Estimating eddy diffusivities from noisy Lagrangian observations

DOI10.4310/CMS.2009.V7.N4.A2MaRDI QIDQ2379844zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 22 March 2010

Published in Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0904.4817, https://projecteuclid.org/euclid.cms/1264434134

zbMATH Keywords

Lagrangian observationsmultiscale analysisoceanic transportparameter estimationstochastic differential equationssubsampling

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to environmental and related topics (62P12) Hydrology, hydrography, oceanography (86A05) Meteorology and atmospheric physics (86A10) Geostatistics (86A32)

Abstract: The problem of estimating the eddy diffusivity from Lagrangian observations in the presence of measurement error is studied in this paper. We consider a class of incompressible velocity fields for which is can be rigorously proved that the small scale dynamics can be parameterised in terms of an eddy diffusivity tensor. We show, by means of analysis and numerical experiments, that subsampling of the data is necessary for the accurate estimation of the eddy diffusivity. The optimal sampling rate depends on the detailed properties of the velocity field. Furthermore, we show that averaging over the data only marginally reduces the bias of the estimator due to the multiscale structure of the problem, but that it does significantly reduce the effect of observation error.

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Cited in

(15)

• Drift estimation for Brownian flows
• Drift estimation of multiscale diffusions based on filtered data
• Observation-based correction of dynamical models using thermostats
• Perturbation-based inference for diffusion processes: obtaining effective models from multiscale data
• On non-uniqueness of the mesoscale eddy diffusivity
• Bayesian comparison of stochastic models of dispersion
• Stochastic sensitivity: a computable Lagrangian uncertainty measure for unsteady flows
• Eddy diffusion in the sea: reinterpreting an early experiment
• Computing Lagrangian statistics from tracer observations and a model output
• Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering
• Capturing eddy shedding in the Gulf of Mexico from Lagrangian observations
• Stochastic gradient descent in continuous time for drift identification in multiscale diffusions
• Homogenization for convection-enhanced thermal transport in sea ice
• A new framework for extracting coarse-grained models from time series with multiscale structure
• Optimal estimation of Eulerian velocity field given Lagrangian observations

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