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  Stochastic goal-oriented error estimation with memory

Ackmann, J., Marotzke, J., & Korn, P. (2017). Stochastic goal-oriented error estimation with memory. Journal of Computational Physics, 348, 195-219. doi:10.1016/j.jcp.2017.07.009.

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資料種別: 学術論文

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 作成者:
Ackmann, Jan1, 2, 著者           
Marotzke, Jochem3, 著者                 
Korn, Peter2, 著者           
所属:
1IMPRS on Earth System Modelling, MPI for Meteorology, Max Planck Society, Bundesstraße 53, 20146 Hamburg, DE, ou_913547              
2Applied Mathematics and Computational Physics (AMCP), Scientific Computing Lab (ScLab), MPI for Meteorology, Max Planck Society, ou_2129636              
3Director’s Research Group OES, The Ocean in the Earth System, MPI for Meteorology, Max Planck Society, ou_913553              

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 要旨: We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble. © 2017 Elsevier Inc.

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言語: eng - English
 日付: 2016-0220172017-082017-11
 出版の状態: 出版
 ページ: -
 出版情報: -
 目次: -
 査読: 査読あり
 識別子(DOI, ISBNなど): DOI: 10.1016/j.jcp.2017.07.009
 学位: -

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出版物 1

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出版物名: Journal of Computational Physics
種別: 学術雑誌
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出版社, 出版地: Amsterdam : Elsevier B.V.
ページ: - 巻号: 348 通巻号: - 開始・終了ページ: 195 - 219 識別子(ISBN, ISSN, DOIなど): ISSN: 0021-9991
CoNE: https://pure.mpg.de/cone/journals/resource/954922645031