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We present the first application of the stochastic advection by Lie transport (SALT) framework to an idealized coupled ocean-atmosphere system. SALT derives stochastic fluid equations from Hamilton's variational principle under a stochastic…

Atmospheric and Oceanic Physics · Physics 2026-03-31 Kamal Kishor Sharma , Peter Korn

We formulate a class of stochastic partial differential equations based on Kelvin's circulation theorem for ideal fluids. In these models, the velocity field is randomly transported by white-noise vector fields, as well as by its own…

Mathematical Physics · Physics 2020-02-19 Theodore D. Drivas , Darryl D. Holm , James-Michael Leahy

This paper investigates the mathematical properties of a stochastic version of the balanced 2D thermal quasigeostrophic (TQG) model of potential vorticity dynamics. This stochastic TQG model is intended as a basis for parametrisation of the…

Analysis of PDEs · Mathematics 2023-05-04 Dan Crisan , Darryl D. Holm , Oana Lang , Prince Romeo Mensah , Wei Pan

We present a numerical investigation into the stochastic parameterisations of the Primitive Equations (PE) using the Stochastic Advection by Lie Transport (SALT) and Stochastic Forcing by Lie Transport (SFLT) frameworks. These frameworks…

Atmospheric and Oceanic Physics · Physics 2023-05-10 Ruiao Hu , Stuart Patching

In analogy with similar effects in adiabatic compressible fluid dynamics, the effects of buoyancy gradients on incompressible stratified flows are said to be `thermal'. The thermal rotating shallow water (TRSW) model equations contain three…

Fluid Dynamics · Physics 2021-04-13 Darryl D. Holm , Erwin Luesink , Wei Pan

Stochastic parametrisations of the interactions among disparate scales of motion in fluid convection are often used for estimating prediction uncertainty, which can arise due to inadequate model resolution, or incomplete observations,…

Fluid Dynamics · Physics 2022-12-14 Darryl D. Holm , Wei Pan

In this paper, we study the well-posedness properties of a stochastic rotating shallow water system in which the noise is chosen according to the Stochastic Advection by Lie Transport (SALT) theory. The system is perturbed by noise…

Analysis of PDEs · Mathematics 2021-07-15 Dan Crisan , Oana Lang

In this work, we combine a stochastic model reduction with a particle filter augmented with tempering and jittering, and apply the combined algorithm to a damped and forced incompressible 2D Euler dynamics defined on a simply connected…

Applications · Statistics 2020-08-25 Colin Cotter , Dan Crisan , Darryl D. Holm , Wei Pan , Igor Shevchenko

This paper introduces an energy-preserving stochastic model for studying wave effects on currents in the ocean mixing layer. The model is called stochastic forcing by Lie transport (SFLT). The SFLT model is derived here from a stochastic…

Fluid Dynamics · Physics 2021-07-21 Darryl D. Holm , Ruiao Hu

In recent years, stochastic parametrizations have been ubiquitous in modelling uncertainty in fluid dynamics models. One source of model uncertainty comes from the coarse graining of the fine-scale data and is in common usage in…

Dynamical Systems · Mathematics 2023-04-28 Bertrand Chapron , Dan Crisan , Darryl Holm , Oana Lang , Alexander Lobbe , Etienne Mémin

In this paper, we propose and assess several stochastic parametrizations for data-driven modelling of the two-dimensional Euler equations using coarse-grid SPDEs. The framework of Stochastic Advection by Lie Transport (SALT) [Cotter et al.,…

Fluid Dynamics · Physics 2023-01-23 Sagy Ephrati , Paolo Cifani , Erwin Luesink , Bernard Geurts

In this work, we use a tempering-based adaptive particle filter to infer from a partially observed stochastic rotating shallow water (SRSW) model which has been derived using the Stochastic Advection by Lie Transport (SALT) approach. The…

Numerical Analysis · Mathematics 2022-01-03 Peter Jan van Leeuwen , Dan Crisan , Oana Lang , Roland Potthast

We introduce a physically relevant stochastic representation of the rotating shallow water equations. The derivation relies mainly on a stochastic transport principle and on a decomposition of the fluid flow into a large-scale component and…

Fluid Dynamics · Physics 2022-01-05 Rüdiger Brecht , Long Li , Werner Bauer , Etienne Mémin

The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…

Fluid Dynamics · Physics 2009-07-01 Boris Arcen , Anne Tanière

We derive stochastically-constrained Koiter shell models in line with the SALT (Stochastic Advection by Lie Transport) approach introduced by Holm [Proc. A. 471 (2015)]. First, we deduce the stochastic partial differential equations for the…

Analysis of PDEs · Mathematics 2026-05-12 Prince Romeo Mensah , Pierre Marie Ngougoue Ngougoue

A method is developed to estimate the properties of a global hydrodynamic instability in turbulent flows from measurement data of the limit-cycle oscillations. For this purpose, the flow dynamics are separated in deterministic contributions…

Fluid Dynamics · Physics 2021-04-21 Moritz Sieber , C. Oliver Paschereit , Kilian Oberleithner

We present a novel probabilistic deep learning approach, the 'Stochastic Latent Transformer' (SLT), designed for the efficient reduced-order modelling of stochastic partial differential equations. Stochastically driven flow models are…

Machine Learning · Computer Science 2024-06-21 Ira J. S. Shokar , Rich R. Kerswell , Peter H. Haynes

Wave--current interaction (WCI) dynamics energizes and mixes the ocean thermocline by producing a combination of Langmuir circulation, internal waves and turbulent shear flows, which interact over a wide range of time scales. Two…

Fluid Dynamics · Physics 2019-09-04 Darryl D. Holm

We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Nils Berglund , Barbara Gentz

In this chapter we review stochastic modelling methods in climate science. First we provide a conceptual framework for stochastic modelling of deterministic dynamical systems based on the Mori-Zwanzig formalism. The Mori-Zwanzig equations…

Atmospheric and Oceanic Physics · Physics 2016-12-23 Georg A. Gottwald , Daan T. Crommelin , Christian L. E. Franzke
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