2 papers
math.NA2019
Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise
Colin Cotter, Dan Crisan, Darryl Holm +2
This paper contains the latest installment of the authors' project on developing ensemble based data assimilation methodology for high dimensional fluid dynamics models. The algori…
stat.AP2019
A Particle Filter for Stochastic Advection by Lie Transport (SALT): A case study for the damped and forced incompressible 2D Euler equation
Colin Cotter, Dan Crisan, Darryl D. Holm +2
In this work, we combine a stochastic model reduction with a particle filter augmented with tempering and jittering, and apply the combined algorithm to a damped and forced incompr…