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Title: Shock trace prediction by reduced models for a viscous stochastic Burgers equation
Viscous shocks are a particular type of extreme event in nonlinear multiscale systems, and their representation requires small scales. Model reduction can thus play an essential role in reducing the computational cost for the prediction of shocks. Yet, reduced models typically aim to approximate large-scale dominating dynamics, which do not resolve the small scales by design. To resolve this representation barrier, we introduce a new qualitative characterization of the space–time locations of shocks, named the “shock trace,” via a space–time indicator function based on an empirical resolution-adaptive threshold. Unlike exact shocks, the shock traces can be captured within the representation capacity of the large scales, thus facilitating the forecast of the timing and locations of the shocks utilizing reduced models. Within the context of a viscous stochastic Burgers equation, we show that a data-driven reduced model, in the form of nonlinear autoregression (NAR) time series models, can accurately predict the random shock traces, with relatively low rates of false predictions. Furthermore, the NAR model, which includes nonlinear closure terms to approximate the feedback from the small scales, significantly outperforms the corresponding Galerkin truncated model in the scenario of either noiseless or noisy observations. The results illustrate the importance of the data-driven closure terms in the NAR model, which account for the effects of the unresolved dynamics brought by nonlinear interactions.  more » « less
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