A Stochastic Approach for Parameterizing Unresolved Scales in a System with Memory

Abstract

Complex systems display variability over a broad range of spatial and temporal scales. Some scales are unresolved due to computational limitations. The impact of these unresolved scales on the resolved scales needs to be parameterized or taken into account. One stochastic parameterization scheme is devised to take the effects of unresolved scales into account, in the context of solving a nonlinear partial differential equation with memory (a time-integral term), via large eddy simulations. The obtained large eddy simulation model is a stochastic partial differential equation. Numerical experiments are performed to compare the solutions of the original system and of the stochastic large eddy simulation model.