Filtering complex turbulent systems / Andrew J. Majda, John Harlim.

Saved in:
Bibliographic Details
Main Author: Majda, Andrew, 1949-
Other Authors: Harlim, John
Format: eBook
Language:English
Published: Cambridge ; New York : Cambridge University Press, 2012.
Subjects:
Online Access:Click for online access
Table of Contents:
  • 1. Introduction and overview: mathematical strategies for filtering turbulent systems
  • 2. Filtering a stochastic complex scalar: the prototype test problem
  • 3. The Kalman filter for vector systems: reduced filters and a three-dimensional toy model
  • 4. Continuous and discrete Fourier series and numerical discretization
  • 5. Stochastic models for turbulence
  • 6. Filtering turbulent signals: plentiful observations
  • 7. Filtering turbulent signals: regularly spaced sparse observations
  • 8. Filtering linear stochastic PDE models with instability and model error
  • 9. Strategies for filtering nonlinear systems
  • 10. Filtering prototype nonlinear slow-fast systems
  • 11. Filtering turbulent nonlinear dynamical systems by finite ensemble methods
  • 12. Filtering turbulent nonlinear dynamical systems by linear stochastic models
  • 13. Stochastic parametrized extended Kalman filter for filtering turbulent signals with model error
  • 14. Filtering turbulent tracers from partial observations: an exactly solvable test model
  • 15. The search for efficient skillful particle filters for high-dimensional turbulent dynamical systems.