Lorentz Center - Mathematical challenges in climate science from 9 Mar 2009 through 13 Mar 2009
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    Mathematical challenges in climate science
    from 9 Mar 2009 through 13 Mar 2009






Judith Berner

Representing Model Error in Climate Models and Probabilistic Forecasts by Stochastic Parameterizations

Weather and climate predictions are uncertain because there is uncertainty in the initial conditions and in the formulation of the prediction model.  Ensemble prediction systems provide the means to estimate flow-dependent uncertainty but are commonly underdispersive, leading to overconfident uncertainty estimates and an underestimation of extreme weather events.  Climate models have persistent model errors that might arise in part from a misrepresentation of the

unresolved subgrid-scale processes.  In this talk, we will show the how stochastic parameterizations (here in a particular a stochastic kinetic backscatter scheme) can partially remedy the underdispersion in probabilistic forecast and certain aspects of model error in climate models.






George Craig

Equilibrium and Non-equilibrium Cumulus Convection: Implications for

Parameterisation and Data Assimilation

The two standard paradigems for cumulus convection in the atmosphere are presented: statistical equilibrium, and triggered convection. These situations correspond to different constraints from large scale dynamics and boundary processes. The amount of convection (measured by mass flux or precipitation) is limited by the creation of instability (CAPE) in the case of equiblirium convection, and by the overcoming of inhibition (CIN) for the triggered case. It is argued that these paradigms lead to fundamentally different mathematical descriptions: a statistical  boundary value problem in one case, and a chaotic initial value problem in the other, with important consequences for parameterisation and the

impact of radar or other precipitation data in an assimilation system.






Michel Crucifix

Palaeoclimate challenges : development and calibration of dynamical systems

Climate exhibits a vast range of modes of variability, with characteristic times ranging from a few days to thousands of years.  Moreover, all of these modes are interdependent; in other words, they are coupled.

One approach to coping with climate's complexity is to integrate the equations of atmospheric and oceanic motion with the finest possible mesh. But is this the best approach? Aren't we missing another characteristic of the climate system: its ability to destroy and generate information at the macroscopic scale? Paleoclimatologists consider that much of this information is present in palaeoclimate archives. So another approach is to build climate models that are explicitly tuned to these archives.

This is the strategy we pursue here,  based on low-order non-linear dynamical systems and Bayesian statistics, and taking due account of uncertainties, including uncertainties arising from the limitations of the dynamic model.

It is illustrated through the problem of the timing of the next great glaciation. Is glacial inception overdue, or do we need to wait for another 50,000 years before ice caps grow again? Our (provisional) results indicate a glaciation inception in 50,000 years.






Arnold Heemink

Data assimilation algorithms

Data assimilation methods are used to combine the results of a large scale numerical model with the measurement information available in order to obtain an optimal reconstruction of the dynamic behavior of the model state. Many data assimilation schemes are based on the Ensemble Kalman filtering algorithm. The last decade many new algorithms have been proposed in literature. Very recently it was found out that the symmetric version of the Ensemble Square Root filter seems to be a very good choice for applications where model error is not relevant. This has been shown in some applications, but can also be motivated with a theoretical analysis. For applications where model error is important the symmetric Reduced Rank Square Root filter it an attractive alternative for a number of applications. Variational data assimilation or "the adjoint method" has also been used very often for data assimilation. Using the available data, the uncertain parameters in the model are identified by minimizing a certain cost function that measures the difference between the model results and the data. In order to obtain a computational efficient procedure, the minimization is performed with a gradient-based algorithm where the gradient is determined by solving the adjoint problem. Variational data assimilation requires the implementation of the adjoint model. Even with the use of the adjoint compilers that have become available recently this is a tremendous programming effort, that hampers new applications of the method. Therefore we propose an alternative approach to variational data assimilation by using model reduction. This method does not require the implementation of the adjoint of (the tangent linear approximation of) the original model. Model reduced variational data assimilation is based upon a POD (Proper Orthogonal Decomposition) approach to determine a reduced model for the adjoint of the tangent linear approximation of the original nonlinear forward model. This results in a ensemble type algorithm for variational data assimilation. In the presentation we will first formulate the general data assimilation problem and will discuss a number algorithms. For a class of algorithms we will present a convergence theorem. The characteristics and performance of the methods will be illustrated with a number of test problems and with real life data assimilation applications in storm surge forecasting and emission reconstruction problems in air pollution modeling.






