Symmetry breaking, mixing, instability, and low frequency variability in a minimal Lorenz-like system

Starting from the classical Saltzman two-dimensional convection equations, we derive via a severe spectral truncation a minimal 10 ODE system which includes the thermal effect of viscous dissipation. Neglecting this process leads to a dynamical system which includes a decoupled generalized Lorenz system. The consideration of this process breaks an important symmetry and couples the dynamics of fast and slow variables, with the ensuing modifications to the structural properties of the attractor and of the spectral features. When the relevant nondimensional number (Eckert number Ec) is different from zero, an additional time scale of O(Ec−1) is introduced in the system, as shown with standard multiscale analysis and made clear by several numerical evidences. Moreover, the system is ergodic and hyperbolic, the slow variables feature long-term memory with 1/f3/2 power spectra, and the fast variables feature amplitude modulation. Increasing the strength of the thermal-viscous feedback has a stabilizing effect, as both the metric entropy and the Kaplan-Yorke attractor dimension decrease monotonically with Ec. The analyzed system features very rich dynamics: it overcomes some of the limitations of the Lorenz system and might have prototypical value in relevant processes in complex systems dynamics, such as the interaction between slow and fast variables, the presence of long-term memory, and the associated extreme value statistics. This analysis shows how neglecting the coupling of slow and fast variables only on the basis of scale analysis can be catastrophic. In fact, this leads to spurious invariances that affect essential dynamical properties (ergodicity, hyperbolicity) and that cause the model losing ability in describing intrinsically multiscale processes.

Evidence of dispersion relations for the nonlinear response of the Lorenz 63 system

Along the lines of the nonlinear response theory developed by Ruelle, in a previous paper we have proved under rather general conditions that Kramers-Kronig dispersion relations and sum rules apply for a class of susceptibilities describing at any order of perturbation the response of Axiom A non equilibrium steady state systems to weak monochromatic forcings. We present here the first evidence of the validity of these integral relations for the linear and the second harmonic response for the perturbed Lorenz 63 system, by showing that numerical simulations agree up to high degree of accuracy with the theoretical predictions. Some new theoretical results, showing how to derive asymptotic behaviors and how to obtain recursively harmonic generation susceptibilities for general observables, are also presented. Our findings confirm the conceptual validity of the nonlinear response theory, suggest that the theory can be extended for more general non equilibrium steady state systems, and shed new light on the applicability of very general tools, based only upon the principle of causality, for diagnosing the behavior of perturbed chaotic systems and reconstructing their output signals, in situations where the fluctuation-dissipation relation is not of great help.

Estimating Lorenz's reference state in an ocean with a nonlinear equation of state for seawater

The study of the mechanical energy budget of the oceans using Lorenz available potential energy (APE) theory is based on knowledge of the adiabatically re-arranged Lorenz reference state of minimum potential energy. The compressible and nonlinear character of the equation of state for seawater has been thought to cause the reference state to be ill-defined, casting doubt on the usefulness of APE theory for investigating ocean energetics under realistic conditions. Using a method based on the volume frequency distribution of parcels as a function of temperature and salinity in the context of the seawater Boussinesq approximation, which we illustrate using climatological data, we show that compressibility effects are in fact minor. The reference state can be regarded as a well defined one-dimensional function of depth, which forms a surface in temperature, salinity and density space between the surface and the bottom of the ocean. For a very small proportion of water masses, this surface can be multivalued and water parcels can have up to two statically stable levels in the reference density profile, of which the shallowest is energetically more accessible. Classifying parcels from the surface to the bottom gives a different reference density profile than classifying in the opposite direction. However, this difference is negligible. We show that the reference state obtained by standard sorting methods is equivalent, though computationally more expensive, to the volume frequency distribution approach. The approach we present can be applied systematically and in a computationally efficient manner to investigate the APE budget of the ocean circulation using models or climatological data.

Comparing hybrid data assimilation methods on the Lorenz 1963 model with increasing nonlinearity

We systematically compare the performance of ETKF-4DVAR, 4DVAR-BEN and 4DENVAR with respect to two traditional methods (4DVAR and ETKF) and an ensemble transform Kalman smoother (ETKS) on the Lorenz 1963 model. We specifically investigated this performance with increasing nonlinearity and using a quasi-static variational assimilation algorithm as a comparison. Using the analysis root mean square error (RMSE) as a metric, these methods have been compared considering (1) assimilation window length and observation interval size and (2) ensemble size to investigate the influence of hybrid background error covariance matrices and nonlinearity on the performance of the methods. For short assimilation windows with close to linear dynamics, it has been shown that all hybrid methods show an improvement in RMSE compared to the traditional methods. For long assimilation window lengths in which nonlinear dynamics are substantial, the variational framework can have diffculties fnding the global minimum of the cost function, so we explore a quasi-static variational assimilation (QSVA) framework. Of the hybrid methods, it is seen that under certain parameters, hybrid methods which do not use a climatological background error covariance do not need QSVA to perform accurately. Generally, results show that the ETKS and hybrid methods that do not use a climatological background error covariance matrix with QSVA outperform all other methods due to the full flow dependency of the background error covariance matrix which also allows for the most nonlinearity.

