Aerosol indirect effects – general circulation model intercomparison and evaluation with satellite data

Aerosol indirect effects continue to constitute one of the most important uncertainties for anthropogenic climate perturbations. Within the international AEROCOM initiative, the representation of aerosol-cloud-radiation interactions in ten different general circulation models (GCMs) is evaluated using three satellite datasets. The focus is on stratiform liquid water clouds since most GCMs do not include ice nucleation effects, and none of the model explicitly parameterises aerosol effects on convective clouds. We compute statistical relationships between aerosol optical depth (τa) and various cloud and radiation quantities in a manner that is consistent between the models and the satellite data. It is found that the model-simulated influence of aerosols on cloud droplet number concentration (Nd ) compares relatively well to the satellite data at least over the ocean. The relationship between �a and liquid water path is simulated much too strongly by the models. This suggests that the implementation of the second aerosol indirect effect mainly in terms of an autoconversion parameterisation has to be revisited in the GCMs. A positive relationship between total cloud fraction (fcld) and �a as found in the satellite data is simulated by the majority of the models, albeit less strongly than that in the satellite data in most of them. In a discussion of the hypotheses proposed in the literature to explain the satellite-derived strong fcld–�a relationship, our results indicate that none can be identified as a unique explanation. Relationships similar to the ones found in satellite data between �a and cloud top temperature or outgoing long-wave radiation (OLR) are simulated by only a few GCMs. The GCMs that simulate a negative OLR - �a relationship show a strong positive correlation between �a and fcld. The short-wave total aerosol radiative forcing as simulated by the GCMs is strongly influenced by the simulated anthropogenic fraction of �a, and parameterisation assumptions such as a lower bound on Nd . Nevertheless, the strengths of the statistical relationships are good predictors for the aerosol forcings in the models. An estimate of the total short-wave aerosol forcing inferred from the combination of these predictors for the modelled forcings with the satellite-derived statistical relationships yields a global annual mean value of −1.5±0.5Wm−2. In an alternative approach, the radiative flux perturbation due to anthropogenic aerosols can be broken down into a component over the cloud-free portion of the globe (approximately the aerosol direct effect) and a component over the cloudy portion of the globe (approximately the aerosol indirect effect). An estimate obtained by scaling these simulated clearand cloudy-sky forcings with estimates of anthropogenic �a and satellite-retrieved Nd–�a regression slopes, respectively, yields a global, annual-mean aerosol direct effect estimate of −0.4±0.2Wm−2 and a cloudy-sky (aerosol indirect effect) estimate of −0.7±0.5Wm−2, with a total estimate of −1.2±0.4Wm−2.

The dependence of radiative forcing and feedback on evolving patterns of surface temperature change in climate models

Experiments with CO2 instantaneously quadrupled and then held constant are used to show that the relationship between the global-mean net heat input to the climate system and the global-mean surface-air-temperature change is nonlinear in Coupled Model Intercomparison Project phase 5 (CMIP5) Atmosphere-Ocean General Circulation Models (AOGCMs). The nonlinearity is shown to arise from a change in strength of climate feedbacks driven by an evolving pattern of surface warming. In 23 out of the 27 AOGCMs examined the climate feedback parameter becomes significantly (95% confidence) less negative – i.e. the effective climate sensitivity increases – as time passes. Cloud feedback parameters show the largest changes. In the AOGCM-mean approximately 60% of the change in feedback parameter comes from the topics (30N-30S). An important region involved is the tropical Pacific where the surface warming intensifies in the east after a few decades. The dependence of climate feedbacks on an evolving pattern of surface warming is confirmed using the HadGEM2 and HadCM3 atmosphere GCMs (AGCMs). With monthly evolving sea-surface-temperatures and sea-ice prescribed from its AOGCM counterpart each AGCM reproduces the time-varying feedbacks, but when a fixed pattern of warming is prescribed the radiative response is linear with global temperature change or nearly so. We also demonstrate that the regression and fixed-SST methods for evaluating effective radiative forcing are in principle different, because rapid SST adjustment when CO2 is changed can produce a pattern of surface temperature change with zero global mean but non-zero change in net radiation at the top of the atmosphere (~ -0.5 Wm-2 in HadCM3).

