A simple closure approximation for slow dynamics of a multiscale system: nonlinear and multiplicative coupling

DOI10.1137/120872863MaRDI QIDQ5300562zbMATH OpenOpenAlexFDO

Authors Rafail V. Abramov

Publication date 27 June 2013

Published in Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1203.4252

zbMATH Keywords

averaged dynamicslinear responsemultiscale systemsnonlinear coupling

Mathematics Subject Classification ID

Multiple scale methods for ordinary differential equations (34E13) Time series analysis of dynamical systems (37M10) Systems with slow and fast motions for nonlinear problems in mechanics (70K70)

Abstract: Multiscale dynamics are ubiquitous in applications of modern science. Because of time scale separation between relatively small set of slowly evolving variables and (typically) much larger set of rapidly changing variables, direct numerical simulations of such systems often require relatively small time discretization step to resolve fast dynamics, which, in turn, increases computational expense. As a result, it became a popular approach in applications to develop a closed approximate model for slow variables alone, which both effectively reduces the dimension of the phase space of dynamics, as well as allows for a longer time discretization step. In this work we develop a new method for approximate reduced model, based on the linear fluctuation-dissipation theorem applied to statistical states of the fast variables. The method is suitable for situations with quadratically nonlinear and multiplicative coupling. We show that, with complex quadratically nonlinear and multiplicative coupling in both slow and fast variables, this method produces comparable statistics to what is exhibited by an original multiscale model. In contrast, it is observed that the results from the simplified closed model with a constant coupling term parameterization are consistently less precise.

Recommendations

• A simple linear response closure approximation for slow dynamics of a multiscale system with linear coupling
• Time-averaged coarse variables for multi-scale dynamics
• Numerical Multiscale Methods for Coupled Oscillators
• A computational strategy for multiscale systems with applications to Lorenz 96 model
• Data-driven non-Markovian closure models

Cited in

(8)

• Data-driven non-Markovian closure models
• Leading order response of statistical averages of a dynamical system to small stochastic perturbations
• A simple linear response closure approximation for slow dynamics of a multiscale system with linear coupling
• Multi-level dynamical systems: connecting the Ruelle response theory and the Mori-Zwanzig approach
• Suppression of chaos at slow variables by rapidly mixing fast dynamics through linear energy-preserving coupling
• Approximation of slow and fast dynamics in multiscale dynamical systems by the linearized relaxation redistribution method
• A theory of average response to large jump perturbations
• Multiscale couplings in prototype hybrid deterministic/stochastic systems. I: Deterministic closures

This page was built for publication: A simple closure approximation for slow dynamics of a multiscale system: nonlinear and multiplicative coupling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5300562)