Continuum Covariance Propagation for Understanding Variance Loss in Advective Systems

DOI10.1137/21M1442449zbMath1496.35250arXiv2109.02530OpenAlexW3198210765MaRDI QIDQ5097852

S. E. Cohn, Shay Gilpin, Tomoko Matsuo

Publication date: 1 September 2022

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.02530

zbMATH Keywords

data assimilationcovariance propagationadvective systemsvariance loss

Mathematics Subject Classification ID

Hyperbolic conservation laws (35L65) Meteorology and atmospheric physics (86A10) Linear operators on function spaces (general) (47B38) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32) Numerical solution of discretized equations for initial value and initial-boundary value problems involving PDEs (65M22) Fundamental solutions, Green's function methods, etc. for initial value and initial-boundary value problems involving PDEs (65M80) Probabilistic methods, particle methods, etc. for initial value and initial-boundary value problems involving PDEs (65M75)

Cites Work

• Stochastic models, estimation, and control. Vol. 2,3
• Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
• Stochastic processes and filtering theory
• Systems of conservation laws
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