Climate determinism revisited: multiple equilibria in a complex climate model

Multiple equilibria in a coupled ocean–atmosphere–sea ice general circulation model (GCM) of an aquaplanet with many degrees of freedom are studied. Three different stable states are found for exactly the same set of parameters and external forcings: a cold state in which a polar sea ice cap extends into the midlatitudes; a warm state, which is ice free; and a completely sea ice–covered “snowball” state. Although low-order energy balance models of the climate are known to exhibit intransitivity (i.e., more than one climate state for a given set of governing equations), the results reported here are the first to demonstrate that this is a property of a complex coupled climate model with a consistent set of equations representing the 3D dynamics of the ocean and atmosphere. The coupled model notably includes atmospheric synoptic systems, large-scale circulation of the ocean, a fully active hydrological cycle, sea ice, and a seasonal cycle. There are no flux adjustments, with the system being solely forced by incoming solar radiation at the top of the atmosphere. It is demonstrated that the multiple equilibria owe their existence to the presence of meridional structure in ocean heat transport: namely, a large heat transport out of the tropics and a relatively weak high-latitude transport. The associated large midlatitude convergence of ocean heat transport leads to a preferred latitude at which the sea ice edge can rest. The mechanism operates in two very different ocean circulation regimes, suggesting that the stabilization of the large ice cap could be a robust feature of the climate system. Finally, the role of ocean heat convergence in permitting multiple equilibria is further explored in simpler models: an atmospheric GCM coupled to a slab mixed layer ocean and an energy balance model

Mid-Holocene monsoons: a multi-model analysis of the inter-hemispheric differences in the responses to orbital forcing and ocean feedbacks

The response of monsoon circulation in the northern and southern hemisphere to 6 ka orbital forcing has been examined in 17 atmospheric general circulation models and 11 coupled ocean–atmosphere general circulation models. The atmospheric response to increased summer insolation at 6 ka in the northern subtropics strengthens the northern-hemisphere summer monsoons and leads to increased monsoonal precipitation in western North America, northern Africa and China; ocean feedbacks amplify this response and lead to further increase in monsoon precipitation in these three regions. The atmospheric response to reduced summer insolation at 6 ka in the southern subtropics weakens the southern-hemisphere summer monsoons and leads to decreased monsoonal precipitation in northern South America, southern Africa and northern Australia; ocean feedbacks weaken this response so that the decrease in rainfall is smaller than might otherwise be expected. The role of the ocean in monsoonal circulation in other regions is more complex. There is no discernable impact of orbital forcing in the monsoon region of North America in the atmosphere-only simulations but a strong increase in precipitation in the ocean–atmosphere simulations. In contrast, there is a strong atmospheric response to orbital forcing over northern India but ocean feedback reduces the strength of the change in the monsoon although it still remains stronger than today. Although there are differences in magnitude and exact location of regional precipitation changes from model to model, the same basic mechanisms are involved in the oceanic modulation of the response to orbital forcing and this gives rise to a robust ensemble response for each of the monsoon systems. Comparison of simulated and reconstructed changes in regional climate suggest that the coupled ocean–atmosphere simulations produce more realistic changes in the northern-hemisphere monsoons than atmosphere-only simulations, though they underestimate the observed changes in precipitation in all regions. Evaluation of the southern-hemisphere monsoons is limited by lack of quantitative reconstructions, but suggest that model skill in simulating these monsoons is limited.

Consistent and contrasting decadal Arctic sea ice thickness predictions from a highly optimized sea ice model

[1] Decadal hindcast simulations of Arctic Ocean sea ice thickness made by a modern dynamic-thermodynamic sea ice model and forced independently by both the ERA-40 and NCEP/NCAR reanalysis data sets are compared for the first time. Using comprehensive data sets of observations made between 1979 and 2001 of sea ice thickness, draft, extent, and speeds, we find that it is possible to tune model parameters to give satisfactory agreement with observed data, thereby highlighting the skill of modern sea ice models, though the parameter values chosen differ according to the model forcing used. We find a consistent decreasing trend in Arctic Ocean sea ice thickness since 1979, and a steady decline in the Eastern Arctic Ocean over the full 40-year period of comparison that accelerated after 1980, but the predictions of Western Arctic Ocean sea ice thickness between 1962 and 1980 differ substantially. The origins of differing thickness trends and variability were isolated not to parameter differences but to differences in the forcing fields applied, and in how they are applied. It is argued that uncertainty, differences and errors in sea ice model forcing sets complicate the use of models to determine the exact causes of the recently reported decline in Arctic sea ice thickness, but help in the determination of robust features if the models are tuned appropriately against observations.

