A statistically accurate modified quasilinear Gaussian closure for uncertainty quantification in turbulent dynamical systems

Themistoklis P. Sapsis, Andrew J. Majda

Research output: Contribution to journalArticlepeer-review


We develop a novel second-order closure methodology for uncertainty quantification in damped forced nonlinear systems with high dimensional phase-space that possess a high-dimensional chaotic attractor. We focus on turbulent systems with quadratic nonlinearities where the finite size of the attractor is caused exclusively by the synergistic activity of persistent, linearly unstable directions and a nonlinear energy transfer mechanism. We first illustrate how existing UQ schemes that rely on the Gaussian assumption will fail to perform reliable UQ in the presence of unstable dynamics. To overcome these difficulties, a modified quasilinear Gaussian (MQG) closure is developed in two stages. First we exploit exact statistical relations between second order correlations and third order moments in statistical equilibrium in order to decompose the energy flux at equilibrium into precise additional damping and enhanced noise on suitable modes, while preserving statistical symmetries; in the second stage, we develop a nonlinear MQG dynamical closure which has this statistical equilibrium behavior as a stable fixed point of the dynamics. Our analysis, UQ schemes, and conclusions are illustrated through a specific toy-model, the forty-modes Lorenz 96 system, which despite its simple formulation, presents strongly turbulent behavior with a large number of unstable dynamical components in a variety of chaotic regimes. A suitable version of MQG successfully captures the mean and variance, in transient dynamics with initial data far from equilibrium and with large random fluctuations in forcing, very cheaply at the cost of roughly two ensemble members in a Monte-Carlo simulation.

Original languageEnglish (US)
Pages (from-to)34-45
Number of pages12
JournalPhysica D: Nonlinear Phenomena
StatePublished - Jun 1 2013


  • Modeling of nonlinear energy fluxes
  • Quasilinear Gaussian closure
  • Turbulent systems
  • Uncertainty quantification

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Mathematical Physics
  • Condensed Matter Physics
  • Applied Mathematics


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