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EnKF

swMATH ID: 2066
Software Authors: Evensen, Geir; Sakov, P.
Description: EnKF-The Ensemble Kalman Filter The EnKF is a sophisticated sequental data assimilation method. It applies an ensemble of model states to represent the error statistics of the model estimate, it applies ensemble integrations to predict the error statistics forward in time, and it uses an analysis scheme which operates directly on the ensemble of model states when observations are assimilated. The EnKF has proven to efficiently handle strongly nonlinear dynamics and large state spaces and is now used in realistic applications with primitive equation models for the ocean and atmosphere. A recent article in the Siam News Oct. 2003 by Dana McKenzie suggests that the killer heat wave that hit Central Europe in the summer 2003 could have been more efficiently forecast if the EnKF had been used by Meteorological Centers. See the article ”Ensemble Kalman Filters Bring Weather Models Up to Date” on http://www.siam.org/siamnews/10-03/tococt03.htm This page is established as a reference page for users of the EnKF, and it contains documentation, example codes, and standardized Fortran 90 subroutines which can be used in new implementations of the EnKF. The material on this page will provide new users of the EnKF with a quick start and spinup, and experienced users with optimized code which may increase the performence of their implementations.
Homepage: http://enkf.nersc.no/
Programming Languages: Fortran 90
Dependencies: Matlab
Keywords: automatic history matching; uncertainty quantification; singular value decomposition; randomized maximum likelihood; ensemble Kalman filter
Related Software: Matlab; GSLIB; GitHub; PRMLT; L-BFGS; BayesDA; Adam; redbKIT; EnsembleQN; MRST; TensorFlow; PMTK; SGeMS; ElemStatLearn; astsa; AlexNet; ImageNet; OpenFOAM; mftoolbox; LBFGS-B
Cited in: 567 Documents

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
Monte Carlo simulation of permeability fields and reservoir performance predictions with SVD parameterization in RML compared with EnKF. Zbl 1209.86014
Tavakoli, Reza; Reynolds, Albert C.
2011
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Cited by 1,059 Authors

19 Stuart, Andrew M.
18 Reich, Sebastian
11 Del Moral, Pierre
10 Majda, Andrew J.
10 Oliver, Dean S.
8 Bishop, Adrian N.
8 Evensen, Geir
8 Jafarpour, Behnam
7 Abarbanel, Henry D. I.
7 Chada, Neil K.
7 Hanea, Remus G.
7 Iglesias, Marco A.
7 Marzouk, Youssef M.
7 Nævdal, Geir
7 Nino-Ruiz, Elias David
6 Apte, Amit
6 Belyaev, Konstantin P.
6 Carrassi, Alberto
6 Heemink, Arnold Willem
6 Jansen, Jan-Dirk
6 Jasra, Ajay
6 Jones, Christopher K. R. T.
6 Kuleshov, Andreĭ Aleksandrovich
6 Law, Kody J. H.
6 Mannseth, Trond
6 Stordal, Andreas S.
6 Tong, Xin Thomson
6 Tu, Xuemin
5 Bao, Feng
5 Bocquet, Marc
5 Chen, Nan
5 Chen, Yan
5 Crisan, Dan O.
5 Hoteit, Ibrahim
5 Pathiraja, Sahani D.
5 Reynolds, Albert C. jun.
5 Sandu, Adrian
5 Sarkar, Abhijit
5 Schillings, Claudia
5 Weissmann, Simon
5 Xiao, Heng
5 Zhang, Xinlei
4 Bayen, Alexandre M.
4 de Wiljes, Jana
4 Ding, Zhiyan
4 Grana, Dario
4 Harlim, John
4 Hoang, Hong Son
4 Khalil, Mohammad
4 Li, Jinglai
4 Li, Qin
4 Luo, Xiaodong
4 Luo, Xue
4 Matthies, Hermann Georg
4 Moireau, Philippe
4 Narayan, Akil C.
4 Poirel, Dominique
4 Rosić, Bojana V.
4 Sandhu, Rimple
4 Sanz-Alonso, Daniel
4 Sebacher, Bogdan
4 Tanajura, Clemente A. S.
4 Tartakovsky, Alexandre M.
4 Tempone, Raúl F.
4 Tjelmeland, Håkon
4 Wen, Linjie
4 Wikle, Christopher K.
4 Xiu, Dongbin
4 Zhang, Dongxiao
3 Archibald, Richard
3 Auroux, Didier
3 Baraille, Rémy
3 Barajas-Solano, David A.
3 Bergou, El Houcine
3 Beskos, Alexandros
3 Blömker, Dirk
3 Bröcker, Jochen
3 Brunton, Steven L.
3 Chen, Chaohui
3 Chorin, Alexandre Joel
3 Dawson, Clint N.
3 Duan, Jinqiao
3 Emerick, Alexandre Anozé
3 Garbuno-Inigo, Alfredo
3 Godinez, Humberto C.
3 Gómez-Hernández, José Jaime
3 Grudzien, Colin J.
3 Lan, Shiwei
3 Lee, Wonjung
3 Loe, Margrethe Kvale
3 Mahadevan, Sankaran
3 Mandel, Jan
3 Margoliash, Daniel
3 Meldi, Marcello
3 Moroz, Irene M.
3 Morzfeld, Matthias
3 Omre, Henning
3 Pettit, Chris L.
3 Qi, Di
3 Qiao, Huijie
...and 959 more Authors
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Cited in 151 Serials

