output
20152023
most citedA Hierarchical Bayes Ensemble Kalman Filter

14 citations

8 papers

physics.ao-ph2023★ 1 cited

Additive Model Perturbations Scaled by Physical Tendencies for Use in Ensemble Prediction

Michael Tsyrulnikov, Elena Astakhova, Dmitry Gayfulin

Imperfections and uncertainties in forecast models are often represented in ensemble prediction systems by stochastic perturbations of model equations. In this article, we present…

physics.data-an2023★ 2 cited

Regularization of the ensemble Kalman filter using a non-parametric, non-stationary spatial model

Michael Tsyrulnikov, Arseniy Sotskiy

The sample covariance matrix of a random vector is a good estimate of the true covariance matrix if the sample size is much larger than the length of the vector. In high-dimensiona…

math.NA2018★ 3 cited

Discrete Transparent Boundary Conditions for the Equation of Rod Transverse Vibrations

Vladimir A. Gordin, Aleksandr A. Shemendyuk

Local perturbations of an infinitely long rod go away to infinity. On the contrary, in the case of a finite length of the rod, the perturbations reach its boundary and are reflecte…

math-ph2017★ 12 cited

Compact difference scheme for parabolic and Schrödinger-type equations with variable coefficients

Vladimir Gordin, Evgenii Tsymbalov

We develop a new compact scheme for second-order PDE (parabolic and Schrödinger type) with a variable time-independent coefficient. It has a higher order and smaller error than cla…

math-ph2017★ 1 cited

Compact difference schemes for weakly-nonlinear parabolic and Schrodinger-type equations and systems

Vladimir Gordin, Evgenii Tsymbalov

The implicit compact finite-difference scheme was developed for evolutionary partial differential parabolic and Schrödinger-type equations and systems with a weak nonlinearity. To…

physics.data-an2017★ 4 cited

Impact of non-stationarity on hybrid ensemble filters: A study with a doubly stochastic advection-diffusion-decay model

Michael Tsyrulnikov, Alexander Rakitko

Effects of non-stationarity on the performance of hybrid ensemble filters are studied (by hybrid filters we mean those which blend ensemble covariances with some other regularizing…

physics.ao-ph2016★ 2 cited

Variational Data Assimilation for Optimizing Boundary Conditions in Ocean Models

Christine Kazantsev, Eugene Kazantsev, Mikhail Tolstykh

The review describes the development of ideas Gury Ivanovich Marchuk in the field of variational data assimilation for ocean models applied in particular in coupled models for long…

physics.data-an2015★ 14 cited

A Hierarchical Bayes Ensemble Kalman Filter

Michael Tsyrulnikov, Alexander Rakitko

A new ensemble filter that allows for the uncertainty in the prior distribution is proposed and tested. The filter relies on the conditional Gaussian distribution of the state give…