A pathwise parameterisation for stochastic transport
arXiv:2202.10852 · doi:10.1007/978-3-031-18988-3_10
Abstract
In this work we set the stage for a new probabilistic pathwise approach to effectively calibrate a general class of stochastic nonlinear fluid dynamics models. We focus on a 2D Euler SALT equation, showing that the driving stochastic parameter can be calibrated in an optimal way to match a set of given data. Moreover, we show that this model is robust with respect to the stochastic parameters.
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