On the discretization of the Onsager-Machlup functional

Nozomi Sugiura

Presentation information

[EE] Oral

M (Multidisciplinary and Interdisciplinary) » M-GI General Geosciences, Information Geosciences & Simulations

[M-GI28] [EE] Data assimilation: A fundamental approach in geosciences

Mon. May 22, 2017 9:00 AM - 10:30 AM 301B (International Conference Hall 3F)

convener:Shin'ya Nakano(The Institute of Statistical Mathematics), Yosuke Fujii(Meteorological Research Institute, Japan Meteorological Agency), SHINICHI MIYAZAKI(Graduate School of Science, Kyoto University), Takemasa Miyoshi(RIKEN Advanced Institute for Computational Science), Chairperson:Yosuke Fujii(Meteorological Research Institute, Japan Meteorological Agency)

9:15 AM - 9:30 AM

[MGI28-02] On the discretization of the Onsager-Machlup functional

★Invited papers

*Nozomi Sugiura¹ (1.Japan Agency for Marine-Earth Science and Technology)

Keywords:data assimilation, Markov chain Monte Carlo

When taking the model error into account, one needs to evaluate the prior distribution (the Onsager-Machlup functional), which contains the divergence term difficult to be calculated for large systems. However, the Euler method for time discretization of the functional can eliminate the need for evaluating the divergence term. This property is of use for solving nonlinear data assimilation problems with sampling methods such as the Metropolis-adjusted Langevin algorithm.