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High-order moment closure models with random batch method for efficient computation of multiscale turbulent systems.

Publication ,  Journal Article
Qi, D; Liu, J-G
Published in: Chaos (Woodbury, N.Y.)
October 2023

We propose a high-order stochastic-statistical moment closure model for efficient ensemble prediction of leading-order statistical moments and probability density functions in multiscale complex turbulent systems. The statistical moment equations are closed by a precise calibration of the high-order feedbacks using ensemble solutions of the consistent stochastic equations, suitable for modeling complex phenomena including non-Gaussian statistics and extreme events. To address challenges associated with closely coupled spatiotemporal scales in turbulent states and expensive large ensemble simulation for high-dimensional systems, we introduce efficient computational strategies using the random batch method (RBM). This approach significantly reduces the required ensemble size while accurately capturing essential high-order structures. Only a small batch of small-scale fluctuation modes is used for each time update of the samples, and exact convergence to the full model statistics is ensured through frequent resampling of the batches during time evolution. Furthermore, we develop a reduced-order model to handle systems with really high dimensions by linking the large number of small-scale fluctuation modes to ensemble samples of dominant leading modes. The effectiveness of the proposed models is validated by numerical experiments on the one-layer and two-layer Lorenz '96 systems, which exhibit representative chaotic features and various statistical regimes. The full and reduced-order RBM models demonstrate uniformly high skill in capturing the time evolution of crucial leading-order statistics, non-Gaussian probability distributions, while achieving significantly lower computational cost compared to direct Monte-Carlo approaches. The models provide effective tools for a wide range of real-world applications in prediction, uncertainty quantification, and data assimilation.

Duke Scholars

Published In

Chaos (Woodbury, N.Y.)

DOI

EISSN

1089-7682

ISSN

1054-1500

Publication Date

October 2023

Volume

33

Issue

10

Start / End Page

103133

Related Subject Headings

  • Fluids & Plasmas
  • 5199 Other physical sciences
  • 4901 Applied mathematics
  • 0299 Other Physical Sciences
  • 0103 Numerical and Computational Mathematics
  • 0102 Applied Mathematics
 

Citation

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Qi, D., & Liu, J.-G. (2023). High-order moment closure models with random batch method for efficient computation of multiscale turbulent systems. Chaos (Woodbury, N.Y.), 33(10), 103133. https://doi.org/10.1063/5.0160057
Qi, Di, and Jian-Guo Liu. “High-order moment closure models with random batch method for efficient computation of multiscale turbulent systems.Chaos (Woodbury, N.Y.) 33, no. 10 (October 2023): 103133. https://doi.org/10.1063/5.0160057.
Qi, Di, and Jian-Guo Liu. “High-order moment closure models with random batch method for efficient computation of multiscale turbulent systems.Chaos (Woodbury, N.Y.), vol. 33, no. 10, Oct. 2023, p. 103133. Epmc, doi:10.1063/5.0160057.

Published In

Chaos (Woodbury, N.Y.)

DOI

EISSN

1089-7682

ISSN

1054-1500

Publication Date

October 2023

Volume

33

Issue

10

Start / End Page

103133

Related Subject Headings

  • Fluids & Plasmas
  • 5199 Other physical sciences
  • 4901 Applied mathematics
  • 0299 Other Physical Sciences
  • 0103 Numerical and Computational Mathematics
  • 0102 Applied Mathematics