vix.ing · top · new · best · stats · spec

Multilevel Markov Chain Monte Carlo for Bayesian inverse problems for Navier Stokes equation with Lagrangian Observations

2024/03/19 by Yang Juntao, Yang, Juntao
Mathematics · #FOS: Mathematics #Numerical Analysis (math.NA) #Numerical methods in inverse problems

paper · pdf · doi:10.48550/arxiv.2403.12501

openalex publication_date 2024/03/19 · openalex created_date 2024/03/21 · openalex updated_date 2026/07/28

Abstract

In this paper, we extend our work to the Bayesian inverse problems for inferring unknown forcing and initial condition of the forward Navier-Stokes equation coupled with tracer equation with noisy Lagrangian observation on the positions of the tracers. We consider the Navier-Stokes equations in the two dimensional periodic torus with a tracer equation which is a simple ordinary differential equation. We developed rigorously the theory for the case of the uniform prior where the forcing and the initial condition depend linearly on a countable set of random variables which are uniformly distributed in a compact interval. Numerical experiment using the MLMCMC method produces approximations for posterior expectation of quantities of interest which are in agreement with the theoretical optimal convergence rate established.

Related