133 citations · 631 across the 63 of their papers we have counts for
66 papers
Noise calibration for the stochastic rotating shallow water model
Dan Crisan, Oana Lang, Alexander Lobbe +2
Stochastic partial differential equations have been used in a variety of contexts to model the evolution of uncertain dynamical systems. In recent years, their applications to geop…
The Zero Viscosity Limit of Stochastic Navier-Stokes Flows
Daniel Goodair, Dan Crisan
We introduce an analogue to Kato's Criterion regarding the inviscid convergence of stochastic Navier-Stokes flows to the strong solution of the deterministic Euler equation. Our as…
Sequential Markov Chain Monte Carlo for Lagrangian Data Assimilation with Applications to Unknown Data Locations
Hamza Ruzayqat, Alexandros Beskos, Dan Crisan +2
We consider a class of high-dimensional spatial filtering problems, where the spatial locations of observations are unknown and driven by the partially observed hidden signal. This…
Comparison of Stochastic Parametrization Schemes using Data Assimilation on Triad Models
Bertrand Chapron, Dan Crisan, Darryl Holm +3
In recent years, stochastic parametrizations have been ubiquitous in modelling uncertainty in fluid dynamics models. One source of model uncertainty comes from the coarse graining…
Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
Letizia Angeli, Dan Crisan, Michela Ottobre
We prove a general criterion providing sufficient conditions under which a time-discretiziation of a given Stochastic Differential Equation (SDE) is a uniform in time approximation…
On the Navier-Stokes Equations with Stochastic Lie Transport
Daniel Goodair, Dan Crisan
We prove the existence and uniqueness of maximal solutions to the 3D SALT (Stochastic Advection by Lie Transport, [Holm arXiv:1410.8311]) Navier-Stokes Equation in velocity and vor…