A random map implementation of implicit filters

DOI10.1016/j.jcp.2011.11.022zbMath1242.65012arXiv1102.4375OpenAlexW2006718988MaRDI QIDQ423027

Ethan Atkins, Matthias Morzfeld, Xuemin Tu, 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 examplesLorenz systemsequential Monte Carloparticle filtersdata assimilationimplicit samplingstochastic Kuramoto-Sivashinsky equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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Uses Software

• EnKF

Cites Work

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• Unnamed Item
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