Variational data assimilation using targetted random walks

DOI10.1002/FLD.2510zbMATH Open1426.76629OpenAlexW2167949596MaRDI QIDQ2900440FDOQ2900440

Authors: S. L. Cotter, M. Dashti, A. 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

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zbMATH Keywords

transportuncertainty quantificationpartial differential equationsincompressible flowprobabilistic methodsstochastic problems

Mathematics Subject Classification ID

Stokes and related (Oseen, etc.) flows (76D07) Stochastic analysis applied to problems in fluid mechanics (76M35) Variational methods applied to problems in fluid mechanics (76M30)

Cites Work

• Data assimilation: Mathematical and statistical perspectives
• Statistical inverse problems: discretization, model reduction and inverse crimes
• Inverse problems: a Bayesian perspective
• Large‐Scale Statistical Parameter Estimation in Complex Systems with an Application to Metabolic Models
• MCMC methods for functions: modifying old algorithms to make them faster
• Approximation of Bayesian Inverse Problems for PDEs
• A POD reduced-order 4D-Var adaptive mesh ocean modelling approach
• Statistical inversion and Monte Carlo sampling methods in electrical impedance tomography
• Coarse-gradient Langevin algorithms for dynamic data integration and uncertainty quantification
• Title not available (Why is that?)
• Comparison of sequential data assimilation methods for the Kuramoto-Sivashinsky equation
• Bayesian inverse problems for functions and applications to fluid mechanics
• Computational complexity of Metropolis-Hastings methods in high dimensions
• Variational assimilation of Lagrangian data in oceanography
• Lagrangian data assimilation for point vortex systems
• Resolution analysis of general inverse problems through inverse Monte Carlo sampling
• Hybrid samplers for ill-posed inverse problems

Cited In (10)

• Stochastic data assimilation of the random shallow water model loads with uncertain experimental measurements
• A dynamic bi-orthogonal field equation approach to efficient Bayesian inversion
• Convergence of Gaussian process regression with estimated hyper-parameters and applications in Bayesian inverse problems
• Chilled sampling for uncertainty quantification: a motivation from a meteorological inverse problem ^*
• MCMC methods for functions: modifying old algorithms to make them faster
• A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow
• Multilevel Markov Chain Monte Carlo
• Noisy gradient flow from a random walk in Hilbert space
• Optimization based methods for partially observed chaotic systems
• Decreasing flow uncertainty in Bayesian inverse problems through Lagrangian drifter control

Uses Software

• EnKF

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