Weak constraints in four-dimensional variational data assimilation

The formulation of four-dimensional variational data assimilation allows the incorporation of constraints into the cost function which need only be weakly satisfied. In this paper we investigate the value of imposing conservation properties as weak constraints. Using the example of the two-body problem of celestial mechanics we compare weak constraints based on conservation laws with a constraint on the background state.We show how the imposition of conservation-based weak constraints changes the nature of the gradient equation. Assimilation experiments demonstrate how this can add extra information to the assimilation process, even when the underlying numerical model is conserving.

Hierarchical modeling of entangled polymers

We demonstrate that it is possible to link multi-chain molecular dynamics simulations with the tube model using a single chain slip-links model as a bridge. This hierarchical approach allows significant speed up of simulations, permitting us to span the time scales relevant for a comparison with the tube theory. Fitting the mean-square displacement of individual monomers in molecular dynamics simulations with the slip-spring model, we show that it is possible to predict the stress relaxation. Then, we analyze the stress relaxation from slip-spring simulations in the framework of the tube theory. In the absence of constraint release, we establish that the relaxation modulus can be decomposed as the sum of contributions from fast and longitudinal Rouse modes, and tube survival. Finally, we discuss some open questions regarding possible future directions that could be profitable in rendering the tube model quantitative, even for mildly entangled polymers

A stochastic parameterization for deep convection based on equilibrium statistics

A stochastic parameterization scheme for deep convection is described, suitable for use in both climate and NWP models. Theoretical arguments and the results of cloud-resolving models, are discussed in order to motivate the form of the scheme. In the deterministic limit, it tends to a spectrum of entraining/detraining plumes and is similar to other current parameterizations. The stochastic variability describes the local fluctuations about a large-scale equilibrium state. Plumes are drawn at random from a probability distribution function (pdf) that defines the chance of finding a plume of given cloud-base mass flux within each model grid box. The normalization of the pdf is given by the ensemble-mean mass flux, and this is computed with a CAPE closure method. The characteristics of each plume produced are determined using an adaptation of the plume model from the Kain-Fritsch parameterization. Initial tests in the single column version of the Unified Model verify that the scheme is effective in producing the desired distributions of convective variability without adversely affecting the mean state.

Boundary-layer ventilation by baroclinic lifecycles

Ventilation of the boundary layer has an important effect on local and regional air quality and is a prerequisite for long-range pollution transport. Once in the free troposphere, pollutants can alter the chemical composition of the troposphere and impact on the Earth's radiative forcing. Idealised baroclinic life cycles, LC1 and LC2, have been simulated in a three-dimensional dry hemispheric model in the presence of boundary-layer turbulent fluxes. A passive tracer is added to the simulations to represent pollution emitted at, or near, the surface. A simple conveyor-belt diagnostic is developed to objectively identify regions of the boundary layer that can be ventilated by either warm or cold conveyor belts. Transport of pollutants within and above the boundary layer is examined on synoptic scales. Three different physical mechanisms are found to interact with each other to ventilate pollutants out of the boundary layer. These mechanisms are turbulent mixing within the boundary layer, horizontal advection due to Ekman convergence and divergence within the boundary layer, and advection by the warm conveyor belt. The mass of tracer ventilated by the two life cycles is remarkably similar given the differences in frontal structure, suggesting that the large-scale baroclinicity is an effective constraint on ventilation.

A review of the theoretical basis for bulk mass flux convective parameterization

Most parameterizations for precipitating convection in use today are bulk schemes, in which an ensemble of cumulus elements with different properties is modelled as a single, representative entraining-detraining plume. We review the underpinning mathematical model for such parameterizations, in particular by comparing it with spectral models in which elements are not combined into the representative plume. The chief merit of a bulk model is that the representative plume can be described by an equation set with the same structure as that which describes each element in a spectral model. The equivalence relies on an ansatz for detrained condensate introduced by Yanai et al. (1973) and on a simplified microphysics. There are also conceptual differences in the closure of bulk and spectral parameterizations. In particular, we show that the convective quasi-equilibrium closure of Arakawa and Schubert (1974) for spectral parameterizations cannot be carried over to a bulk parameterization in a straightforward way. Quasi-equilibrium of the cloud work function assumes a timescale separation between a slow forcing process and a rapid convective response. But, for the natural bulk analogue to the cloud-work function (the dilute CAPE), the relevant forcing is characterised by a different timescale, and so its quasi-equilibrium entails a different physical constraint. Closures of bulk parameterization that use the non-entraining parcel value of CAPE do not suffer from this timescale issue. However, the Yanai et al. (1973) ansatz must be invoked as a necessary ingredient of those closures.

