Efficient Uncertainty Quantification with the Polynomial Chaos Method for Stiff Systems

The polynomial chaos method has been widely adopted as a computationally feasible approach for uncertainty quantification. Most studies to date have focused on non-stiff systems. When stiff systems are considered, implicit numerical integration requires the solution of a nonlinear system of equations at every time step. Using the Galerkin approach, the size of the system state increases from $n$ to $S \times n$, where $S$ is the number of the polynomial chaos basis functions. Solving such systems with full linear algebra causes the computational cost to increase from $O(n^3)$ to $O(S^3n^3)$. The $S^3$-fold increase can make the computational cost prohibitive. This paper explores computationally efficient uncertainty quantification techniques for stiff systems using the Galerkin, collocation and collocation least-squares formulations of polynomial chaos. In the Galerkin approach, we propose a modification in the implicit time stepping process using an approximation of the Jacobian matrix to reduce the computational cost. The numerical results show a run time reduction with a small impact on accuracy. In the stochastic collocation formulation, we propose a least-squares approach based on collocation at a low-discrepancy set of points. Numerical experiments illustrate that the collocation least-squares approach for uncertainty quantification has similar accuracy with the Galerkin approach, is more efficient, and does not require any modifications of the original code

Symptoms of complexity in a tourism system

Tourism destinations behave as dynamic evolving complex systems, encompassing numerous factors and activities which are interdependent and whose relationships might be highly nonlinear. Traditional research in this field has looked after a linear approach: variables and relationships are monitored in order to forecast future outcomes with simplified models and to derive implications for management organisations. The limitations of this approach have become apparent in many cases, and several authors claim for a new and different attitude. While complex systems ideas are amongst the most promising interdisciplinary research themes emerged in the last few decades, very little has been done so far in the field of tourism. This paper presents a brief overview of the complexity framework as a means to understand structures, characteristics, relationships, and explores the implications and contributions of the complexity literature on tourism systems. The objective is to allow the reader to gain a deeper appreciation of this point of view.Comment: 32 pages, 3 figures, 1 table; accepted in Tourism Analysi

Order out of Randomness : Self-Organization Processes in Astrophysics

Self-organization is a property of dissipative nonlinear processes that are governed by an internal driver and a positive feedback mechanism, which creates regular geometric and/or temporal patterns and decreases the entropy, in contrast to random processes. Here we investigate for the first time a comprehensive number of 16 self-organization processes that operate in planetary physics, solar physics, stellar physics, galactic physics, and cosmology. Self-organizing systems create spontaneous {\sl order out of chaos}, during the evolution from an initially disordered system to an ordered stationary system, via quasi-periodic limit-cycle dynamics, harmonic mechanical resonances, or gyromagnetic resonances. The internal driver can be gravity, rotation, thermal pressure, or acceleration of nonthermal particles, while the positive feedback mechanism is often an instability, such as the magneto-rotational instability, the Rayleigh-B\'enard convection instability, turbulence, vortex attraction, magnetic reconnection, plasma condensation, or loss-cone instability. Physical models of astrophysical self-organization processes involve hydrodynamic, MHD, and N-body formulations of Lotka-Volterra equation systems.Comment: 61 pages, 38 Figure

Early-Warning Signs for Pattern-Formation in Stochastic Partial Differential Equations

There have been significant recent advances in our understanding of the potential use and limitations of early-warning signs for predicting drastic changes, so called critical transitions or tipping points, in dynamical systems. A focus of mathematical modeling and analysis has been on stochastic ordinary differential equations, where generic statistical early-warning signs can be identified near bifurcation-induced tipping points. In this paper, we outline some basic steps to extend this theory to stochastic partial differential equations with a focus on analytically characterizing basic scaling laws for linear SPDEs and comparing the results to numerical simulations of fully nonlinear problems. In particular, we study stochastic versions of the Swift-Hohenberg and Ginzburg-Landau equations. We derive a scaling law of the covariance operator in a regime where linearization is expected to be a good approximation for the local fluctuations around deterministic steady states. We compare these results to direct numerical simulation, and study the influence of noise level, noise color, distance to bifurcation and domain size on early-warning signs.Comment: Published in Communications in Nonlinear Science and Numerical Simulation (2014