An official website of the United States government
We propose a high-order stochastic–statistical moment closure model for efficient ensemble prediction of leading-order statistical moments and probability density functions in multiscale complex turbulent systems. The statistical moment equations are closed by a precise calibration of the high-order feedbacks using ensemble solutions of the consistent stochastic equations, suitable for modeling complex phenomena including non-Gaussian statistics and extreme events. To address challenges associated with closely coupled spatiotemporal scales in turbulent states and expensive large ensemble simulation for high-dimensional systems, we introduce efficient computational strategies using the random batch method (RBM). This approach significantly reduces the required ensemble size while accurately capturing essential high-order structures. Only a small batch of small-scale fluctuation modes is used for each time update of the samples, and exact convergence to the full model statistics is ensured through frequent resampling of the batches during time evolution. Furthermore, we develop a reduced-order model to handle systems with really high dimensions by linking the large number of small-scale fluctuation modes to ensemble samples of dominant leading modes. The effectiveness of the proposed models is validated by numerical experiments on the one-layer and two-layer Lorenz ‘96 systems, which exhibit representative chaotic features and various statistical regimes. The full and reduced-order RBM models demonstrate uniformly high skill in capturing the time evolution of crucial leading-order statistics, non-Gaussian probability distributions, while achieving significantly lower computational cost compared to direct Monte-Carlo approaches. The models provide effective tools for a wide range of real-world applications in prediction, uncertainty quantification, and data assimilation.
more »
« less
A random batch method for efficient ensemble forecasts of multiscale turbulent systems
A new efficient ensemble prediction strategy is developed for a multiscale turbulent model framework with emphasis on the nonlinear interactions between large and small-scale variables. The high computational cost in running large ensemble simulations of high-dimensional equations is effectively avoided by adopting a random batch decomposition of the wide spectrum of the fluctuation states, which is a characteristic feature of the multiscale turbulent systems. The time update of each ensemble sample is then only subject to a small portion of the small-scale fluctuation modes in one batch, while the true model dynamics with multiscale coupling is respected by frequent random resampling of the batches at each time updating step. We investigate both theoretical and numerical properties of the proposed method. First, the convergence of statistical errors in the random batch model approximation is shown rigorously independent of the sample size and full dimension of the system. Next, the forecast skill of the computational algorithm is tested on two representative models of turbulent flows exhibiting many key statistical phenomena with a direct link to realistic turbulent systems. The random batch method displays robust performance in capturing a series of crucial statistical features with general interests, including highly non-Gaussian fat-tailed probability distributions and intermittent bursts of instability, while requires a much lower computational cost than the direct ensemble approach. The efficient random batch method also facilitates the development of new strategies in uncertainty quantification and data assimilation for a wide variety of general complex turbulent systems in science and engineering.