Boualem Khouider

Subgrid-stochastic models  for organized convection: convective inhibition and moisture preconditioning

Abstract: In this talk, I shall discuss two stochastic models for the  parametrization of subgrid effects for organized tropical convection. The first model aims for the representation of convective inhibition (CIN) .  CIN refers to the existence of a thin layer of air of negative buoyancy, separating the well-mixed boundary layer near the sea surface and the tropospheric interior layer.    Thus, CIN is viewed as an energy barrier for spontaneous convection and the formation of deep convective clouds. Through ideas borrowed from statistical mechanics and material science, we propose a stochastic model of representing CIN by an order parameter that takes the values zeros or ones, on a discrete lattice, embedded within each large-scale grid box (of the climate model), depending on whether convection is inhibited or not at, any given microscopic/lattice site. We assume that the boundary layer is a heat bath for CIN to admit Hamiltonian dynamics with a Gibbs equilibrium distribution in the manner of the Ising model for magnetization.  The Hamiltonian has an internal interaction part accounting for the interactions between neighbouring sites and an external potential permitting feedback from the large scale/resolved flow  into the microscopic CIN model. Statistically consistent spin-flip dynamics yields a Markov-jump process, for each site, switching back and forth from zero to one according to plausible probability laws motivated by physical intuition.  A systematic coarse-graining procedure leads to a simple birth-death Markov process for the area fraction of deep convection on each climate-model grid box,  to be run in concert with the deterministic large-scale (climate) model with very little computational overhead. Numerical tests for the case of an idealized/toy climate model together with a detailed numerical demonstration of various regimes of intermittency will be presented.    The second model is concerned with the representation of organized convective-cloud clusters. Observations reveal that tropical convection is organized into a hierarchy of scales ranging from the individual clouds of a few kilometres and a few hours, to propagating cloud clusters of a few hundreds km and  one-to-two days (e.g. squall lines), to superclusters of thousands km and five to 10 days (convectively-coupled waves), and their planetary scale (tens of thousands km) and intra-seasonal (40 to 60 days) envelopes, known as the Madden-Julian oscillation. One striking features of these propagating/complex convective systems resides in the self-similarity of their cloud morphology and vertical structure. It has been confirmed by various observational data sets that  their cloud field is, statistically speaking, composed of shallow/low level (congestus) clouds in front of the wave, in the lower troposphere below the 0 oC level, followed by deep convective towers reaching the top of the troposphere and which in turn are trialled by stratiform  anvil clouds limited to the top of the troposphere.  It is now widely recognized that this specific cloud `structurization' of the cloud field into three cloud types is essential for the convective organization, the vertical structure of the associated flow field, and  the propagation of the cloud systems. It has been confirmed by observations, numerical simulations of cloud clusters, and theory that moisture distribution in the middle of the troposphere plays a crucial role in the life cycle of these three cloud types and the organization of the cloud clusters, in general. Here, we use a Markov chain lattice model to represent small scale convective elements which interact with each other and with the large scale environmental variables through convective available potential energy (CAPE) and middle troposphere dryness. Each lattice site is either occupied by a cloud of a certain type (congestus, deep or stratiform) or it is a clear sky site. The lattice sites are assumed to be independent from each other so that a coarse-grained stochastic birth-death system, which can be evolved with a very low computational overhead, is obtained for the cloud area fractions alone. The stochastic multicloud model is then coupled  to a simple tropical climate model consisting of a system of ode's, mimicking the dynamics over a single GCM grid box.  Physical intuition and observations are employed here to constrain the design of the models. Numerical simulations showcasing some of the dynamical features of the coupled model are presented.    






Bob Plant

What (if any) constraints are desirable on near grid-scale noise?

Data assimilation attempts to make best use of avaliable observations. The assimilation is often subject to certain constraints which ensure that the observations are incorporated in such a way as to respect (approximate) physical laws. In this talk, I want to suggest that a useful way to think about stochastic parameterisation is to focus on the physical constraints that are satisfied by the imposed near grid-scale noise. There is increasing acceptance that it is desirable to incorporate a stochastic aspect in the parameterisations used by weather forecast and climate models. But there is no general agreement about how that aspect should be introduced, and the methods used so far are very wide ranging: from the simplest noise-generators at one extreme to new parameterisations explictly designed to be stochastic at the other. Indeed, I have designed one of these new parameterizations myself (Plant and Craig 2008) and I shall discuss the physical and statistical basis of this method as an example at that end of the range. But how complex a method do we actually need? Perhaps the answer to this can be sought by asking to what extent it is useful for the grid-scale noise to satisfy (approximate) physical constraints.






Thomas Slawig

Mathematical Methods for Data Assimilation in Biogeochemical Models

Data assimilation plays an important role in biogeochemical models of the ocean. The aim is to validate results and improve models and their parameters.

From the mathematical viewpoint, periodic states of the system have to be computed efficiently such that an optimization becomes feasible.

In the presentation, some recent work (which is in progress) is described. This includes the application of Newton's method for the spin-up phase, the combination of Genetic and gradient-based minimization algorithms and of Automatic/Algorithmic Differentiation.






