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

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)

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(12)

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• Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters
• Test models for improving filtering with model errors through stochastic parameter estimation
• A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations
• Mathematical test models for superparametrization in anisotropic turbulence
• Multiscale methods for data assimilation in turbulent systems
• Dynamic Stochastic Superresolution of sparsely observed turbulent systems
• New perspectives on superparameterization for geophysical turbulence
• Stochastic superparameterization in quasigeostrophic turbulence
• Efficient stochastic superparameterization for geophysical turbulence
• Ensemble Kalman filters for dynamical systems with unresolved turbulence
• Stochastic superparameterization and multiscale filtering of turbulent tracers

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