Test Models for Filtering with Superparameterization

DOI10.1137/120890594zbMATH Open1266.93150OpenAlexW2000267514WikidataQ57429029 ScholiaQ57429029MaRDI QIDQ5300569FDOQ5300569

Andrew J. Majda, John Harlim

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

zbMATH Keywords

Kalman filterdata assimilationno scale separationsuperparameterizationgrid cellbare truncation modelclassical averaging theoryeddy flux termsequilibrium closure modelmultiscale turbulent dynamical systemssimulations of small-scale eddies

Mathematics Subject Classification ID

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)

Cited In (9)

• A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations
• Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters
• Multiscale Methods for Data Assimilation in Turbulent Systems
• Reduced one-dimensional models for wave turbulence system
• 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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