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A discrete-time approach to data-based stochastic model reduction for chaotic systems
PDE and Applied Math SeminarSpeaker: | Fei Lu, LBNL |
Location: | 2112 MSB |
Start time: | Thu, Nov 10 2016, 4:10PM |
The need to deduce reduced computational models from discrete observations of complex systems arises in many areas of science and engineering, e.g. in meteorology, climate modeling, and materials science. The challenges come mainly from non-Markovian effects and nonlinear interactions between observed and unobserved variables, and from the difficulty in inference from discrete data. We address these challenges by developing discrete-time stochastic models. We discuss the comparative advantages of discrete models and show by example that they can capture the long-time statistics and can be used to make medium-term predictions. The examples include the Lorenz 96 model (which is a simplified model of the atmosphere) and the Kuramoto-Sivashinski model of spatiotemporally chaotic dynamics.
Please join us after the talk at Bistro 33 for free hors d’oeuvres. All are welcome.