RESUMEN

Many physical systems are described by nonlinear differential equations that are too complicated to solve in full. A natural way to proceed is to divide the variables into those that are of direct interest and those that are not, formulate solvable approximate equations for the variables of greater interest, and use data and statistical methods to account for the impact of the other variables. In the present paper we consider time-dependent problems and introduce a fully discrete solution method, which simplifies both the analysis of the data and the numerical algorithms. The resulting time series are identified by a NARMAX (nonlinear autoregression moving average with exogenous input) representation familiar from engineering practice. The connections with the Mori-Zwanzig formalism of statistical physics are discussed, as well as an application to the Lorenz 96 system.

RESUMEN

We present a particle-based nonlinear filtering scheme, related to recent work on chainless Monte Carlo, designed to focus particle paths sharply so that fewer particles are required. The main features of the scheme are a representation of each new probability density function by means of a set of functions of Gaussian variables (a distinct function for each particle and step) and a resampling based on normalization factors and Jacobians. The construction is demonstrated on a standard, ill-conditioned test problem.

Asunto(s)

Interacciones de Partículas Elementales , Matemática , Modelos Teóricos , Método de Montecarlo , Dinámicas no Lineales , Distribución Normal , Probabilidad , Incertidumbre

RESUMEN

We sample a velocity field that has an inertial spectrum and a skewness that matches experimental data. In particular, we compute a self-consistent correction to the Kolmogorov exponent and find that for our model it is zero. We find that the higher-order structure functions diverge for orders larger than a certain threshold, as theorized in some recent work. The significance of the results for the statistical theory of homogeneous turbulence is reviewed.

RESUMEN

We show that the inertial range spectrum of the Burgers equation has a viscosity-dependent correction at any wave number when the viscosity is small but not zero. We also calculate the spectrum of the Korteweg-deVries-Burgers equation and show that it can be partially mapped onto the inertial spectrum of a Burgers equation with a suitable effective diffusion coefficient. These results are significant for the understanding of turbulence.

RESUMEN

We present a simple physical model of turbulent wall-bounded shear flows that reveals exactly the scaling properties we had previously obtained by similarity considerations. The significance of our results for the understanding of turbulence is pointed out.

RESUMEN

An adaptive strategy is proposed for reducing the number of unknowns in the calculation of a proposal distribution in a sequential Monte Carlo implementation of a Bayesian filter for nonlinear dynamics. The idea is to solve only in directions in which the dynamics is expanding, found adaptively; this strategy is suggested by earlier work on optimal prediction. The construction should be of value in data assimilation, for example, in geophysical fluid dynamics.

RESUMEN

We consider traveling wave solutions of the Korteveg-deVries-Burgers equation and set up an analogy between the spatial averaging of these traveling waves and real-space renormalization for Hamiltonian systems. The result is an effective equation that reproduces means of the unaveraged, highly oscillatory, solution. The averaging enhances the apparent diffusion, creating an "eddy" (or renormalized) diffusion coefficient; the relation between the eddy diffusion coefficient and the original diffusion coefficient is found numerically to be one of incomplete similarity, setting up an instance of Barenblatt's renormalization group. The results suggest a relation between self-similar solutions of differential equations on one hand and renormalization groups and optimal prediction algorithms on the other. An analogy with hydrodynamics is pointed out.