The AeroCom evaluation and intercomparison of organic aerosol in global models

This paper evaluates the current status of global modeling of the organic aerosol (OA) in the troposphere and analyzes the differences between models as well as between models and observations. Thirty-one global chemistry transport models (CTMs) and general circulation models (GCMs) have participated in this intercomparison, in the framework of AeroCom phase II. The simulation of OA varies greatly between models in terms of the magnitude of primary emissions, secondary OA (SOA) formation, the number of OA species used (2 to 62), the complexity of OA parameterizations (gas-particle partitioning, chemical aging, multiphase chemistry, aerosol microphysics), and the OA physical, chemical and optical properties. The diversity of the global OA simulation results has increased since earlier AeroCom experiments, mainly due to the increasing complexity of the SOA parameterization in models, and the implementation of new, highly uncertain, OA sources. Diversity of over one order of magnitude exists in the modeled vertical distribution of OA concentrations that deserves a dedicated future study. Furthermore, although the OA / OC ratio depends on OA sources and atmospheric processing, and is important for model evaluation against OA and OC observations, it is resolved only by a few global models. The median global primary OA (POA) source strength is 56 Tg a−1 (range 34–144 Tg a−1) and the median SOA source strength (natural and anthropogenic) is 19 Tg a−1 (range 13–121 Tg a−1). Among the models that take into account the semi-volatile SOA nature, the median source is calculated to be 51 Tg a−1 (range 16–121 Tg a−1), much larger than the median value of the models that calculate SOA in a more simplistic way (19 Tg a−1; range 13–20 Tg a−1, with one model at 37 Tg a−1). The median atmospheric burden of OA is 1.4 Tg (24 models in the range of 0.6–2.0 Tg and 4 between 2.0 and 3.8 Tg), with a median OA lifetime of 5.4 days (range 3.8–9.6 days). In models that reported both OA and sulfate burdens, the median value of the OA/sulfate burden ratio is calculated to be 0.77; 13 models calculate a ratio lower than 1, and 9 models higher than 1. For 26 models that reported OA deposition fluxes, the median wet removal is 70 Tg a−1 (range 28–209 Tg a−1), which is on average 85% of the total OA deposition. Fine aerosol organic carbon (OC) and OA observations from continuous monitoring networks and individual field campaigns have been used for model evaluation. At urban locations, the model–observation comparison indicates missing knowledge on anthropogenic OA sources, both strength and seasonality. The combined model–measurements analysis suggests the existence of increased OA levels during summer due to biogenic SOA formation over large areas of the USA that can be of the same order of magnitude as the POA, even at urban locations, and contribute to the measured urban seasonal pattern. Global models are able to simulate the high secondary character of OA observed in the atmosphere as a result of SOA formation and POA aging, although the amount of OA present in the atmosphere remains largely underestimated, with a mean normalized bias (MNB) equal to −0.62 (−0.51) based on the comparison against OC (OA) urban data of all models at the surface, −0.15 (+0.51) when compared with remote measurements, and −0.30 for marine locations with OC data. The mean temporal correlations across all stations are low when compared with OC (OA) measurements: 0.47 (0.52) for urban stations, 0.39 (0.37) for remote stations, and 0.25 for marine stations with OC data. The combination of high (negative) MNB and higher correlation at urban stations when compared with the low MNB and lower correlation at remote sites suggests that knowledge about the processes that govern aerosol processing, transport and removal, on top of their sources, is important at the remote stations. There is no clear change in model skill with increasing model complexity with regard to OC or OA mass concentration. However, the complexity is needed in models in order to distinguish between anthropogenic and natural OA as needed for climate mitigation, and to calculate the impact of OA on climate accurately.

