Predictability: a way to characterize Complexity

Different aspects of the predictability problem in dynamical systems are reviewed. The deep relation among Lyapunov exponents, Kolmogorov-Sinai entropy, Shannon entropy and algorithmic complexity is discussed. In particular, we emphasize how a characterization of the unpredictability of a system gives a measure of its complexity. Adopting this point of view, we review some developments in the characterization of the predictability of systems showing different kind of complexity: from low-dimensional systems to high-dimensional ones with spatio-temporal chaos and to fully developed turbulence. A special attention is devoted to finite-time and finite-resolution effects on predictability, which can be accounted with suitable generalization of the standard indicators. The problems involved in systems with intrinsic randomness is discussed, with emphasis on the important problems of distinguishing chaos from noise and of modeling the system. The characterization of irregular behavior in systems with discrete phase space is also considered.Comment: 142 Latex pgs. 41 included eps figures, submitted to Physics Reports. Related information at this http://axtnt2.phys.uniroma1.i

Collaborative Research: Robust Climate Projections and Stochastic Stability of Dynamical Systems

The project was completed along the lines of the original proposal, with additional elements arising as new results were obtained. The originally proposed three thrusts were expanded to include an additional, fourth one. (i) The e#11;ffects of stochastic perturbations on climate models have been examined at the fundamental level by using the theory of deterministic and random dynamical systems, in both #12;nite and in#12;nite dimensions. (ii) The theoretical results have been implemented #12;first on a delay-diff#11;erential equation (DDE) model of the El-Nino/Southern-Oscillation (ENSO) phenomenon. (iii) More detailed, physical aspects of model robustness have been considered, as proposed, within the stripped-down ICTP-AGCM (formerly SPEEDY) climate model. This aspect of the research has been complemented by both observational and intermediate-model aspects of mid-latitude and tropical climate. (iv) An additional thrust of the research relied on new and unexpected results of (i) and involved reduced-modeling strategies and associated prediction aspects have been tested within the team's empirical model reduction (EMR) framework. Finally, more detailed, physical aspects have been considered within the stripped-down SPEEDY climate model. The results of each of these four complementary e#11;fforts are presented in the next four sections, organized by topic and by the team members concentrating on the topic under discussion

Mathematical and physical ideas for climate science

The climate is a forced and dissipative nonlinear system featuring nontrivial dynamics on a vast range of spatial and temporal scales. The understanding of the climate's structural and multiscale properties is crucial for the provision of a unifying picture of its dynamics and for the implementation of accurate and efficient numerical models. We present some recent developments at the intersection between climate science, mathematics, and physics, which may prove fruitful in the direction of constructing a more comprehensive account of climate dynamics. We describe the Nambu formulation of fluid dynamics and the potential of such a theory for constructing sophisticated numerical models of geophysical fluids. Then, we focus on the statistical mechanics of quasi-equilibrium flows in a rotating environment, which seems crucial for constructing a robust theory of geophysical turbulence. We then discuss ideas and methods suited for approaching directly the nonequilibrium nature of the climate system. First, we describe some recent findings on the thermodynamics of climate, characterize its energy and entropy budgets, and discuss related methods for intercomparing climate models and for studying tipping points. These ideas can also create a common ground between geophysics and astrophysics by suggesting general tools for studying exoplanetary atmospheres. We conclude by focusing on nonequilibrium statistical mechanics, which allows for a unified framing of problems as different as the climate response to forcings, the effect of altering the boundary conditions or the coupling between geophysical flows, and the derivation of parametrizations for numerical models

An Antidote for Hawkmoths: On the prevalence of structural chaos in non-linear modeling

This paper deals with the question of whether uncertainty regarding model structure, especially in climate modeling, exhibits a kind of ``chaos.'' Do small changes in model structure, in other words, lead to large variations in ensemble predictions? More specifically, does model error destroy forecast skill faster than the ordinary or ``classical" chaos inherent in the real-world attractor? In some cases, the answer to this question seems to be ``yes." But how common is this state of affairs? And are there precise mathematical results that can help us answer this question? We examine some efforts in the literature to answer this last question in the affirmative and find them to be unconvincing

An antidote for hawkmoths: a response to recent climate-skeptical arguments grounded in the topology of dynamical systems

In a series of recent papers, two of which appeared in this journal, a group of philosophers, physicists, and climate scientists have argued that something they call the `hawkmoth effect' poses insurmountable difficulties for those who would use non-linear models, including climate simulation models, to make quantitative predictions or to produce `decision-relevant probabilites.' Such a claim, if it were true, would undermine much of climate science, among other things. Here, we examine the two lines of argument the group has used to support their claims. The first comes from a set of results in dynamical systems theory associated with the concept of `structural stability.' The second relies on a mathematical demonstration of their own, using the logistic equation, that they present using a hypothetical scenario involving two apprentices of Laplace's omniscient demon. We prove two theorems that are relevant to their claims, and conclude that both of these lines of argument fail. There is nothing out there that comes close to matching the chara

Data based identification and prediction of nonlinear and complex dynamical systems

We thank Dr. R. Yang (formerly at ASU), Dr. R.-Q. Su (formerly at ASU), and Mr. Zhesi Shen for their contributions to a number of original papers on which this Review is partly based. This work was supported by ARO under Grant No. W911NF-14-1-0504. W.-X. Wang was also supported by NSFC under Grants No. 61573064 and No. 61074116, as well as by the Fundamental Research Funds for the Central Universities, Beijing Nova Programme.Peer reviewedPostprin

An antidote for hawkmoths: a response to recent climate-skeptical arguments grounded in the topology of dynamical systems

In a series of recent papers, two of which appeared in this journal, a group of philosophers, physicists, and climate scientists have argued that something they call the `hawkmoth effect' poses insurmountable difficulties for those who would use non-linear models, including climate simulation models, to make quantitative predictions or to produce `decision-relevant probabilites.' Such a claim, if it were true, would undermine much of climate science, among other things. Here, we examine the two lines of argument the group has used to support their claims. The first comes from a set of results in dynamical systems theory associated with the concept of `structural stability.' The second relies on a mathematical demonstration of their own, using the logistic equation, that they present using a hypothetical scenario involving two apprentices of Laplace's omniscient demon. We prove two theorems that are relevant to their claims, and conclude that both of these lines of argument fail. There is nothing out there that comes close to matching the chara

Statistical and numerical methods for diffusion processes with multiple scales

In this thesis we address the problem of data-driven coarse-graining, i.e. the process of inferring simplified models, which describe the evolution of the essential characteristics of a complex system, from available data (e.g. experimental observation or simulation data). Specifically, we consider the case where the coarse-grained model can be formulated as a stochastic differential equation. The main part of this work is concerned with data-driven coarse-graining when the underlying complex system is characterised by processes occurring across two widely separated time scales. It is known that in this setting commonly used statistical techniques fail to obtain reasonable estimators for parameters in the coarse-grained model, due to the multiscale structure of the data. To enable reliable data-driven coarse-graining techniques for diffusion processes with multiple time scales, we develop a novel estimation procedure which decisively relies on combining techniques from mathematical statistics and numerical analysis. We demonstrate, both rigorously and by means of extensive simulations, that this methodology yields accurate approximations of coarse-grained SDE models. In the final part of this work, we then discuss a systematic framework to analyse and predict complex systems using observations. Specifically, we use data-driven techniques to identify simple, yet adequate, coarse-grained models, which in turn allow to study statistical properties that cannot be investigated directly from the time series. The value of this generic framework is exemplified through two seemingly unrelated data sets of real world phenomena.Open Acces