Mathematical strategies for filtering turbulent dynamical systems
DOI10.3934/DCDS.2010.27.441zbMATH Open1191.93135OpenAlexW2016520450WikidataQ57439818 ScholiaQ57439818MaRDI QIDQ972038FDOQ972038
Authors: Andrew J. Majda, John Harlim, B. Gershgorin 
Publication date: 25 May 2010
Published in: Discrete and Continuous Dynamical Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/dcds.2010.27.441
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Filtering in stochastic control theory (93E11) Sequential estimation (62L12) Probabilistic models, generic numerical methods in probability and statistics (65C20) Estimation and detection in stochastic control theory (93E10)
Cited In (32)
- A nonequilibrium statistical model of spectrally truncated Burgers-Hopf dynamics
- A new efficient parameter estimation algorithm for high-dimensional complex nonlinear turbulent dynamical systems with partial observations
- Filtering complex turbulent systems.
- Accuracy of some approximate Gaussian filters for the Navier-Stokes equation in the presence of model error
- Smoothing and parameter estimation by soft-adherence to governing equations
- Accuracy and stability of filters for dissipative PDEs
- Hierarchical sparse observation models and informative prior for Bayesian inference of spatially varying parameters
- An information-theoretic framework for improving imperfect dynamical predictions via multi-model ensemble forecasts
- Simple nonlinear models with rigorous extreme events and heavy tails
- Challenges in climate science and contemporary applied mathematics
- Filtering a statistically exactly solvable test model for turbulent tracers from partial observations
- Reduced one-dimensional models for wave turbulence system
- Elementary models for turbulent diffusion with complex physical features: eddy diffusivity, spectrum and intermittency
- Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models
- An introduction to turbulent dynamical systems in complex systems
- A limited-memory multiple shooting method for weakly constrained variational data assimilation
- Non-Gaussian test models for prediction and state estimation with model errors
- Improving model fidelity and sensitivity for complex systems through empirical information theory
- Title not available (Why is that?)
- A unified framework for the analysis of accuracy and stability of a class of approximate Gaussian filters for the Navier-Stokes equations
- Efficient stochastic superparameterization for geophysical turbulence
- Dynamic Stochastic Superresolution of sparsely observed turbulent systems
- New perspectives on superparameterization for geophysical turbulence
- Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters
- On the exchange of intersection and supremum of \({\sigma}\)-fields in filtering theory
- Polynomial nonlinear spatio‐temporal integro‐difference equation models
- Optimization based methods for partially observed chaotic systems
- Mathematical test criteria for filtering complex systems: Plentiful observations
- Uncertainty quantification of nonlinear Lagrangian data assimilation using linear stochastic forecast models
- Analysis of the 3DVAR filter for the partially observed Lorenz '63 model
- Turbulence: the filtering approach
- Lessons in uncertainty quantification for turbulent dynamical systems
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