Fig. 1
From: Multilevel ensemble Kalman filtering for spatio-temporal processes

Exact-in-time simulation of the SPDE in Sect. 6.2 over one observation-time interval with spatial resolution \(N_{10}=2^{12}\)
From: Multilevel ensemble Kalman filtering for spatio-temporal processes

Exact-in-time simulation of the SPDE in Sect. 6.2 over one observation-time interval with spatial resolution \(N_{10}=2^{12}\)