On Bayesian data assimilation for PDEs with ill-posed forward problems
From MaRDI portal
Publication:5089412
Abstract: We study Bayesian data assimilation (filtering) for time-evolution PDEs, for which the underlying forward problem may be very unstable or ill-posed. Such PDEs, which include the Navier-Stokes equations of fluid dynamics, are characterized by a high sensitivity of solutions to perturbations of the initial data, a lack of rigorous global well-posedness results as well as possible non-convergence of numerical approximations. Under very mild and readily verifiable general hypotheses on the forward solution operator of such PDEs, we prove that the posterior measure expressing the solution of the Bayesian filtering problem is stable with respect to perturbations of the noisy measurements, and we provide quantitative estimates on the convergence of approximate Bayesian filtering distributions computed from numerical approximations. For the Navier-Stokes equations, our results imply uniform stability of the filtering problem even at arbitrarily small viscosity, when the underlying forward problem may become ill-posed, as well as the compactness of numerical approximants in a suitable metric on time-parametrized probability measures.
Recommendations
- Approximation of Bayesian Inverse Problems for PDEs
- A Bayesian tutorial for data assimilation
- Bayesian numerical methods for nonlinear partial differential equations
- Approximate Bayesian model inversion for PDEs with heterogeneous and state-dependent coefficients
- A forward approach to numerical data assimilation
- Bayesian inversion techniques for stochastic partial differential equations
- A Bayesian framework for learning governing partial differential equation from data
- A data assimilation process for linear ill-posed problems
- scientific article; zbMATH DE number 1415983
Cites work
- scientific article; zbMATH DE number 3967854 (Why is no real title available?)
- scientific article; zbMATH DE number 821171 (Why is no real title available?)
- scientific article; zbMATH DE number 914383 (Why is no real title available?)
- scientific article; zbMATH DE number 7626805 (Why is no real title available?)
- scientific article; zbMATH DE number 2201407 (Why is no real title available?)
- scientific article; zbMATH DE number 3294409 (Why is no real title available?)
- A critical analysis of Rayleigh-Taylor growth rates
- A spectral vanishing viscosity method for large eddy simulations
- An analysis of numerical errors in large-eddy simulations of turbulence
- Arbitrarily high-order accurate entropy stable essentially nonoscillatory schemes for systems of conservation laws
- Burgers' equation with vanishing hyper-viscosity
- Construction of approximate entropy measure-valued solutions for hyperbolic systems of conservation laws
- Convergence of Spectral Methods for Nonlinear Conservation Laws
- Data Assimilation
- Data assimilation: Mathematical and statistical perspectives
- Deep neural network expression of posterior expectations in Bayesian PDE inversion
- Inverse Problem Theory and Methods for Model Parameter Estimation
- Inverse problems: a Bayesian perspective
- Mathematical analysis of a spectral hyperviscosity LES model for the simulation of turbulent flows
- Nonstationary inverse problems and state estimation
- Numerical Solution of the Navier-Stokes Equations
- On the conservation of energy in two-dimensional incompressible flows
- On the convergence of the spectral viscosity method for the two-dimensional incompressible Euler equations with rough initial data
- On the local Lipschitz stability of Bayesian inverse problems
- On the well-posedness of Bayesian inverse problems
- Stability and spectral convergence of Fourier method for nonlinear problems: on the shortcomings of the \(2/3\) de-aliasing method
- Statistical solutions of hyperbolic systems of conservation laws: Numerical approximation
- Statistical solutions of the incompressible Euler equations
- The ensemble Kalman filter for combined state and parameter estimation
- The numerical interface coupling of nonlinear hyperbolic systems of conservation laws. I: The scalar case
Cited in
(5)- Sampling the posterior: an approach to non-Gaussian data assimilation
- Bayesian Inverse Problems Are Usually Well-Posed
- Data-driven forward discretizations for Bayesian inversion
- On posterior consistency of data assimilation with Gaussian process priors: the 2D-Navier-Stokes equations
- Determining white noise forcing from Eulerian observations in the Navier-Stokes equation
This page was built for publication: On Bayesian data assimilation for PDEs with ill-posed forward problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5089412)
