Hierarchical Markovian modeling of multi-time scale systems

M. Abel; K. H. Andersen; G. Lacorata

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arXiv · nlin/0201027

Hierarchical Markovian modeling of multi-time scale systems

M. Abel·K. H. Andersen·G. Lacorata

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Abstract

We present a systematic way to analyze and model systems having many characteristic time-scales. The method we propose is employed for a test-case of a meandering jet model manifesting chaotic tracer dispersion with long time-correlations. We first choose a suitable state space partition and analyze the symbolic dynamics associated to the fluid particle position. In a second step we construct a stochastic process in terms of a multi-time Markovian model. This corresponds to a hierarchy of random travelers on a graph where each traveler moves at his own time scale. The results are compared on the basis of statistical measures such as entropies and correlation functions.

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BibTeX RIS

M. Abel, K. H. Andersen, G. Lacorata. 2002-02-26. Hierarchical Markovian modeling of multi-time scale systems. https://arxiv.org/abs/nlin/0201027

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