Related papers: Stochastic Climate Theory
In recent work, the authors have developed a generic methodology for calibrating the noise in fluid dynamics stochastic partial differential equations where the stochasticity was introduced to parametrize subgrid-scale processes. The…
Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…
In this work, a stochastic energy supply-demand model with renewable integration is developed and analyzed. The basic nonlinear deterministic model describing the relationship among regional demand, external supply, energy imports, and…
A generic approach to stochastic climate modelling is developed for the example of an idealized Atmosphere-Ocean model that rests upon Hasselmann's paradigm for stochastic climate models. Namely, stochasticity is incorporated into the fast…
This work advances the theoretical foundations of reservoir computing (RC) by providing a unified treatment of fading memory and the echo state property (ESP) in both deterministic and stochastic settings. We investigate state-space…
Stochastic chains represent a wide and key variety of phenomena in many branches of science within the context of Information Theory and Thermodynamics. They are typically approached by a sequence of independent events or by a memoryless…
Macroscopic traffic flow is stochastic, but the physics-informed deep learning methods currently used in transportation literature embed deterministic PDEs and produce point-valued outputs; the stochasticity of the governing dynamics plays…
The concept of stochastic Lagrangian and its use in statistical dynamics is illustrated theoretically, and with some examples. Dynamical variables undergoing stochastic differential equations are stochastic processes themselves, and their…
Statistical node clustering in discrete time dynamic networks is an emerging field that raises many challenges. Here, we explore statistical properties and frequentist inference in a model that combines a stochastic block model (SBM) for…
This study investigates how conditional normalizing flows can be applied to remote sensing data products in climate science for spatio-temporal prediction. The method is chosen due to its desired properties such as exact likelihood…
Stochastic thermodynamics is a framework for describing non-equilibrium processes at the level of fluctuating trajectories, where the state of a system evolves as a stochastic time series, allowing thermodynamic quantities such as work,…
Systems exhibiting nonlinear dynamics, including but not limited to chaos, are ubiquitous across Earth Sciences such as Meteorology, Hydrology, Climate and Ecology, as well as Biology such as neural and cardiac processes. However, System…
In [SIAM J. Appl. Dyn. Sys., 12(4):2068--2092, 2013], Widiasih proposed and analyzed a deterministic one-dimensional Budyko-Sellers energy-balance model with a moving ice-line. In this paper, we extend this model to the stochastic setting…
We study data-driven learning of robust stochastic control for infinite-horizon systems with potentially continuous state and action spaces. In many managerial settings--supply chains, finance, manufacturing, services, and dynamic…
Reduced models for the (defocusing) nonlinear Schr\"odinger equation are developed. In particular, we develop reduced models that only involve the low-frequency modes given noisy observations of these modes. The ansatz of the reduced…
This paper has two interrelated foci: (i) obtaining stable and efficient data-driven closure models by using a multivariate time series of partial observations from a large-dimensional system; and (ii) comparing these closure models with…
This paper presents a general approach to linear stochastic processes driven by various random noises. Mathematically, such processes are described by linear stochastic differential equations of arbitrary order (the simplest non-trivial…
The systematic development of Coarse-Grained (CG) models via the Mori-Zwanzig projector operator formalism requires the explicit description of several terms, including a deterministic drift term, a dissipative memory term and a random…
We present a comparative study of two methods for the reduction of the dimensionality of a system of ordinary differential equations that exhibits time-scale separation. Both methods lead to a reduced system of stochastic differential…
This study suggests a stochastic model for time series of daily-zonal (circumpolar) mean stratospheric temperature at a given pressure level. It can be seen as an extension of previous studies which have developed stochastic models for…