06.11.2024, 14:00 - 16:00
– Campus Golm, Building 9, Room 2.22 and via Zoom
Institutskolloquium
Graphon Models for Inhomogeneous Random Graphs
Olga Klopp (Paris), Nicolas Verzelen (Montpellier)
Oana Lang (Imperial College London, UK)
In this talk we will present a data assimilation problem based on a new stochastic rotating shallow water (SRSW) signal and an adaptive tempering particle filter algorithm. The model has been obtained using a stochastic advection by Lie transport approach (known as SALT, see [2]) and, to the best of our knowledge, this is its first implementation in a data assimilation framework. The talk will have two parts:
1. Model description and analytical properties
2. Numerical reliability and high-dimensional particle filter issues.
References:
[1] D. Crisan, O. Lang, Stochastic advection by Lie transport (SALT) for the one-layer rotating shallow water equations (in preparation)
[2] C. Cotter et. al., A particle filter for stochastic advection by Lie transport (SALT): a case study for the damped and forced incompressible 2D Euler equation (preprint, arXiv:1907.11884)
invited by Jana de Wiljes