2 papers
math.DS2023
Computation of covariant lyapunov vectors using data assimilation
Shashank Kumar Roy, Amit Apte
Computing Lyapunov vectors from partial and noisy observations is a challenging problem. We propose a method using data assimilation to approximate the Lyapunov vectors using the e…
math.OC2022
Probing robustness of nonlinear filter stability numerically using Sinkhorn divergence
Pinak Mandal, Shashank Kumar Roy, Amit Apte
Using the recently developed Sinkhorn algorithm for approximating the Wasserstein distance between probability distributions represented by Monte Carlo samples, we demonstrate expo…