A random batch method for efficient ensemble forecasts of multiscale turbulent systems

Abstract

A new efficient ensemble prediction strategy is developed for a multiscale turbulent model framework with emphasis on the nonlinear interactions between large and small-scale variables. The high computational cost in running large ensemble simulations of high-dimensional equations is effectively avoided by adopting a random batch decomposition of the wide spectrum of the fluctuation states, which is a characteristic feature of the multiscale turbulent systems. The time update of each ensemble sample is then only subject to a small portion of the small-scale fluctuation modes in one batch, while the true model dynamics with multiscale coupling is respected by frequent random resampling of the batches at each time updating step. We investigate both theoretical and numerical properties of the proposed method. First, the convergence of statistical errors in the random batch model approximation is shown rigorously independent of the sample size and full dimension of the system. Next, the forecast skill of the computational algorithm is tested on two representative models of turbulent flows exhibiting many key statistical phenomena with a direct link to realistic turbulent systems. The random batch method displays robust performance in capturing a series of crucial statistical features with general interests, including highly non-Gaussian fat-tailed probability distributions and intermittent bursts of instability, while requires a much lower computational cost than the direct ensemble approach. The efficient random batch method also facilitates the development of new strategies in uncertainty quantification and data assimilation for a wide variety of general complex turbulent systems in science and engineering.