Derivation of ensemble Kalman–Bucy filters with unbounded nonlinear coefficients

We provide a rigorous derivation of the ensemble Kalman–Bucy filter as well as the ensemble transform Kalman–Bucy filter in case of nonlinear, unbounded model and observation operators. We identify them as the continuous time limit of the discrete-time ensemble Kalman filter and the ensemble square root filters, respectively, together with concrete convergence rates in terms of the discretisation step size. Simultaneously, we establish well-posedness as well as accuracy of both the continuous-time and the discrete-time filtering algorithms.

The Uniaxial Limit of the Non-Inertial Qian–Sheng Model for Liquid Crystals

In this article, we consider the Qian–Sheng model in the Landau–de Gennes framework describing nematic liquid crystal flows when the inertial effect is neglected. By taking the limit of elastic constant to zero (also called the uniaxial limit) and utilizing the so-called Hilbert expansion method, we provide a rigorous derivation from the non-inertial Qian–Sheng model to the Ericksen–Leslie model.