A closer look at chaotic advection in the stratosphere: part I: geometric structure

The relevance of chaotic advection to stratospheric mixing and transport is addressed in the context of (i) a numerical model of forced shallow-water flow on the sphere, and (ii) a middle-atmosphere general circulation model. It is argued that chaotic advection applies to both these models if there is suitable large-scale spatial structure in the velocity field and if the velocity field is temporally quasi-regular. This spatial structure is manifested in the form of “cat’s eyes” in the surf zone, such as are commonly seen in numerical simulations of Rossby wave critical layers; by analogy with the heteroclinic structure of a temporally aperiodic chaotic system the cat’s eyes may be thought of as an “organizing structure” for mixing and transport in the surf zone. When this organizing structure exists, Eulerian and Lagrangian autocorrelations of the velocity derivatives indicate that velocity derivatives decorrelate more rapidly along particle trajectories than at fixed spatial locations (i.e., the velocity field is temporally quasi-regular). This phenomenon is referred to as Lagrangian random strain.

A closer look at chaotic advection in the stratosphere: part II: statistical diagnostics

Statistical diagnostics of mixing and transport are computed for a numerical model of forced shallow-water flow on the sphere and a middle-atmosphere general circulation model. In particular, particle dispersion statistics, transport fluxes, Liapunov exponents (probability density functions and ensemble averages), and tracer concentration statistics are considered. It is shown that the behavior of the diagnostics is in accord with that of kinematic chaotic advection models so long as stochasticity is sufficiently weak. Comparisons with random-strain theory are made.

Chaotic mixing and transport in Rossby-wave critical layers

A simple, dynamically consistent model of mixing and transport in Rossby-wave critical layers is obtained from the well-known Stewartson–Warn–Warn (SWW) solution of Rossby-wave critical-layer theory. The SWW solution is thought to be a useful conceptual model of Rossby-wave breaking in the stratosphere. Chaotic advection in the model is a consequence of the interaction between a stationary and a transient Rossby wave. Mixing and transport are characterized separately with a number of quantitative diagnostics (e.g. mean-square dispersion, lobe dynamics, and spectral moments), and with particular emphasis on the dynamics of the tracer field itself. The parameter dependences of the diagnostics are examined: transport tends to increase monotonically with increasing perturbation amplitude whereas mixing does not. The robustness of the results is investigated by stochastically perturbing the transient-wave phase speed. The two-wave chaotic advection model is contrasted with a stochastic single-wave model. It is shown that the effects of chaotic advection cannot be captured by stochasticity alone.

Stirring and mixing in two-dimensional divergent flow

While stirring and mixing properties in the stratosphere are reasonably well understood in the context of balanced (slow) dynamics, as is evidenced in numerous studies of chaotic advection, the strongly enhanced presence of high-frequency gravity waves in the mesosphere gives rise to a significant unbalanced (fast) component to the flow. The present investigation analyses result from two idealized shallow-water numerical simulations representative of stratospheric and mesospheric dynamics on a quasi-horizontal isentropic surface. A generalization of the Hua–Klein Eulerian diagnostic to divergent flow reveals that velocity gradients are strongly influenced by the unbalanced component of the flow. The Lagrangian diagnostic of patchiness nevertheless demonstrates the persistence of coherent features in the zonal component of the flow, in contrast to the destruction of coherent features in the meridional component. Single-particle statistics demonstrate t2 scaling for both the stratospheric and mesospheric regimes in the case of zonal dispersion, and distinctive scaling laws for the two regimes in the case of meridional dispersion. This is in contrast to two-particle statistics, which in the mesospheric (unbalanced) regime demonstrate a more rapid approach to Richardson’s t3 law in the case of zonal dispersion and is evidence of enhanced meridional dispersion.

