Equation-free Implementation of Statistical Moment Closures

Note: Special Joint CNN/ Condensed Matter Seminar PRB595
Speaker: Frank Alexander, Los Alamos National Laboratory

When: November 13, 2009 (Fri), 12:00PM to 01:00PM (add to my calendar)
Location: PRB 595

This event is part of the Biophysics/Condensed Matter Seminar Series.

Abstract:
I will present a general numerical scheme for the practical implementation of statistical moment closures suitable for modeling complex, large-scale, nonlinear systems. Building on recently developed equation-free methods, this approach numerically integrates the closure dynamics, the equations of which may not even be available in closed form. Although closure dynamics introduce statistical assumptions of unknown validity, they can have significant computational advantages as they typically have fewer degrees of freedom and may be much less stiff than the original detailed model. The numerical closure approach can in principle be applied to either deterministic or stochastic for which there may be no scale separation. I will demonstrate the equation-free approach on a nonlinear stochastic partial differential equation and describe further research directions.