A comparison of two dust uplift schemes within the same general circulation model

Aeolian dust modelling has improved significantly over the last ten years and many institutions now consistently model dust uplift, transport and deposition in general circulation models (GCMs). However, the representation of dust in GCMs is highly variable between modelling communities due to differences in the uplift schemes employed and the representation of the global circulation that subsequently leads to dust deflation. In this study two different uplift schemes are incorporated in the same GCM. This approach enables a clearer comparison of the dust uplift schemes themselves, without the added complexity of several different transport and deposition models. The global annual mean dust aerosol optical depths (at 550 nm) using two different dust uplift schemes were found to be 0.014 and 0.023—both lying within the estimates from the AeroCom project. However, the models also have appreciably different representations of the dust size distribution adjacent to the West African coast and very different deposition at various sites throughout the globe. The different dust uplift schemes were also capable of influencing the modelled circulation, surface air temperature, and precipitation despite the use of prescribed sea surface temperatures. This has important implications for the use of dust models in AMIP-style (Atmospheric Modelling Intercomparison Project) simulations and Earth-system modelling.

Southern Hemisphere jet latitude biases in CMIP5 models linked to shortwave cloud forcing

Substantial biases in shortwave cloud forcing (SWCF) of up to ±30 W m−2are found in the midlatitudes of the Southern Hemisphere in the historical simulations of 34 CMIP5 coupled general circulation models. The SWCF biases are shown to induce surface temperature anomalies localized in the midlatitudes, and are significantly correlated with the mean latitude of the eddy-driven jet, with a negative SWCF bias corresponding to an equatorward jet latitude bias. Aquaplanet model experiments are performed to demonstrate that the jet latitude biases are primarily induced by the midlatitude SWCF anomalies, such that the jet moves toward (away from) regions of enhanced (reduced) temperature gradients. The results underline the necessity of accurately representing cloud radiative forcings in state-of-the-art coupled models.

ENSO representation in climate models: from CMIP3 to CMIP5

We analyse the ability of CMIP3 and CMIP5 coupled ocean–atmosphere general circulation models (CGCMs) to simulate the tropical Pacific mean state and El Niño-Southern Oscillation (ENSO). The CMIP5 multi-model ensemble displays an encouraging 30 % reduction of the pervasive cold bias in the western Pacific, but no quantum leap in ENSO performance compared to CMIP3. CMIP3 and CMIP5 can thus be considered as one large ensemble (CMIP3 + CMIP5) for multi-model ENSO analysis. The too large diversity in CMIP3 ENSO amplitude is however reduced by a factor of two in CMIP5 and the ENSO life cycle (location of surface temperature anomalies, seasonal phase locking) is modestly improved. Other fundamental ENSO characteristics such as central Pacific precipitation anomalies however remain poorly represented. The sea surface temperature (SST)-latent heat flux feedback is slightly improved in the CMIP5 ensemble but the wind-SST feedback is still underestimated by 20–50 % and the shortwave-SST feedbacks remain underestimated by a factor of two. The improvement in ENSO amplitudes might therefore result from error compensations. The ability of CMIP models to simulate the SST-shortwave feedback, a major source of erroneous ENSO in CGCMs, is further detailed. In observations, this feedback is strongly nonlinear because the real atmosphere switches from subsident (positive feedback) to convective (negative feedback) regimes under the effect of seasonal and interannual variations. Only one-third of CMIP3 + CMIP5 models reproduce this regime shift, with the other models remaining locked in one of the two regimes. The modelled shortwave feedback nonlinearity increases with ENSO amplitude and the amplitude of this feedback in the spring strongly relates with the models ability to simulate ENSO phase locking. In a final stage, a subset of metrics is proposed in order to synthesize the ability of each CMIP3 and CMIP5 models to simulate ENSO main characteristics and key atmospheric feedbacks.