Estimating surface CO2 fluxes from space-borne dry air mole fraction observations using an Ensemble Kalman filter

We have developed an ensemble Kalman Filter (EnKF) to estimate 8-day regional surface fluxes of CO2 from space-borne CO2 dry-air mole fraction observations (XCO2) and evaluate the approach using a series of synthetic experiments, in preparation for data from the NASA Orbiting Carbon Observatory (OCO). The 32-day duty cycle of OCO alternates every 16 days between nadir and glint measurements of backscattered solar radiation at short-wave infrared wavelengths. The EnKF uses an ensemble of states to represent the error covariances to estimate 8-day CO2 surface fluxes over 144 geographical regions. We use a 12×8-day lag window, recognising that XCO2 measurements include surface flux information from prior time windows. The observation operator that relates surface CO2 fluxes to atmospheric distributions of XCO2 includes: a) the GEOS-Chem transport model that relates surface fluxes to global 3-D distributions of CO2 concentrations, which are sampled at the time and location of OCO measurements that are cloud-free and have aerosol optical depths <0.3; and b) scene-dependent averaging kernels that relate the CO2 profiles to XCO2, accounting for differences between nadir and glint measurements, and the associated scene-dependent observation errors. We show that OCO XCO2 measurements significantly reduce the uncertainties of surface CO2 flux estimates. Glint measurements are generally better at constraining ocean CO2 flux estimates. Nadir XCO2 measurements over the terrestrial tropics are sparse throughout the year because of either clouds or smoke. Glint measurements provide the most effective constraint for estimating tropical terrestrial CO2 fluxes by accurately sampling fresh continental outflow over neighbouring oceans. We also present results from sensitivity experiments that investigate how flux estimates change with 1) bias and unbiased errors, 2) alternative duty cycles, 3) measurement density and correlations, 4) the spatial resolution of estimated flux estimates, and 5) reducing the length of the lag window and the size of the ensemble. At the revision stage of this manuscript, the OCO instrument failed to reach its orbit after it was launched on 24 February 2009. The EnKF formulation presented here is also applicable to GOSAT measurements of CO2 and CH4.

On the energetics of stratified turbulent mixing, irreversible thermodynamics, Boussinesq models and the ocean heat engine controversy

In this paper, the available potential energy (APE) framework of Winters et al. (J. Fluid Mech., vol. 289, 1995, p. 115) is extended to the fully compressible Navier– Stokes equations, with the aims of clarifying (i) the nature of the energy conversions taking place in turbulent thermally stratified fluids; and (ii) the role of surface buoyancy fluxes in the Munk & Wunsch (Deep-Sea Res., vol. 45, 1998, p. 1977) constraint on the mechanical energy sources of stirring required to maintain diapycnal mixing in the oceans. The new framework reveals that the observed turbulent rate of increase in the background gravitational potential energy GPEr , commonly thought to occur at the expense of the diffusively dissipated APE, actually occurs at the expense of internal energy, as in the laminar case. The APE dissipated by molecular diffusion, on the other hand, is found to be converted into internal energy (IE), similar to the viscously dissipated kinetic energy KE. Turbulent stirring, therefore, does not introduce a new APE/GPEr mechanical-to-mechanical energy conversion, but simply enhances the existing IE/GPEr conversion rate, in addition to enhancing the viscous dissipation and the entropy production rates. This, in turn, implies that molecular diffusion contributes to the dissipation of the available mechanical energy ME =APE +KE, along with viscous dissipation. This result has important implications for the interpretation of the concepts of mixing efficiency γmixing and flux Richardson number Rf , for which new physically based definitions are proposed and contrasted with previous definitions. The new framework allows for a more rigorous and general re-derivation from the first principles of Munk & Wunsch (1998, hereafter MW98)’s constraint, also valid for a non-Boussinesq ocean: G(KE) ≈ 1 − ξ Rf ξ Rf Wr, forcing = 1 + (1 − ξ )γmixing ξ γmixing Wr, forcing , where G(KE) is the work rate done by the mechanical forcing, Wr, forcing is the rate of loss of GPEr due to high-latitude cooling and ξ is a nonlinearity parameter such that ξ =1 for a linear equation of state (as considered by MW98), but ξ <1 otherwise. The most important result is that G(APE), the work rate done by the surface buoyancy fluxes, must be numerically as large as Wr, forcing and, therefore, as important as the mechanical forcing in stirring and driving the oceans. As a consequence, the overall mixing efficiency of the oceans is likely to be larger than the value γmixing =0.2 presently used, thereby possibly eliminating the apparent shortfall in mechanical stirring energy that results from using γmixing =0.2 in the above formula.

