• Navigationspunkt 1
• Navigationspunkt 2
• Navigationspunkt 3
• Navigationspunkt 4
• Navigationspunkt 5

Vortragsankündigung

Prof. Dr.  A. Chorin

Berkely University

Optimal prediction

Abstract: Optimal prediction methods compensate for a lack of resolution in the numerical solution of time-dependent differential equations through the use of prior statistical information. I will present a simple derivation of the basic methodology, emphasizing nonlinear aspects. I will show that perturbation theory provides a useful device for dealing with quasi-linear problems, and provide nonlinear examples that illuminates the difference between a pseudo-spectral method and an optimal prediction method with Fourier kernels. Along the way, I will explain the differences and similarities between optimal prediction, data acquisition, and duality methods for finding weak solutions.

(Joint work with A. Kast, R. Kupferman and D. Levy).