Multi-level stochastic refinement for complex time series and fields: a data-driven approach. (25th June 2021)

• Record Type: Journal Article
• Authors: Sinhuber, M; Friedrich, J; Grauer, R; Wilczek, M
• Is Part Of: New journal of physics. Volume 23:Number 6(2021)
• Publication Date: 2021-06-25
• Subjects: synthetic data -- stochastic refinement -- turbulence models; Physics -- Periodicals; Physics; Periodicals; 530.05
• DOI: 10.1088/1367-2630/abe60e
• Languages: English
• ISSNs: 1367-2630

Abstract

Abstract: Spatio-temporally extended nonlinear systems often exhibit a remarkable complexity in space and time. In many cases, extensive datasets of such systems are difficult to obtain, yet needed for a range of applications. Here, we present a method to generate synthetic time series or fields that reproduce statistical multi-scale features of complex systems. The method is based on a hierarchical refinement employing transition probability density functions (PDFs) from one scale to another. We address the case in which such PDFs can be obtained from experimental measurements or simulations and then used to generate arbitrarily large synthetic datasets. The validity of our approach is demonstrated at the example of an experimental dataset of high Reynolds number turbulence.