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Estimation of the coefficients in the parabolic equation by the statistical simulation of diffusion trajectories
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S. A. Gusev
Veröffentlicht/Copyright:
2003
We propose an algorithm for estimating the coefficients of the parabolic equation on the basis of observational data. The solution of the problem is based on the probabilistic representation of the solution of the parabolic equation and its parametric derivatives as the functional of the solution to the system of stochastic differential equations (SDEs).
Published Online: --
Published in Print: 2003-08-01
Copyright 2003, Walter de Gruyter
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Artikel in diesem Heft
- Large-eddy simulation of interaction of ocean and atmospheric boundary layers
- Estimation of the coefficients in the parabolic equation by the statistical simulation of diffusion trajectories
- Numerical study of the global ocean equilibrium circulation
- On one method of investigation of sensitivity to random fields perturbations in dynamic-probabilistic modelling
- Variable resolution global semi-Lagrangian atmospheric model
Artikel in diesem Heft
- Large-eddy simulation of interaction of ocean and atmospheric boundary layers
- Estimation of the coefficients in the parabolic equation by the statistical simulation of diffusion trajectories
- Numerical study of the global ocean equilibrium circulation
- On one method of investigation of sensitivity to random fields perturbations in dynamic-probabilistic modelling
- Variable resolution global semi-Lagrangian atmospheric model
