Ensemble Averaging for Dynamical Systems Under Fast Oscillating Random Boundary Conditions
Wei Wang, Jian Ren, Jinqiao Duan, Guowei He · Stochastic Analysis and Applications · 2014
This article is devoted to providing a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principles are proved under suitable “mixing” conditions on random boundary conditions and on random body forcing. The ensemble averaged model is a nonlinear stochastic partial differential equation, with the deviation process (i.e., the approximation error process) quantified as the solution of a linear stochastic partial differential equation.