Robust evaluation of fixed-event forecast rationality

In this paper we introduce a new testing procedure for evaluating the rationality of fixed-event forecasts based on a pseudo-maximum likelihood estimator. The procedure is designed to be robust to departures in the normality assumption. A model is introduced to show that such departures are likely when forecasters experience a credibility loss when they make large changes to their forecasts. The test is illustrated using monthly fixed-event forecasts produced by four UK institutions. Use of the robust test leads to the conclusion that certain forecasts are rational while use of the Gaussian-based test implies that certain forecasts are irrational. The difference in the results is due to the nature of the underlying data. Copyright © 2001 John Wiley & Sons, Ltd.

Problems with binary pattern measures for flood model evaluation

As the calibration and evaluation of flood inundation models are a prerequisite for their successful application, there is a clear need to ensure that the performance measures that quantify how well models match the available observations are fit for purpose. This paper evaluates the binary pattern performance measures that are frequently used to compare flood inundation models with observations of flood extent. This evaluation considers whether these measures are able to calibrate and evaluate model predictions in a credible and consistent way, i.e. identifying the underlying model behaviour for a number of different purposes such as comparing models of floods of different magnitudes or on different catchments. Through theoretical examples, it is shown that the binary pattern measures are not consistent for floods of different sizes, such that for the same vertical error in water level, a model of a flood of large magnitude appears to perform better than a model of a smaller magnitude flood. Further, the commonly used Critical Success Index (usually referred to as F<2 >) is biased in favour of overprediction of the flood extent, and is also biased towards correctly predicting areas of the domain with smaller topographic gradients. Consequently, it is recommended that future studies consider carefully the implications of reporting conclusions using these performance measures. Additionally, future research should consider whether a more robust and consistent analysis could be achieved by using elevation comparison methods instead.

Fold-change detection in a whole-pathway model of Escherichia coli chemotaxis

There has been recent interest in sensory systems that are able to display a response which is proportional to a fold change in stimulus concentration, a feature referred to as fold-change detection (FCD). Here, we demonstrate FCD in a recent whole-pathway mathematical model of Escherichia coli chemotaxis. FCD is shown to hold for each protein in the signalling cascade and to be robust to kinetic rate and protein concentration variation. Using a sensitivity analysis, we find that only variations in the number of receptors within a signalling team lead to the model not exhibiting FCD. We also discuss the ability of a cell with multiple receptor types to display FCD and explain how a particular receptor configuration may be used to elucidate the two experimentally determined regimes of FCD behaviour. All findings are discussed in respect of the experimental literature.

Aerosol microphysics simulations of the Mt.~Pinatubo eruption with the UM-UKCA composition-climate model

We use a stratosphere–troposphere composition–climate model with interactive sulfur chemistry and aerosol microphysics, to investigate the effect of the 1991 Mount Pinatubo eruption on stratospheric aerosol properties. Satellite measurements indicate that shortly after the eruption, between 14 and 23 Tg of SO2 (7 to 11.5 Tg of sulfur) was present in the tropical stratosphere. Best estimates of the peak global stratospheric aerosol burden are in the range 19 to 26 Tg, or 3.7 to 6.7 Tg of sulfur assuming a composition of between 59 and 77 % H2SO4. In light of this large uncertainty range, we performed two main simulations with 10 and 20 Tg of SO2 injected into the tropical lower stratosphere. Simulated stratospheric aerosol properties through the 1991 to 1995 period are compared against a range of available satellite and in situ measurements. Stratospheric aerosol optical depth (sAOD) and effective radius from both simulations show good qualitative agreement with the observations, with the timing of peak sAOD and decay timescale matching well with the observations in the tropics and mid-latitudes. However, injecting 20 Tg gives a factor of 2 too high stratospheric aerosol mass burden compared to the satellite data, with consequent strong high biases in simulated sAOD and surface area density, with the 10 Tg injection in much better agreement. Our model cannot explain the large fraction of the injected sulfur that the satellite-derived SO2 and aerosol burdens indicate was removed within the first few months after the eruption. We suggest that either there is an additional alternative loss pathway for the SO2 not included in our model (e.g. via accommodation into ash or ice in the volcanic cloud) or that a larger proportion of the injected sulfur was removed via cross-tropopause transport than in our simulations. We also critically evaluate the simulated evolution of the particle size distribution, comparing in detail to balloon-borne optical particle counter (OPC) measurements from Laramie, Wyoming, USA (41° N). Overall, the model captures remarkably well the complex variations in particle concentration profiles across the different OPC size channels. However, for the 19 to 27 km injection height-range used here, both runs have a modest high bias in the lowermost stratosphere for the finest particles (radii less than 250 nm), and the decay timescale is longer in the model for these particles, with a much later return to background conditions. Also, whereas the 10 Tg run compared best to the satellite measurements, a significant low bias is apparent in the coarser size channels in the volcanically perturbed lower stratosphere. Overall, our results suggest that, with appropriate calibration, aerosol microphysics models are capable of capturing the observed variation in particle size distribution in the stratosphere across both volcanically perturbed and quiescent conditions. Furthermore, additional sensitivity simulations suggest that predictions with the models are robust to uncertainties in sub-grid particle formation and nucleation rates in the stratosphere.

