Nonlinear Data Assimilation

This book contains two review articles on nonlinear data assimilation that deal with closely related topics but were written and can be read independently. Both contributions focus on so-called particle filters.The first contribution by Jan van Leeuwen fo

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Peter Jan van Leeuwen Yuan Cheng · Sebastian Reich

Nonlinear Data Assimilation

Frontiers in Applied Dynamical Systems: Reviews and Tutorials Volume 2

More information about this series at http://www.springer.com/series/13763

Frontiers in Applied Dynamical Systems: Reviews and Tutorials The Frontiers in Applied Dynamical Systems (FIADS) covers emerging topics and significant developments in the field of applied dynamical systems. It is a collection of invited review articles by leading researchers in dynamical systems, their applications and related areas. Contributions in this series should be seen as a portal for a broad audience of researchers in dynamical systems at all levels and can serve as advanced teaching aids for graduate students. Each contribution provides an informal outline of a specific area, an interesting application, a recent technique, or a “how-to” for analytical methods and for computational algorithms, and a list of key references. All articles will be refereed. Editors-in-Chief Christopher K R T Jones, The University of North Carolina, North Carolina, USA Björn Sandstede, Brown University, Providence, USA Lai-Sang Young, New York University, New York, USA Series Editors Margaret Beck, Boston University, Boston, USA Henk A. Dijkstra, Utrecht University, Utrecht, The Netherlands Martin Hairer, University of Warwick, Coventry, UK Vadim Kaloshin, University of Maryland, College Park, USA Hiroshi Kokubu, Kyoto University, Kyoto, Japan Rafael de la Llave, Georgia Institute of Technology, Atlanta, USA Peter Mucha, University of North Carolina, Chapel Hill, USA Clarence Rowley, Princeton University, Princeton, USA Jonathan Rubin, University of Pittsburgh, Pittsburgh, USA Tim Sauer, George Mason University, Fairfax, USA James Sneyd, University of Auckland, Auckland, New Zealand Andrew Stuart, University of Warwick, Coventry, UK Edriss Titi, Texas A&M University, College Station, USA Weizmann Institute of Science, Rehovot, Israel Thomas Wanner, George Mason University, Fairfax, USA Martin Wechselberger, University of Sydney, Sydney, Australia Ruth Williams, University of California, Williams, USA

Peter Jan van Leeuwen Yuan Cheng • Sebastian Reich

Nonlinear Data Assimilation

Review 1: Peter Jan van Leeuwen: Nonlinear Data Assimilation for high-dimensional systems–with geophysical applications Review 2: Yuan Cheng and Sebastian Reich: Assimilating Data into Scientific Models: An Optimal Coupling Perspective

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Peter Jan van Leeuwen Department of Meterology University of Reading Reading, UK

Yuan Cheng Intstitut fur Mathematik University of Potsdam Potsdam, Germany

Sebastian Reich Intstitut fur Mathematik University of Potsdam Potsdam, Germany

ISSN 2364-4532 ISSN 2364-4931 (electronic) Frontiers in Applied Dynamical Systems: Reviews and Tutorials ISBN 978-3-319-18346-6 ISBN 978-3-319-18347-3 (eBook) DOI 10.1007/978-3-319-18347-3 Library of Congress Control Number: 2015938920 Mathematics Subject Classification (2010): 86A22, 35R30, 93E11, 62M20, 65C05, 62F15 Springer Cham Heidelberg New Yor