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Title: Performance assessment of the maximum likelihood ensemble filter and the ensemble Kalman filters for nonlinear problems
Award ID(s):
1723191
NSF-PAR ID:
10421236
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
Research in the Mathematical Sciences
Volume:
9
Issue:
4
ISSN:
2522-0144
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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  1. Abstract We consider the discrete defocusing nonlinear Schrödinger equation in its integrable version, which is called defocusing Ablowitz–Ladik lattice. We consider periodic boundary conditions with period N and initial data sampled according to the Generalized Gibbs ensemble. In this setting, the Lax matrix of the Ablowitz–Ladik lattice is a random CMV-periodic matrix and it is related to the Killip-Nenciu Circular $$\beta $$ β -ensemble at high-temperature. We obtain the generalized free energy of the Ablowitz–Ladik lattice and the density of states of the random Lax matrix by establishing a mapping to the one-dimensional log-gas. For the Gibbs measure related to the Hamiltonian of the Ablowitz–Ladik flow, we obtain the density of states via a particular solution of the double-confluent Heun equation. 
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