Stochastic Modeling of Unresolved Scales in Complex Systems

Details Stochastic Modeling of Unresolved Scales in Complex Systems Stochastic Modeling of Unresolved Scales in Complex Systems

2008-11-22

arxiv.org/abs/0811.3699v1

Mathematics

Dynamical Systems

Frontiers of Mathematics in China, Vol 4, 2009, to appear

Scientific paper

Model uncertainties and simulation uncertainties occur in mathematical modeling of multiscale complex systems, since some mechanisms or scales are not represented (i.e., "unresolved") due to lack in our understanding of these mechanisms or limitations in computational power. The impact of these unresolved scales on the resolved scales needs to be parameterized or taken into account. A stochastic scheme is devised to take the effects of unresolved scales into account, in the context of solving nonlinear partial differential equations. An example is presented to demonstrate this strategy.

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