Identifying management zones in agricultural fields using spatially constrained classification of soil and ancillary data

Site-specific management requires accurate knowledge of the spatial variation in a range of soil properties within fields. This involves considerable sampling effort, which is costly. Ancillary data, such as crop yield, elevation and apparent electrical conductivity (ECa) of the soil, can provide insight into the spatial variation of some soil properties. A multivariate classification with spatial constraint imposed by the variogram was used to classify data from two arable crop fields. The yield data comprised 5 years of crop yield, and the ancillary data 3 years of yield data, elevation and ECa. Information on soil chemical and physical properties was provided by intensive surveys of the soil. Multivariate variograms computed from these data were used to constrain sites spatially within classes to increase their contiguity. The constrained classifications resulted in coherent classes, and those based on the ancillary data were similar to those from the soil properties. The ancillary data seemed to identify areas in the field where the soil is reasonably homogeneous. The results of targeted sampling showed that these classes could be used as a basis for management and to guide future sampling of the soil.

Two Independent Triggers for the Indian Ocean Dipole/Zonal Mode in a Coupled GCM

The question of whether and how tropical Indian Ocean dipole or zonal mode (IOZM) interannual variability is independent of El Nino-Southern Oscillation (ENSO) variability in the Pacific is addressed in a comparison of twin 200-yr runs of a coupled climate model. The first is a reference simulation, and the second has ENSO-scale variability suppressed with a constraint on the tropical Pacific wind stress. The IOZM can exist in the model without ENSO, and the composite evolution of the main anomalies in the Indian Ocean in the two simulations is virtually identical. Its growth depends on a positive feedback between anomalous equatorial easterly winds, upwelling equatorial and coastal Kelvin waves reducing the thermocline depth and sea surface temperature off the coast of Sumatra, and the atmospheric dynamical response to the subsequently reduced convection. Two IOZM triggers in the boreal spring are found. The first is an anomalous Hadley circulation over the eastern tropical Indian Ocean and Maritime Continent, with an early northward penetration of the Southern Hemisphere southeasterly trades. This situation grows out of cooler sea surface temperatures in the southeastern tropical Indian Ocean left behind by a reinforcement of the late austral summer winds. The second trigger is a consequence of a zonal shift in the center of convection associated with a developing El Nino, a Walker cell anomaly. The first trigger is the only one present in the constrained simulation and is similar to the evolution of anomalies in 1994, when the IOZM occurred in the absence of a Pacific El Nino state. The presence of these two triggers-the first independent of ENSO and the second phase locking the IOZM to El Nino-allows an understanding of both the existence of IOZM events when Pacific conditions are neutral and the significant correlation between the IOZM and El Nino.

Projected gradient approach to the numerical solution of the SCoTLASS

The SCoTLASS problem-principal component analysis modified so that the components satisfy the Least Absolute Shrinkage and Selection Operator (LASSO) constraint-is reformulated as a dynamical system on the unit sphere. The LASSO inequality constraint is tackled by exterior penalty function. A globally convergent algorithm is developed based on the projected gradient approach. The algorithm is illustrated numerically and discussed on a well-known data set. (c) 2004 Elsevier B.V. All rights reserved.

