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SUMMARY:Filtering of wave equation in high dimension - Lee\, W (Warwick)
DTSTART:20100615T135000Z
DTEND:20100615T144000Z
UID:TALK25211@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:The aim of this talk is to study a so-called data-model mismat
 ch problem. It consists of two more or less independent parts. In the _rst
  part\, we present in_nite dimensional Kalman Filter for the advection equ
 ation 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 t
 hat nonlinear wave interactions renormalize the dynamics\, leading to a po
 ssible destruction of scaling structures in the bare wave systems. The Fil
 ter performance is improved when this renormalized dispersion relation is 
 considered.
LOCATION:Seminar Room 1\, Newton Institute
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