相关论文: An efficient SPDE approach for El Ni\~no

This paper studies the chaotic behavior of hydrosphere and its influence on global weather and climate. We give mathematical arguments for the sea surface temperature (SST) to be unpredictable over the global ocean. The impact of SST…

Studying the response of a climate system to perturbations has practical significance. Standard methods in computing the trajectory-wise deviation caused by perturbations may suffer from the chaotic nature that makes the model error…

The numerical analysis of stochastic parabolic partial differential equations of the form $$ du + A(u) = f \,dt + g \, dW, $$ is surveyed, where $A$ is a partial operator and $W$ a Brownian motion. This manuscript unifies much of the theory…

We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…

Solving elliptic partial differential equations (PDEs) is a fundamental step in various scientific and engineering studies. As a classic stochastic solver, the Walk-on-Spheres (WoS) method is a well-established and efficient algorithm that…

We develop a data-driven methodology based on parametric It\^{o}'s Stochastic Differential Equations (SDEs) to capture the real asymmetric dynamics of forecast errors. Our SDE framework features time-derivative tracking of the forecast,…

Spatially distributed problems are often approximately modelled in terms of partial differential equations (PDEs) for appropriate coarse-grained quantities (e.g. concentrations). The derivation of accurate such PDEs starting from finer…

Stochastic partial differential equations (SPDE) on graphs were introduced by Cerrai and Freidlin [Ann. Inst. Henri Poincar\'e Probab. Stat. 53 (2017) 865-899]. This class of stochastic equations in infinite dimensions provides a minimal…

In this article, we construct a numerical method for a stochastic version of the Susceptible Infected Susceptible (SIS) epidemic model, expressed by a suitable stochastic differential equation (SDE), by using the semi-discrete method to a…

A popular approach for modeling and inference in spatial statistics is to represent Gaussian random fields as solutions to stochastic partial differential equations (SPDEs) of the form $L^{\beta}u = \mathcal{W}$, where $\mathcal{W}$ is…

The effects of El Ni\~no's two distinct flavors, East Pacific (EP) and Central Pacific (CP)/Modoki El Ni\~no, on global climate variability have been studied intensively in recent years. Most of these studies have made use of linear…

We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…

In this paper we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone…

The El Ni\~no-Southern Oscillation (ENSO) is a fluctuation in sea surface temperature (SST) and pressure across the equatorial Pacific Ocean with a period of 2-7 years. As the largest mode of interannual variability on Earth, ENSO shapes…

Partial differential equations (PDEs) are used, with huge success, to model phenomena arising across all scientific and engineering disciplines. However, across an equally wide swath, there exist situations in which PDE models fail to…

While most spatial data can be modeled with the assumption that distant points are uncorrelated, some problems require dependence at both far and short distances. We introduce a model to directly incorporate dependence in phenomena that…

Although the governing equations of many systems, when derived from first principles, may be viewed as known, it is often too expensive to numerically simulate all the interactions they describe. Therefore researchers often seek simpler…

A numerical analysis for the fully discrete approximation of an operator Lyapunov equation related to linear SPDEs (stochastic partial differential equations) driven by multiplicative noise is considered. The discretization of the Lyapunov…

Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…

We consider a delay differential equation (DDE) model for El-Nino Southern Oscillation (ENSO) variability. The model combines two key mechanisms that participate in ENSO dynamics: delayed negative feedback and seasonal forcing. We perform…