Title: State estimation for bilinear partial differential equations with uncertain parameters
Friday October 14, at 4pm, in A2-002,
Speaker: Dr Sergiy Zhuk (IBM)
Description State estimation for bilinear partial differential equations with uncertain parameters The talk presents a new deterministic state estimation algorithm for bilinear PDEs with uncertain parameters. The algorithm constructs an estimate of the state vector of a bilinear PDE given observations in the form of a linear possibly unbounded transformation of the PDE' state vector, and assuming that the initial condition and forcing have bounded energy and belong to the given bounded set. Sufficient conditions for the convergence of the proposed algorithm are presented in terms of operator Lyapunov equations. The results are illustrated for the case of two-dimensional Navier-Stokes equation in vorticity-streamfunction formulation with Kolmogorov forcing and periodic boundary conditions.