A random map implementation of implicit filters

DOI10.1016/j.jcp.2011.11.022zbMath1242.65012arXiv1102.4375MaRDI QIDQ423027

Xuemin Tu, Matthias Morzfeld, Ethan Atkins, Alexandre Joel Chorin

Publication date: 18 May 2012

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

Full work available at URL: https://arxiv.org/abs/1102.4375

zbMATH Keywords

numerical examples; Lorenz system; sequential Monte Carlo; particle filters; data assimilation; implicit sampling; stochastic Kuramoto-Sivashinsky equation

Mathematics Subject Classification ID

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations

Related Items

A Guided Sequential Monte Carlo Method for the Assimilation of Data into Stochastic Dynamical Systems, Sampling, feasibility, and priors in data assimilation, Implicit estimation of ecological model parameters, Implicit sampling, with application to data assimilation, Improved Diffusion Monte Carlo, Control Theory and Experimental Design in Diffusion Processes

Uses Software

• EnKF

Cites Work

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