TY  - JOUR
A1  - Wouters, Jeroen
A1  - Dolaptchiev, Stamen Iankov
A1  - Lucarini, Valerio
A1  - Achatz, Ulrich
T1  - Parametrization of stochastic multiscale triads
T2  - Nonlinear processes in geophysics
N2  - We discuss applications of a recently developed method for model reduction based on linear response theory of weakly coupled dynamical systems. We apply the weak coupling method to simple stochastic differential equations with slow and fast degrees of freedom. The weak coupling model reduction method results in general in a non-Markovian system; we therefore discuss the Markovianization of the system to allow for straightforward numerical integration. We compare the applied method to the equations obtained through homogenization in the limit of large timescale separation between slow and fast degrees of freedom. We numerically compare the ensemble spread from a fixed initial condition, correlation functions and exit times from a domain. The weak coupling method gives more accurate results in all test cases, albeit with a higher numerical cost.
Y1  - 2016
UR  - http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/42236
UR  - https://nbn-resolving.org/urn:nbn:de:hebis:30:3-422363
SN  - 1023-5809
SN  - 1607-7946
N1  - © Author(s) 2016. This work is distributed under the Creative Commons Attribution 3.0 License.
VL  - 23
IS  - 6
SP  - 435
EP  - 445
PB  - Copernicus Publications
CY  - Göttingen
ER  -