Stochastic generative methods for stable and accurate closure modeling of chaotic dynamical systems
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Abstract (arXiv)
Traditional deterministic subgrid-scale (SGS) models are often dissipative and unstable, especially in regions of chaotic and turbulent flow. Ongoing work in climate science and ocean modeling motivates the use of stochastic SGS models for chaotic dynamics. Further, developing stochastic generative models of underlying dynamics is a rapidly expanding field. In this work, we aim to incorporate stochastic integration toward closure modeling for chaotic dynamical systems. Further, we want to explore the potential stabilizing effect that stochastic models could have on linearized chaotic systems. We propose parametric and generative approaches for closure modeling using stochastic differential equations (SDEs). We derive and implement a quadratic diffusion model based on the fluctuations, demonstrating increased accuracy from bridging theoretical models with generative approaches. Results are demonstrated on the Lorenz-63 dynamical system.
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References · 7
- 2020Denoising Diffusion Probabilistic Modelscited by 21,076
- 2020Score-Based Generative Modeling through Stochastic Differential Equationscited by 9,122
- 2022Classifier-Free Diffusion Guidancecited by 5,847
- 2015On Wasserstein Two Sample Testing and Related Families of Nonparametric Testscited by 166
- 2023CoCoGen: Physically-Consistent and Conditioned Score-based Generative Models for Forward and Inverse Problemscited by 56
- 2021Learning effective stochastic differential equations from microscopic simulations: linking stochastic numerics to deep learningcited by 39
- 2024A scalable generative model for dynamical system reconstruction from neuroimaging datacited by 9
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