An efficient SPDE approach for El Niño

DOI10.1016/J.AMC.2019.01.071MaRDI QIDQ2010682zbMATH OpenOpenAlexFDO

Authors Hermann Mena, Lena-Maria Pfurtscheller

Publication date 27 November 2019

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://arxiv.org/abs/1708.04144

zbMATH Keywords

stochastic differential equationsdifferential Lyapunov equationsstochastic Galerkin methodsdifferential matrix equationsEl Niño simulations

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) PDEs in connection with geophysics (35Q86) Computational methods for problems pertaining to geophysics (86-08) Hydrology, hydrography, oceanography (86A05) Meteorology and atmospheric physics (86A10)

Abstract: We consider the numerical approximation of stochastic partial differential equations (SPDEs) based models for a quasi-periodic climate pattern in the tropical Pacific Ocean known as El Ni~no phenomenon. We show that for these models the mean and the covariance are given by a deterministic partial differential equation and by an operator differential equation, respectively. In this context we provide a numerical framework to approximate these parameters directly. We compare this method to stochastic differential equations and SPDEs based models from the literature solved by Taylor methods and stochastic Galerkin methods, respectively. Numerical results for different scenarios taking as a reference measured data of the years 2014 and 2015 (last Ni~no event) validate the efficiency of our approach.

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Cited in

(3)

• A general framework for SPDE-based stationary random fields
• Parameter estimation for second-order SPDEs in multiple space dimensions
• Long-term forecasting of El Niño events via dynamic factor simulations

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