Data Assimilation with Advanced Particle Filters for Stochastic Partial Differential Equations
Maneesh Kumar Singh (Imperial College, London, UK)
| Speaker |
Maneesh Kumar Singh (Imperial College, London, UK)
|
|---|---|
| When |
Dec 19, 2024
from 04:00 PM to 05:00 PM |
| Where | LH-111, First Floor |
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SEMINAR TALK
Title: Data Assimilation with Advanced Particle Filters for Stochastic Partial Differential Equations
Abstract: In this talk, we will explore an advanced particle filtering framework that combines importance resampling, tempering, jittering, and global nudging. The entire filtering process is executed with the power of ensemble parallelism, ensuring efficient and scalable computations. The effectiveness of this framework is demonstrated through its application to the stochastic Kuramoto-Sivashinsky 1D model) and Euler models (2D models), showcasing its capability to handle complex, nonlinear dynamical systems.
Speaker Bio: Maneesh Kumar Singh is a research associate at Imperial College, London, UK.
His primary research area revolves around the enhancement of computational methodologies designed for addressing partial differential equations.
He works in computational mathematics with Prof. Colin Cotter and Prof. Dan Crisan. They are developing next-generation particle filters for stochastic partial differential equations that incorporate optimization algorithms.