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math.PR2026
Data-driven subsampling rates for diffusion parameter estimation of SDEs
Felix Lindner, Andre Schmeißer, Felipe Trolldenier +1
We study the problem of diffusion parameter estimation for stochastic differential equation (SDE) models in scenarios where data and model are compatible only on specific scales th…
math.PR2023
Random field reconstruction of inhomogeneous turbulence. Part I: Modeling and analysis
Markus Antoni, Quinten Kürpick, Felix Lindner +2
We develop and analyze a random field model for the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities provided by RANS simulations…