论文标题

随机运输的路径参数化

A pathwise parameterisation for stochastic transport

论文作者

Lang, Oana, Pan, Wei

论文摘要

在这项工作中,我们为一种新的概率路线方法奠定了基础,以有效校准一类随机非线性流体动力学模型。我们专注于2D Euler盐方程,表明可以以最佳方式校准驱动随机参数以匹配一组给定数据。此外,我们表明该模型相对于随机参数是可靠的。

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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