Statistically accurate low-order models for uncertainty quantification in turbulent dynamical systems.
نویسندگان
چکیده
A framework for low-order predictive statistical modeling and uncertainty quantification in turbulent dynamical systems is developed here. These reduced-order, modified quasilinear Gaussian (ROMQG) algorithms apply to turbulent dynamical systems in which there is significant linear instability or linear nonnormal dynamics in the unperturbed system and energy-conserving nonlinear interactions that transfer energy from the unstable modes to the stable modes where dissipation occurs, resulting in a statistical steady state; such turbulent dynamical systems are ubiquitous in geophysical and engineering turbulence. The ROMQG method involves constructing a low-order, nonlinear, dynamical system for the mean and covariance statistics in the reduced subspace that has the unperturbed statistics as a stable fixed point and optimally incorporates the indirect effect of non-Gaussian third-order statistics for the unperturbed system in a systematic calibration stage. This calibration procedure is achieved through information involving only the mean and covariance statistics for the unperturbed equilibrium. The performance of the ROMQG algorithm is assessed on two stringent test cases: the 40-mode Lorenz 96 model mimicking midlatitude atmospheric turbulence and two-layer baroclinic models for high-latitude ocean turbulence with over 125,000 degrees of freedom. In the Lorenz 96 model, the ROMQG algorithm with just a single mode captures the transient response to random or deterministic forcing. For the baroclinic ocean turbulence models, the inexpensive ROMQG algorithm with 252 modes, less than 0.2% of the total, captures the nonlinear response of the energy, the heat flux, and even the one-dimensional energy and heat flux spectra.
منابع مشابه
New Strategies for Reduced-order Models for Predicting the Statistical Responses
Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among 4 many complex systems in science and engineering including climate, material, and neural science. The existence of a strange attractor in the turbulent systems 5 containing a large number of positive Lyapunov exponents results in a rapid growth of small unce...
متن کاملStrategies for Reduced-order Models for Predicting the Statistical Responses And
Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among 4 many complex systems in science and engineering including climate, material, and neural science. The existence of a strange attractor in the turbulent systems 5 containing a large number of positive Lyapunov exponents results in a rapid growth of small unce...
متن کاملImproving Prediction Skill of Imperfect Turbulent Models Through Statistical Response and Information Theory
Turbulent dynamical systems with a large phase space and a high degree of instabilities are ubiquitous in climate science and engineering applications. Statistical uncertainty quantification (UQ) to the response to the change in forcing or uncertain initial data in such complex turbulent systems requires the use of imperfect models due to both the lack of physical understanding and the overwhel...
متن کاملA statistically accurate modified quasilinear Gaussian closure for uncertainty quantification in turbulent dynamical systems
We develop a novel second-order closure methodology for uncertainty quantification in damped forced nonlinear systems with high dimensional phase-space that possess a highdimensional chaotic attractor. We focus on turbulent systems with quadratic nonlinearities where the finite size of the attractor is caused exclusively by the synergistic activity of persistent, linearly unstable directions an...
متن کاملBlended particle filters for large-dimensional chaotic dynamical systems.
A major challenge in contemporary data science is the development of statistically accurate particle filters to capture non-Gaussian features in large-dimensional chaotic dynamical systems. Blended particle filters that capture non-Gaussian features in an adaptively evolving low-dimensional subspace through particles interacting with evolving Gaussian statistics on the remaining portion of phas...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Proceedings of the National Academy of Sciences of the United States of America
دوره 110 34 شماره
صفحات -
تاریخ انتشار 2013