5 papers
Well-posedness and Hurst parameter estimation for fluid equations driven by fractional transport noise
Alexandra Blessing Neamtu, Dan Crisan, Oana Lang
We study a two-dimensional incompressible vorticity equation on the torus driven by transport-type fractional Brownian noise with Hurst parameter . The model capture…
A uniform point vortex approximation for the solution of the two-dimensional Navier Stokes equation with transport noise
Filippo Giovagnini, Dan Crisan
We study a model of interacting particles represented by a system of N stochastic differential equations. We establish that the mollified empirical distribution of the system conve…
A uniform particle approximation to the Navier-Stokes-alpha models in three dimensions with advection noise
Filippo Giovagnini, Dan Crisan
In this work, we investigate a system of interacting particles governed by a set of stochastic differential equations. Our main goal is to rigorously demonstrate that the empirical…
Data assimilation using a global Girsanov nudged particle filter
Maneesh Kumar Singh, Joshua Hope-Collins, Colin J. Cotter +1
We present a particle filtering algorithm for stochastic models on infinite dimensional state space, making use of Girsanov perturbations to nudge the ensemble of particles into re…
A localized particle filter for geophysical data assimilation
Dan Crisan, Eliana Fausti
Particle filters are computational techniques for estimating the state of dynamical systems by integrating observational data with model predictions. This work introduces a class o…