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Mathematics

Theses/Dissertations

Importance Sampling

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Full-Text Articles in Meteorology

Adaptive Monte Carlo Sampling For Cloud And Microphysics Calculations, Thomas Franz-Peter Roessler May 2017

Adaptive Monte Carlo Sampling For Cloud And Microphysics Calculations, Thomas Franz-Peter Roessler

Theses and Dissertations

An important problem in large-scale modeling of the atmosphere is the parametrization of clouds and microphysics on subgrid scales. The framework Cloud Layers Unified By Binormals (CLUBB) was developed to improve the parametrization of subgrid variability. Monte Carlo sampling is used to couple the different physical processes, which improves the grid average of subgrid tendencies.

In this Thesis we develop an adaptive Monte Carlo sampling algorithm that re-uses sample points of the previous time step by re-weighting them according to the change of the underlying distribution. This process is called 'what-if sampling' and is an application of importance sampling. An …