Fast and slow responses of Southern Ocean sea surface temperature to SAM in coupled climate models

We investigate how sea surface temperatures (SSTs) around Antarctica respond to the Southern An- nular Mode (SAM) on multiple timescales. To that end we examine the relationship between SAM and SST within unperturbed preindustrial control simulations of coupled general circulation models (GCMs) included in the Climate Modeling Intercomparison Project phase 5 (CMIP5). We develop a technique to extract the re- sponse of the Southern Ocean SST (55◦S−70◦S) to a hypothetical step increase in the SAM index. We demonstrate that in many GCMs, the expected SST step re- sponse function is nonmonotonic in time. Following a shift to a positive SAM anomaly, an initial cooling regime can transition into surface warming around Antarctica. However, there are large differences across the CMIP5 ensemble. In some models the step response function never changes sign and cooling persists, while in other GCMs the SST anomaly crosses over from negative to positive values only three years after a step increase in the SAM. This intermodel diversity can be related to differences in the models’ climatological thermal ocean stratification in the region of seasonal sea ice around Antarctica. Exploiting this relationship, we use obser- vational data for the time-mean meridional and vertical temperature gradients to constrain the real Southern Ocean response to SAM on fast and slow timescales.

Transformed symmetric models

For the first time, we introduce a class of transformed symmetric models to extend the Box and Cox models to more general symmetric models. The new class of models includes all symmetric continuous distributions with a possible non-linear structure for the mean and enables the fitting of a wide range of models to several data types. The proposed methods offer more flexible alternatives to Box-Cox or other existing procedures. We derive a very simple iterative process for fitting these models by maximum likelihood, whereas a direct unconditional maximization would be more difficult. We give simple formulae to estimate the parameter that indexes the transformation of the response variable and the moments of the original dependent variable which generalize previous published results. We discuss inference on the model parameters. The usefulness of the new class of models is illustrated in one application to a real dataset.

Uma investigação sobre o impacto dos accruals na variabilidade dos resultados nos diferentes contrastes cross-sectional nas firmas brasileiras de capital aberto

Esta dissertação tem como objetivo principal investigar o impacto dos accruals na variabilidade dos resultados corporativos (EVAR) que influenciam a aplicação prática do income smoothing nas firmas brasileiras de capital aberto. Inicialmente, é demonstrada a importância das demonstrações contábeis que devem ser evidenciadas em cumprimento aos princípios contábeis geralmente aceitos. Sua evidenciação deve representar a realidade econômico-financeira da firma para o processo de tomada de decisão dos acionistas e credores. Porém, em determinados momentos, os gestores se sentem motivados a praticar o gerenciamento dos resultados contábeis na tentativa de reduzir a variabilidade dos lucros por meio da utilização dos accruals. Os accruals correspondem à diferença entre o lucro líquido e o fluxo de caixa operacional. Nesse processo de redução da volatilidade dos resultados, os gestores se utilizam da prática do income smoothing procurando reduzir eventuais distorções no preço das ações da firma. A amostra neste estudo é composta por um grupo de 163 firmas de capital aberto listadas na Bovespa e que apresentaram informações financeiras no intervalo de 2000 a 2007, categorizadas por setores através de dados obtidos na Economática. O modelo estatístico utilizado na pesquisa foi a análise de regressão para explicar os diferentes modelos de cross-sectional. Os resultados desta pesquisa indicam que os accruals são significativos para explicar a variabilidade dos resultados corporativos (EVAR) de empresas brasileiras. Além disso, nossos resultados sugerem que o modelo estrutural de identificação do EVAR nas empresas brasileiras deve ser explicado por variáveis não contábeis diferentes das que são apresentadas pelas firmas norte-americanas.

Life Cycle Models, Heterogeneity of Initial Assets,and Wealth Inequality

Life cycle general equilibrium models with heterogeneous agents have a very hard time reproducing the American wealth distribution. A common assumption made in this literature is that all young adults enter the economy with no initial assets. In this article, we relax this assumption – not supported by the data - and evaluate the ability of an otherwise standard life cycle model to account for the U.S. wealth inequality. The new feature of the model is that agents enter the economy with assets drawn from an initial distribution of assets, which is estimated using a non-parametric method applied to data from the Survey of Consumer Finances. We found that heterogeneity with respect to initial wealth is key for this class of models to replicate the data. According to our results, American inequality can be explained almost entirely by the fact that some individuals are lucky enough to be born into wealth, while others are born with few or no assets.

