A pathwise parameterisation for stochastic transport

TL;DR

This paper introduces a new probabilistic pathwise method for calibrating stochastic nonlinear fluid dynamics models, specifically focusing on a 2D Euler SALT equation, demonstrating optimal calibration and robustness.

Contribution

It presents a novel pathwise approach for calibrating stochastic fluid models, with a focus on the 2D Euler SALT equation, enhancing model robustness and calibration accuracy.

Findings

Optimal calibration of stochastic parameters achieved

Model demonstrates robustness to parameter variations

Applicable to a broad class of stochastic fluid models

Abstract

In this work we set the stage for a new probabilistic pathwise approach to effectively calibrate a general class of stochastic nonlinear fluid dynamics models. We focus on a 2D Euler SALT equation, showing that the driving stochastic parameter can be calibrated in an optimal way to match a set of given data. Moreover, we show that this model is robust with respect to the stochastic parameters.