Bayesian comparison of stochastic models of dispersion

TL;DR

This paper uses Bayesian model comparison to evaluate and contrast simple and complex stochastic models of particle dispersion in turbulence, demonstrating the method's effectiveness in identifying model performance over different timescales.

Contribution

It introduces a Bayesian comparison approach for stochastic dispersion models and applies it to distinguish between Brownian and Langevin dynamics in simulated turbulence data.

Findings

Langevin model outperforms Brownian at certain timescales

Models are indistinguishable at large timescales

Method applicable to complex flows and models

Abstract

Stochastic models of varying complexity have been proposed to describe the dispersion of particles in turbulent flows, from simple Brownian motion to complex temporally and spatially correlated models. A method is needed to compare competing models, accounting for the difficulty in estimating the additional parameters that more complex models typically introduce. We employ a data-driven method, Bayesian model comparison (BMC), which assigns probabilities to competing models based on their ability to explain observed data. We focus on the comparison between the Brownian and Langevin dynamics for particles in two-dimensional isotropic turbulence, with data that consists of sequences of particle positions obtained from simulated Lagrangian trajectories. We show that, while on sufficiently large timescales the models are indistinguishable, there is a range of timescales on which the Langevin model outperforms the Brownian model. While our set-up is highly idealised, the methodology developed is applicable to more complex flows and models of particle dynamics.