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Developing suitable approximate models for analyzing and simulating complex nonlinear systems is practically important. This paper aims at exploring the skill of a rich class of nonlinear stochastic models, known as the conditional Gaussian nonlinear system (CGNS), as both a cheap surrogate model and a fast preconditioner for facilitating many computationally challenging tasks. The CGNS preserves the underlying physics to a large extent and can reproduce intermittency, extreme events, and other non-Gaussian features in many complex systems arising from practical applications. Three interrelated topics are studied. First, the closed analytic formulas of solving the conditional statistics provide an efficient and accurate data assimilation scheme. It is shown that the data assimilation skill of a suitable CGNS approximate forecast model outweighs that by applying an ensemble method even to the perfect model with strong nonlinearity, where the latter suffers from filter divergence. Second, the CGNS allows the development of a fast algorithm for simultaneously estimating the parameters and the unobserved variables with uncertainty quantification in the presence of only partial observations. Utilizing an appropriate CGNS as a preconditioner significantly reduces the computational cost in accurately estimating the parameters in the original complex system. Finally, the CGNS advances rapid and statistically accurate algorithms for computing the probability density function and sampling the trajectories of the unobserved state variables. These fast algorithms facilitate the development of an efficient and accurate data-driven method for predicting the linear response of the original system with respect to parameter perturbations based on a suitable CGNS preconditioner.
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A causality-based learning approach for discovering the underlying dynamics of complex systems from partial observations with stochastic parameterization
Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about incorrect physics in the presence of random noise and cannot easily handle the situation with incomplete data. In this paper, a new iterative learning algorithm for complex turbulent systems with partial observations is developed that alternates between identifying model structures, recovering unobserved variables, and estimating parameters. First, a causality-based learning approach is utilized for the sparse identification of model structures, which takes into account certain physics knowledge that is pre-learned from data. It has unique advantages in coping with indirect coupling between features and is robust to stochastic noise. A practical algorithm is designed to facilitate causal inference for high-dimensional systems. Next, a systematic nonlinear stochastic parameterization is built to characterize the time evolution of the unobserved variables. Closed analytic formula via efficient nonlinear data assimilation is exploited to sample the trajectories of the unobserved variables, which are then treated as synthetic observations to advance a rapid parameter estimation. Furthermore, the localization of the state variable dependence and the physics constraints are incorporated into the learning procedure. This mitigates the curse of dimensionality and prevents the finite time blow-up issue. Numerical experiments show that the new algorithm identifies the model structure and provides suitable stochastic parameterizations for many complex nonlinear systems with chaotic dynamics, spatiotemporal multiscale structures, intermittency, and extreme events.
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- Award ID(s):
- 2118399
- PAR ID:
- 10477044
- Publisher / Repository:
- Elsevier
- Date Published:
- Journal Name:
- Physica D: Nonlinear Phenomena
- Volume:
- 449
- Issue:
- C
- ISSN:
- 0167-2789
- Page Range / eLocation ID:
- 133743
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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- Free Publicly Accessible Full Text
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Accepted Manuscript
- Journal Article:
- https://doi.org/10.1016/j.physd.2023.133743
