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Stochastic Vorticity and Associated Filtering Theory

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Abstract. The focus of this work is on a two-dimensional stochastic vorticity equation for an incompressible homogeneous viscous fluid. We consider a signed measure-valued stochastic partial differential equation for a vorticity process based on the Skorohod—Ito evolution of a system of N randomly moving point vortices. A nonlinear filtering problem associated with the evolution of the vorticity is considered and a corresponding Fujisaki—Kallianpur—Kunita stochastic differential equation for the optimal filter is derived.

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  1. Department of Statistics, University of Michigan, Ann Arbor, MI 48109-1092, USA, , , , , , US

    Amirdjanova{

  2. Department of Statistics, University of North Carolina, Chapel Hill, NC 27599-3260, USA, , , , , , US

    Kallianpur{

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  1. Amirdjanova{
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  2. Kallianpur{
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Amirdjanova{, ., Kallianpur{, . Stochastic Vorticity and Associated Filtering Theory . Appl Math Optim 46, 89–96 (2002). https://doi.org/10.1007/s00245-002-0755-1

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  • DOI: https://doi.org/10.1007/s00245-002-0755-1

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