A data-driven statistical-stochastic surrogate modeling strategy for complex nonlinear non-stationary dynamics

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We propose a statistical-stochastic surrogate modeling approach to predict the response of the mean and variance statistics under various initial conditions and external forcing perturbations. The proposed modeling framework extends the purely statistical modeling approach that is practically limited to the homogeneous statistical regime for high-dimensional state variables. The new closure system allows one to overcome several practical issues that emerge in the non-homogeneous statistical regimes. First, the proposed ensemble modeling that couples the mean statistics and stochastic fluctuations naturally produces positive-definite covariance matrix estimation, which is a challenging issue that hampers the purely statistical modeling approaches. Second, the proposed closure model, which embeds a non-Markovian neural-network model for the unresolved fluxes such that the variance of the dynamics is consistent, overcomes the inherent instability of the stochastic fluctuation dynamics. Effectively, the proposed framework extends the classical stochastic parametric modeling paradigm for the unresolved dynamics to a semi-parametric parameterization with a residual Long-Short-Term-Memory neural network architecture. Third, based on empirical information metric, we provide an efficient and effective training procedure by fitting a loss function that measures the differences between response statistics. Supporting numerical examples are provided with the Lorenz-96 model, a system of ODEs that admits the characteristic of chaotic dynamics with both homogeneous and inhomogeneous statistical regimes. In the latter case, we will see the effectiveness of the statistical prediction even though the resolved Fourier modes corresponding to the leading mean energy and variance spectra do not coincide.

Original languageEnglish (US)
Article number112085
JournalJournal of Computational Physics
StatePublished - Jul 15 2023

All Science Journal Classification (ASJC) codes

  • Numerical Analysis
  • Modeling and Simulation
  • Physics and Astronomy (miscellaneous)
  • General Physics and Astronomy
  • Computer Science Applications
  • Computational Mathematics
  • Applied Mathematics


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