Hasselmann's program revisited: The analysis of stochasticity in deterministic climate models
Averaging method for ordinary differential equations (34C29) Qualitative investigation and simulation of ordinary differential equation models (34C60) Attractors of solutions to ordinary differential equations (34D45) Ordinary differential equations and systems with randomness (34F05) Central limit and other weak theorems (60F05) Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Meteorology and atmospheric physics (86A10)
K. Hasselmann proposed in the paper on ``Stochastic climate models (1976) to improve deterministic models for the ``climate (slow variables) by incorporating the influence of the ``weather (fast variables) in the form of random noise. In this interesting paper, the author recasts this program in the language of modern probability theory as follows: While the transition from a deterministic general circulation model to a deterministic statistical dynamical model is facilitated by the method of averaging, stochasticity comes into the picture when studying the error made in the averaging procedure, provided that the fast variables are sufficiently ``chaotic. The study of normal deviations from the averaged system is described by the central limit theorem, while the study of large deviations from the average (events happening on an exponential time scale) is done by the theory of large deviations. It seems that the latter can be particularly appealing to meteorologists, as one can, for example, describe the ``hopping of the climate between its various local attractors due to the forcing by chaotic weather. For the entire collection see [Zbl 0961.00022].
- Hasselmann's stochastic climate model viewed from a statistical mechanics perspective
- Complex climate models -- tools for studying the origin of stochasticity in the climate system
- An implementation of Hasselmann’s paradigm for stochastic climate modelling based on stochastic Lie transport *
- Effects of stochastic parametrization on conceptual climate models
- A mathematical framework for stochastic climate models
- Stochastic modeling for velocity of climate change
- Stochastic climate models. Proceedings of a workshop, Chorin, Germany, Summer 1999
- An applied mathematics perspective on stochastic modelling for climate
- Stochastic modeling of unresolved scales in complex systems
- Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications
- A convergence analysis of the perturbed compositional gradient flow: averaging principle and normal deviations
- Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves
- Large deviations and approximations for slow-fast stochastic reaction-diffusion equations
- Averaging principle and normal deviations for multiscale stochastic systems
- Averaging principle for stochastic differential equations in the random periodic regime
- Second-order asymptotic expansion and thermodynamic interpretation of a fast-slow Hamiltonian system
- The Poincaré maps of a slow-fast stochastic system
- Resident-invader dynamics of similar strategies in fluctuating environments
- Ergodicity and spike rate for stochastic FitzHugh-Nagumo neural model with periodic forcing
- On stochastic parameter estimation using data assimilation
- Hasselmann's stochastic climate model viewed from a statistical mechanics perspective
- Predicting critical transitions in multiscale dynamical systems using reservoir computing
- Stochastic parameterization for large eddy simulation of geophysical flows
- Multi-level dynamical systems: connecting the Ruelle response theory and the Mori-Zwanzig approach
- Stochastic physics and climate modelling. In part originating from a theme issue published in Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 366, No. 1875 (2008)
- A mathematical framework for stochastic climate models
- CONCEPTUAL STOCHASTIC CLIMATE MODELS
- Edge states in the climate system: exploring global instabilities and critical transitions
- Coarse graining of nonreversible stochastic differential equations: quantitative results and connections to averaging
- Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs
- Reduction methods in climate dynamics -- a brief review
- Well-posedness and wave-breaking for the stochastic rotation-two-component Camassa-Holm system
- An implementation of Hasselmann’s paradigm for stochastic climate modelling based on stochastic Lie transport *
- Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients
- Quantitative Coarse-Graining of Markov Chains
- Stochastic climate dynamics: random attractors and time-dependent invariant measures
- Martingale solution of the stochastic Camassa-Holm equation with pure jump noise
- A non-autonomous framework for climate change and extreme weather events increase in a stochastic energy balance model
- Soliton dynamics for the stochastic modified Camassa-Holm equation
- Global existence and modulation analysis for the stochastic Degasperis-Procesi equation with transport noise
- Stochastic diffusive energy balance climate model with a multiplicative noise modeling the solar variability
- Stochastic Poincaré maps for a slow-fast system with white noises: approximation and visualization
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