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arXiv 2201.12244math.APmath.DS
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高斯噪声下使用时间延迟微调的数据同化

Data Assimilation using Time-Delay Nudging in the Presence of Gaussian Noise

Emine Celik, Eric Olson

AI总结:

该研究提出一种时间延迟微调的数据同化算法,证明在二维纳维-斯托克斯方程中,平方误差期望与噪声方差成正比,并通过数值模拟验证。

摘要:

我们研究了一种基于时间延迟反馈控制微调的离散时间数据同化算法,其中观测测量被高斯噪声过程污染。在二维不可压缩纳维-斯托克斯方程的背景下,我们证明了近似解与参考解之间随时间变化的平方误差的期望值与噪声方差成正比,直至对数修正。我们的分析的定性行为和物理相关性进一步通过数值模拟加以说明。

英文摘要:

We study a discrete-in-time data-assimilation algorithm based on nudging through a time-delayed feedback control in which the observational measurements have been contaminated by a Gaussian noise process. In the context of the two-dimensional incompressible Navier-Stokes equations we prove the expected value of the square-error between the approximating solution and the reference solution over time is proportional to the variance of the noise up to a logarithmic correction. The qualitative behavior and physical relevance of our analysis is further illustrated by numerical simulation.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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