Prediction of the stochastic behaviour of nonlinear systems by deterministic models as a classical time-passage probabilistic problem

L. M. Ivanov (1) , A. D. Kirwan, Jr. (2) , O. V. Melnichenko (1)

1 MHI - Marine Hydrophysical Institute
2 Center for Coastal Physical Oceonography

Assuming that the behaviour of a nonlinear stochastic system can be described by a Markovian diffusion approximation and that the evolution equations can be reduced to a system of ordinary differential equations, a method for the calculation of prediction time is developed. In this approach, the prediction time depends upon the accuracy of prediction, the intensity of turbulence, the accuracy of the initial conditions, the physics contained in the mathematical model, the measurement errors, and the number of prediction variables. A numerical application to zonal channel flow illustrates the theory. Some possible generalizations of the theory are also discussed.

Domaines: Cosmologie et astrophysique extra-galactique [astro-ph.CO]; Astrophysique [astro-ph]; Sciences de la Terre

L. M. Ivanov, A. D. Kirwan, Jr., O. V. Melnichenko. Prediction of the stochastic behaviour of nonlinear systems by deterministic models as a classical time-passage probabilistic problem. Nonlinear Processes in Geophysics, 1994, 1 (4), pp.224-233. ⟨hal-00301749⟩