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
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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
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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. Series S
2 Biological Cybernetics
2 Journal of Statistical Physics
2 Mathematics and Computers in Simulation
2 Numerische Mathematik
2 Chinese Annals of Mathematics. Series B
2 Journal of Scientific Computing
2 European Journal of Applied Mathematics
2 Neural Computation
2 International Journal of Robust and Nonlinear Control
2 Journal of Nonlinear Science
2 Bernoulli
2 International Journal of Computational Fluid Dynamics
2 Nonlinear Dynamics
2 Stochastics and Dynamics
2 Multiscale Modeling & Simulation
2 Communications in Computational Physics
2 Journal of Computational Dynamics
1 Applicable Analysis
1 Computers & Mathematics with Applications
1 Computer Physics Communications
1 Mathematical Methods in the Applied Sciences
1 Physics Letters. A
1 Scandinavian Journal of Statistics
1 Mathematics of Computation
1 Bulletin of Mathematical Biology
1 Chaos, Solitons and Fractals
1 Applied Mathematics and Optimization
1 Fuzzy Sets and Systems
1 International Journal for Numerical Methods in Engineering
1 International Statistical Review
1 Journal of Multivariate Analysis
1 Moscow University Computational Mathematics and Cybernetics
1 Systems & Control Letters
1 Circuits, Systems, and Signal Processing
1 Applied Numerical Mathematics
1 Statistical Science
1 Journal of Economic Dynamics & Control
1 SIAM Journal on Matrix Analysis and Applications
1 Multidimensional Systems and Signal Processing
1 Machine Learning
1 International Journal of Adaptive Control and Signal Processing
1 The Annals of Applied Probability
1 Applications of Mathematics
1 Numerical Algorithms
1 International Journal of Computer Mathematics
1 SIAM Journal on Mathematical Analysis
1 SIAM Review
1 Stochastic Processes and their Applications
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Computational Statistics and Data Analysis
1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
1 Test
1 Journal of Mathematical Sciences (New York)
1 Electronic Journal of Differential Equations (EJDE)
1 Computational and Applied Mathematics
1 Russian Journal of Numerical Analysis and Mathematical Modelling
1 Science in China. Series E
1 Computing and Visualization in Science
1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
1 Abstract and Applied Analysis
1 Optimization Methods & Software
1 Mathematical and Computer Modelling of Dynamical Systems
1 Proceedings of the Royal Society of London. Series A. 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)
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