Stochastic Vorticity and Associated Filtering Theory

Stochastic Vorticity and Associated Filtering Theory

The focus of this work is on a two-dimensional stochastic vorticity equation for an incompressible homogeneous viscous fluid. We consider a signed measure-valued stochastic partial differential equation for a vorticity process based on the Skorohod–Ito evolution of a system of N randomly moving point vortices. A nonlinear filtering problem associated with the evolution of the vorticity is consi...

Introduction to Stochastic Filtering Theory

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Stochastic Calculus, Filtering, and Stochastic Control

accretion disc theory for vorticity and magnetic field growth

In addition to the scalar Shakura-Sunyaev αss turbulent viscosity transport term used in simple analytic accretion disc modeling, a pseudoscalar transport term also arises. The essence of this term can be captured even in simple models for which vertical averaging is interpreted as integration over a half-thickness and one separately studies each hemisphere. The additional term highlights a com...

Stochastic Filtering via Reweighted-`1

Many modern signal processing applications can be stated in terms of performing inference on sparse signals that have significant dependencies between those signals. Consider the task of recovering signals xn ∈ R from incomplete and noisy linear measurements yn = Φnxn + n, where Φn ∈ RM×N is the potentially timevarying measurement matrix, n is the measurement noise, and n ∈ K is an index (e.g.,...