Diagnostic of the Lévy area for geophysical flow models in view of defining high order stochastic discrete-time schemes

DOI10.3934/FODS.2023011MaRDI QIDQ6620116zbMATH OpenFDO

Authors Pierre-Marie Boulvard, E. Mémin

Publication date 16 October 2024

Published in Foundations of Data Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/FODS.2023011

zbMATH Keywords

high order stochastic schemesIto expansionsMilstein schemenoise parametrizationsignature of data

Mathematics Subject Classification ID

Numerical solutions to stochastic differential and integral equations (65C30) Stochastic analysis applied to problems in fluid mechanics (76M35)

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Cites work

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• Lévy's area under conditioning
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• Sampling -- 50 years after Shannon
• Solution properties of a 3D stochastic Euler fluid equation
• Stochastic linear modes in a turbulent channel flow
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Cited in

(2)

• Lévy areas, Wong-Zakai anomalies in diffusive limits of deterministic Lagrangian multitime dynamics
• Discrete numerical schemes for stochastic shallow water models under location uncertainty

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