The problem of estimating the eddy diffusivity from Lagrangian observations in the
presence of measurement error is studied in this paper. We consider a class of incompressible velocity
fields for which it can be rigorously proved that the small scale dynamics can be parameterized in
terms of an eddy diffusivity tensor. We show, by means of analysis and numerical experiments,
that subsampling of the data is necessary for the accurate estimation of the eddy diffusivity. The
optimal sampling rate depends on the detailed properties of the velocity field. Furthermore, we show
that averaging over the data only marginally reduces the bias of the estimator due to the multiscale
structure of the problem, but that it does significantly reduce the effect of observation error.
@article{1264434134,
author = {Cotter, C.J. and Pavliotis, G. A.},
title = {Estimating eddy diffusivities from noisy Lagrangian observations},
journal = {Commun. Math. Sci.},
volume = {7},
number = {1},
year = {2009},
pages = { 805-838},
language = {en},
url = {http://dml.mathdoc.fr/item/1264434134}
}
Cotter, C.J.; Pavliotis, G. A. Estimating eddy diffusivities from noisy Lagrangian observations. Commun. Math. Sci., Tome 7 (2009) no. 1, pp. 805-838. http://gdmltest.u-ga.fr/item/1264434134/