Literature DB >> 23918398

Statistically accurate low-order models for uncertainty quantification in turbulent dynamical systems.

Themistoklis P Sapsis1, Andrew J Majda.   

Abstract

A framework for low-order predictive statistical modeling and uncertainty quantification in turbulent dynamical systems is developed here. These reduced-order, modified quasilinear Gaussian (ROMQG) algorithms apply to turbulent dynamical systems in which there is significant linear instability or linear nonnormal dynamics in the unperturbed system and energy-conserving nonlinear interactions that transfer energy from the unstable modes to the stable modes where dissipation occurs, resulting in a statistical steady state; such turbulent dynamical systems are ubiquitous in geophysical and engineering turbulence. The ROMQG method involves constructing a low-order, nonlinear, dynamical system for the mean and covariance statistics in the reduced subspace that has the unperturbed statistics as a stable fixed point and optimally incorporates the indirect effect of non-Gaussian third-order statistics for the unperturbed system in a systematic calibration stage. This calibration procedure is achieved through information involving only the mean and covariance statistics for the unperturbed equilibrium. The performance of the ROMQG algorithm is assessed on two stringent test cases: the 40-mode Lorenz 96 model mimicking midlatitude atmospheric turbulence and two-layer baroclinic models for high-latitude ocean turbulence with over 125,000 degrees of freedom. In the Lorenz 96 model, the ROMQG algorithm with just a single mode captures the transient response to random or deterministic forcing. For the baroclinic ocean turbulence models, the inexpensive ROMQG algorithm with 252 modes, less than 0.2% of the total, captures the nonlinear response of the energy, the heat flux, and even the one-dimensional energy and heat flux spectra.

Keywords:  dynamical systems with many instabilities; nonlinear response and sensitivity; reduced-order modified quasilinear Gaussian closure

Mesh:

Year:  2013        PMID: 23918398      PMCID: PMC3752260          DOI: 10.1073/pnas.1313065110

Source DB:  PubMed          Journal:  Proc Natl Acad Sci U S A        ISSN: 0027-8424            Impact factor:   11.205


  12 in total

1.  Statistical energy conservation principle for inhomogeneous turbulent dynamical systems.

Authors:  Andrew J Majda
Journal:  Proc Natl Acad Sci U S A       Date:  2015-07-06       Impact factor: 11.205

2.  Conditional Gaussian Systems for Multiscale Nonlinear Stochastic Systems: Prediction, State Estimation and Uncertainty Quantification.

Authors:  Nan Chen; Andrew J Majda
Journal:  Entropy (Basel)       Date:  2018-07-04       Impact factor: 2.524

3.  Model Error, Information Barriers, State Estimation and Prediction in Complex Multiscale Systems.

Authors:  Andrew J Majda; Nan Chen
Journal:  Entropy (Basel)       Date:  2018-08-28       Impact factor: 2.524

4.  Effective control of complex turbulent dynamical systems through statistical functionals.

Authors:  Andrew J Majda; Di Qi
Journal:  Proc Natl Acad Sci U S A       Date:  2017-05-15       Impact factor: 11.205

5.  Data-driven forecasting of high-dimensional chaotic systems with long short-term memory networks.

Authors:  Pantelis R Vlachas; Wonmin Byeon; Zhong Y Wan; Themistoklis P Sapsis; Petros Koumoutsakos
Journal:  Proc Math Phys Eng Sci       Date:  2018-05-23       Impact factor: 2.704

Review 6.  Passive nonlinear targeted energy transfer.

Authors:  Alexander F Vakakis
Journal:  Philos Trans A Math Phys Eng Sci       Date:  2018-08-28       Impact factor: 4.226

7.  Blended particle filters for large-dimensional chaotic dynamical systems.

Authors:  Andrew J Majda; Di Qi; Themistoklis P Sapsis
Journal:  Proc Natl Acad Sci U S A       Date:  2014-05-13       Impact factor: 11.205

8.  A minimization principle for the description of modes associated with finite-time instabilities.

Authors:  H Babaee; T P Sapsis
Journal:  Proc Math Phys Eng Sci       Date:  2016-02       Impact factor: 2.704

9.  Data-assisted reduced-order modeling of extreme events in complex dynamical systems.

Authors:  Zhong Yi Wan; Pantelis Vlachas; Petros Koumoutsakos; Themistoklis Sapsis
Journal:  PLoS One       Date:  2018-05-24       Impact factor: 3.240

10.  Chaos as an intermittently forced linear system.

Authors:  Steven L Brunton; Bingni W Brunton; Joshua L Proctor; Eurika Kaiser; J Nathan Kutz
Journal:  Nat Commun       Date:  2017-05-30       Impact factor: 14.919

View more

北京卡尤迪生物科技股份有限公司 © 2022-2023.