Efficient nonlinear optimal smoothing and sampling algorithms for complex turbulent nonlinear dynamical systems with partial observations
作者: Nan ChenAndrew J. Majda
作者单位: 1Department of Mathematics, University of Wisconsin-Madison, Madison, WI, USA
2Department of Mathematics and Center for Atmosphere Ocean Science, Courant Institute of Mathematical Sciences, New York University, New York, NY, USA
3Center for Prototype Climate Modeling, New York University Abu Dhabi, Saadiyat Island, Abu Dhabi, United Arab Emirates
刊名: Journal of Computational Physics, 2020, Vol.410
来源数据库: Elsevier Journal
DOI: 10.1016/j.jcp.2020.109381
关键词: Nonlinear optimal smoothingOptimal backward samplingComplex Nonlinear Turbulent SystemsHidden variablesExtreme eventsModel error
原始语种摘要: Abstract(#br)A nonlinear optimal smoother and an associated optimal strategy of sampling hidden model trajectories are developed for a rich class of complex nonlinear turbulent dynamical systems with partial and noisy observations. Despite the strong nonlinearity and the significant non-Gaussian characteristics in the underlying systems, both the optimal smoother estimates and the sampled trajectories can be solved via closed analytic formulae. Thus, they are computationally efficient and the methods are applicable to high-dimensional systems. The nonlinear optimal smoother is able to estimate the hidden model states associated with various non-Gaussian phenomena and is particularly skillful in capturing the onset, demise and amplitude of the observed and hidden extreme events. On the...
全文获取路径: Elsevier  (合作)
影响因子:2.138 (2012)

  • optimal 最佳的
  • systems 系统科学与软件
  • nonlinear 非线性的
  • estimate 估计
  • dynamical 动力学的
  • smoothing 平滑
  • sampling 取样
  • imperfect 不完全的
  • complex 超群
  • tailed 带尾翼的