- National Technical University of Athens
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## A random walk on waterD. Koutsoyiannis, A random walk on water, [doc_id=923] [English] According to the traditional notion of randomness and uncertainty, natural phenomena are separated into two mutually exclusive components, random (or stochastic) and deterministic. Within this dichotomous logic, the deterministic part supposedly represents cause-effect relationships and, thus, is physics and science (the “good”), whereas randomness has little relationship with science and no relationship with understanding (the “evil”). Here I argue that such views should be reconsidered by admitting that uncertainty is an intrinsic property of nature, that causality implies dependence of natural processes in time, thus suggesting predictability, but even the tiniest uncertainty (e.g., in initial conditions) may result in unpredictability after a certain time horizon. On these premises it is possible to shape a consistent stochastic representation of natural processes, in which predictability (suggested by deterministic laws) and unpredictability (randomness) coexist and are not separable or additive components. Deciding which of the two dominates is simply a matter of specifying the time horizon and scale of the prediction. Long horizons of prediction are inevitably associated with high uncertainty, whose quantification relies on the long-term stochastic properties of the processes. Full text (4499 KB) Additional material: - The toy model in Excel (57 KB)
- Discussion version (HESSD, 6, 6611–6658, 2009), for reading on screen (5409 KB)
- Discussion version (HESSD, 6, 6611–6658, 2009), for print (5408 KB)
- Discussion version, Preprint (867 KB)
- 'Hydrology as emergence', Comment by Steven Weijs (331 KB)
- A first reaction to the comment by Steven Weijs, by D. Koutsoyiannis (257 KB)
- 'Additional remarks on the Comment by Steven Weijs', by D. Koutsoyiannis (276 KB)
- Review by Willie Soon (262 KB)
- Reply to Willie Soon’s review (274 KB)
- 'Stochastics embracing determinism and randomness', Review by Antonis Koussis (271 KB)
- 'Embracing the ideas about further research', Reply to the review by Antonis Koussis (253 KB)
- 'Alternatives to probability', Review by Alberto Montanari (265 KB)
- 'On alternatives to probability', Reply to the review by Alberto Montanari (284 KB)
- The toy model in Excel, slightly modified by Jeremy Shiers (54 KB)
See also: http://dx.doi.org/10.5194/hess-14-585-2010 Related works: - [doc_id=896] Predecessor talk (Henry Darcy Medal Lecture)
Remarks: Blog posts and discussions can be seen in Outside the Cube, Climate Science: Roger Pielke Sr., Retread Resources Blog, William M. Briggs, Niche Modeling 1, Niche Modeling 2, The Blackboard 1, The Blackboard 2, The Blackboard 3, Climate Audit, Bart Verheggen's weblog. Erratum in p. 589, left column, around the middle: the line "Eq. (1) (but not in Eq. (1), which represents..." should read "Eq. (2) (but not in Eq. (1), which represents...". Our works referenced by this work:
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Tagged under: Course bibliography: Hydrometeorology, Course bibliography: Stochastic methods, Climate stochastics, Determinism vs. stochasticity, Works discussed in weblogs, Entropy, Hurst-Kolmogorov dynamics, Scaling, Stochastics, Uncertainty |