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An efficient SPDE approach for El Niño

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  • Mena, H.
  • Pfurtscheller, L.

Abstract

We consider the numerical approximation of stochastic partial differential equations (SPDEs) based models for a quasi-periodic climate pattern in the tropical Pacific Ocean known as El Niño phenomenon. We show that for these models the mean and the covariance are given by a deterministic partial differential equation and by an operator differential equation, respectively. In this context, we provide a numerical framework to approximate these parameters directly. We compare this method to stochastic differential equations and SPDEs based models from the literature solved by Taylor methods and stochastic Galerkin methods, respectively. Numerical results for different scenarios taking as a reference measured data of the years 2014 and 2015 (last Niño event) validate the efficiency of our approach.

Suggested Citation

  • Mena, H. & Pfurtscheller, L., 2019. "An efficient SPDE approach for El Niño," Applied Mathematics and Computation, Elsevier, vol. 352(C), pages 146-156.
    • Handle: RePEc:eee:apmaco:v:352:y:2019:i:c:p:146-156
    DOI: 10.1016/j.amc.2019.01.071
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