Diagnostic of the Lévy area for geophysical flow models in view of defining high order stochastic discrete-time schemes

Abstract

In this paper we characterize numerically through two criteria the Lévy area related to unresolved fluctuation velocities associated to a stochastic coarse-scale representation of geophysical fluid flow dynamics. We study in particular whether or not the process associated to the random unresolved velocity components exhibits a Lévy area corresponding to a Wiener process, and if the law of this process can reasonably be approached by a centered Dirac measure. This exploration enables us to answer positively to a conjecture made for the constitution of high-order discrete time evolution schemes for stochastic representation defined from stochastic transport.