4 papers
Trajectory learning for ensemble forecasts via the continuous ranked probability score: a Lorenz '96 case study
Sagy Ephrati, James Woodfield
This paper demonstrates the feasibility of trajectory learning for ensemble forecasts by employing the continuous ranked probability score (CRPS) as a loss function. Using the two-…
Easy-to-Implement One-Step Schemes for Stochastic Integration
J. Woodfield, A. Lobbe
Convenient, easy to implement stochastic integration methods are developed on the basis of abstract one-step deterministic order integration techniques. The abstraction as an a…
Strong Stability Preservation for Stochastic Partial Differential Equations
James Woodfield
This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differentia…
Higher Order Multidimensional Slope Limiters with Local Maximum Principles
James Woodfield
Higher-order numerical methods are used to find accurate numerical solutions to hyperbolic partial differential equations and equations of transport type. Limiting is required to e…