Most Probable Flows for Kunita SDEs
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Most Probable Flows for Kunita SDEs. / Grong, Erlend; Sommer, Stefan.
I: Applied Mathematics and Optimization, Bind 89, Nr. 2, 44, 2024.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
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TY - JOUR
T1 - Most Probable Flows for Kunita SDEs
AU - Grong, Erlend
AU - Sommer, Stefan
PY - 2024
Y1 - 2024
N2 - We identify most probable flows for Kunita Brownian motions, i.e. stochastic flows with Eulerian noise and deterministic drifts. Such stochastic processes appear for example in fluid dynamics and shape analysis modelling coarse scale deterministic dynamics together with fine-grained noise. We treat this infinite dimensional problem by equipping the underlying domain with a Riemannian metric originating from the noise. The resulting most probable flows are compared with the non-perturbed deterministic flow, both analytically and experimentally by integrating the equations with various choice of noise structures.
AB - We identify most probable flows for Kunita Brownian motions, i.e. stochastic flows with Eulerian noise and deterministic drifts. Such stochastic processes appear for example in fluid dynamics and shape analysis modelling coarse scale deterministic dynamics together with fine-grained noise. We treat this infinite dimensional problem by equipping the underlying domain with a Riemannian metric originating from the noise. The resulting most probable flows are compared with the non-perturbed deterministic flow, both analytically and experimentally by integrating the equations with various choice of noise structures.
U2 - 10.1007/s00245-024-10110-z
DO - 10.1007/s00245-024-10110-z
M3 - Journal article
VL - 89
JO - Applied Mathematics and Optimization
JF - Applied Mathematics and Optimization
SN - 0095-4616
IS - 2
M1 - 44
ER -
ID: 383890930