Article ID Journal Published Year Pages File Type
1155958 Stochastic Processes and their Applications 2011 24 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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