Abstract.The purpose of this paper is to develop a general framework for the prediction of complex multiscale phenomena and to illustrate this framework through comparison to two examples of current interest to the authors.Prediction involves a two-step process of inverse prediction to describe the system, given observations of its behavior, and forward prediction, to specify system behavior, given its description.
Introduction.This paper is concerned with methods for the analysis and prediction of complex phenomena. The complexity of systems considered here results from the interaction of a number of subsystems, or within a single subsystem from the interaction of phenomena occurring on a number of length and/or time scales.The analysis and prediction problem divides into two components, the forward problem and the inverse problem. The forward problem is to determine the solution describing system behavior, given the governing equations and initial data. The inverse problem is to determine the governing equations and initial data, given observations of the system. These two problems are linked in usage as the inverse problem, on the basis of current observations, and give the governing equations and data needed to solve the forward problem, which in turn makes predictions going beyond current observations. Forward prediction is very different from inverse prediction by statistical inference. Forward prediction assumes complete data and gives a complete answer. Even in the stochastic case, the data and the answer for forward prediction are complete within a probabilistic framework. For statistical inference, to solve the inverse prediction problem,