Derivation of Delay Equation Climate Models Using the Mori-Zwanzig Formalism

Models incorporating delay have been frequently used to understand climate variability phenomena, but often the delay is introduced through an ad-hoc physical reasoning, such as the propagation time of waves. In this paper, the Mori-Zwanzig formalism is introduced as a way to systematically derive delay models from systems of partial differential equations and hence provides a better justification for using these delay-type models. The Mori-Zwanzig technique gives a formal rewriting of the system using a projection onto a set of resolved variables, where the rewritten system contains a memory term. The computation of this memory term requires solving the orthogonal dynamics equation, which represents the unresolved dynamics. For nonlinear systems, it is often not possible to obtain an analytical solution to the orthogonal dynamics and an approximate solution needs to be found. Here, we demonstrate the Mori-Zwanzig technique for a two-strip model of the El Nino Southern Oscillation (ENSO) and explore methods to solve the orthogonal dynamics. The resulting nonlinear delay model contains an additional term compared to previously proposed ad-hoc conceptual models. This new term leads to a larger ENSO period, which is closer to that seen in observations.Comment: Submitted to Proceedings of the Royal Society A, 25 pages, 10 figure

On the validity of mean-field amplitude equations for counterpropagating wavetrains

We rigorously establish the validity of the equations describing the evolution of one-dimensional long wavelength modulations of counterpropagating wavetrains for a hyperbolic model equation, namely the sine-Gordon equation. We consider both periodic amplitude functions and localized wavepackets. For the localized case, the wavetrains are completely decoupled at leading order, while in the periodic case the amplitude equations take the form of mean-field (nonlocal) Schr\"odinger equations rather than locally coupled partial differential equations. The origin of this weakened coupling is traced to a hidden translation symmetry in the linear problem, which is related to the existence of a characteristic frame traveling at the group velocity of each wavetrain. It is proved that solutions to the amplitude equations dominate the dynamics of the governing equations on asymptotically long time scales. While the details of the discussion are restricted to the class of model equations having a leading cubic nonlinearity, the results strongly indicate that mean-field evolution equations are generic for bimodal disturbances in dispersive systems with \O(1) group velocity.Comment: 16 pages, uuencoded, tar-compressed Postscript fil

Wave turbulence description of interacting particles: Klein-Gordon model with a Mexican-hat potential

In field theory, particles are waves or excitations that propagate on the fundamental state. In experiments or cosmological models one typically wants to compute the out-of-equilibrium evolution of a given initial distribution of such waves. Wave Turbulence deals with out-of-equilibrium ensembles of weakly nonlinear waves, and is therefore well-suited to address this problem. As an example, we consider the complex Klein-Gordon equation with a Mexican-hat potential. This simple equation displays two kinds of excitations around the fundamental state: massive particles and massless Goldstone bosons. The former are waves with a nonzero frequency for vanishing wavenumber, whereas the latter obey an acoustic dispersion relation. Using wave turbulence theory, we derive wave kinetic equations that govern the coupled evolution of the spectra of massive and massless waves. We first consider the thermodynamic solutions to these equations and study the wave condensation transition, which is the classical equivalent of Bose-Einstein condensation. We then focus on nonlocal interactions in wavenumber space: we study the decay of an ensemble massive particles into massless ones. Under rather general conditions, these massless particles accumulate at low wavenumber. We study the dynamics of waves coexisting with such a strong condensate, and we compute rigorously a nonlocal Kolmogorov-Zakharov solution, where particles are transferred non-locally to the condensate, while energy cascades towards large wave numbers through local interactions. This nonlocal cascading state constitute the intermediate asymptotics between the initial distribution of waves and the thermodynamic state reached in the long-time limit

On universality of critical behaviour in Hamiltonian PDEs

Our main goal is the comparative study of singularities of solutions to the systems of first order quasilinear PDEs and their perturbations containing higher derivatives. The study is focused on the subclass of Hamiltonian PDEs with one spatial dimension. For the systems of order one or two we describe the local structure of singularities of a generic solution to the unperturbed system near the point of "gradient catastrophe" in terms of standard objects of the classical singularity theory; we argue that their perturbed companions must be given by certain special solutions of Painleve' equations and their generalizations.Comment: 59 pages, 2 figures. Amer. Math. Soc. Transl., to appea

The irreversible thermodynamics of curved lipid membranes

The theory of irreversible thermodynamics for arbitrarily curved lipid membranes is presented here. The coupling between elastic bending and irreversible processes such as intra-membrane lipid flow, intra-membrane phase transitions, and protein binding and diffusion is studied. The forms of the entropy production for the irreversible processes are obtained, and the corresponding thermodynamic forces and fluxes are identified. Employing the linear irreversible thermodynamic framework, the governing equations of motion along with appropriate boundary conditions are provided.Comment: 62 pages, 4 figure

Conservation laws and normal forms of evolution equations

We study local conservation laws for evolution equations in two independent variables. In particular, we present normal forms for the equations admitting one or two low-order conservation laws. Examples include Harry Dym equation, Korteweg-de-Vries-type equations, and Schwarzian KdV equation. It is also shown that for linear evolution equations all their conservation laws are (modulo trivial conserved vectors) at most quadratic in the dependent variable and its derivatives.Comment: 16 page