We develop a stochastic parametrization, based on a 'simple' deterministic model for the dynamics of steady longshore currents, that produces ensembles that are statistically consistent with field observations of these currents. Unlike deterministic models, stochastic parameterization incorporates randomness and hence can only match the observations in a statistical sense. Unlike statistical emulators, in which the model is tuned to the statistical structure of the observation, stochastic parametrization are not directly tuned to match the statistics of the observations. Rather, stochastic parameterization combines deterministic, i.e physics based models with stochastic models for the "missing physics" to create hybrid models, that are stochastic, but yet can be used for making predictions, especially in the context of data assimilation. We introduce a novel measure of the utility of stochastic models of complex processes, that we call consistency of sensitivity. A model with poor consistency of sensitivity requires a great deal of tuning of parameters and has a very narrow range of realistic parameters leading to outcomes consistent with a reasonable spectrum of physical outcomes. We apply this metric to our stochastic parametrization and show that, the loss of certainty inherent in model due to its stochastic nature is offset by the model's resulting consistency of sensitivity. In particular, the stochastic model still retains the forward sensitivity of the deterministic model and hence respects important structural/physical constraints, yet has a broader range of parameters capable of producing outcomes consistent with the field data used in evaluating the model. This leads to an expanded range of model applicability. We show, in the context of data assimilation, the stochastic parametrization of longshore currents achieves good results in capturing the statistics of observation that were not used in tuning the model.
| Identifer | oai:union.ndltd.org:arizona.edu/oai:arizona.openrepository.com:10150/621938 |
| Date | 12 1900 |
| Creators | Restrepo, Juan M., Venkataramani, Shankar |
| Contributors | University of Arizona, Department of Mathematics and Program in Applied Mathematics |
| Publisher | ELSEVIER SCI LTD |
| Source Sets | University of Arizona |
| Language | English |
| Detected Language | English |
| Type | Article |
| Rights | © 2016 Elsevier Ltd. All rights reserved. |
| Relation | http://linkinghub.elsevier.com/retrieve/pii/S0309170816306157 |
Page generated in 0.0022 seconds