Model Error, Information Barriers, State Estimation and Prediction in Complex Multiscale Systems

Abstract

Complex multiscale systems are ubiquitous in many areas. This research expository article discusses the development and applications of a recent information-theoretic framework as well as novel reduced-order nonlinear modeling strategies for understanding and predicting complex multiscale systems. The topics include the basic mathematical properties and qualitative features of complex multiscale systems, statistical prediction and uncertainty quantification, state estimation or data assimilation, and coping with the inevitable model errors in approximating such complex systems. Here, the information-theoretic framework is applied to rigorously quantify the model fidelity, model sensitivity and information barriers arising from different approximation strategies. It also succeeds in assessing the skill of filtering and predicting complex dynamical systems and overcomes the shortcomings in traditional path-wise measurements such as the failure in measuring extreme events. In addition, information theory is incorporated into a systematic data-driven nonlinear stochastic modeling framework that allows effective predictions of nonlinear intermittent time series. Finally, new efficient reduced-order nonlinear modeling strategies combined with information theory for model calibration provide skillful predictions of intermittent extreme events in spatially-extended complex dynamical systems. The contents here include the general mathematical theories, effective numerical procedures, instructive qualitative models, and concrete models from climate, atmosphere and ocean science.

Keywords

• information-theoretic framework
• information barrier
• model error
• model sensitivity
• state estimation and prediction
• multiscale slow-fast systems
• physics-constrained nonlinear stochastic model
• reduced-order models
• intermittent extreme events