Nan Chen, University of Wisconsin-Madison, Conditional Gaussian Nonlinear System: a Fast Preconditioner and a Cheap Surrogate Model For Complex Nonlinear Systems
ZoomDeveloping suitable approximate models for analyzing and simulating complex nonlinear systems is practically important. This paper aims at exploring the skill of a rich class of nonlinear stochastic models, known as the conditional Gaussian nonlinear system (CGNS), as both a cheap surrogate model and a fast preconditioner for facilitating many computationally challenging tasks. The CGNS…