Prof Dan Crisan has been awarded the EPSRC Standard Grant

Congratulations to Prof Colin Cotter (PI) and Prof Dan Crisan (Co-I) who have been awarded EPSRC Standard Grant.

Congratulations to Prof Colin Cotter (PI) and Prof Dan Crisan (Co-I) who have been awarded EPSRC Standard Grant Next generation particle filters for stochastic partial differential equations’ (£376k).

The project aims to establish a new paradigm for particle filtering methodology that departs from the classical filtering approach of independent forecast and analysis steps. The next generation particle filters will use interacting particle systems that blend together forecast and analysis to produce accurate and stable approximations that are theoretically validated. The new paradigm will enable robust solution of filtering problems in the high dimensional regime, facilitating the synthesis of high resolution models such as those that are used for fluids dynamics and continuum mechanics with data that is possibly quite sparse in space and time. The project will provide the complete pipeline for the new paradigm: from mathematical formulation and rigorous analysis to parallel computing software implementation and performance evaluation. This will draw on the investigators’ combined expertise in stochastic analysis, data assimilation, numerical analysis and scientific computing, charting an impactful pathway from mathematics to applications.