Investigating the consistency between proxy-based reconstructions and climate models using data assimilation: a mid-Holocene case study

The mid-Holocene (6 kyr BP; thousand years before present) is a key period to study the consistency between model results and proxy-based reconstruction data as it corresponds to a standard test for models and a reasonable number of proxy-based records is available. Taking advantage of this relatively large amount of information, we have compared a compilation of 50 air and sea surface temperature reconstructions with the results of three simulations performed with general circulation models and one carried out with LOVECLIM, a model of intermediate complexity. The conclusions derived from this analysis confirm that models and data agree on the large-scale spatial pattern but the models underestimate the magnitude of some observed changes and that large discrepancies are observed at the local scale. To further investigate the origin of those inconsistencies, we have constrained LOVECLIM to follow the signal recorded by the proxies selected in the compilation using a data-assimilation method based on a particle filter. In one simulation, all the 50 proxy-based records are used while in the other two only the continental or oceanic proxy-based records constrain the model results. As expected, data assimilation leads to improving the consistency between model results and the reconstructions. In particular, this is achieved in a robust way in all the experiments through a strengthening of the westerlies at midlatitude that warms up northern Europe. Furthermore, the comparison of the LOVECLIM simulations with and without data assimilation has also objectively identified 16 proxy-based paleoclimate records whose reconstructed signal is either incompatible with the signal recorded by some other proxy-based records or with model physics.

Historical and idealized climate model experiments: an intercomparison of Earth system models of intermediate complexity

Both historical and idealized climate model experiments are performed with a variety of Earth system models of intermediate complexity (EMICs) as part of a community contribution to the Intergovernmental Panel on Climate Change Fifth Assessment Report. Historical simulations start at 850 CE and continue through to 2005. The standard simulations include changes in forcing from solar luminosity, Earth's orbital configuration, CO2, additional greenhouse gases, land use, and sulphate and volcanic aerosols. In spite of very different modelled pre-industrial global surface air temperatures, overall 20th century trends in surface air temperature and carbon uptake are reasonably well simulated when compared to observed trends. Land carbon fluxes show much more variation between models than ocean carbon fluxes, and recent land fluxes appear to be slightly underestimated. It is possible that recent modelled climate trends or climate–carbon feedbacks are overestimated resulting in too much land carbon loss or that carbon uptake due to CO2 and/or nitrogen fertilization is underestimated. Several one thousand year long, idealized, 2 × and 4 × CO2 experiments are used to quantify standard model characteristics, including transient and equilibrium climate sensitivities, and climate–carbon feedbacks. The values from EMICs generally fall within the range given by general circulation models. Seven additional historical simulations, each including a single specified forcing, are used to assess the contributions of different climate forcings to the overall climate and carbon cycle response. The response of surface air temperature is the linear sum of the individual forcings, while the carbon cycle response shows a non-linear interaction between land-use change and CO2 forcings for some models. Finally, the preindustrial portions of the last millennium simulations are used to assess historical model carbon-climate feedbacks. Given the specified forcing, there is a tendency for the EMICs to underestimate the drop in surface air temperature and CO2 between the Medieval Climate Anomaly and the Little Ice Age estimated from palaeoclimate reconstructions. This in turn could be a result of unforced variability within the climate system, uncertainty in the reconstructions of temperature and CO2, errors in the reconstructions of forcing used to drive the models, or the incomplete representation of certain processes within the models. Given the forcing datasets used in this study, the models calculate significant land-use emissions over the pre-industrial period. This implies that land-use emissions might need to be taken into account, when making estimates of climate–carbon feedbacks from palaeoclimate reconstructions.

