Parametrization of stochastic multiscale triads

  • 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.

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Author:Jeroen Wouters, Stamen Iankov Dolaptchiev, Valerio Lucarini, Ulrich AchatzORCiDGND
Parent Title (English):Nonlinear processes in geophysics
Publisher:Copernicus Publications
Place of publication:Göttingen
Document Type:Article
Date of Publication (online):2016/12/08
Date of first Publication:2016/11/28
Publishing Institution:Universitätsbibliothek Johann Christian Senckenberg
Release Date:2016/12/08
Page Number:11
First Page:435
Last Page:445
© Author(s) 2016. This work is distributed under the Creative Commons Attribution 3.0 License.
Institutes:Geowissenschaften / Geographie / Geowissenschaften
Dewey Decimal Classification:5 Naturwissenschaften und Mathematik / 53 Physik / 530 Physik
5 Naturwissenschaften und Mathematik / 55 Geowissenschaften, Geologie / 550 Geowissenschaften
Licence (German):License LogoCreative Commons - Namensnennung 3.0