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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…

Analysis of PDEs · Mathematics 2023-08-16 D. Crisan , D. D. Holm , P. 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

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

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

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

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

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 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

Port-Hamiltonian systems are pertinent representations of many nonlinear physical systems. In this study, we formulate and analyse a general class of stochastic car-following models with a systematic port-Hamiltonian structure. The model…

Dynamical Systems · Mathematics 2024-06-12 Barbara Rüdiger , Antoine Tordeux , Baris Ugurcan

We prove the existence and uniqueness of global, probabilistically strong, analytically strong solutions of the 2D Stochastic Navier-Stokes Equation under Navier boundary conditions. The choice of noise includes a large class of additive,…

Probability · Mathematics 2023-08-17 Daniel Goodair

Two different types of perturbations of the Lorenz 63 dynamical system for Rayleigh-Benard convection by multiplicative noise -- called stochastic advection by Lie transport (SALT) noise and fluctuation-dissipation (FD) noise -- are found…

Dynamical Systems · Mathematics 2019-12-20 Bernard J. Geurts , Darryl D. Holm , Erwin Luesink

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

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

This work focuses on topics related to Hamiltonian stochastic differential equations with L\'{e}vy noise. We first show that the phase flow of the stochastic system preserves symplectic structure, and propose a stochastic version of…

Dynamical Systems · Mathematics 2019-07-24 Pingyuan Wei , Ying Chao , Jinqiao Duan

This paper presents a joint theoretical and numerical study of a stochastic version of the compressible Navier-Stokes equations within the location uncertainty (LU) framework, applied to problems related to upper ocean vertical mixing. This…

Fluid Dynamics · Physics 2026-05-22 Gilles Tissot , Étienne Mémin , Quentin Jamet

This paper compares the results of applying a recently developed method of stochastic uncertainty quantification designed for fluid dynamics to the Born-Infeld model of nonlinear electromagnetism. The similarities in the results are…

Mathematical Physics · Physics 2019-01-15 Darryl D. Holm

This paper formulates a variational approach for treating observational uncertainty and/or computational model errors as stochastic transport in dynamical systems governed by action principles under nonholonomic constraints. For this…

Classical Physics · Physics 2018-10-23 Darryl D Holm , Vakhtang Putkaradze

A stochastic subgrid-scale parameterization based on the Ruelle's response theory and proposed in Wouters and Lucarini [2012] is tested in the context of a low-order coupled ocean-atmosphere model for which a part of the atmospheric modes…

Atmospheric and Oceanic Physics · Physics 2017-01-18 Jonathan Demaeyer , Stéphane Vannitsem

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

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
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