Stochastic modeling of unresolved scales in complex systems
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model errorstochastic modelinglarge eddy simulation (LES)fractional Brownian motion (fBM)impact of unresolved scales on resolved scalesstochastic partial differential equation (SPDE)
Applications of stochastic analysis (to PDEs, etc.) (60H30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Spectral, collocation and related methods for boundary value problems involving PDEs (65N35)
Abstract: Model uncertainties and simulation uncertainties occur in mathematical modeling of multiscale complex systems, since some mechanisms or scales are not represented (i.e., "unresolved") due to lack in our understanding of these mechanisms or limitations in computational power. The impact of these unresolved scales on the resolved scales needs to be parameterized or taken into account. A stochastic scheme is devised to take the effects of unresolved scales into account, in the context of solving nonlinear partial differential equations. An example is presented to demonstrate this strategy.
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- Quantifying Model Uncertainties in Complex Systems
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