Information Theory and Stochastics for Multiscale Nonlinear Systems

DOI10.1090/CRMM/025zbMATH Open1082.60002OpenAlexW1486396968MaRDI QIDQ5706249FDOQ5706249

Authors: Andrew J. Majda, Rafail V. Abramov, Marcus J. Grote 

Publication date: 7 November 2005

Full work available at URL: https://doi.org/10.1090/crmm/025

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zbMATH Keywords

geophysicsinformation theorystochastics

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Meteorology and atmospheric physics (86A10) Equilibrium statistical mechanics (82Bxx)

Cited In (77)

• Generative stochastic modeling of strongly nonlinear flows with non-Gaussian statistics
• A causation-based computationally efficient strategy for deploying Lagrangian drifters to improve real-time state estimation
• Note on the emergence of large scale coherent structure under small scale random bombardments: The discrete case
• Launching Drifter Observations in the Presence of Uncertainty
• An efficient data-driven multiscale stochastic reduced order modeling framework for complex systems
• Statistical regression analysis of threshold excesses with systematically missing covariates
• A theory of average response to large jump perturbations
• Leading order response of statistical averages of a dynamical system to small stochastic perturbations
• Uncertainty quantification of nonlinear Lagrangian data assimilation using linear stochastic forecast models
• Conditional Gaussian nonlinear system: a fast preconditioner and a cheap surrogate model for complex nonlinear systems
• Data-driven non-Markovian closure models
• Learning nonlinear turbulent dynamics from partial observations via analytically solvable conditional statistics
• Using statistical functionals for effective control of inhomogeneous complex turbulent dynamical systems
• Coarse-graining of overdamped Langevin dynamics via the Mori-Zwanzig formalism
• Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes
• Title not available (Why is that?)
• Multiscale Information Theory for Complex Systems: Theory and Applications
• Short-time linear response with reduced-rank tangent map
• A Monte Carlo approach to quantifying model error in Bayesian parameter estimation
• On spurious detection of linear response and misuse of the fluctuation-dissipation theorem in finite time series
• New approximations and tests of linear fluctuation-response for chaotic nonlinear forced-dissipative dynamical systems
• An information-theoretic framework for improving imperfect dynamical predictions via multi-model ensemble forecasts
• Numerical solution of the Fokker-Planck equation using physics-based mixture models
• A simple framework to justify linear response theory
• Fluctuation-dissipation theorem on attractors of atmospheric models
• Filtering a statistically exactly solvable test model for turbulent tracers from partial observations
• Data-driven reduced modelling of turbulent Rayleigh-Bénard convection using DMD-enhanced fluctuation-dissipation theorem
• On information sets for linear nonstationary systems with noise having wave structure
• Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models
• An introduction to turbulent dynamical systems in complex systems
• An algebraic method for constructing stable and consistent autoregressive filters
• A data-driven statistical-stochastic surrogate modeling strategy for complex nonlinear non-stationary dynamics
• Data-driven, variational model reduction of high-dimensional reaction networks
• Blending modified Gaussian closure and non-Gaussian reduced subspace methods for turbulent dynamical systems
• Data-driven forecasting of high-dimensional chaotic systems with long short-term memory networks
• Invariant measures and asymptotic Gaussian bounds for normal forms of stochastic climate model
• A review of numerical methods for nonlinear partial differential equations
• Linear and nonlinear statistical response theories with prototype applications to sensitivity analysis and statistical control of complex turbulent dynamical systems
• Extraction and prediction of coherent patterns in incompressible flows through space-time koopman analysis
• Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations
• An update on the nonequilibrium linear response
• A causality-based learning approach for discovering the underlying dynamics of complex systems from partial observations with stochastic parameterization
• Non-Gaussian test models for prediction and state estimation with model errors
• An improved algorithm for the multidimensional moment-constrained maximum entropy problem
• Probability density adjoint for sensitivity analysis of the mean of chaos
• Homogenization for stochastic reaction-diffusion equations with singular perturbation term
• Probabilistic description of extreme events in intermittently unstable dynamical systems excited by correlated stochastic processes
• Predicting observed and hidden extreme events in complex nonlinear dynamical systems with partial observations and short training time series
• The weather and climate. Emergent laws and multifractal cascades
• Improving prediction skill of imperfect turbulent models through statistical response and information theory
• Efficient nonlinear optimal smoothing and sampling algorithms for complex turbulent nonlinear dynamical systems with partial observations
• Forecasting turbulent modes with nonparametric diffusion models: learning from noisy data
• Dynamic Stochastic Superresolution of sparsely observed turbulent systems
• Scalable information inequalities for uncertainty quantification
• A statistically accurate modified quasilinear Gaussian closure for uncertainty quantification in turbulent dynamical systems
• Error bounds of the invariant statistics in machine learning of ergodic Itô diffusions
• Filtering skill for turbulent signals for a suite of nonlinear and linear extended Kalman filters
• Polynomial nonlinear spatio‐temporal integro‐difference equation models
• Approximate linear response for slow variables of dynamics with explicit time scale separation
• Modeling of missing dynamical systems: deriving parametric models using a nonparametric framework
• Reduced-space Gaussian process regression for data-driven probabilistic forecast of chaotic dynamical systems
• Numerical aspects of applying the fluctuation dissipation theorem to study climate system sensitivity to external forcings
• Mathematical strategies for filtering complex systems: Regularly spaced sparse observations
• Predictions of critical transitions with non-stationary reduced order models
• Mathematical test criteria for filtering complex systems: Plentiful observations
• Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation
• Test models for improving filtering with model errors through stochastic parameter estimation
• Linear response based parameter estimation in the presence of model error
• Multiple shooting shadowing for sensitivity analysis of chaotic dynamical systems
• Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions
• A test model for fluctuation-dissipation theorems with time-periodic statistics
• Strategies for reduced-order models for predicting the statistical responses and uncertainty quantification in complex turbulent dynamical systems
• Rigorous analysis for efficient statistically accurate algorithms for solving Fokker-Planck equations in large dimensions
• Low-dimensional reduced-order models for statistical response and uncertainty quantification: barotropic turbulence with topography
• A parameter estimation method using linear response statistics
• Nonparametric uncertainty quantification for stochastic gradient flows
• Nonlinear and stochastic climate dynamics

Uses Software

• MersenneTwister

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