Nonlinear stochastic transport partial differential equations: well-posedness and applications to data assimilation
File(s)
Author(s)
Lang, Oana-Andrea
Type
Thesis
Abstract
In this thesis I study analytical properties and applications to data assimilation for nonlinear
stochastic transport partial differential equations which originate in fluid dynamics. The thesis
has two parts.
In the first part (Chapters 3-5) I focus on theoretical results for three two-dimensional stochastic
transport models. I prove analytical properties (existence, uniqueness, continuity with respect
to initial conditions) for the corresponding classes of stochastic partial differential equations
(SPDEs) driven by transport noise: the stochastic Euler equation (SE), the stochastic great lake
equation (SGLE), and the stochastic rotating shallow water (SRSW) model. The well-posedness
strategy is based on constructing an approximating sequence of solutions which is proven to be
relatively compact and to converge to the solution of the original equation in a suitable sense.
The solution is global for the 2D SE equation and local for the SGLE and for the SRSW model.
In the second part (Chapter 6) I prove the applicability of one of these models (the SRSW
model) in a data assimilation setting. I implement a data assimilation methodology based on
a bootstrap particle filter combined with two additional procedures (tempering and jittering).
The methodology is tested first on the Lorenz ’63 model and then applied to the SRSW model.
stochastic transport partial differential equations which originate in fluid dynamics. The thesis
has two parts.
In the first part (Chapters 3-5) I focus on theoretical results for three two-dimensional stochastic
transport models. I prove analytical properties (existence, uniqueness, continuity with respect
to initial conditions) for the corresponding classes of stochastic partial differential equations
(SPDEs) driven by transport noise: the stochastic Euler equation (SE), the stochastic great lake
equation (SGLE), and the stochastic rotating shallow water (SRSW) model. The well-posedness
strategy is based on constructing an approximating sequence of solutions which is proven to be
relatively compact and to converge to the solution of the original equation in a suitable sense.
The solution is global for the 2D SE equation and local for the SGLE and for the SRSW model.
In the second part (Chapter 6) I prove the applicability of one of these models (the SRSW
model) in a data assimilation setting. I implement a data assimilation methodology based on
a bootstrap particle filter combined with two additional procedures (tempering and jittering).
The methodology is tested first on the Lorenz ’63 model and then applied to the SRSW model.
Version
Open Access
Date Issued
2020-06
Date Awarded
2020-11
Copyright Statement
Creative Commons Attribution Non-Commercial No Derivatives Licence
Advisor
Crisan, Dan
van Leeuwen, Peter Jan
Potthast, Roland
Publisher Department
Mathematics
Publisher Institution
Imperial College London
Qualification Level
Doctoral
Qualification Name
Doctor of Philosophy (PhD)