Parameter identification for stochastic burgers' flows via parabolic rescaling

Leonenko, N. N; Woyczynski, W. A.

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Tytuł artykułu

Parameter identification for stochastic burgers' flows via parabolic rescaling

Autorzy

Leonenko N. N , Woyczynski W. A.

Wybrane pełne teksty z tego czasopisma

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Warianty tytułu

Języki publikacji

Abstrakty

The paper presents a systematic study of classical statistical inference problems (parameter estimation and hypothesis testing) for random fields arising as solutions of the one-dimensional nonlinear diffusion equation with random initial data (the Burgers' turbulence problem). This nonlinear, hydrodynamic-type partial differential equation is an ubiquitous model in physics and engineering. This work can be seen as part of a larger program of developing statistical inference tools for complex stochastic flows governed by nontrivial, physically constrained dynamics.

Słowa kluczowe

Burgers' equation random data parabolic scaling singular spectrum discretization Jacobi theta-function parameter estimation space domain frequency domain periodogram

Wydawca

Wrocław University of Science and Technology

Czasopismo

Probability and Mathematical Statistics

Rocznik

2001

Tom

Vol. 21, Fasc. 1

Strony

1--55

Opis fizyczny

Bibliogr. 100 poz.

Twórcy

autor

Leonenko N. N

School of Mathematics, Cardiff University, Cardiff CF2 4YH

autor

Woyczynski W. A.

Center for Stochastic and Chaotic Processes in Science and Technology, United Kingdom and Department of Statistics Case Western Reserve University Cleveland, Ohio 44106, U.S.A.

Bibliografia

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