论文标题

贝叶斯比较随机分散模型

Bayesian comparison of stochastic models of dispersion

论文作者

Brolly, Martin T., Maddison, James R., Teckentrup, Aretha L., Vanneste, Jacques

论文摘要

已经提出了各种复杂性的随机模型来描述从简单的布朗运动到时间和空间相关模型的湍流中颗粒的分散。需要一种方法来比较竞争模型,这考虑了估计通常引入更复杂模型的其他参数的困难。我们采用数据驱动的方法贝叶斯模型比较(BMC),该方法根据其解释观察到的数据的能力为竞争模型分配了概率。我们专注于二维各向同性湍流中颗粒的布朗和兰格文动力学之间的比较,以及由从模拟拉格朗日轨迹获得的粒子位置序列组成的数据。我们表明,尽管在足够大的时间尺度上,模型是难以区分的,但兰格文模型在上面有一系列的时间标准,其表现优于Brownian模型。尽管我们的设置高度理想化,但开发的方法适用于更复杂的粒子动力学流量和模型。

Stochastic models of varying complexity have been proposed to describe the dispersion of particles in turbulent flows, from simple Brownian motion to complex temporally and spatially correlated models. A method is needed to compare competing models, accounting for the difficulty in estimating the additional parameters that more complex models typically introduce. We employ a data-driven method, Bayesian model comparison (BMC), which assigns probabilities to competing models based on their ability to explain observed data. We focus on the comparison between the Brownian and Langevin dynamics for particles in two-dimensional isotropic turbulence, with data that consists of sequences of particle positions obtained from simulated Lagrangian trajectories. We show that, while on sufficiently large timescales the models are indistinguishable, there is a range of timescales on which the Langevin model outperforms the Brownian model. While our set-up is highly idealised, the methodology developed is applicable to more complex flows and models of particle dynamics.

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