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Model Reduction and Fluctuation-Dissipation for Two-Timescale Systems

Monday, November 18, 2013 - 3:50pm - 4:10pm
Lind 305
Marc Kjerland (University of Illinois, Chicago)
Numerical computation of multiscale systems can be quite challenging, often requiring a very small discretization to adequately capture the fast component. In this talk I present a closure approximation method for the slow component of a two-timescale system of ODEs, replacing the coupled fast component with a simple parametrization. We use the fluctuation-dissipation relation, a result from statistical mechanics to predict perturbation response using observations of the unperturbed dynamics, to incorporate first-order response of the fast component in this parametrization. Results will be shown for the Lorenz 96 system for various coupling and forcing regimes.
MSC Code: 
46L57
Keywords: