An efficient SPDE approach for El Ni\~no

Hermann Mena; Lena Pfurtscheller

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arXiv · 1708.04144

An efficient SPDE approach for El Ni\~no

Hermann Mena·Lena Pfurtscheller

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Abstract

We consider the numerical approximation of stochastic partial differential equations (SPDEs) based models for a quasi-periodic climate pattern in the tropical Pacific Ocean known as El Ni\~no phenomenon. We show that for these models the mean and the covariance are given by a deterministic partial differential equation and by an operator differential equation, respectively. In this context we provide a numerical framework to approximate these parameters directly. We compare this method to stochastic differential equations and SPDEs based models from the literature solved by Taylor methods and stochastic Galerkin methods, respectively. Numerical results for different scenarios taking as a reference measured data of the years 2014 and 2015 (last Ni\~no event) validate the efficiency of our approach.

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Hermann Mena, Lena Pfurtscheller. 2017-08-11. An efficient SPDE approach for El Ni\~no. https://arxiv.org/abs/1708.04144

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