Related papers: An efficient SPDE approach for El Ni\~no

This paper aims to investigate the numerical approximation of semilinear non-autonomous stochastic partial differential equations (SPDEs) driven by multiplicative or additive noise. Such equations are more realistic than autonomous SPDEs…

We analyze stochastic partial differential equations (SPDEs) with quadratic nonlinearities close to a change of stability. To this aim we compute finite-time Lyapunov exponents (FTLEs), observing a change of sign based on the interplay…

Among the most relevant processes in the Earth system for human habitability are quasi-periodic, ocean-driven multi-year events whose dynamics are currently incompletely characterized by physical models, and hence poorly predictable. This…

We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…

Recently, it has been shown in [Hairer, M., Hutzenthaler, M., Jentzen, A., Loss of regularity for Kolmogorov equations, Ann. Probab. 43, 2 (2015), 468--527] that there exists a system of stochastic differential equations (SDE) on the time…

In this study we used the sea surface temperature (SST), El-Nino southern oscillation (ENSO) and Pacific decadal oscillation (PDO) time-series for the time period 1900-2012 in order to investigate plausible manifestation of sharp increases…

This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…

Parameter estimation for non-stationary stochastic differential equations (SDE) with an arbitrary nonlinear drift, and nonlinear diffusion is accomplished in combination with a non-parametric clustering methodology. Such a model-based…

The main objective of this article is to establish a new mechanism of the El Nino Southern Oscillation (ENSO), as a self-organizing and self-excitation system, with two highly coupled processes. The first is the oscillation between the two…

Many scientific and industrial applications require solving Partial Differential Equations (PDEs) to describe the physical phenomena of interest. Some examples can be found in the fields of aerodynamics, astrodynamics, combustion and many…

This work aims at making a comprehensive contribution in the general area of parametric inference for discretely observed diffusion processes. Established approaches for likelihood-based estimation invoke a time-discretisation scheme for…

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

We present an accurate and efficient discretization approach for the adaptive discretization of typical model equations employed in numerical weather prediction. A semi-Lagrangian approach is combined with the TR-BDF2 semi-implicit time…

This paper considers estimating the parameters in a regime-switching stochastic differential equation(SDE) driven by Normal Inverse Gaussian(NIG) noise. The model under consideration incorporates a continuous-time finite state Markov chain…

Elliptic stochastic differential equations (SDE) make sense when the coefficients are only continuous. We study the corresponding linearized SDE whose coefficients are not assumed to be locally bounded. This leads to existence of…

In this paper, we study a class of stochastic partial differential equations (SPDEs) driven by space-time fractional noises. Our method consists in studying first the nonlocal SPDEs and showing then the convergence of the family of these…

The last decade has seen the success of stochastic parameterizations in short-term, medium-range and seasonal forecasts: operational weather centers now routinely use stochastic parameterization schemes to better represent model inadequacy…

In this paper, we consider a class of nonautonomous multi-scale stochastic partial differential equations with fully local monotone coefficients. By introducing the evolution system of measures for time-inhomogeneous Markov semigroups, we…

Stochastic averaging for a class of stochastic differential equations (SDEs) with fractional Brownian motion, of the Hurst parameter H in the interval (1/2, 1), is investigated. An averaged SDE for the original SDE is proposed, and their…

The configuration of physical parameterization schemes in Numerical Weather Prediction (NWP) models plays a critical role in determining the accuracy of the forecast. However, existing parameter calibration methods typically treat each…