more »
« less
- Award ID(s):
- 2106988
- PAR ID:
- 10530684
- Publisher / Repository:
- AIP
- Date Published:
- Journal Name:
- Chaos: An Interdisciplinary Journal of Nonlinear Science
- Volume:
- 33
- Issue:
- 2
- ISSN:
- 1054-1500
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Geophysical turbulence has a wide range of spatiotemporal scales that requires a multiscale prediction model for efficient and fast simulations. Stochastic parameterization is a class of multiscale methods that approximates the large-scale behaviors of the turbulent system without relying on scale separation. In the stochastic parameterization of unresolved subgrid-scale dynamics, there are several modeling parameters to be determined by tuning or fitting to data. We propose a strategy to estimate the modeling parameters in the stochastic parameterization of geostrophic turbulent systems. The main idea of the proposed approach is to generate data in a spatiotemporally local domain and use physical/statistical information to estimate the modeling parameters. In particular, we focus on the estimation of modeling parameters in the stochastic superparameterization, a variant of the stochastic parameterization framework, for an idealized model of synoptic-scale turbulence in the atmosphere and oceans. The test regimes considered in this study include strong and moderate turbulence with complicated patterns of waves, jets, and vortices.more » « less
-
Abstract Long‐lead forecasting for spatio‐temporal systems can entail complex nonlinear dynamics that are difficult to specify a priori. Current statistical methodologies for modeling these processes are often highly parameterized and, thus, challenging to implement from a computational perspective. One potential parsimonious solution to this problem is a method from the dynamical systems and engineering literature referred to as an echo state network (ESN). ESN models usereservoir computingto efficiently compute recurrent neural network forecasts. Moreover, multilevel (deep) hierarchical models have recently been shown to be successful at predicting high‐dimensional complex nonlinear processes, particularly those with multiple spatial and temporal scales of variability (such as those we often find in spatio‐temporal environmental data). Here, we introduce a deep ensemble ESN (D‐EESN) model. Despite the incorporation of a deep structure, the presented model is computationally efficient. We present two versions of this model for spatio‐temporal processes that produce forecasts and associated measures of uncertainty. The first approach utilizes a bootstrap ensemble framework, and the second is developed within a hierarchical Bayesian framework (BD‐EESN). This more general hierarchical Bayesian framework naturally accommodates non‐Gaussian data types and multiple levels of uncertainties. The methodology is first applied to a data set simulated from a novel non‐Gaussian multiscale Lorenz‐96 dynamical system simulation model and, then, to a long‐lead United States (U.S.) soil moisture forecasting application. Across both applications, the proposed methodology improves upon existing methods in terms of both forecast accuracy and quantifying uncertainty.more » « less
-
When an optical beam propagates through a turbulent medium such as the atmosphere or ocean, the beam will become distorted. It is then natural to seek the best or optimal beam that is distorted least, under some metric such as intensity or scintillation. We seek to maximize the light intensity at the receiver using the paraxial wave equation with weak-fluctuation as the model. In contrast to classical results that typically confine original laser beams to be from a special class, we allow the beam to be general, which leads to an eigenvalue problem of a large-sized matrix with each entry being a multi-dimensional integral. This is an expensive and sometimes infeasible computational task in many practically reasonable settings. To overcome this expense, in a change from past calculations of optimal beams, we transform the calculation from physical space to Fourier space. Since the structure of the turbulence is commonly described in Fourier space, the computational cost is significantly reduced. This also allows us to incorporate some optional turbulence assumptions, such as homogeneous-statistics assumption, small-length-scale cutoff assumption, and Markov assumption, to further reduce the dimension of the numerical integral. The proposed methods provide a computational strategy that is numerically feasible, and results are demonstrated in several numerical examples. These results provide further evidence that special beams can be defined to have beam divergence that is small.more » « less
-
A statistical emulator can be used as a surrogate of complex physics-based calculations to drastically reduce the computational cost. Its successful implementation hinges on an accurate representation of the nonlinear response surface with a high-dimensional input space. Conventional “space-filling” designs, including random sampling and Latin hypercube sampling, become inefficient as the dimensionality of the input variables increases, and the predictive accuracy of the emulator can degrade substantially for a test input distant from the training input set. To address this fundamental challenge, we develop a reliable emulator for predicting complex functionals by active learning with error control (ALEC). The algorithm is applicable to infinite-dimensional mapping with high-fidelity predictions and a controlled predictive error. The computational efficiency has been demonstrated by emulating the classical density functional theory (cDFT) calculations, a statistical-mechanical method widely used in modeling the equilibrium properties of complex molecular systems. We show that ALEC is much more accurate than conventional emulators based on the Gaussian processes with “space-filling” designs and alternative active learning methods. In addition, it is computationally more efficient than direct cDFT calculations. ALEC can be a reliable building block for emulating expensive functionals owing to its minimal computational cost, controllable predictive error, and fully automatic features.more » « less
- Free Publicly Accessible Full Text
-
Accepted Manuscript1.0
- Journal Article:
- https://doi.org/10.1063/5.0129127
