Estimation of Anisotropic Viscosities for the Stochastic Primitive Equations
Igor Cialenco, Ruimeng Hu, Quyuan Lin

TL;DR
This paper introduces novel estimators for anisotropic viscosities in stochastic primitive equations, analyzing their consistency and asymptotic properties, with potential applications in climate and ocean modeling.
Contribution
First to develop and analyze estimators for anisotropic viscosities in stochastic primitive equations, addressing unique challenges of the model's structure.
Findings
Proposed estimators are consistent and asymptotically normal.
Analysis distinguishes between horizontal and vertical viscosity estimation.
Methodology applicable to other models with similar structure.
Abstract
The viscosity parameters play a fundamental role in applications involving stochastic primitive equations (SPE), such as accurate weather predictions, climate modeling, and ocean current simulations. In this paper, we develop several novel estimators for the anisotropic viscosities in the SPE, using a finite number of Fourier modes of a single sample path observed within a finite time interval. The focus is on analyzing the consistency and asymptotic normality of these estimators. We consider a torus domain and treat strong, pathwise solutions in the presence of additive white noise (in time). Notably, the analysis for estimating horizontal and vertical viscosities differs due to the unique structure of the SPE and the fact that both parameters of interest are adjacent to the highest-order derivative. To the best of our knowledge, this is the first work addressing the estimation of…
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Taxonomy
TopicsProbabilistic and Robust Engineering Design · Model Reduction and Neural Networks · Stochastic processes and financial applications
