On modelling physical systems with stochastic models: diffusion versus Lévy processes.
Stochastic descriptions of multiscale interactions are more and more frequently found in numerical models of weather and climate. These descriptions are often made in terms of differential equations with random forcing components. In this article, we review the basic properties of stochastic differential equations driven by classical Gaussian white noise and compare with systems described by stable Lévy processes. We also discuss aspects of numerically generating these processes.
Penland
Cécile
C
NOAA/ESRL/Physical Sciences Division, 325 Broadway, Boulder, CO 80305, USA. cecile.penland@noaa.gov
Ewald
Brian D
BD