Stochastic modeling of unresolved scales in complex systems

DOI10.1007/S11464-009-0027-3zbMATH Open1176.60058arXiv0811.3699OpenAlexW2050654891MaRDI QIDQ1034881FDOQ1034881

Authors: Jinqiao Duan 

Publication date: 9 November 2009

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Abstract: Model uncertainties and simulation uncertainties occur in mathematical modeling of multiscale complex systems, since some mechanisms or scales are not represented (i.e., "unresolved") due to lack in our understanding of these mechanisms or limitations in computational power. The impact of these unresolved scales on the resolved scales needs to be parameterized or taken into account. A stochastic scheme is devised to take the effects of unresolved scales into account, in the context of solving nonlinear partial differential equations. An example is presented to demonstrate this strategy.

Full work available at URL: https://arxiv.org/abs/0811.3699

Recommendations

• A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory
• Data-driven stochastic representations of unresolved features in multiscale models
• Quantifying Model Uncertainties in Complex Systems
• Multi-scale Modeling
• Estimation and control of modeling error: a general approach to multiscale modeling

zbMATH Keywords

model errorstochastic modelinglarge eddy simulation (LES)fractional Brownian motion (fBM)impact of unresolved scales on resolved scalesstochastic partial differential equation (SPDE)

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)

Cites Work

• MCMC model determination for discrete graphical models
• Asymptotic behavior of a semilinear problem in heat conduction with memory
• Stochastic evolution equations with fractional Brownian motion
• Theory and applications of partial functional differential equations
• Title not available (Why is that?)
• Spectral Methods in MATLAB
• Extracting macroscopic stochastic dynamics: Model problems
• Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Title not available (Why is that?)
• Mathematics of Large Eddy Simulation of Turbulent Flows
• Simulating a class of stationary Gaussian processes using the Davies-Harte algorithm, with application to long memory processes
• Stochastic Calculus for Fractional Brownian Motion I. Theory
• Homogenization of partial differential equations. Translated from the original Russian by M. Goncharenko and D. Shepelsky
• Stochastic parameterization for large eddy simulation of geophysical flows
• Models for stochastic climate prediction
• Homogenization and mechanical dissipation in thermoviscoelasticity
• Title not available (Why is that?)
• Sensitivity of spectral variational multiscale methods for large-eddy simulation of isotropic turbulence
• Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion
• Title not available (Why is that?)
• Stochastic backscatter in large-eddy simulations of boundary layers
• Laboratory Studies of Orographic Effects in Rotating and Stratified Flows
• Probability and partial differential equations in modern applied mathematics. Selected papers presented at the 2003 IMA summer program, Minneapolis, MN, USA, July 21 -- August 1, 2003
• Convergence of the Weierstrass-Mandelbrot process to fractional Brownian motion
• Stochastic modelling: replacing fast degrees of freedom by noise.
• Stochastic backscatter of turbulence energy and scalar variance by random subgrid-scale fluxes
• Random-forcing model of the mesoscale oceanic eddies
• A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory

Cited In (6)

• A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory
• Quantifying Model Uncertainties in Complex Systems
• Parameter estimation for SPDEs with multiplicative fractional noise
• Impact of correlated noises on additive dynamical systems
• Title not available (Why is that?)
• Title not available (Why is that?)

Uses Software

• Matlab

This page was built for publication: Stochastic modeling of unresolved scales in complex systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1034881)