2 papers
math.NA2026
Dynamical Low-Rank Ensemble Kalman filter for State/Parameter estimation
Fabio Nobile, Sébastien Riffaud, Thomas Trigo Trindade
We propose a Dynamical Low-Rank Ensemble Kalman Filter (DLR-ENKF) for efficient joint state-parameter estimation in high-dimensional dynamical systems. The method extends the DLR-E…
math.NA2026
Robust high-order low-rank BUG integrators based on explicit Runge--Kutta methods
Fabio Nobile, Sébastien Riffaud
In this work, we introduce high-order Basis-Update & Galerkin (BUG) integrators based on explicit Runge-Kutta methods for large-scale matrix differential equations. These dynamical…