Test models for filtering with superparameterization
DOI10.1137/120890594zbMATH Open1266.93150OpenAlexW2000267514WikidataQ57429029 ScholiaQ57429029MaRDI QIDQ5300569FDOQ5300569
Authors: John Harlim, Andrew J. Majda 
Publication date: 27 June 2013
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/77b2ee9fea1228fddb2df122dd14d267dfb86033
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Kalman filterdata assimilationno scale separationsuperparameterizationgrid cellbare truncation modelclassical averaging theoryeddy flux termsequilibrium closure modelmultiscale turbulent dynamical systemssimulations of small-scale eddies
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Sequential estimation (62L12) Probabilistic models, generic numerical methods in probability and statistics (65C20) Multiple scale methods for ordinary differential equations (34E13) Statistical turbulence modeling (76F55)
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- Multiscale Methods for Data Assimilation in Turbulent Systems
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- Ensemble Kalman filters for dynamical systems with unresolved turbulence
- Efficient stochastic superparameterization for geophysical turbulence
- New perspectives on superparameterization for geophysical turbulence
- Stochastic superparameterization in quasigeostrophic turbulence
- Test models for improving filtering with model errors through stochastic parameter estimation
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