3 papers
math.NA2025
Data assimilation using a global Girsanov nudged particle filter
Maneesh Kumar Singh, Joshua Hope-Collins, Colin J. Cotter +1
We present a particle filtering algorithm for stochastic models on infinite dimensional state space, making use of Girsanov perturbations to nudge the ensemble of particles into re…
stat.AP2025
A localized particle filter for geophysical data assimilation
Dan Crisan, Eliana Fausti
Particle filters are computational techniques for estimating the state of dynamical systems by integrating observational data with model predictions. This work introduces a class o…
math.PR2025
A uniform particle approximation to the Navier-Stokes-alpha models in three dimensions with advection noise
Filippo Giovagnini, Dan Crisan
In this work, we investigate a system of interacting particles governed by a set of stochastic differential equations. Our main goal is to rigorously demonstrate that the empirical…