Data-driven non-Markovian closure models

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

zbMATH Keywords

memory effectsinverse modelinglow-order modelsempirical model reductionleast-mean-square minimizationnonlinear stochastic closure model

Mathematics Subject Classification ID

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)

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