Strategies for reduced-order models for predicting the statistical responses and uncertainty quantification in complex turbulent dynamical systems
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Publication:4580292
DOI10.1137/16M1104664zbMATH Open1393.76041arXiv1802.08051OpenAlexW2963330352WikidataQ129396942 ScholiaQ129396942MaRDI QIDQ4580292FDOQ4580292
Authors: Andrew J. Majda, Di Qi 
Publication date: 14 August 2018
Published in: SIAM Review (Search for Journal in Brave)
Abstract: Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent systems containing a large number of positive Lyapunov exponents results in a rapid growth of small uncertainties, requiring naturally a probabilistic characterization for the evolution of the turbulent system. Uncertainty quantification in turbulent dynamical systems is a grand challenge where the goal is to obtain statistical estimates such as the change in mean and variance for key physical quantities in their nonlinear responses to changes in external forcing parameters or uncertain initial data. One central issue in contemporary research is the development of a systematic methodology that can recover the crucial features of the natural system in statistical equilibrium (model fidelity) and improve the imperfect model prediction skill in response to various external perturbations (model sensitivity). A general mathematical framework to construct statistically accurate reduced-order models that have skill in capturing the statistical variability in the principal directions with largest energy of a general class of damped and forced complex turbulent dynamical systems is discussed here. The methods are developed under a universal class of turbulent dynamical systems with quadratic nonlinearity that is representative in many applications in applied mathematics and engineering. The validity of general framework of reduced-order models is demonstrated on instructive stochastic triad models. Recent applications to two-layer baroclinic turbulence in the atmosphere and ocean with combinations of turbulent jets and vortices are also surveyed.
Full work available at URL: https://arxiv.org/abs/1802.08051
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Geostatistics (86A32) Applications of stochastic analysis (to PDEs, etc.) (60H30) Statistical turbulence modeling (76F55)
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