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…