Data assimilation for the stochastic one-layer rotating shallow water system driven by transport noise

21.10.2019, 10:15-11:15  –  Campus Golm, Haus 14, Raum 0.09
SFB-Seminar

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