Strategies for Reduced-Order Models for Predicting the Statistical Responses and Uncertainty Quantification in Complex Turbulent Dynamical Systems
Author(s) -
Andrew J. Majda,
Di Qi
Publication year - 2018
Publication title -
siam review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 4.683
H-Index - 120
eISSN - 1095-7200
pISSN - 0036-1445
DOI - 10.1137/16m1104664
Subject(s) - uncertainty quantification , dynamical systems theory , curse of dimensionality , statistical physics , attractor , turbulence , nonlinear system , polynomial chaos , probabilistic logic , physical system , computer science , lyapunov exponent , mathematics , phase space , complex system , dynamical system (definition) , statistical model , forcing (mathematics) , monte carlo method , physics , statistics , artificial intelligence , machine learning , meteorology , mathematical analysis , quantum mechanics , thermodynamics
Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering, including climate, material, and neural science. The existence of a strange attractor in the turbulent systems containing a large number of positive Lyapunov exponents results in the rapid growth of small uncertainties from imperfect modeling equations or perturbations in initial values, naturally requiring a probabilistic characterization for the evolution of the turbulent system. Uncertainty quantification (UQ) in turbulent dynamical systems is a grand challenge whose goal is to obtain statistical estimates such as the change in mean and variance for key physical quantities in their nonlinear responses to changes in external forcing parameters or uncertain initial data. In the development of a proper UQ scheme for systems of high or infinite dimensionality with instabilities, significant model errors compared with the t...
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