EnKF swMATH ID: 2066 Software Authors: Evensen, Geir; P. Sakov 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: GSLIB; PRMLT; L-BFGS; Matlab; BayesDA; MRST; SGeMS; GitHub; EnsembleQN; LBFGS-B; PMTK; HYCOM; Adam; mftoolbox; L-BFGS-B; ElemStatLearn; Ipopt; TensorFlow; TAF; redbKIT Cited in: 440 Publications 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 1209.86014Tavakoli, Reza; Reynolds, Albert C. 2011 all top 5 Cited by 816 Authors 17 Stuart, Andrew M. 12 Reich, Sebastian 10 Majda, Andrew J. 10 Oliver, Dean S. 8 Del Moral, Pierre 8 Evensen, Geir 8 Jafarpour, Behnam 7 Bishop, Adrian N. 7 Chen, Nan 7 Hanea, Remus G. 6 Abarbanel, Henry D. I. 6 Belyaev, Konstantin P. 6 Carrassi, Alberto 6 Chada, Neil K. 6 Heemink, Arnold Willem 6 Iglesias, Marco A. 6 Jansen, Jan-Dirk 6 Jones, Christopher K. R. T. 6 Kuleshov, Andreĭ Aleksandrovich 6 Mannseth, Trond 6 Nævdal, Geir 6 Nino-Ruiz, Elias David 6 Stordal, Andreas S. 6 Tong, Xin Thomson 5 Apte, Amit 5 Bocquet, Marc 5 Chen, Yan 5 Hoteit, Ibrahim 5 Law, Kody J. H. 5 Pathiraja, Sahani D. 5 Reynolds, Albert C. jun. 5 Sandu, Adrian 5 Sarkar, Abhijit 5 Tu, Xuemin 5 Xiao, Heng 4 Bayen, Alexandre M. 4 de Wiljes, Jana 4 Ding, Zhiyan 4 Khalil, Mohammad 4 Li, Qin 4 Marzouk, Youssef M. 4 Narayan, Akil C. 4 Poirel, Dominique 4 Rosić, Bojana V. 4 Sandhu, Rimple 4 Sebacher, Bogdan 4 Tanajura, Clemente A. S. 4 Tartakovsky, Alexandre M. 4 Xiu, Dongbin 4 Zhang, Dongxiao 4 Zhang, Xinlei 3 Auroux, Didier 3 Bao, Feng 3 Baraille, Rémy 3 Barajas-Solano, David A. 3 Bergou, El Houcine 3 Chen, Chaohui 3 Chorin, Alexandre Joel 3 Dawson, Clint N. 3 Emerick, Alexandre Anozé 3 Garbuno-Inigo, Alfredo 3 Godinez, Humberto C. 3 Grudzien, Colin J. 3 Harlim, John 3 Hoang, Hong Son 3 Jasra, Ajay 3 Lee, Wonjung 3 Li, Jinglai 3 Mandel, Jan 3 Margoliash, Daniel 3 Matthies, Hermann Georg 3 Meldi, Marcello 3 Moireau, Philippe 3 Moroz, Irene M. 3 Morzfeld, Matthias 3 Omre, Henning 3 Pettit, Chris L. 3 Roy, Debasish 3 Sætrom, Jon 3 Schillings, Claudia 3 Skaug, Hans Julius 3 Stannat, Wilhelm 3 Tempone, Raúl F. 3 Tuchkova, Natal’ya Pavlovna 3 Vasu, Ram Mohan 3 Voss, Jochen 3 Wang, Peng 3 Wen, Linjie 3 Wikle, Christopher K. 3 Wu, Jiangqi 3 Yang, Lun 3 Yeo, Kyongmin 3 Zhang, Yanjie 2 Albers, David J. 2 Archibald, Richard 2 Beezley, Jonathan D. 2 Benndorf, Jörg 2 Berardi, Marco 2 Bertino, Laurent 2 Blömker, Dirk ...and 716 more Authors all top 5 Cited in 119 Serials 71 Computational Geosciences 45 Journal of Computational Physics 25 Physica D 20 SIAM/ASA Journal on Uncertainty Quantification 17 Mathematical Geosciences 15 Inverse Problems 11 Computer Methods in Applied Mechanics and Engineering 9 SIAM Journal on Scientific Computing 8 Computers and Fluids 7 SIAM Journal on Applied Dynamical Systems 7 Statistics and Computing 7 Foundations of Data Science 6 Applied Mathematics and Computation 6 SIAM Journal on Control and Optimization 5 Journal of Fluid Mechanics 5 Mathematical Biosciences 5 Automatica 5 Stochastic Environmental Research and Risk Assessment 4 International Journal for Numerical Methods in Fluids 4 Nonlinearity 4 Journal of Computational and Applied Mathematics 4 SIAM Journal on Numerical Analysis 4 Computational Mechanics 4 Applied Mathematical Modelling 4 Chaos 3 International Journal of Control 3 Journal of the Franklin Institute 3 Discrete and Continuous Dynamical Systems 3 Acta Numerica 3 Inverse Problems in Science and Engineering 3 Discrete and Continuous Dynamical Systems. 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Mathematical, Physical and Engineering Sciences 1 Lobachevskii Journal of Mathematics 1 Matematicheskoe Modelirovanie 1 Journal of Systems Science and Complexity 1 Journal of Applied Mathematics 1 Journal of Machine Learning Research (JMLR) ...and 19 more Serials all top 5 Cited in 28 Fields 185 Statistics (62-XX) 138 Numerical analysis (65-XX) 137 Geophysics (86-XX) 112 Systems theory; control (93-XX) 71 Probability theory and stochastic processes (60-XX) 70 Fluid mechanics (76-XX) 44 Partial differential equations (35-XX) 33 Dynamical systems and ergodic theory (37-XX) 25 Biology and other natural sciences (92-XX) 23 Computer science (68-XX) 22 Operations research, mathematical programming (90-XX) 11 Ordinary differential equations (34-XX) 11 Mechanics of deformable solids (74-XX) 10 Calculus of variations and optimal control; optimization (49-XX) 8 Linear and multilinear algebra; matrix theory (15-XX) 7 Information and communication theory, circuits (94-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Operator theory (47-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Mechanics of particles and systems (70-XX) 3 Classical thermodynamics, heat transfer (80-XX) 2 Integral equations (45-XX) 2 Optics, electromagnetic theory (78-XX) 1 History and biography (01-XX) 1 Special functions (33-XX) 1 Convex and discrete geometry (52-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year