A Simple Stochastic Parameterization for Reduced Models of Multiscale Dynamics
Abstract
:1. Introduction
2. General Description of the Method
- Order . From the relation in Equation (10a) we determine that , that is, does not depend on y.
- Order . Here we use the relation in Equation (10b) to express in terms of . We denote the flow, generated by Equation (3), by , so that is the solution of Equation (3) forward in time s with the initial condition y, with the obvious identity
- Order . Here observe that does not depend on y, as pointed out above. This means that the average of with respect to the invariant distribution measure of Equation (3) is the identity operation, and the same holds for its τ-derivative. Then, averaging out Equation (10c) with respect to yields,
Remark: Does not Depend on ε.
3. Practical Implementation of the Reduced Stochastic Model For a General Multiscale Process With Linear Coupling
- First, we are going to presume that the multiscale dynamical system in Equation (27) is not necessarily computable at will for arbitrarily long time intervals. The reason is that if it is possible, then the need for a reduced model becomes somewhat difficult to justify.
- Even if the full multiscale model is not computable at will, we still need some statistical information about it to formulate the reduced model. Here, we presume that some typical state of the slow variables x is available, such that the dynamics evolve in the proximity of . For example, a rough estimate of the mean state of the slow variables of the full multiscale system can be taken as , or a nearby state.
- We presume that the limiting fast dynamics in Equation (28) is computable beyond the mixing time scale, so that time averages of Equation (28) can be computed, at least for a single given value .
The Choice of σ.
4. Computational Study: The Two-Scale Lorenz 96 Model With Linear Coupling
- The complete rescaled Lorenz system from Equations (35a)–(35b);
- The stochastic reduced model from Equation (31);
- The deterministic reduced model obtained from Equation (31) by removing the stochastic forcing (this model was previously developed in [35]);
- The poor man’s version of Equation (31) with no stochastic forcing and the first-order linear deterministic correction term R set to zero (further referred to as the “zero-order” system, same as in [35]). This zero-order system represents the simplest reduced model with constant parameterization of coupling terms.
- The distribution density functions, computed by bin-counting. A distribution density function gives the best information about the one-point statistics of , as it shows the statistical distribution of in the phase space.
- The time auto-correlation functions , where the time average is over t, normalized by the variance (so that it always starts with 1).
- The time cross-correlation functions , also normalized by the variance .
- The energy auto-correlation function
- , (so that ). Thus, the number of the fast variables is four times greater than the number of the slow variables.
- . The time scale separation of two orders of magnitude () is consistent with typical real-world geophysical processes (for example, the annual and diurnal cycles of the Earth’s atmosphere). Also, in large-scale atmospheric processes the time scale separation between slow and fast variables can be weaker than that (for example, typical time scale of equatorial Kelvin waves is about 70 days, and that of Yanai waves is about 30 days, which is well in between the annual and diurnal cycles), so we additionally test the dynamical regimes with weak time scale separation .
- . These values of coupling are chosen so that they are neither too weak, nor too strong (although 0.3 is weaker, and 0.35 is stronger). However, this small variation in coupling changes the dynamical regime in the slow variables between moderately () and weakly () chaotic and mixing, due to the suppression of chaos effect previously studied in [51].
- . The slow forcing adjusts the chaos and mixing properties of the slow variables, and in this work it is set to a weak-to-moderate chaotic regime . The reason for that is that it was found previously in [35] that in strongly chaotic and mixing regimes at slow variables there is not much of a difference between the multiscale dynamics and reduced models.
- . The fast forcing adjusts the chaos and mixing properties of the fast variables. Here the value of is chosen so that the fast variables are strongly chaotic and mixing for .
4.1. Moderate Mixing at Slow Variables With Weak Time Scale Separation
Rel. Error | Stochastic | Deterministic | Zero-Order |
---|---|---|---|
Density | |||
Corr. | |||
Cross-corr. | |||
Energy corr. |
4.2. Moderate Mixing at Slow Variables With Strong Time Scale Separation
Rel. Error | Stochastic | Deterministic | Zero-Order |
---|---|---|---|
Density | |||
Corr. | |||
Cross-corr. | |||
Energy corr. |
4.3. Weak Mixing at Slow Variables With Weak Time Scale Separation
Rel. Error | Stochastic | Deterministic | Zero-Order |
---|---|---|---|
Density | |||
Corr. | |||
Cross-corr. | |||
Energy corr. |
4.4. Weak Mixing at Slow Variables With Strong Time Scale Separation
Rel. Error | Stochastic | Deterministic | Zero-Order |
---|---|---|---|
Density | |||
Corr. | |||
Cross-corr. | |||
Energy corr. |
5. Conclusions
- In the situation where the deterministic reduced model was less chaotic and weaker mixing than the slow variables of the full multiscale dynamics, the stochastic model was more chaotic and stronger mixing, due to stochastic forcing smoothing out spikes in distribution density and introducing random decorrelation in time auto- and cross-correlation functions.
- In the situation where the deterministic reduced model was more chaotic and stronger mixing than the slow variables of the full multiscale dynamics, the stochastic model suppressed chaos and mixing in the reduced dynamics. While this effect seems somewhat counter-intuitive, it can be explained by the stochastic noise pushing the solution off the unstable manifold of the deterministic system (where the chaotic and mixing motion occurs) into the dissipative region around the system’s attractor, while not having enough random force to increase chaos and mixing on its own.
Acknowledgments
Conflicts of Interest
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Abramov, R. A Simple Stochastic Parameterization for Reduced Models of Multiscale Dynamics. Fluids 2016, 1, 2. https://doi.org/10.3390/fluids1010002
Abramov R. A Simple Stochastic Parameterization for Reduced Models of Multiscale Dynamics. Fluids. 2016; 1(1):2. https://doi.org/10.3390/fluids1010002
Chicago/Turabian StyleAbramov, Rafail. 2016. "A Simple Stochastic Parameterization for Reduced Models of Multiscale Dynamics" Fluids 1, no. 1: 2. https://doi.org/10.3390/fluids1010002
APA StyleAbramov, R. (2016). A Simple Stochastic Parameterization for Reduced Models of Multiscale Dynamics. Fluids, 1(1), 2. https://doi.org/10.3390/fluids1010002