galerkin methodstochastic collocation methodgeneralized polynomial chaos

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70)

Cites Work

• Stochastic processes and filtering theory
• Sparse grids
• Sparse Legendre expansions via \(\ell_1\)-minimization
• Stochastic processes and orthogonal polynomials
• The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
• Numerical methods for stochastic computations. A spectral method approach.
• On the stability and accuracy of least squares approximations
• Convergence rates of best \(N\)-term Galerkin approximations for a class of elliptic SPDEs
• Supersensitivity due to uncertain boundary conditions
• Stochastic collocation methods on unstructured grids in high dimensions via interpolation
• Stochastic Spectral Galerkin and Collocation Methods for PDEs with Random Coefficients: A Numerical Comparison
• STOCHASTIC COLLOCATION ALGORITHMS USING l1-MINIMIZATION
• A non-adapted sparse approximation of PDEs with stochastic inputs
• Sparse tensor discretizations of high-dimensional parametric and stochastic PDEs
• Stochastic Collocation on Unstructured Multivariate Meshes
• The ensemble Kalman filter for combined state and parameter estimation
• A generalized polynomial chaos based ensemble Kalman filter with high accuracy
• Identification of Bayesian posteriors for coefficients of chaos expansions
• Data Assimilation

Cited In (10)

• Approach for uncertainty of turbulence modeling based on data assimilation technique
• Data assimilation using noisy time-averaged measurements
• A cost-function approach to the assimilation of asynoptic data
• Continuous data assimilation with stochastically noisy data
• On stochastic parameter estimation using data assimilation
• Uncertainty quantification for data assimilation in a steady incompressible Navier-Stokes problem
• General sensitivity analysis in data assimilation
• Physics informed model error for data assimilation
• On instabilities in data assimilation algorithms
• Adaptive modeling, adaptive data assimilation and adaptive sampling

Uses Software

• EnKF

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