Ensemble Averaging for Dynamical Systems under Fast Oscillating Random Boundary Conditions
Probability
2012-07-26 v1 Analysis of PDEs
Dynamical Systems
Abstract
This paper is devoted to provide a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principles are proved under suitable `mixing' conditions on random boundary conditions and on random body forcing. The ensemble averaged model is a nonlinear stochastic partial differential equation, with the deviation process (i.e., the approximation error process) quantified as the solution of a linear stochastic partial differential equation.
Cite
@article{arxiv.1207.5901,
title = {Ensemble Averaging for Dynamical Systems under Fast Oscillating Random Boundary Conditions},
author = {Wei Wang and Jian Ren and Jinqiao Duan and Guowei He},
journal= {arXiv preprint arXiv:1207.5901},
year = {2012}
}
Comments
22 pages