Stochastic modeling of unresolved scales in complex systems

Abstract

Model uncertainties or simulation uncertainties occur in mathematical modeling of multiscale complex systems, since some mechanisms or scales are not represented (i.e., ‘unresolved’) due to a lack in our understanding of these mechanisms or limitations in computational power. The impact of these unresolved scales on the resolved scales needs to be parameterized or taken into account. A stochastic scheme is devised to take the effects of unresolved scales into account, in the context of solving nonlinear partial differential equations. An example is presented to demonstrate this strategy.

Keywords

Stochastic partial differential equation (SPDE) / stochastic modeling / impact of unresolved scales on resolved scales / model error / large eddy simulation (LES) / fractional Brownian motion (fBM)

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