Application of the cubature on Wiener space to turbulence filtering
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Tue, 31/01/2012 11:00 |
Dr Wonjung Lee (OCCAM) |
Applied Dynamical Systems and Inverse Problems Seminar  |
DH 3rd floor SR |
| In this talk we aim to filter the Majda-McLaughlin-Tabak(MMT) model, which is a one-dimensional prototypical turbulence system. Due to its inherent high dimensionality, we first try to find a low dimensional dynamical system whose statistical property is similar to the original complexity system. This dimensional reduction, called stochastic parametrization, is clearly well-known method but the value of current work lies in the derivation of an analytic closure for the parameters. We then discuss the necessity of the accurate filtering algorithm for this effective dynamics, and introduce the particle filter using the cubature on Wiener space and the recombination skill. | |||