SILO



The weekly SILO Seminar Series is made possible through the generous support of the 3M Company and its Advanced Technology Group

3M

with additional support from the Analytics Group of the Northwestern Mutual Life Insurance Company

Northwestern Mutual

A Conditional Gaussian Framework for Uncertainty Quantification, Data Assimilation and Prediction of Complex Nonlinear Turbulent Dynamical Systems

Nan Chen,

Date and Time: Oct 24, 2018 (12:30 PM)
Location: Orchard room (3280) at the Wisconsin Institute for Discovery Building

Abstract:

A conditional Gaussian framework for uncertainty quantification, data assimilation and prediction of complex nonlinear turbulent dynamical systems will be introduced in this talk. Despite the conditional Gaussianity, the dynamics remain highly nonlinear and are able to capture strongly non-Gaussian features such as intermittency and extreme events. The conditional Gaussian structure allows efficient and analytically solvable conditional statistics that facilitates the real-time data assimilation and prediction. This talk will include three applications of such conditional Gaussian framework. The first part regards the state estimation and data assimilation of multiscale and turbulent ocean flows using noisy Lagrangian tracers. Rigorous analysis shows that an exponential increase in the number of tracers is required for reducing the uncertainty by a fixed amount. This indicates a practical information barrier. In the second part, an efficient statistically accurate algorithm is developed that is able to solve a rich class of high-dimensional Fokker-Planck equation with strong non-Gaussian features and beat the curse of dimensions. In the last part of this talk, a physics-constrained nonlinear stochastic model is developed, and is applied to predicting the Madden-Julian oscillation indices with strongly non-Gaussian intermittent features. The other related topics such as parameter estimation and causality analysis will also be briefly discussed.