72 Computational Geosciences
59 Journal of Computational Physics
33 Physica D
26 SIAM/ASA Journal on Uncertainty Quantification
23 Inverse Problems
20 Mathematical Geosciences
14 Computer Methods in Applied Mechanics and Engineering
12 SIAM Journal on Scientific Computing
11 Statistics and Computing
10 Chaos
9 Computers and Fluids
9 Foundations of Data Science
8 SIAM Journal on Applied Dynamical Systems
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6 Journal of Computational and Applied Mathematics
6 SIAM Journal on Control and Optimization
6 SIAM Journal on Numerical Analysis
5 Mathematical Biosciences
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4 International Journal of Control
4 International Journal for Numerical Methods in Fluids
4 Nonlinearity
4 International Journal for Numerical Methods in Engineering
4 Journal of Scientific Computing
4 Applied Mathematical Modelling
4 Discrete and Continuous Dynamical Systems. Series S
3 Biological Cybernetics
3 Journal of the Franklin Institute
3 Bulletin of Mathematical Biology
3 The Annals of Applied Probability
3 Discrete and Continuous Dynamical Systems
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3 Acta Numerica
3 Inverse Problems in Science and Engineering
3 Communications in Computational Physics
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2 International Statistical Review
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2 Systems & Control Letters
2 Chinese Annals of Mathematics. Series B
2 Journal of Economic Dynamics & Control
2 European Journal of Applied Mathematics
2 Neural Computation
2 Journal of Dynamics and Differential Equations
2 International Journal of Robust and Nonlinear Control
2 Journal of Nonlinear Science
2 Computational and Applied Mathematics
2 Russian Journal of Numerical Analysis and Mathematical Modelling
2 Statistica Sinica
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2 International Journal of Computational Fluid Dynamics
2 Sibirskiĭ Zhurnal Vychislitel’noĭ Matematiki
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2 Research in the Mathematical Sciences
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1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
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...and 51 more Serials
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Cited in 32 Fields

246 Statistics (62-XX)
197 Numerical analysis (65-XX)
154 Geophysics (86-XX)
146 Systems theory; control (93-XX)
91 Fluid mechanics (76-XX)
88 Probability theory and stochastic processes (60-XX)
59 Partial differential equations (35-XX)
45 Dynamical systems and ergodic theory (37-XX)
38 Computer science (68-XX)
33 Biology and other natural sciences (92-XX)
28 Operations research, mathematical programming (90-XX)
15 Calculus of variations and optimal control; optimization (49-XX)
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