General Theory of Antithetic Time Series

Abstract A generalized antithetic time series theory for exponentially derived antithetic random variables is developed. The correlation function between a generalized gamma distributed random variable and its pth exponent is derived. We prove that the correlation approaches minus one as the exponent approaches zero from the left and the shape parameter approaches infinity

On the Newton's Algorithm for Data Assimilation problem: Application to an infiltration model

International audienceThe problem of data assimilation for a nonlinear evolution model is considered with the aim to identify the initial and/or boundary conditions. An approach to solve the data assimilation process is described. This approach is based on the Newton's Method. An application to the data assimilation problem in hydrology is presented. Numerical results are given

On error sensitivity analysis in variational data assimilation

Theme 4 - Simulation et optimisation de systemes complexes - Projet IdoptSIGLEAvailable from INIST (FR), Document Supply Service, under shelf-number : 14802 E, issue : a.2001 n.4220 / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc