Kaydedildi:
| Asıl Yazarlar: | , , |
|---|---|
| Materyal Türü: | Preprint |
| Baskı/Yayın Bilgisi: |
2000
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| Konular: | |
| Online Erişim: | https://arxiv.org/abs/math/0008150 |
| Etiketler: |
Etiketle
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İçindekiler:
- 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.