Variational data assimilation using targetted random walks

DOI10.1002/FLD.2510MaRDI QIDQ2900440zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1827006 (Why is no real title available?)
• A POD reduced-order 4D-Var adaptive mesh ocean modelling approach
• Approximation of Bayesian Inverse Problems for PDEs
• Bayesian inverse problems for functions and applications to fluid mechanics
• Coarse-gradient Langevin algorithms for dynamic data integration and uncertainty quantification
• Comparison of sequential data assimilation methods for the Kuramoto-Sivashinsky equation
• Computational complexity of Metropolis-Hastings methods in high dimensions
• Data assimilation: Mathematical and statistical perspectives
• Hybrid samplers for ill-posed inverse problems
• Inverse problems: a Bayesian perspective
• Lagrangian data assimilation for point vortex systems
• 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
• Resolution analysis of general inverse problems through inverse Monte Carlo sampling
• Statistical inverse problems: discretization, model reduction and inverse crimes
• Statistical inversion and Monte Carlo sampling methods in electrical impedance tomography
• Variational assimilation of Lagrangian data in oceanography

Cited in

(10)

• Decreasing flow uncertainty in Bayesian inverse problems through Lagrangian drifter control
• 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
• Noisy gradient flow from a random walk in Hilbert space
• Multilevel Markov Chain Monte Carlo
• Optimization based methods for partially observed chaotic systems

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Uses Software

• EnKF

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