Determining white noise forcing from Eulerian observations in the Navier-Stokes equation

DOI10.1007/s40072-014-0028-4zbMath1310.60095arXiv1303.4677OpenAlexW2138609913WikidataQ115375361 ScholiaQ115375361MaRDI QIDQ487671

Kody J. H. Law, Andrew M. Stuart, Viet Hà Hoàng

Publication date: 23 January 2015

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1303.4677

zbMATH Keywords

Navier-Stokes equationBayesian inversionwhite noise forcing

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Stochastic analysis applied to problems in fluid mechanics (76M35) Navier-Stokes equations (35Q30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (6)

Multilevel Markov chain Monte Carlo for Bayesian inverse problem for Navier-Stokes equation ⋮ A path-integral approach to Bayesian inference for inverse problems using the semiclassical approximation ⋮ A data assimilation algorithm for the subcritical surface quasi-geostrophic equation ⋮ Data assimilation using noisy time-averaged measurements ⋮ Particle Filtering for Stochastic Navier--Stokes Signal Observed with Linear Additive Noise ⋮ Markov chain simulation for multilevel Monte Carlo

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