447 citations · 2.5k across the 63 of their papers we have counts for
8 papers · 1 filter
Evaluation of Gaussian approximations for data assimilation in reservoir models
Marco A. Iglesias, Kody J. H. Law, Andrew M. Stuart
In this paper we propose to numerically assess the performance of standard Gaussian approximations to probe the posterior distribution that arises from Bayesian data assimilation i…
Analysis of the 3DVAR Filter for the Partially Observed Lorenz '63 Model
K. J. H. Law, A. Shukla, A. M. Stuart
The problem of effectively combining data with a mathematical model constitutes a major challenge in applied mathematics. It is particular challenging for high-dimensional dynamica…
Proposals which speed-up function-space MCMC
Kody J. H. Law
Inverse problems lend themselves naturally to a Bayesian formulation, in which the quantity of interest is a posterior distribution of state and/or parameters given some uncertain…
Accuracy and Stability of The Continuous-Time 3DVAR Filter for The Navier-Stokes Equation
D. Bloemker, K. J. H. Law, A. M. Stuart +1
The 3DVAR filter is prototypical of methods used to combine observed data with a dynamical system, online, in order to improve estimation of the state of the system. Such methods a…
The Ensemble Kalman Filter for Inverse Problems
Marco A. Iglesias, Kody J. H. Law, Andrew M. Stuart
The Ensemble Kalman filter (EnKF) was introduced by Evensen in 1994 [10] as a novel method for data assimilation: state estimation for noisily observed time-dependent problems. Sin…
Dark Solitary Waves in a Class of Collisionally Inhomogeneous Bose-Einstein Condensates
Chang Wang, Kody J. H. Law, Panayotis. G. Kevrekidis +1
We study the structure, stability, and dynamics of dark solitary waves in parabolically trapped, collisionally inhomogeneous Bose-Einstein condensates (BECs) with spatially periodi…