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

被引:66
|
作者
Sapsis, Themistoklis P. [1 ,2 ]
Majda, Andrew J. [1 ]
机构
[1] NYU, Courant Inst Math Sci, Dept Math & Climate Atmospher & Ocean Sci, New York, NY 10012 USA
[2] MIT, Dept Mech Engn, Cambridge, MA 02139 USA
关键词
dynamical systems with many instabilities; nonlinear response and sensitivity; reduced-order modified quasilinear Gaussian closure; FLUCTUATION-DISSIPATION; CLIMATE RESPONSE; POLYNOMIAL CHAOS;
D O I
10.1073/pnas.1313065110
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
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.
引用
收藏
页码:13705 / 13710
页数:6
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