Universal upper estimate for prediction errors under moderate model uncertainty
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Publication:5140907
DOI10.1063/5.0021665zbMATH Open1455.62190arXiv2007.07330OpenAlexW3107482806WikidataQ103824570 ScholiaQ103824570MaRDI QIDQ5140907FDOQ5140907
Authors: Bálint Kaszás, G. Haller 
Publication date: 17 December 2020
Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)
Abstract: We derive universal upper estimates for model-prediction error under moderate but otherwise unknown model uncertainty. Our estimates give upper bounds on the leading order trajectory-uncertainty arising along model trajectories, solely as functions of the invariants of the known Cauchy-Green strain tensor of the model. Our bounds turn out to be optimal, which means that they cannot be improved for general systems. The quantity relating the leading-order trajectory-uncertainty to the model uncertainty is the Model Sensitivity, which we find to be a useful tool for a quick global assessment of the impact of modeling uncertainties in various domains of the phase space. Examining the expectation that Finite-Time Lyapunov Exponents capture sensitivity to modeling errors, we show that this does not generally follow. However, we find that certain important features of the FTLE persist in the MS field.
Full work available at URL: https://arxiv.org/abs/2007.07330
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Cited In (3)
- A bridge between invariant dynamical structures and uncertainty quantification
- On a class of interval predictor models with universal reliability
- A Monte Carlo approach to understanding the impacts of initial-condition uncertainty, model uncertainty, and simulation variability on the predictability of chaotic systems: perspectives from the one-dimensional logistic map
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