Observation-based correction of dynamical models using thermostats

Proc Math Phys Eng Sci. 2017 Jan;473(2197):20160730. doi: 10.1098/rspa.2016.0730.

Abstract

Models used in simulation may give accurate short-term trajectories but distort long-term (statistical) properties. In this work, we augment a given approximate model with a control law (a 'thermostat') that gently perturbs the dynamical system to target a thermodynamic state consistent with a set of prescribed (possibly evolving) observations. As proof of concept, we provide an example involving a point vortex fluid model on the sphere, for which we show convergence of equilibrium quantities (in the stationary case) and the ability of the thermostat to dynamically track a transient state.

Keywords: sampling; statistical estimation; statistical fluid dynamics; thermostat.

Associated data

  • figshare/10.6084/m9.figshare.c.3659462