Managing governance, risk and compliance for post-crisis regulatory change: a model of IS capabilities for financial organizations

The 2008-2009 financial crisis and related organizational and economic failures have meant that financial organizations are faced with a ‘tsunami’ of new regulatory obligations. This environment provides new managerial challenges as organizations are forced to engage in complex and costly remediation projects with short deadlines. Drawing from a longitudinal study conducted with nine financial institutions over twelve years, this paper identifies nine IS capabilities which underpin activities for managing regulatory themed governance, risk and compliance efforts. The research shows that many firms are now focused on meeting the Regulators’ deadlines at the expense of developing a strategic, enterprise-wide connected approach to compliance. Consequently, executives are in danger of implementing siloed compliance solutions within business functions. By evaluating the maturity of their IS capabilities which underpin regulatory adherence, managers have an opportunity to develop robust operational architectures and so are better positioned to face the challenges derived from shifting regulatory landscapes.

Asset liability modelling and pension schemes: the application of robust optimization to USS

This paper uses a novel numerical optimization technique - robust optimization - that is well suited to solving the asset-liability management (ALM) problem for pension schemes. It requires the estimation of fewer stochastic parameters, reduces estimation risk and adopts a prudent approach to asset allocation. This study is the first to apply it to a real-world pension scheme, and the first ALM model of a pension scheme to maximise the Sharpe ratio. We disaggregate pension liabilities into three components - active members, deferred members and pensioners, and transform the optimal asset allocation into the scheme’s projected contribution rate. The robust optimization model is extended to include liabilities and used to derive optimal investment policies for the Universities Superannuation Scheme (USS), benchmarked against the Sharpe and Tint, Bayes-Stein, and Black-Litterman models as well as the actual USS investment decisions. Over a 144 month out-of-sample period robust optimization is superior to the four benchmarks across 20 performance criteria, and has a remarkably stable asset allocation – essentially fix-mix. These conclusions are supported by six robustness checks.

Vehicle subtype, make and model classification from side profile video

This paper addresses the challenging domain of vehicle classification from pole-mounted roadway cameras, specifically from side-profile views. A new public vehicle dataset is made available consisting of over 10000 side profile images (86 make/model and 9 sub-type classes). 5 state-of-the-art classifiers are applied to the dataset, with the best achieving high classification rates of 98.7% for sub-type and 99.7- 99.9% for make and model recognition, confirming the assertion made that single vehicle side profile images can be used for robust classification.

Robust comparison of climate models with observations using blended land air and ocean sea surface temperatures

The level of agreement between climate model simulations and observed surface temperature change is a topic of scientific and policy concern. While the Earth system continues to accumulate energy due to anthropogenic and other radiative forcings, estimates of recent surface temperature evolution fall at the lower end of climate model projections. Global mean temperatures from climate model simulations are typically calculated using surface air temperatures, while the corresponding observations are based on a blend of air and sea surface temperatures. This work quantifies a systematic bias in model-observation comparisons arising from differential warming rates between sea surface temperatures and surface air temperatures over oceans. A further bias arises from the treatment of temperatures in regions where the sea ice boundary has changed. Applying the methodology of the HadCRUT4 record to climate model temperature fields accounts for 38% of the discrepancy in trend between models and observations over the period 1975–2014.