On the nature of large-scale mixing in the stratosphere and mesosphere

Studies of tracer transport in the stratosphere have shown that adiabatic quasi-horizontal tracer evolution is controlled primarily by the large-scale low-frequency component of the flow. This behavior is consistent with the concept of chaotic advection, wherein the Eulerian velocity field is spatially coherent and temporally quasi-regular on timescales over which the Lagrangian evolution is chaotic. In this study, winds from a middle atmosphere general circulation model (the Canadian Middle Atmosphere Model) are used to compare and contrast the nature of tracer evolution in the stratosphere and mesosphere. It is found that the concept of chaotic advection is relevant in the stratosphere but not in the mesosphere. The explanation for this behavior is the increased strength of gravity wave activity in the mesosphere as compared with the stratosphere, which leads to shallower kinetic energy spectra on synoptic scales and a much shorter Eulerian correlation time. The shallower kinetic energy spectra imply that tracer evolution in the mesosphere is spectrally local, in contrast with the spectrally nonlocal regime that prevails in the stratosphere. This means that tracer advection calculations in the mesosphere are controlled primarily by the gravity wave spectrum and are intrinsically resolution dependent.

Illustration of micro-scale advection using grid-pattern mini-lysimeters

Twenty-five small soil-filled perspex boxes arranged in a square, with dwarf sunflowers growing in them, were used to study micro-scale advection. Hydrological heterogeneity was introduced by applying two different amounts of irrigation water (low-irrigation, L, versus high-irrigation, H). The nine central boxes (4 H, 4 L and I bare box) were precision weighing lysimeters, yielding diurnal measurements of evaporation. After the onset of soil water stress, a large difference in latent heat flux (up to 4-fold) was observed between the lysimeters of the H and L treatments, mainly caused by large differences between H and L stomatal conductance values. This resulted in micro-advection, causing H soil-sunflower systems to evaporate well above equilibrium latent heat flux. The occurrence of micro-advective enhancement was reflected in large values of the Priestley-Taylor constant (often larger than 2.0) and generally negative values of sensible heat flux for the H treatment. (c) 2005 Elsevier B.V. All rights reserved.

Dynamic scaling of bred vectors in spatially extended chaotic systems

We unfold a profound relationship between the dynamics of finite-size perturbations in spatially extended chaotic systems and the universality class of Kardar-Parisi-Zhang (KPZ). We show how this relationship can be exploited to obtain a complete theoretical description of the bred vectors dynamics. The existence of characteristic length/time scales, the spatial extent of spatial correlations and how to time it, and the role of the breeding amplitude are all analyzed in the light of our theory. Implications to weather forecasting based on ensembles of initial conditions are also discussed.

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 advection of high-resolution tracers by low-resolution winds

The usefulness of any simulation of atmospheric tracers using low-resolution winds relies on both the dominance of large spatial scales in the strain and time dependence that results in a cascade in tracer scales. Here, a quantitative study on the accuracy of such tracer studies is made using the contour advection technique. It is shown that, although contour stretching rates are very insensitive to the spatial truncation of the wind field, the displacement errors in filament position are sensitive. A knowledge of displacement characteristics is essential if Lagrangian simulations are to be used for the inference of airmass origin. A quantitative lower estimate is obtained for the tracer scale factor (TSF): the ratio of the smallest resolved scale in the advecting wind field to the smallest “trustworthy” scale in the tracer field. For a baroclinic wave life cycle the TSF = 6.1 ± 0.3 while for the Northern Hemisphere wintertime lower stratosphere the TSF = 5.5 ± 0.5, when using the most stringent definition of the trustworthy scale. The similarity in the TSF for the two flows is striking and an explanation is discussed in terms of the activity of potential vorticity (PV) filaments. Uncertainty in contour initialization is investigated for the stratospheric case. The effect of smoothing initial contours is to introduce a spinup time, after which wind field truncation errors take over from initialization errors (2–3 days). It is also shown that false detail from the proliferation of finescale filaments limits the useful lifetime of such contour advection simulations to 3σ−1 days, where σ is the filament thinning rate, unless filaments narrower than the trustworthy scale are removed by contour surgery. In addition, PV analysis error and diabatic effects are so strong that only PV filaments wider than 50 km are at all believable, even for very high-resolution winds. The minimum wind field resolution required to accurately simulate filaments down to the erosion scale in the stratosphere (given an initial contour) is estimated and the implications for the modeling of atmospheric chemistry are briefly discussed.

