Data-driven non-Markovian closure models
Publication:1656646
DOI10.1016/j.physd.2014.12.005zbMath1392.86034arXiv1411.4700OpenAlexW1971105305WikidataQ57880823 ScholiaQ57880823MaRDI QIDQ1656646
Michael Ghil, Mickaël D. Chekroun, Dmitri Kondrashov
Publication date: 10 August 2018
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1411.4700
memory effectsinverse modelinglow-order modelsempirical model reductionleast-mean-square minimizationnonlinear stochastic closure model
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Meteorology and atmospheric physics (86A10)
Related Items (27)
Cites Work
- An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models
- Multi-level dynamical systems: connecting the Ruelle response theory and the Mori-Zwanzig approach
- Homeomorphisms group of normed vector space: conjugacy problems and the Koopman operator
- Fundamental limitations of ad hoc linear and quadratic multi-level regression models for physical systems
- Stochastic biomathematical models with applications to neuronal modeling.
- Random attractors for a class of stochastic partial differential equations driven by general additive noise
- Asymptotics of the Coleman-Gurtin model
- Stochastic climate dynamics: random attractors and time-dependent invariant measures
- Invariant measures for dissipative dynamical systems: abstract results and applications
- Fitting SDE models to nonlinear Kac-Zwanzig heat bath models
- Problem reduction, renormalization, and memory
- Applied functional analysis. Functional analysis, Sobolev spaces and elliptic differential equations
- Extracting qualitative dynamics from experimental data
- Topics in geophysical fluid dynamics: atmospheric dynamics, dynamo theory, and climate dynamics
- Strange attractors in Volterra equations for species in competition
- On the differential equations of species in competition
- Chaos in abstract kinetics: Two prototypes
- Chaos, fractals, and noise: Stochastic aspects of dynamics.
- Attractors for random dynamical systems
- Infinite-dimensional dynamical systems in mechanics and physics.
- Random attractors -- general properties, existence and applications to stochastic bifurcation theory
- Optimal prediction with memory
- Multilayer feedforward networks are universal approximators
- Fractional kinetics in Kac-Zwanzig heat bath models
- The reduction of complex dynamical systems using principal interaction patterns
- Reduced models of atmospheric low-frequency variability: parameter estimation and comparative performance
- Graphical models for statistical inference and data assimilation
- Prediction from partial data, renormalization, and averaging
- Smooth Anosov flows: Correlation spectra and stability
- A comparative study of two stochastic mode reduction methods
- Asymptotic stability in viscoelasticity
- On chaos in Lotka–Volterra systems: an analytical approach
- Approximation of Stochastic Invariant Manifolds
- Parameter estimation for energy balance models with memory
- Applied Koopmanism
- A note on diffusion limits of chaotic skew-product flows
- Systems of Differential Equations That are Competitive or Cooperative. IV: Structural Stability in Three-Dimensional Systems
- Chaos in low-dimensional Lotka–Volterra models of competition
- Stochastic Equations in Infinite Dimensions
- Higher Order Mori–Zwanzig Models for the Euler Equations
- Systems of Differential Equations that are Competitive or Cooperative II: Convergence Almost Everywhere
- Systems of differential equations which are competitive or cooperative: III. Competing species
- Systems of Differential Equations Which Are Competitive or Cooperative: I. Limit Sets
- Global Stability in Ecological Systems with Continuous Time Delay
- One-Parameter Semigroups for Linear Evolution Equations
- Optimal prediction and the Mori–Zwanzig representation of irreversible processes
- Ergodic theory of chaos and strange attractors
- Deterministic Nonperiodic Flow
- Extracting macroscopic dynamics: model problems and algorithms
- Large deviations analysis of reflected diffusions and constrained stochastic approximation algorithms in convex sets†
- The Quasi-Steady-State Assumption: A Case Study in Perturbation
- Identification of MIMO non-linear systems using a forward-regression orthogonal estimator
- Real Analysis and Probability
- Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
- A mathematical framework for stochastic climate models
- Physics constrained nonlinear regression models for time series
- Transport, Collective Motion, and Brownian Motion
- Homogenization for deterministic maps and multiplicative noise
- Optimal prediction and the rate of decay for solutions of the Euler equations in two and three dimensions
- Geometric Numerical Integration
- Stochastic Differential Equations with Markovian Switching
- An applied mathematics perspective on stochastic modelling for climate
- On modelling physical systems with stochastic models: diffusion versus Lévy processes
- Information Theory and Stochastics for Multiscale Nonlinear Systems
- An Introduction to Delay Differential Equations with Applications to the Life Sciences
- On Quantum Theory of Transport Phenomena
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Data-driven non-Markovian closure models