Published in

Copernicus Publications, Nonlinear Processes in Geophysics, 6(23), p. 435-445, 2016

DOI: 10.5194/npg-23-435-2016

Links

Tools

Export citation

Search in Google Scholar

Parameterization of stochastic multiscale triads

This paper is available in a repository.
This paper is available in a repository.

Full text: Download

Green circle
Preprint: archiving allowed
Green circle
Postprint: archiving allowed
Green circle
Published version: archiving allowed
Data provided by SHERPA/RoMEO

Abstract

Abstract. We discuss applications of a recently developed method for model reduction based on linear response theory of weakly coupled dynamical systems. We apply the weak coupling method to simple stochastic differential equations with slow and fast degrees of freedom. The weak coupling model reduction method results in general in a non-Markovian system; we therefore discuss the Markovianization of the system to allow for straightforward numerical integration. We compare the applied method to the equations obtained through homogenization in the limit of large timescale separation between slow and fast degrees of freedom. We numerically compare the ensemble spread from a fixed initial condition, correlation functions and exit times from a domain. The weak coupling method gives more accurate results in all test cases, albeit with a higher numerical cost.