2,493 research outputs found

    Continuous Data Assimilation with Stochastically Noisy Data

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    We analyze the performance of a data-assimilation algorithm based on a linear feedback control when used with observational data that contains measurement errors. Our model problem consists of dynamics governed by the two-dimension incompressible Navier-Stokes equations, observational measurements given by finite volume elements or nodal points of the velocity field and measurement errors which are represented by stochastic noise. Under these assumptions, the data-assimilation algorithm consists of a system of stochastically forced Navier-Stokes equations. The main result of this paper provides explicit conditions on the observation density (resolution) which guarantee explicit asymptotic bounds, as the time tends to infinity, on the error between the approximate solution and the actual solutions which is corresponding to these measurements, in terms of the variance of the noise in the measurements. Specifically, such bounds are given for the the limit supremum, as the time tends to infinity, of the expected value of the L2L^2-norm and of the H1H^1 Sobolev norm of the difference between the approximating solution and the actual solution. Moreover, results on the average time error in mean are stated

    A Computational Study of a Data Assimilation Algorithm for the Two-dimensional Navier--Stokes Equations

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    We study the numerical performance of a continuous data assimilation (downscaling) algorithm, based on ideas from feedback control theory, in the context of the two-dimensional incompressible Navier--Stokes equations. Our model problem is to recover an unknown reference solution, asymptotically in time, by using continuous-in-time coarse-mesh nodal-point observational measurements of the velocity field of this reference solution (subsampling), as might be measured by an array of weather vane anemometers. Our calculations show that the required nodal observation density is remarkably less that what is suggested by the analytical study; and is in fact comparable to the {\it number of numerically determining Fourier modes}, which was reported in an earlier computational study by the authors. Thus, this method is computationally efficient and performs far better than the analytical estimates suggest
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