Department of Mathematics and Climate, Atmosphere, Ocean Science (CAOS),Courant Institute of Mathematical Sciences, New York University, New York, NY 10012, USA
Prof. Andrew J. Majda
Department of Mathematics and Climate, Atmosphere, Ocean Science (CAOS),Courant Institute of Mathematical Sciences, New York University, New York, NY 10012, USA
Many processes in science and engineering develop multiscale temporal and spatial patterns, with complex underlying dynamics and time-dependent external forcings. Because of the importance in understanding and predicting these phenomena, extracting the salient modes of variability empirically from incomplete observations is a problem of wide contemporary interest. Here, we present a technique for analyzing high-dimensional, complex time series that exploits the geometrical relationships between the observed data points to recover features characteristic of strongly nonlinear dynamics (such as intermittency and rare events), which are not accessible to classical singular spectrum analysis. The method employs Laplacian eigenmaps, evaluated after suitable time-lagged embedding, to produce a reduced representation of the observed samples, where standard tools of matrix algebra can be used to perform truncated singular-value decomposition despite the nonlinear geometrical structure of the dataset. We illustrate the utility of the technique in capturing intermittent modes associated with the Kuroshio current in the North Pacific sector of a general circulation model and dimensional reduction of a low-order atmospheric model featuring chaotic intermittent regime transitions, where classical singular spectrum analysis is already known to fail dramatically.
26 May 2009 in Proceedings of the National Academy of Sciences
The Madden–Julian oscillation (MJO) is the dominant mode of variability in the tropical atmosphere on intraseasonal timescales and planetary spatial scales. Despite the primary importance of the MJO and the decades of research progress since its original discovery, a generally accepted theory for its essential mechanisms has remained elusive. Here, we present a minimal dynamical model for the MJO that recovers robustly its fundamental features (i.e., its “skeleton”) on intraseasonal/planetary scales: ( i ) the peculiar dispersion relation of d ω/ dk ≈ 0, ( ii ) the slow phase speed of ≈5 m/s, and ( iii ) the horizontal quadrupole vortex structure. This is accomplished here in a model that is neutrally stable on planetary scales; i.e., it is tacitly assumed that the primary instabilities occur on synoptic scales. The key premise of the model is that modulations of synoptic scale wave activity are induced by low-level moisture preconditioning on planetary scales, and they drive the “skeleton” of the MJO through modulated heating. The “muscle” of the MJO—including tilts, vertical structure, etc.—is contributed by other potential upscale transport effects from the synoptic scales.
The use of linear response theory for forced dissipative stochastic dynamical systems through the fluctuation dissipation theorem is an attractive way to study climate change systematically among other applications. Here, a mathematically rigorous justification of linear response theory for forced dissipative stochastic dynamical systems is developed. The main results are formulated in an abstract setting and apply to suitable systems, in finite and infinite dimensions, that are of interest in climate change science and other applications.
21 December 1999 in Proceedings of the National Academy of Sciences
There has been a recent burst of activity in the atmosphere/ocean sciences community in utilizing stable linear Langevin stochastic models for the unresolved degree of freedom in stochastic climate prediction. Here several idealized models for stochastic climate modeling are introduced and analyzed through unambiguous mathematical theory. This analysis demonstrates the potential need for more sophisticated models beyond stable linear Langevin equations. The new phenomena include the emergence of both unstable linear Langevin stochastic models for the climate mean and the need to incorporate both suitable nonlinear effects and multiplicative noise in stochastic models under appropriate circumstances. The strategy for stochastic climate modeling that emerges from this analysis is illustrated on an idealized example involving truncated barotropic flow on a beta-plane with topography and a mean flow. In this example, the effect of the original 57 degrees of freedom is well represented by a theoretically predicted stochastic model with only 3 degrees of freedom.
23 December 2019 in Proceedings of the National Academy of Sciences
Extreme events and the related anomalous statistics are ubiquitously observed in many natural systems, and the development of efficient methods to understand and accurately predict such representative features remains a grand challenge. Here, we investigate the skill of deep learning strategies in the prediction of extreme events in complex turbulent dynamical systems. Deep neural networks have been successfully applied to many imaging processing problems involving big data, and have recently shown potential for the study of dynamical systems. We propose to use a densely connected mixed-scale network model to capture the extreme events appearing in a truncated Korteweg–de Vries (tKdV) statistical framework, which creates anomalous skewed distributions consistent with recent laboratory experiments for shallow water waves across an abrupt depth change, where a remarkable statistical phase transition is generated by varying the inverse temperature parameter in the corresponding Gibbs invariant measures. The neural network is trained using data without knowing the explicit model dynamics, and the training data are only drawn from the near-Gaussian regime of the tKdV model solutions without the occurrence of large extreme values. A relative entropy loss function, together with empirical partition functions, is proposed for measuring the accuracy of the network output where the dominant structures in the turbulent field are emphasized. The optimized network is shown to gain uniformly high skill in accurately predicting the solutions in a wide variety of statistical regimes, including highly skewed extreme events. The technique is promising to be further applied to other complicated high-dimensional systems.
1 July 2003 in Journal of the Atmospheric Sciences
A systematic strategy for stochastic mode reduction is applied here to three prototype “toy” models with nonlinear behavior mimicking several features of low-frequency variability in the extratropical atmosphere. Two of the models involve explicit stable periodic orbits and multiple equilibria in the projected nonlinear climate dynamics. The systematic strategy has two steps: stochastic consistency and stochastic mode elimination. Both aspects of the mode reduction strategy are tested in an a priori fashion in the paper. In all three models the stochastic mode elimination procedure applies in a quantitative fashion for moderately large values of ε ≈ 0.5 or even ε ≈ 1, where the parameter ε roughly measures the ratio of correlation times of unresolved variables to resolved climate variables, even though the procedure is only justified mathematically for ε ≪ 1. The results developed here provide some new perspectives on both the role of stable nonlinear structures in projected nonlinear climate dyn... Abstract A systematic strategy for stochastic mode reduction is applied here to three prototype “toy” models with nonlinear behavior mimicking several features of low-frequency variability in the extratropical atmosphere. Two of the models involve explicit stable periodic orbits and multiple equilibria in the projected nonlinear climate dynamics. The systematic strategy has two steps: stochastic consistency and stochastic mode elimination. Both aspects of the mode reduction strategy are tested in an a priori fashion in the paper. In all three models the stochastic mode elimination procedure applies in a quantitative fashion for moderately large values of ε ≈ 0.5 or even ε ≈ 1, where the parameter ε roughly measures the ratio of correlation times of unresolved variables to resolved climate variables, even though the procedure is only justified mathematically for ε ≪ 1. The results developed here provide some new perspectives on both the role of stable nonlinear structures in projected nonlinear climate dyn...