Multilevel ensemble data assimilation

This thesis aims to investigate and improve the efficiency of ensemble transform methods for data assimilation, using an application of multilevel Monte Carlo. Multilevel Monte Carlo is an interesting framework to estimate statistics of discretized random variables, since it uses a hierarchy of disc...

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Bibliographic Details
Main Author: Gregory, Alastair
Other Authors: Cotter, Colin
Published: Imperial College London 2017
Subjects:
510
Online Access:https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.745308