Universal upper estimate for prediction errors under moderate model uncertainty

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Abstract

We derive universal upper estimates for model prediction error under moderate but otherwise unknown model uncertainty. Our estimates give upper bounds on the leading-order trajectory uncertainty arising along model trajectories, solely as functions of the invariants of the known Cauchy-Green strain tensor of the model. Our bounds turn out to be optimal, which means that they cannot be improved for general systems. The quantity relating the leading-order trajectory-uncertainty to the model uncertainty is the model sensitivity (MS), which we find to be a useful tool for a quick global assessment of the impact of modeling uncertainties in various domains of the phase space. By examining the expectation that finite-time Lyapunov exponents capture sensitivity to modeling errors, we show that this does not generally follow. However, we find that certain important features of the finite-time Lyapunov exponent persist in the MS field.

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Kaszás, B., & Haller, G. (2020). Universal upper estimate for prediction errors under moderate model uncertainty. Chaos, 30(11). https://doi.org/10.1063/5.0021665

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