Open Access
December 2009 Estimating eddy diffusivities from noisy Lagrangian observations
C.J. Cotter, G. A. Pavliotis
Commun. Math. Sci. 7(4): 805-838 (December 2009).


The problem of estimating the eddy diffusivity from Lagrangian observations in the presence of measurement error is studied in this paper. We consider a class of incompressible velocity fields for which it can be rigorously proved that the small scale dynamics can be parameterized in terms of an eddy diffusivity tensor. We show, by means of analysis and numerical experiments, that subsampling of the data is necessary for the accurate estimation of the eddy diffusivity. The optimal sampling rate depends on the detailed properties of the velocity field. Furthermore, we show that averaging over the data only marginally reduces the bias of the estimator due to the multiscale structure of the problem, but that it does significantly reduce the effect of observation error.


Download Citation

C.J. Cotter. G. A. Pavliotis. "Estimating eddy diffusivities from noisy Lagrangian observations." Commun. Math. Sci. 7 (4) 805 - 838, December 2009.


Published: December 2009
First available in Project Euclid: 25 January 2010

zbMATH: 1183.62143
MathSciNet: MR2604621

Primary: 60H10 , 60H30 , 62F12 , 62M05 , 86A05 , 86A10

Keywords: Lagrangian observations , multiscale analysis , oceanic transport , Parameter estimation , Stochastic differential equations , subsampling

Rights: Copyright © 2009 International Press of Boston

Vol.7 • No. 4 • December 2009
Back to Top