A pathwise parameterisation for stochastic transport

Oana Lang; Wei Pan

doi:10.1007/978-3-031-18988-3_10

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arXiv · 2202.10852

A pathwise parameterisation for stochastic transport

Oana Lang·Wei Pan

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Abstract

In this work we set the stage for a new probabilistic pathwise approach to effectively calibrate a general class of stochastic nonlinear fluid dynamics models. We focus on a 2D Euler SALT equation, showing that the driving stochastic parameter can be calibrated in an optimal way to match a set of given data. Moreover, we show that this model is robust with respect to the stochastic parameters.

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Oana Lang, Wei Pan. 2022-02-22. A pathwise parameterisation for stochastic transport. https://doi.org/10.1007/978-3-031-18988-3_10

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