Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155958 | Stochastic Processes and their Applications | 2011 | 24 Pages |
Abstract
We consider a parameter estimation problem of determining the viscosity νν of a stochastically perturbed 2D Navier–Stokes system. We derive several different classes of estimators based on the first NN Fourier modes of a single sample path observed on a finite time interval. We study the consistency and asymptotic normality of these estimators. Our analysis treats strong, pathwise solutions for both the periodic and bounded domain cases in the presence of an additive white (in time) noise.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Igor Cialenco, Nathan Glatt-Holtz,