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
