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- W1497509534 abstract "Optimal prediction (OP) methods compensate for a lack of resolution in the numerical solution of complex problems through the use of an invariant measure as a prior measure in the Bayesian sense. In first-order OP, unresolved information is approximated by its conditional expectation with respect to the invariant measure. In higher-order OP, unresolved information is approximated by a stochastic estimator, leading to a system of random or stochastic differential equations. We explain the ideas through a simple example, and then apply them to the solution of Averaged Euler equations in two space dimensions." @default.
- W1497509534 created "2016-06-24" @default.
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- W1497509534 date "2000-08-18" @default.
- W1497509534 modified "2023-09-30" @default.
- W1497509534 title "Stochastic Optimal Prediction with Application to Averaged Euler Equations" @default.
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- W1497509534 doi "https://doi.org/10.2172/1398470" @default.
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