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Filtering of wave equation in high dimension

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If you have a question about this talk, please contact Mustapha Amrani.

Stochastic Partial Differential Equations (SPDEs)

The aim of this talk is to study a so-called data-model mismatch problem. It consists of two more or less independent parts. In the _rst part, we present in_nite dimensional Kalman Filter for the advection equation on the torus. We see the velocity difference between the true signal and the model leads to various limit behaviors of the posterior mean. In the second part, Fourier diagonal Filter would be examined in the context of the Majda-McLaughlin-Tabak wave turbulence model. It is demonstrated that nonlinear wave interactions renormalize the dynamics, leading to a possible destruction of scaling structures in the bare wave systems. The Filter performance is improved when this renormalized dispersion relation is considered.

This talk is part of the Isaac Newton Institute Seminar Series series.

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