Youssef M. Marzouk

Regularity-informed data assimilation: A hierarchical Bayesian approach to ensemble Kalman filtering for hyperbolic conservation laws

We propose a novel regularity-informed filtering framework for data assimilation in the context of hyperbolic conservation laws and other time-dependent partial differential equations. We focus on systems whose states exhibit steep gradients and jump discontinuities. While filtering is widely used to improve numerical...