Andrew Stuart

A Mathematical Framework for Data Assimilation

Data assimilation has evolved, for the most part, in an applied context and the mathematical framework has not been fully developed. In this talk I will develop on abstract framework for inverse problems, viewed in the framework of Bayesian statistics, and show that a common framework underlies a range

of application, including data assimilation in fluid mechanics, but encompassing other problems arising in filds such as nuclear waste management and oil recovery. This common framework will be demonstrated to be useful for a number of reasons, including the proper specification of prior information

(regularization) as well as the development of algorithms which do not degenerate under mesh refinement.






Eric Vanden-Eijnden

Stochastic modeling, multiscale computations, and sub-grid scale


Many dynamical systems of interest in atmosphere/ocean science are too large for fully resolved simulations. Stochastic modeling offers a way around this difficulty by deriving reduced equations at the macro- or meso-scale for these systems. These reduced models can be used in two different ways.  We can perform multi-scale simulations in which the relevant parameters in the equations are computed on-the-fly via short bursts of simulation with the full model which are localized both in space and time. Or we can estimates these parameters once and for all before hand by precomputing or from the data available. In this talk, both procedures will be illustrated on a simple example proposed by Lorenz in 96.






Gerard van der Schrier

Reconstructing paleoclimate using a data assimilation method - challenges and problems

Traditional data assimilation techniques requires very detailed knowledge of the atmospheric state, till at the level of the smallest spatially resolved scales and at a temporal scale of days. In paleoclimatology, this precise knowledge of the past atmospheric state is absent, where one typically has a low-spatial resolution, statistical reconstruction of atmospheric circulation for a limited domain based on proxy or documentary data from only a few locations. These reconstructions often have a temporal resolution of months or longer. This renders the traditional data-assimilation techniques in paleoclimatology useless. Here we apply a recently developed technique which can be used to overcome this problem. This technique determines small perturbations to the time evolution of the prognostic variables which optimally adjust the model-atmosphere in the direction of a target  pattern. These tendency perturbations are referred to as Forcing Singular Vectors (FSVs) and can be computed using an adjoint model.  With FSVs, it is possible to make a simulation of global climate which reproduces, in a time-averaged sense, the statistical reconstructions of atmospheric circulation, while leaving the atmosphere free to respond in a dynamically consistent way to any changes in climatic conditions. Importantly, synoptic-scale variability internal to the atmospheric or climatic  system is not suppressed and can adjust to the changes in the large-scale atmospheric circulation. This gives a simulation of paleoclimate which is close to the scarce observations.  Two applications of FSV to paleoclimatology are discussed ("Little Ice Age" climate in Europe and droughts and pluvials in 19th century North America) using an ocean-atmosphere coupled GCM of intermediate complexity.  Both the benefits and the problems associated with the application of FSV to paleoclimatology are discussed.






Olivier Talagrand

Validation of assimilation algorithms

Data assimilation, considered as a problem in bayesian estimation, requires the a priori knowledge of the probability distributions that describes the uncertainty (‘errors’) on the various data (observations, assimilating model). This raises a basic question. Is it possible to objectively determine, either entirely or partially, those probability distributions ?

The only way to obtain objective information on the errors is to eliminate the unknowns from the data. In the case of linear Gaussian estimation, this yields the innovation vector. The problem of determining the probability distributions of the errors from the statistics of the innovation is entirely undetermined, with the consequence that the determination of the required probability distributions must ultimately rely entirely on hypotheses that cannot be objectively verified on the data.

Inconsistencies between a priori assumed and a posteriori observed statistics of the innovation can however be resolved by ad hoc tuning based on reasonable assumptions and intelligent guess. Examples are presented and discussed.  






Roel Verstappen

Regularization models of the Navier-Stokes equations

Since most turbulent flows cannot be computed directly from the Navier-Stokes equations, a dynamically less complex mathematical formulation is sought. In the quest for such a formulation, we consider regularizations of the Navier-Stokes equations that can be analyzed within the mathematical framework devised by Leray, Foias, Temam, et al. Basically the the nonlinear term in the Navier-Stokes is atered to restrain the convective energetic exchanges. This can be done in various ways, yielding different regularization models. Unlike subgrid models that enforce the dissipative processes, regularization models modify the spectral distribution of energy. Ideally, the large scales remain unaltered, whereas the tail of the modulated spectrum falls of much faster than the tail of the Navier-Stokes spectrum. Existence and uniqueness of smooth solutions can be  proven. Additionally it can be shown that the solution of some of the regularized systems - on a periodic box in dimension three - actual has  a range of scales with wavenumber k for which the rate at which energy is transferred (from scales >k to those <k is  independent of k. In this so-called inertial subrange the energy behaves like k^(-5/3).  Compared  to Navier-Stokes, the inertial subrange is shortened yielding a more amenable problem to solve numerically.





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