Evidence for the chaotic origin of Northern Annular Mode variability

Exponential spectra are found to characterize variability of the Northern Annular Mode (NAM) for periods less than 36 days. This corresponds to the observed rounding of the autocorrelation function at lags of a few days. The characteristic persistence timescales during winter and summer is found to be ∼5 days for these high frequencies. Beyond periods of 36 days the characteristic decorrelation timescale is ∼20 days during winter and ∼6 days in summer. We conclude that the NAM cannot be described by autoregressive models for high frequencies; the spectra are more consistent with low-order chaos. We also propose that the NAM exhibits regime behaviour, however the nature of this has yet to be identified.

Climate predictability experiments with a general circulation model

The atmospheric response to the evolution of the global sea surface temperatures from 1979 to 1992 is studied using the Max-Planck-Institut 19 level atmospheric general circulation model, ECHAM3 at T 42 resolution. Five separate 14-year integrations are performed and results are presented for each individual realization and for the ensemble-averaged response. The results are compared to a 30-year control integration using a climate monthly mean state of the sea surface temperatures and to analysis data. It is found that the ECHAM3 model, by and large, does reproduce the observed response pattern to El Nin˜o and La Nin˜a. During the El Nin˜ o events, the subtropical jet streams in both hemispheres are intensified and displaced equatorward, and there is a tendency towards weak upper easterlies over the equator. The Southern Oscillation is a very stable feature of the integrations and is accurately reproduced in all experiments. The inter-annual variability at middle- and high-latitudes, on the other hand, is strongly dominated by chaotic dynamics, and the tropical SST forcing only modulates the atmospheric circulation. The potential predictability of the model is investigated for six different regions. Signal to noise ratio is large in most parts of the tropical belt, of medium strength in the western hemisphere and generally small over the European area. The ENSO signal is most pronounced during the boreal spring. A particularly strong signal in the precipitation field in the extratropics during spring can be found over the southern United States. Western Canada is normally warmer during the warm ENSO phase, while northern Europe is warmer than normal during the ENSO cold phase. The reason is advection of warm air due to a more intense Pacific low than normal during the warm ENSO phase and a more intense Icelandic low than normal during the cold ENSO phase, respectively.

Chaotic destruction of Anderson localization in a nonlinear lattice

We consider a scattering problem for a nonlinear disordered lattice layer governed by the discrete nonlinear Schrodinger equation. The linear state with exponentially small transparency, due to the Anderson localization, is followed for an increasing nonlinearity, until it is destroyed via a bifurcation. The critical nonlinearity is shown to decay with the lattice length as a power law. We demonstrate that in the chaotic regimes beyond the bifurcation the field is delocalized and this leads to a drastic increase of transparency. Copyright (C) EPLA, 2008

Towards a general theory of extremes for observables of chaotic dynamical systems

In this paper we provide a connection between the geometrical properties of the attractor of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the classical generalised Pareto distribution and derive explicit expressions for the scaling and the shape parameter. In particular, we derive that the shape parameter does not depend on the cho- sen observables, but only on the partial dimensions of the invariant measure on the stable, unstable, and neutral manifolds. The shape parameter is negative and is close to zero when high-dimensional systems are considered. This result agrees with what was derived recently using the generalized extreme value approach. Combining the results obtained using such physical observables and the properties of the extremes of distance observables, it is possible to derive estimates of the partial dimensions of the attractor along the stable and the unstable directions of the flow. Moreover, by writing the shape parameter in terms of moments of the extremes of the considered observable and by using linear response theory, we relate the sensitivity to perturbations of the shape parameter to the sensitivity of the moments, of the partial dimensions, and of the Kaplan–Yorke dimension of the attractor. Preliminary numer- ical investigations provide encouraging results on the applicability of the theory presented here. The results presented here do not apply for all combinations of Axiom A systems and observables, but the breakdown seems to be related to very special geometrical configurations.