Reconstructing paleosalinity from δ18O: coupled model simulations of the Last Glacial Maximum, Last Interglacial and Late Holocene

Reconstructions of salinity are used to diagnose changes in the hydrological cycle and ocean circulation. A widely used method of determining past salinity uses oxygen isotope (δOw) residuals after the extraction of the global ice volume and temperature components. This method relies on a constant relationship between δOw and salinity throughout time. Here we use the isotope-enabled fully coupled General Circulation Model (GCM) HadCM3 to test the application of spatially and time-independent relationships in the reconstruction of past ocean salinity. Simulations of the Late Holocene (LH), Last Glacial Maximum (LGM), and Last Interglacial (LIG) climates are performed and benchmarked against existing compilations of stable oxygen isotopes in carbonates (δOc), which primarily reflect δOw and temperature. We find that HadCM3 produces an accurate representation of the surface ocean δOc distribution for the LH and LGM. Our simulations show considerable variability in spatial and temporal δOw-salinity relationships. Spatial gradients are generally shallower but within ∼50% of the actual simulated LH to LGM and LH to LIG temporal gradients and temporal gradients calculated from multi-decadal variability are generally shallower than both spatial and actual simulated gradients. The largest sources of uncertainty in salinity reconstructions are found to be caused by changes in regional freshwater budgets, ocean circulation, and sea ice regimes. These can cause errors in salinity estimates exceeding 4 psu. Our results suggest that paleosalinity reconstructions in the South Atlantic, Indian and Tropical Pacific Oceans should be most robust, since these regions exhibit relatively constant δOw-salinity relationships across spatial and temporal scales. Largest uncertainties will affect North Atlantic and high latitude paleosalinity reconstructions. Finally, the results show that it is difficult to generate reliable salinity estimates for regions of dynamic oceanography, such as the North Atlantic, without additional constraints.

Essays on robust portfolio selection and pension finance

This thesis examines three different, but related problems in the broad area of portfolio management for long-term institutional investors, and focuses mainly on the case of pension funds. The first idea (Chapter 3) is the application of a novel numerical technique – robust optimization – to a real-world pension scheme (the Universities Superannuation Scheme, USS) for first time. The corresponding empirical results are supported by many robustness checks and several benchmarks such as the Bayes-Stein and Black-Litterman models that are also applied for first time in a pension ALM framework, the Sharpe and Tint model and the actual USS asset allocations. The second idea presented in Chapter 4 is the investigation of whether the selection of the portfolio construction strategy matters in the SRI industry, an issue of great importance for long term investors. This study applies a variety of optimal and naïve portfolio diversification techniques to the same SRI-screened universe, and gives some answers to the question of which portfolio strategies tend to create superior SRI portfolios. Finally, the third idea (Chapter 5) compares the performance of a real-world pension scheme (USS) before and after the recent major changes in the pension rules under different dynamic asset allocation strategies and the fixed-mix portfolio approach and quantifies the redistributive effects between various stakeholders. Although this study deals with a specific pension scheme, the methodology can be applied by other major pension schemes in countries such as the UK and USA that have changed their rules.

The non-twist standard map with robust tori

The non-twist standard map occurs frequently in many fields of science specially in modelling the dynamics of the magnetic field lines in tokamaks. Robust tori, dynamical barriers that impede the radial transport among different regions of the phase space, are introduced in the non-twist standard map in a conservative fashion. The resulting non-twist standard map with robust tori is an improved model to study transport barriers in plasmas confined in tokamaks.

On estimation and influence diagnostics for the Grubbs` model under heavy-tailed distributions

The Grubbs` measurement model is frequently used to compare several measuring devices. It is common to assume that the random terms have a normal distribution. However, such assumption makes the inference vulnerable to outlying observations, whereas scale mixtures of normal distributions have been an interesting alternative to produce robust estimates, keeping the elegancy and simplicity of the maximum likelihood theory. The aim of this paper is to develop an EM-type algorithm for the parameter estimation, and to use the local influence method to assess the robustness aspects of these parameter estimates under some usual perturbation schemes, In order to identify outliers and to criticize the model building we use the local influence procedure in a Study to compare the precision of several thermocouples. (C) 2008 Elsevier B.V. All rights reserved.