Data Assimilation Meetings at Reading

16 Nov 2011 Wonjung Lee (University of Oxford)
Application of the cubature on Wiener space to turbulence filtering
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 close to the original complexity system. This dimensional reduction, called stochastic parametrization, is clearly a 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.

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