Parameter Estimation for the Stochastically Perturbed Navier-Stokes Equations
Probability
2011-01-07 v3 Analysis of PDEs
Statistics Theory
Statistics Theory
Abstract
We consider a parameter estimation problem to determine the viscosity of a stochastically perturbed 2D Navier-Stokes system. We derive several different classes of estimators based on the first 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.
Cite
@article{arxiv.1006.1952,
title = {Parameter Estimation for the Stochastically Perturbed Navier-Stokes Equations},
author = {Igor Cialenco and Nathan Glatt-Holtz},
journal= {arXiv preprint arXiv:1006.1952},
year = {2011}
}
Comments
to appear in SPA