Title of article :
Parameter estimation for the stochastically perturbed Navier–Stokes equations
Author/Authors :
Cialenco، نويسنده , , Igor and Glatt-Holtz، نويسنده , , Nathan، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Pages :
24
From page :
701
To page :
724
Abstract :
We consider a parameter estimation problem of determining the viscosity ν of a stochastically perturbed 2D Navier–Stokes system. We derive several different classes of estimators based on the first N Fourier modes of a single sample path observed on a finite time interval. We study the consistency and asymptotic normality of these estimators. Our analysis treats strong, pathwise solutions for both the periodic and bounded domain cases in the presence of an additive white (in time) noise.
Keywords :
Parameter estimation , inverse problems , Navier–Stokes equations , Maximum likelihood estimators , Stochastic evolution equations , Estimation of viscosity , Nonlinear stochastic partial differential equations
Journal title :
Stochastic Processes and their Applications
Serial Year :
2011
Journal title :
Stochastic Processes and their Applications
Record number :
1578382
Link To Document :
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