A note on atmospheric predictability

Using the method of Lorenz (1982), we have estimated the predictability of a recent version of the European Center for Medium-Range Weather Forecasting (ECMWF) model using two different estimates of the initial error corresponding to 6- and 24-hr forecast errors, respectively. For a 6-hr forecast error of the extratropical 500-hPa geopotential height field, a potential increase in forecast skill by more than 3 d is suggested, indicating a further increase in predictability by another 1.5 d compared to the use of a 24-hr forecast error. This is due to a smaller initial error and to an initial error reduction resulting in a smaller averaged growth rate for the whole 7-d forecast. A similar assessment for the tropics using the wind vector fields at 850 and 250 hPa suggests a huge potential improvement with a 7-d forecast providing the same skill as a 1-d forecast now. A contributing factor to the increase in the estimate of predictability is the apparent slow increase of error during the early part of the forecast.

Ensemble-based data assimilation and the localisation problem

The “butterfly effect” is a popularly known paradigm; commonly it is said that when a butterfly flaps its wings in Brazil, it may cause a tornado in Texas. This essentially describes how weather forecasts can be extremely senstive to small changes in the given atmospheric data, or initial conditions, used in computer model simulations. In 1961 Edward Lorenz found, when running a weather model, that small changes in the initial conditions given to the model can, over time, lead to entriely different forecasts (Lorenz, 1963). This discovery highlights one of the major challenges in modern weather forecasting; that is to provide the computer model with the most accurately specified initial conditions possible. A process known as data assimilation seeks to minimize the errors in the given initial conditions and was, in 1911, described by Bjerkness as “the ultimate problem in meteorology” (Bjerkness, 1911).

Dual role of the beta(2)-adrenergic receptor C terminus for the binding of beta-arrestin and receptor internalization

Homologous desensitization of beta(2)-adrenergic and other G-protein-coupled receptors is a two-step process. After phosphorylation of agonist-occupied receptors by G-protein-coupled receptor kinases, they bind beta-arrestins, which triggers desensitization and internalization of the receptors. Because it is not known which regions of the receptor are recognized by beta-arrestins, we have investigated beta-arrestin interaction and internalization of a set of mutants of the human beta(2)-adrenergic receptor. Mutation of the four serine/threonine residues between residues 355 and 364 led to the loss of agonist-induced receptor-beta-arrestin2 interaction as revealed by fluorescence resonance energy transfer (FRET), translocation of beta-arrestin2 to the plasma membrane, and receptor internalization. Mutation of all seven serine/threonine residues distal to residue 381 did not affect agonist-induced receptor internalization and beta-arrestin2 translocation. A beta(2)-adrenergic receptor truncated distal to residue 381 interacted normally with beta-arrestin2, whereas its ability to internalize in an agonist-dependent manner was compromised. A similar impairment of internalization was observed when only the last eight residues of the C terminus were deleted. Our experiments show that the C terminus distal to residue 381 does not affect the initial interaction between receptor and beta-arrestin, but its last eight amino acids facilitate receptor internalization in concert with beta-arrestin2.

beta-arrestin binding to the beta(2)-adrenergic receptor requires both receptor phosphorylation and receptor activation

Homologous desensitization of beta(2)-adrenergic receptors has been shown to be mediated by phosphorylation of the agonist-stimulated receptor by G-protein-coupled receptor kinase 2 (GRK2) followed by binding of beta-arrestins to the phosphorylated receptor. Binding of beta-arrestin to the receptor is a prerequisite for subsequent receptor desensitization, internalization via clathrin-coated pits, and the initiation of alternative signaling pathways. In this study we have investigated the interactions between receptors and beta-arrestin2 in living cells using fluorescence resonance energy transfer. We show that (a) the initial kinetics of beta-arrestin2 binding to the receptor is limited by the kinetics of GRK2-mediated receptor phosphorylation; (b) repeated stimulation leads to the accumulation of GRK2-phosphorylated receptor, which can bind beta-arrestin2 very rapidly; and (c) the interaction of beta-arrestin2 with the receptor depends on the activation of the receptor by agonist because agonist withdrawal leads to swift dissociation of the receptor-beta-arrestin2 complex. This fast agonist-controlled association and dissociation of beta-arrestins from prephosphorylated receptors should permit rapid control of receptor sensitivity in repeatedly stimulated cells such as neurons.

