Author(s):  
Cécile Penland ◽  
Brian D Ewald

Stochastic descriptions of multiscale interactions are more and more frequently found in numerical models of weather and climate. These descriptions are often made in terms of differential equations with random forcing components. In this article, we review the basic properties of stochastic differential equations driven by classical Gaussian white noise and compare with systems described by stable Lévy processes. We also discuss aspects of numerically generating these processes.


2008 ◽  
Vol 22 (14) ◽  
pp. 2213-2224
Author(s):  
YAN DING ◽  
TIEJUN LI

Two different results concerning the elastic behavior of the heterogeneous worm-like chain (WLC) [D. Bensimon et al., Europhys. Lett.42, 97 (1998)] and rod-like chain (RLC) [P. Nelson, Phys. Rev. Lett.80, 5810 (1998)] are compared. We argue that the RLC is a more suitable model for double-stranded (ds-) DNA. As the hetero-RLC is the basic model for studying sequence-dependent ds-DNA, a rigorous path integral analysis for the effective bending persistence length is performed in the weak disorder limit. The novelty of the paper is in analyzing a path integral on the Lie group SO(3) with random forcing, which supplies a rigorous basis for the analysis of RLC type models.


1995 ◽  
Vol 32 (02) ◽  
pp. 417-428 ◽  
Author(s):  
M. Elshamy

Let u ε(t, x) be the position at time t of a point x on a string, where the time variable t varies in an interval I: = [0, T], T is a fixed positive time, and the space variable x varies in an interval J. The string is performing forced vibrations and also under the influence of small stochastic perturbations of intensity ε. We consider two kinds of random perturbations, one in the form of initial white noise, and the other is a nonlinear random forcing which involves the formal derivative of a Brownian sheet. When J has finite endpoints, a Dirichlet boundary condition is imposed for the solutions of the resulting non-linear wave equation. Assuming that the initial conditions are of sufficient regularity, we analyze the deviations u ε(t, x) from u 0(t, x), the unperturbed position function, as the intensity of perturbation ε ↓ 0 in the uniform topology. We also discuss some continuity properties of the realization of the solutions u ε(t, x).


2008 ◽  
Vol 128 (8) ◽  
pp. 084708 ◽  
Author(s):  
Han-Jou Lin ◽  
Yu-Jane Sheng ◽  
Hsuan-Yi Chen ◽  
Heng-Kwong Tsao
Keyword(s):  

2021 ◽  
Author(s):  
Sujeong Lim ◽  
Claudio Cassardo ◽  
Seon Ki Park

<p>The ensemble data assimilation system is beneficial to represent the initial uncertainties and flow-dependent background error covariance (BEC). In particular, the inevitable model uncertainties can be expressed by ensemble spread, that is the standard deviation of ensemble BEC. However, the ensemble spread generally suffers from under-estimated problems. To alleviate this problem, recent studies employed stochastic perturbation schemes to increases the ensemble spreads by adding the random forcing in the model tendencies (i.e., physical or dynamical tendencies) or parameterization schemes (i.e., PBL, convective scheme, etc.). In this study, we focus on the near-surface uncertainties which are affected by the interactions between the land and atmosphere process. The land surface model (LSM) provides various fluxes as the lower boundary condition to the atmosphere, influencing the accuracy of hourly-to-seasonal scale weather forecasting, but the surface uncertainties were not much addressed yet. In this study, we developed the stochastically perturbed parameterization (SPP) scheme for the Noah LSM. The Weather Research and Forecasting (WRF) ensemble system is used for regional weather forecasting over East Asia, especially over the Korean Peninsula. As a testbed experiment with the newly-developed Noah LSM-SPP system, we first perturbed the soil temperature — a crucial variable for the near-surface forecasts by affecting sensible heat fluxes, land surface skin temperature and surface air temperature, and hence lower-tropospheric temperature. Here, the random forcing used in perturbation is made by the tuning parameters for amplitude, length scale, and time scales: they are commonly determined empirically by trial and error. In order to find optimal tuning parameter values, we applied a global optimization algorithm — the micro-genetic algorithm (micro-GA) — to achieve the smallest root-mean-squared errors. Our results indicate that optimization of the random forcing parameters contributes to an increase in the ensemble spread and a decrease in the ensemble mean errors in the near-surface and lower-troposphere uncertainties. Further experiments will be conducted by including soil moisture in the testbed.</p>


1966 ◽  
Vol 70 (665) ◽  
pp. 553-560 ◽  
Author(s):  
C. Scruton

SummaryPresent day structural forms and methods of fabrication have considerably increased the importance of wind as a design consideration. For estimations of the overall stability of a structure and of the local pressure distribution on the cladding, a knowledge of the maximum steady or time-averaged wind loads is usually sufficient. Mind tunnel tests to determine the wind loading coefficients are often made in smooth uniform flow, but for more accurate data account must be taken of the effects of the vertical gradient of wind speed and the turbulence of natural winds. Further research is needed into these effects and also into methods of obtaining a sufficient representation of the natural wind in the wind tunnel.There are a number of ways by which wind excites structures into oscillation; among these are vortex excitation, galloping, proximity effects including buffeting, stalling flutter and classical flutter. The vortex and galloping excitation might be expected to be especially sensitive to the turbulence properties of the air flow. Also, in the absence of any mechanism for instability, atmospheric turbulence may directly excite oscillations through the random forcing by the pressure fluctuations which it produces. Further understanding of this problem must come through research into the effects of turbulence (and to the extent to which these effects may be disregarded), but the range of the conditions is so vast and complicated that it seems unlikely that sufficient aerodynamic and wind data will be accumulated to permit the response of a proposed structure to be calculated with reasonable certainty, and for major projects it is anticipated that comprehensive tests on aeroelastic models in wind tunnels with appropriate turbulent air flow will continue to offer the more reliable predictions.The air flow around buildings is of concern inasmuch as it influences the dispersal of combustion and other gases from the smokestack and also in its effect on the speeds and turbulence of the wind over areas used by pedestrians. The erection of a tall building may cause an increase in wind speeds and gustiness at ground level. These problems of the external flow over buildings are readily examined in wind tunnels. For this purpose tunnels with large working sections are desirable to permit a sufficiently wide area of the neighbourhood to be represented.


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