首页> 外文OA文献 >Uncertainty quantification and prediction for non-autonomous linear and nonlinear systems
【2h】

Uncertainty quantification and prediction for non-autonomous linear and nonlinear systems

机译:非自治线性和非线性系统的不确定性量化和预测

摘要

The science of uncertainty quantification has gained a lot of attention over recent years. This is because models of real processes always contain some elements of uncertainty, and also because real systems can be better described using stochastic components. Stochastic models can therefore be utilized to provide a most informative prediction of possible future states of the system. In light of the multiple scales, nonlinearities and uncertainties in ocean dynamics, stochastic models can be most useful to describe ocean systems. Uncertainty quantification schemes developed in recent years include order reduction methods (e.g. proper orthogonal decomposition (POD)), error subspace statistical estimation (ESSE), polynomial chaos (PC) schemes and dynamically orthogonal (DO) field equations. In this thesis, we focus our attention on DO and various PC schemes for quantifying and predicting uncertainty in systems with external stochastic forcing. We develop and implement these schemes in a generic stochastic solver for a class of non-autonomous linear and nonlinear dynamical systems. This class of systems encapsulates most systems encountered in classic nonlinear dynamics and ocean modeling, including flows modeled by Navier-Stokes equations. We first study systems with uncertainty in input parameters (e.g. stochastic decay models and Kraichnan-Orszag system) and then with external stochastic forcing (autonomous and non-autonomous self-engineered nonlinear systems). For time-integration of system dynamics, stochastic numerical schemes of varied order are employed and compared. Using our generic stochastic solver, the Monte Carlo, DO and polynomial chaos schemes are inter-compared in terms of accuracy of solution and computational cost. To allow accurate time-integration of uncertainty due to external stochastic forcing, we also derive two novel PC schemes, namely, the reduced space KLgPC scheme and the modified TDgPC (MTDgPC) scheme. We utilize a set of numerical examples to show that the two new PC schemes and the DO scheme can integrate both additive and multiplicative stochastic forcing over significant time intervals. For the final example, we consider shallow water ocean surface waves and the modeling of these waves by deterministic dynamics and stochastic forcing components. Specifically, we time-integrate the Korteweg-de Vries (KdV) equation with external stochastic forcing, comparing the performance of the DO and Monte Carlo schemes. We find that the DO scheme is computationally efficient to integrate uncertainty in such systems with external stochastic forcing.
机译:不确定性量化科学近年来引起了很多关注。这是因为真实过程的模型始终包含不确定性的某些元素,并且因为可以使用随机组件更好地描述真实系统。因此,可以使用随机模型来提供有关系统可能的未来状态的最有用的预测。鉴于海洋动力学的多个尺度,非线性和不确定性,随机模型对于描述海洋系统最为有用。近年来开发的不确定性量化方案包括降阶方法(例如适当的正交分解(POD)),误差子空间统计估计(ESSE),多项式混沌(PC)方案和动态正交(DO)场方程。在本文中,我们将注意力集中在DO和各种PC方案上,以量化和预测具有外部随机强迫作用的系统中的不确定性。我们针对一类非自治线性和非线性动力系统,在通用随机求解器中开发和实现这些方案。此类系统封装了经典非线性动力学和海洋建模中遇到的大多数系统,包括通过Navier-Stokes方程建模的流。我们首先研究具有输入参数不确定性的系统(例如随机衰减模型和Kraichnan-Orszag系统),然后研究外部随机强迫(自治和非自治的自工程非线性系统)。对于系统动力学的时间积分,采用了变化阶数的随机数值方案并进行了比较。使用我们的通用随机求解器,可以在求解精度和计算成本方面进行蒙特卡洛,DO和多项式混沌方案的比较。为了允许由于外部随机强迫导致的不确定性的准确时间积分,我们还推导了两种新颖的PC方案,即缩减空间KLgPC方案和改进的TDgPC(MTDgPC)方案。我们利用一组数值示例来说明,这两个新的PC方案和DO方案可以在相当长的时间间隔内将加性和乘性随机强迫集成在一起。对于最后一个示例,我们考虑了确定性动力学和随机强迫分量对浅海海洋表面波以及这些波的建模。具体来说,我们将Korteweg-de Vries(KdV)方程与外部随机强迫进行时间积分,比较DO和Monte Carlo方案的性能。我们发现DO方案在计算上可以有效地将此类系统中的不确定性与外部随机强迫相结合。

著录项

  • 作者

    Phadnis Akash;

  • 作者单位
  • 年度 2013
  • 总页数
  • 原文格式 PDF
  • 正文语种 eng
  • 中图分类

相似文献

  • 外文文献
  • 中文文献
  • 专利

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号