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Dynamical criteria for the evolution of the stochastic dimensionality in flows with uncertainty

Sapsis, T.P. and P.F.J. Lermusiaux, 2012. Dynamical criteria for the evolution of the stochastic dimensionality in flows with uncertainty. Physica D, 241(1), 60-76, doi:10.1016/j.physd.2011.10.001.

We estimate and study the evolution of the dominant dimensionality of dynamical systems with uncertainty governed by stochastic partial differential equations, within the context of dynamically orthogonal (DO) field equations. Transient nonlinear dynamics, irregular data and non-stationary statistics are typical in a large range of applications such as oceanic and atmospheric flow estimation. To efficiently quantify uncertainties in such systems, it is essential to vary the dimensionality of the stochastic subspace with time. An objective here is to provide criteria to do so, working directly with the original equations of the dynamical system under study and its DO representation. We first analyze the scaling of the computational cost of these DO equations with the stochastic dimensionality and show that unlike many other stochastic methods the DO equations do not suffer from the curse of dimensionality. Subsequently, we present the new adaptive criteria for the variation of the stochastic dimensionality based on instantaneous i) stability arguments and ii) Bayesian data updates. We then illustrate the capabilities of the derived criteria to resolve the transient dynamics of two 2D stochastic fluid flows, specifically a double-gyre wind-driven circulation and a lid-driven cavity flow in a basin. In these two applications, we focus on the growth of uncertainty due to internal instabilities in deterministic flows. We consider a range of flow conditions described by varied Reynolds numbers and we study and compare the evolution of the uncertainty estimates under these varied conditions.