133 citations · 631 across the 63 of their papers we have counts for
4 papers · 1 filter
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…
Bayesian Inference for Fluid Dynamics: A Case Study for the Stochastic Rotating Shallow Water Model
Peter Jan van Leeuwen, Dan Crisan, Oana Lang +1
In this work, we use a tempering-based adaptive particle filter to infer from a partially observed stochastic rotating shallow water (SRSW) model which has been derived using the S…
Pathwise approximations for the solution of the non-linear filtering problem
Dan Crisan, Alexander Lobbe, Salvador Ortiz-Latorre
We consider high order approximations of the solution of the stochastic filtering problem, derive their pathwise representation in the spirit of the earlier work of Clark and Davis…
Data assimilation for a quasi-geostrophic model with circulation-preserving stochastic transport noise
Colin Cotter, Dan Crisan, Darryl Holm +2
This paper contains the latest installment of the authors' project on developing ensemble based data assimilation methodology for high dimensional fluid dynamics models. The algori…