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Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions
Wang W; Ren J; Duan JQ; He GW(何国威); Wang, W (reprint author), Nanjing Univ, Dept Math, Nanjing 210093, Jiangsu, Peoples R China.
Source PublicationSTOCHASTIC ANALYSIS AND APPLICATIONS
2014-11-02
Volume32Issue:6Pages:944-961
ISSN0736-2994
AbstractThis article is devoted to providing a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principles are proved under suitable "mixing" conditions on random boundary conditions and on random body forcing. The ensemble averaged model is a nonlinear stochastic partial differential equation, with the deviation process (i.e., the approximation error process) quantified as the solution of a linear stochastic partial differential equation.
KeywordEnsemble Averaging Random Boundary Conditions Stochastic Partial Differential Equations Martingale. Multiscale Modeling Random Partial Differential Equations
Subject AreaMathematics
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Indexed BySCI
Language英语
WOS IDWOS:000343314600003
Funding OrganizationThis work was partly supported by the NSF Grant 1025422, the NSFC grants 10971225, 11028102, and 11371190, and an open grant from Laboratory for Nonlinear Mechanics at the Chinese Academy of Sciences.
DepartmentLNM湍流
ClassificationQ3
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Document Type期刊论文
Identifierhttp://dspace.imech.ac.cn/handle/311007/49312
Collection非线性力学国家重点实验室
Corresponding AuthorWang, W (reprint author), Nanjing Univ, Dept Math, Nanjing 210093, Jiangsu, Peoples R China.
Recommended Citation
GB/T 7714
Wang W,Ren J,Duan JQ,et al. Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions[J]. STOCHASTIC ANALYSIS AND APPLICATIONS,2014,32(6):944-961.
APA Wang W,Ren J,Duan JQ,He GW,&Wang, W .(2014).Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions.STOCHASTIC ANALYSIS AND APPLICATIONS,32(6),944-961.
MLA Wang W,et al."Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions".STOCHASTIC ANALYSIS AND APPLICATIONS 32.6(2014):944-961.
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