In search of simple structures in climate: Simplifying EOFs

Empirical orthogonal functions (EOFs) are widely used in climate research to identify dominant patterns of variability and to reduce the dimensionality of climate data. EOFs, however, can be difficult to interpret. Rotated empirical orthogonal functions (REOFs) have been proposed as more physical entities with simpler patterns than EOFs. This study presents a new approach for finding climate patterns with simple structures that overcomes the problems encountered with rotation. The method achieves simplicity of the patterns by using the main properties of EOFs and REOFs simultaneously. Orthogonal patterns that maximise variance subject to a constraint that induces a form of simplicity are found. The simplified empirical orthogonal function (SEOF) patterns, being more 'local'. are constrained to have zero loadings outside the main centre of action. The method is applied to winter Northern Hemisphere (NH) monthly mean sea level pressure (SLP) reanalyses over the period 1948-2000. The 'simplified' leading patterns of variability are identified and compared to the leading patterns obtained from EOFs and REOFs. Copyright (C) 2005 Royal Meteorological Society.

The elliptic sine-Gordon equation in a half plane

We consider boundary value problems for the elliptic sine-Gordon equation posed in the half plane y > 0. This problem was considered in Gutshabash and Lipovskii (1994 J. Math. Sci. 68 197–201) using the classical inverse scattering transform approach. Given the limitations of this approach, the results obtained rely on a nonlinear constraint on the spectral data derived heuristically by analogy with the linearized case. We revisit the analysis of such problems using a recent generalization of the inverse scattering transform known as the Fokas method, and show that the nonlinear constraint of Gutshabash and Lipovskii (1994 J. Math. Sci. 68 197–201) is a consequence of the so-called global relation. We also show that this relation implies a stronger constraint on the spectral data, and in particular that no choice of boundary conditions can be associated with a decaying (possibly mod 2π) solution analogous to the pure soliton solutions of the usual, time-dependent sine-Gordon equation. We also briefly indicate how, in contrast to the evolutionary case, the elliptic sine-Gordon equation posed in the half plane does not admit linearisable boundary conditions.

Vibrational energy levels of water

Several quartic force fields and a full sextic anharmonic force field for H,O have been determined from high-quality ab initio calculations, the highest at the aug-cc-pVQZ CCSD(T) level of theory. These force fields have been used to determine vibrational excited state band origins up to 15 000 cm - ’ above the zero-point level, using both a perturbation-resonancea pproach and a variational approach. An optimisedq uartic force field hasb eeno btained by least squares refinement of our best ab initio results to fit the observed overtone levels of 5 symmetrically substituted isotopomers of water (Hi60, Hi70, HisO, D,O, and T,O) with an rms error of less than 10 cm-‘, using the perturbation-resonancem odel for the vibrational calculation. Predicatel east squaresr efinement was usedt o provide a loose constraint of the refined force field to the ab initio results. The results obtained prove the viability of the perturbation-resonancem odel for usei n larger molecular systemsa nd also highlight someo f its weaknesse

The calculation of force constants and normal coordinates III: constrained force fields for the methyl halides

A method is discussed for imposing any desired constraint on the force field obtained in a force constant refinement calculation. The application of this method to force constant refinement calculations for the methyl halide molecules is reported. All available data on the vibration frequencies, Coriolis interaction constants and centrifugal stretching constants of CH3X and CD3X molecules were used in the refinements, but despite this apparent abundance of data it was found that constraints were necessary in order to obtain a unique solution to the force field. The results of unconstrained calculations, and of three different constrained calculations, are reported in this paper. The constrained models reported are a Urey—Bradley force field, a modified valence force field, and a constraint based on orbital-following bond-hybridization arguments developed in the following paper. The results are discussed, and compared with previous results for these molecules. The third of the above models is found to reproduce the observed data better than either of the first two, and additional reasons are given for preferring this solution to the force field for the methyl halide molecules.

The calculation of force constants and normal co-ordinates--VII Normal co-ordinates in the E species of allene

Force constant and normal co-ordinate calculations are reported for the E species vibrations of the allene molecule. Data on the fundamental vibration frequencies of allene-h4, allene-d4 and allene-1.1-d2 and on the five experimentally determined Coriolis zeta constants of C3H4 and C3D4, were used in a force constant refinement procedure. Allowing for product and sum rules this gives 21 independent data which were used to refine to the most general harmonic force field (10 parameters) with one constraint (in the absence of any constraints the refinement was not satisfactory). The results have been used to calculate the complete ζz Coriolis interaction matrix for the allene-1.1-d2 molecule, and hence to calculate the expected rotational structure of the perpendicular bending vibrations of this molecule; the good agreement obtained with the observed spectra is a check on our results.