Blended particle filters for large-dimensional chaotic dynamical systems

DOI10.1073/PNAS.1405675111zbMATH Open1359.62392OpenAlexW2017052080WikidataQ33694611 ScholiaQ33694611MaRDI QIDQ2962226FDOQ2962226

Authors: Andrew J. Majda, Di Qi, T. P. Sapsis 

Publication date: 16 February 2017

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.1405675111

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Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Cites Work

• Dynamically orthogonal field equations for continuous stochastic dynamical systems
• A mathematical framework for stochastic climate models
• Blended response algorithms for linear fluctuation-dissipation for complex nonlinear dynamical systems
• Uncertainty estimation and prediction for interdisciplinary ocean dynamics
• Recursive Bayesian estimation using Gaussian sums
• A statistically accurate modified quasilinear Gaussian closure for uncertainty quantification in turbulent dynamical systems
• Statistically accurate low-order models for uncertainty quantification in turbulent dynamical systems
• Dimensional reduction for a Bayesian filter
• An applied mathematics perspective on stochastic modelling for climate
• A nonlinear test model for filtering slow-fast systems
• Blending modified Gaussian closure and non-Gaussian reduced subspace methods for turbulent dynamical systems
• Blended reduced subspace algorithms for uncertainty quantification of quadratic systems with a stable mean state

Cited In (21)

• Smoothing and parameter estimation by soft-adherence to governing equations
• State estimation and prediction using clustered particle filters
• Nudged particle filters in multiscale chaotic systems with correlated sensor noise
• Nonlinear dynamics of flux compactification
• An information-theoretic framework for improving imperfect dynamical predictions via multi-model ensemble forecasts
• CGNSDE: conditional Gaussian neural stochastic differential equation for modeling complex systems and data assimilation
• A probabilistic decomposition-synthesis method for the quantification of rare events due to internal instabilities
• Model and data reduction for data assimilation: particle filters employing projected forecasts and data with application to a shallow water model
• Reduced-order description of transient instabilities and computation of finite-time Lyapunov exponents
• Spatial localization for nonlinear dynamical stochastic models for excitable media
• Predicting observed and hidden extreme events in complex nonlinear dynamical systems with partial observations and short training time series
• Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model
• Multiscale methods for data assimilation in turbulent systems
• Improving prediction skill of imperfect turbulent models through statistical response and information theory
• On the equivalence of dynamically orthogonal and bi-orthogonal methods: theory and numerical simulations
• Improving the prediction of complex nonlinear turbulent dynamical systems using nonlinear filter, smoother and backward sampling techniques
• Reduced-space Gaussian process regression for data-driven probabilistic forecast of chaotic dynamical systems
• Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions
• Rigorous analysis for efficient statistically accurate algorithms for solving Fokker-Planck equations in large dimensions
• Blended particle methods with adaptive subspaces for filtering turbulent dynamical systems
• Rao-Blackwellized particle smoothing for mixed linear/nonlinear state-space model with asynchronously dependent noise processes

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