Pure Math ColloquiumExport this event to calendar

Monday, October 15, 2018 — 4:00 PM EDT

Navaratnam Sri Namachchivaya, Department of Applied Mathematics, University of Waterloo

"Multi-scale Dynamics and Information"

An emerging challenge for inference and prediction of large-scale complex systems is to efficiently analyze and assimilate the ever-increasing high dimensional data produced by the vast number of engineered and natural systems. I shall present results that deal with dimensional reduction and filtering techniques for nonlinear dynamical system with multi-scales. When the rates of change of different variables differ by orders of magnitude, efficient data assimilation can be accomplished  by constructing nonlinear filtering equations for the coarse-grained signal. In particular, we study how scaling interacts with filtering via homogenization. We present the main ideas and result of the theory and then describe a particle filter that blends the homogenization result with multi-scale numerical integration. The results are applied to real time filtering of chaotic signals from atmospheric models involving many degrees of freedom.

MC 5501

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