论文标题

一种随机批处理方法,用于对多尺度湍流系统的有效合奏预测

A Random Batch Method for Efficient Ensemble Forecasts of Multiscale Turbulent Systems

论文作者

Qi, Di, Liu, Jian-Guo

论文摘要

开发了一种新的高效整体预测策略,用于一个通用的湍流模型框架,重点是大型和小规模变量之间的非线性相互作用。通过采用随机批处理分解,在运行高维方程的大集合模拟中,高计算成本是多尺度湍流系统的特征特征的随机批处理分解。然后,每个集合样本的时间更新仅由一批小尺度波动模式的一小部分进行,而带有多尺度耦合的真实模型动力学则通过在每次更新步骤中频繁的随机重新采样来尊重批次。我们研究了所提出的方法的理论和数值特性。首先,随机批处理模型近似中统计误差的收敛性与系统的样本量和完整维度无关。然后,在两个代表性的湍流模型上测试了计算算法的预测技能,这些模型表现出许多关键的统计现象,并直接连接到现实的湍流系统。随机批处理方法在捕获一系列关键的一般兴趣统计特征时显示出强大的性能,包括高度非高斯的脂肪尾概率分布和间歇性的不稳定性爆发,而比直接集合方法的计算成本要低得多。有效的随机批处理方法还促进了不确定性量化和数据同化的新策略的开发,用于科学和工程中各种复杂的湍流系统。

A new efficient ensemble prediction strategy is developed for a general turbulent model framework with emphasis on the nonlinear interactions between large and small scale variables. The high computational cost in running large ensemble simulations of high dimensional equations is effectively avoided by adopting a random batch decomposition of the wide spectrum of the fluctuation states which is a characteristic feature of the multiscale turbulent systems. The time update of each ensemble sample is then only subject to a small portion of the small-scale fluctuation modes in one batch, while the true model dynamics with multiscale coupling is respected by frequent random resampling of the batches at each time updating step. We investigate both theoretical and numerical properties of the proposed method. First, the convergence of statistical errors in the random batch model approximation is shown rigorously independent of the sample size and full dimension of the system. Then, the forecast skill of the computational algorithm is tested on two representative models of turbulent flows exhibiting many key statistical phenomena with direct link to realistic turbulent systems. The random batch method displays robust performance in capturing a series of crucial statistical features of general interests including highly non-Gaussian fat-tailed probability distributions and intermittent bursts of instability, while requires a much lower computational cost than the direct ensemble approach. The efficient random batch method also facilitates the development of new strategies in uncertainty quantification and data assimilation for a wide variety of complex turbulent systems in science and engineering.

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