Continuous Data Assimilation with Stochastically Noisy Data

We analyze the performance of a data-assimilation algorithm based on a linear feedback control when used with observational data that contains measurement errors. Our model problem consists of dynamics governed by the two-dimension incompressible Navier–Stokes equations, observational measurements given by finite volume elements or nodal points of the velocity field and measurement errors which are represented by stochastic noise. Under these assumptions, the dataassimilation algorithm consists of a system of stochastically forced Navier–Stokes equations. The main result of this paper provides explicit conditions on the observation density (resolution) which guarantee explicit asymptotic bounds, as the time tends to infinity, on the error between the approximate solution and the actual solutions which is corresponding to these measurements, in terms of the variance of the noise in the measurements. Specifically, such bounds are given for the limit supremum, as the time tends to infinity, of the expected value of the L2-norm and of the H1 Sobolev norm of the difference between the approximating solution and the actual solution. Moreover, results on the average time error in mean are stated. ∗University of Wyoming, Department of Mathematics, Dept. 3036, 1000 East University Avenue, Laramie WY 82071, USA; email: [email protected] †Department of Mathematics and Statistics, University of Nevada, Reno, NV 89557, USA. email: [email protected] ‡Department of Computer Science and Applied Mathematics, Weizmann Institute of Science, Rehovot 76100, Israel; email: [email protected]. ALSO: Department of Mathematics and Department of Mechanical and Aerospace Engineering, The University of California, Irvine, CA 92697, USA; email: [email protected]