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Parameterization of stochastic multiscale triads

Wouters, J., Dolaptchiev, S. I., Lucarini, V. and Achatz, U. (2016) Parameterization of stochastic multiscale triads. Nonlinear Processes in Geophysics, 23 (6). pp. 435-445. ISSN 1023-5809

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To link to this item DOI: 10.5194/npg-23-435-2016


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.

Item Type:Article
Divisions:Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
ID Code:68577
Publisher:European Geosciences Union


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