Thermodynamics of climate change: generalized sensitivities

Using a recent theoretical approach, we study how global warming impacts the thermodynamics of the climate system by performing experiments with a simplified yet Earth-like climate model. The intensity of the Lorenz energy cycle, the Carnot efficiency, the material entropy production, and the degree of irreversibility of the system change monotonically with the CO2 concentration. Moreover, these quantities feature an approximately linear behaviour with respect to the logarithm of the CO2 concentration in a relatively wide range. These generalized sensitivities suggest that the climate becomes less efficient, more irreversible, and features higher entropy production as it becomes warmer, with changes in the latent heat fluxes playing a predominant role. These results may be of help for explaining recent findings obtained with state of the art climate models regarding how increases in CO2 concentration impact the vertical stratification of the tropical and extratropical atmosphere and the position of the storm tracks.

A statistical mechanical approach for the computation of the climatic response to general forcings

The climate belongs to the class of non-equilibrium forced and dissipative systems, for which most results of quasi-equilibrium statistical mechanics, including the fluctuation-dissipation theorem, do not apply. In this paper we show for the first time how the Ruelle linear response theory, developed for studying rigorously the impact of perturbations on general observables of non-equilibrium statistical mechanical systems, can be applied with great success to analyze the climatic response to general forcings. The crucial value of the Ruelle theory lies in the fact that it allows to compute the response of the system in terms of expectation values of explicit and computable functions of the phase space averaged over the invariant measure of the unperturbed state. We choose as test bed a classical version of the Lorenz 96 model, which, in spite of its simplicity, has a well-recognized prototypical value as it is a spatially extended one-dimensional model and presents the basic ingredients, such as dissipation, advection and the presence of an external forcing, of the actual atmosphere. We recapitulate the main aspects of the general response theory and propose some new general results. We then analyze the frequency dependence of the response of both local and global observables to perturbations having localized as well as global spatial patterns. We derive analytically several properties of the corresponding susceptibilities, such as asymptotic behavior, validity of Kramers-Kronig relations, and sum rules, whose main ingredient is the causality principle. We show that all the coefficients of the leading asymptotic expansions as well as the integral constraints can be written as linear function of parameters that describe the unperturbed properties of the system, such as its average energy. Some newly obtained empirical closure equations for such parameters allow to define such properties as an explicit function of the unperturbed forcing parameter alone for a general class of chaotic Lorenz 96 models. We then verify the theoretical predictions from the outputs of the simulations up to a high degree of precision. The theory is used to explain differences in the response of local and global observables, to define the intensive properties of the system, which do not depend on the spatial resolution of the Lorenz 96 model, and to generalize the concept of climate sensitivity to all time scales. We also show how to reconstruct the linear Green function, which maps perturbations of general time patterns into changes in the expectation value of the considered observable for finite as well as infinite time. Finally, we propose a simple yet general methodology to study general Climate Change problems on virtually any time scale by resorting to only well selected simulations, and by taking full advantage of ensemble methods. The specific case of globally averaged surface temperature response to a general pattern of change of the CO2 concentration is discussed. We believe that the proposed approach may constitute a mathematically rigorous and practically very effective way to approach the problem of climate sensitivity, climate prediction, and climate change from a radically new perspective.

The chaos machine: analogue computing rediscovered (1)

Analogue computers provide actual rather than virtual representations of model systems. They are powerful and engaging computing machines that are cheap and simple to build. This two-part Retronics article helps you build (and understand!) your own analogue computer to simulate the Lorenz butterfly that's become iconic for Chaos theory.

Nonlinear data assimilation in geosciences: an extremely efficient particle filter

Almost all research fields in geosciences use numerical models and observations and combine these using data-assimilation techniques. With ever-increasing resolution and complexity, the numerical models tend to be highly nonlinear and also observations become more complicated and their relation to the models more nonlinear. Standard data-assimilation techniques like (ensemble) Kalman filters and variational methods like 4D-Var rely on linearizations and are likely to fail in one way or another. Nonlinear data-assimilation techniques are available, but are only efficient for small-dimensional problems, hampered by the so-called ‘curse of dimensionality’. Here we present a fully nonlinear particle filter that can be applied to higher dimensional problems by exploiting the freedom of the proposal density inherent in particle filtering. The method is illustrated for the three-dimensional Lorenz model using three particles and the much more complex 40-dimensional Lorenz model using 20 particles. By also applying the method to the 1000-dimensional Lorenz model, again using only 20 particles, we demonstrate the strong scale-invariance of the method, leading to the optimistic conjecture that the method is applicable to realistic geophysical problems. Copyright c 2010 Royal Meteorological Society