Analytical Models of Exoplanetary Atmospheres. II. Radiative Transfer via the Two-Stream Approximation

We present a comprehensive analytical study of radiative transfer using the method of moments and include the effects of non-isotropic scattering in the coherent limit. Within this unified formalism, we derive the governing equations and solutions describing two-stream radiative transfer (which approximates the passage of radiation as a pair of outgoing and incoming fluxes), flux-limited diffusion (which describes radiative transfer in the deep interior) and solutions for the temperature-pressure profiles. Generally, the problem is mathematically under-determined unless a set of closures (Eddington coefficients) is specified. We demonstrate that the hemispheric (or hemi-isotropic) closure naturally derives from the radiative transfer equation if energy conservation is obeyed, while the Eddington closure produces spurious enhancements of both reflected light and thermal emission. We concoct recipes for implementing two-stream radiative transfer in stand-alone numerical calculations and general circulation models. We use our two-stream solutions to construct toy models of the runaway greenhouse effect. We present a new solution for temperature-pressure profiles with a non-constant optical opacity and elucidate the effects of non-isotropic scattering in the optical and infrared. We derive generalized expressions for the spherical and Bond albedos and the photon deposition depth. We demonstrate that the value of the optical depth corresponding to the photosphere is not always 2/3 (Milne's solution) and depends on a combination of stellar irradiation, internal heat and the properties of scattering both in optical and infrared. Finally, we derive generalized expressions for the total, net, outgoing and incoming fluxes in the convective regime.

Comparison of co-located independent ground-based middle atmospheric wind and temperature measurements with numerical weather prediction models

High-resolution, ground-based and independent observations including co-located wind radiometer, lidar stations, and infrasound instruments are used to evaluate the accuracy of general circulation models and data-constrained assimilation systems in the middle atmosphere at northern hemisphere midlatitudes. Systematic comparisons between observations, the European Centre for Medium-Range Weather Forecasts (ECMWF) operational analyses including the recent Integrated Forecast System cycles 38r1 and 38r2, the NASA’s Modern-Era Retrospective Analysis for Research and Applications (MERRA) reanalyses, and the free-running climate Max Planck Institute–Earth System Model–Low Resolution (MPI-ESM-LR) are carried out in both temporal and spectral dom ains. We find that ECMWF and MERRA are broadly consistent with lidar and wind radiometer measurements up to ~40 km. For both temperature and horizontal wind components, deviations increase with altitude as the assimilated observations become sparser. Between 40 and 60 km altitude, the standard deviation of the mean difference exceeds 5 K for the temperature and 20 m/s for the zonal wind. The largest deviations are observed in winter when the variability from large-scale planetary waves dominates. Between lidar data and MPI-ESM-LR, there is an overall agreement in spectral amplitude down to 15–20 days. At shorter time scales, the variability is lacking in the model by ~10 dB. Infrasound observations indicate a general good agreement with ECWMF wind and temperature products. As such, this study demonstrates the potential of the infrastructure of the Atmospheric Dynamics Research Infrastructure in Europe project that integrates various measurements and provides a quantitative understanding of stratosphere-troposphere dynamical coupling for numerical weather prediction applications.

Calibrating a CGE model with NTBs that Incorporates Standard Models of Modern Trade Theory

We propose a way to incorporate NTBs for the four workhorse models of the modern trade literature in computable general equilibrium models (CGEs). CGE models feature intermediate linkages and thus allow us to study global value chains (GVCs). We show that the Ethier-Krugman monopolistic competition model, the Melitz firm heterogeneity model and the Eaton and Kortum model can be defined as an Armington model with generalized marginal costs, generalized trade costs and a demand externality. As already known in the literature in both the Ethier-Krugman model and the Melitz model generalized marginal costs are a function of the amount of factor input bundles. In the Melitz model generalized marginal costs are also a function of the price of the factor input bundles. Lower factor prices raise the number of firms that can enter the market profitably (extensive margin), reducing generalized marginal costs of a representative firm. For the same reason the Melitz model features a demand externality: in a larger market more firms can enter. We implement the different models in a CGE setting with multiple sectors, intermediate linkages, non-homothetic preferences and detailed data on trade costs. We find the largest welfare effects from trade cost reductions in the Melitz model. We also employ the Melitz model to mimic changes in Non tariff Barriers (NTBs) with a fixed cost-character by analysing the effect of changes in fixed trade costs. While we work here with a model calibrated to the GTAP database, the methods developed can also be applied to CGE models based on the WIOD database.