Ruelle-Pollicott Resonances of Stochastic Systems in Reduced State Space. Part II: Stochastic Hopf Bifurcation

The spectrum of the generator (Kolmogorov operator) of a diffusion process, referred to as the Ruelle-Pollicott (RP) spectrum, provides a detailed characterization of correlation functions and power spectra of stochastic systems via decomposition formulas in terms of RP resonances. Stochastic analysis techniques relying on the theory of Markov semigroups for the study of the RP spectrum and a rigorous reduction method is presented in Part I. This framework is here applied to study a stochastic Hopf bifurcation in view of characterizing the statistical properties of nonlinear oscillators perturbed by noise, depending on their stability. In light of the H\"ormander theorem, it is first shown that the geometry of the unperturbed limit cycle, in particular its isochrons, is essential to understand the effect of noise and the phenomenon of phase diffusion. In addition, it is shown that the spectrum has a spectral gap, even at the bifurcation point, and that correlations decay exponentially fast. Explicit small-noise expansions of the RP eigenvalues and eigenfunctions are then obtained, away from the bifurcation point, based on the knowledge of the linearized deterministic dynamics and the characteristics of the noise. These formulas allow one to understand how the interaction of the noise with the deterministic dynamics affect the decay of correlations. Numerical results complement the study of the RP spectrum at the bifurcation, revealing useful scaling laws. The analysis of the Markov semigroup for stochastic bifurcations is thus promising in providing a complementary approach to the more geometric random dynamical system approach. This approach is not limited to low-dimensional systems and the reduction method presented in part I is applied to a stochastic model relevant to climate dynamics in part III

Crisis of the chaotic attractor of a climate model: a transfer operator approach

The destruction of a chaotic attractor leading to rough changes in the dynamics of a dynamical system is studied. Local bifurcations are characterised by a single or a pair of characteristic exponents crossing the imaginary axis. The approach of such bifurcations in the presence of noise can be inferred from the slowing down of the correlation decay. On the other hand, little is known about global bifurcations involving high-dimensional attractors with positive Lyapunov exponents. The global stability of chaotic attractors may be characterised by the spectral properties of the Koopman or the transfer operators governing the evolution of statistical ensembles. It has recently been shown that a boundary crisis in the Lorenz flow coincides with the approach to the unit circle of the eigenvalues of these operators associated with motions about the attractor, the stable resonances. A second type of resonances, the unstable resonances, is responsible for the decay of correlations and mixing on the attractor. In the deterministic case, those cannot be expected to be affected by general boundary crises. Here, however, we give an example of chaotic system in which slowing down of the decay of correlations of some observables does occur at the approach of a boundary crisis. The system considered is a high-dimensional, chaotic climate model of physical relevance. Moreover, coarse-grained approximations of the transfer operators on a reduced space, constructed from a long time series of the system, give evidence that this behaviour is due to the approach of unstable resonances to the unit circle. That the unstable resonances are affected by the crisis can be physically understood from the fact that the process responsible for the instability, the ice-albedo feedback, is also active on the attractor. Implications regarding response theory and the design of early-warning signals are discussed

An early warning indicator for atmospheric blocking events using transfer operators

The existence of persistent midlatitude atmospheric flow regimes with time-scales larger than 5-10 days and indications of preferred transitions between them motivates to develop early warning indicators for such regime transitions. In this paper, we use a hemispheric barotropic model together with estimates of transfer operators on a reduced phase space to develop an early warning indicator of the zonal to blocked flow transition in this model. It is shown that, the spectrum of the transfer operators can be used to study the slow dynamics of the flow as well as the non-Markovian character of the reduction. The slowest motions are thereby found to have time scales of three to six weeks and to be associated with meta-stable regimes (and their transitions) which can be detected as almost-invariant sets of the transfer operator. From the energy budget of the model, we are able to explain the meta-stability of the regimes and the existence of preferred transition paths. Even though the model is highly simplified, the skill of the early warning indicator is promising, suggesting that the transfer operator approach can be used in parallel to an operational deterministic model for stochastic prediction or to assess forecast uncertainty

Par@Graph-a parallel toolbox for the construction and analysis of large complex climate networks

© 2015 Author(s). In this paper, we present Par@Graph, a software toolbox to reconstruct and analyze complex climate networks having a large number of nodes (up to at least 106) and edges (up to at least 1012). The key innovation is an efficient set of parallel software tools designed to leverage the inherited hybrid parallelism in distributed-memory clusters of multi-core machines. The performance of the toolbox is illustrated through networks derived from sea surface height (SSH) data of a global high-resolution ocean model. Less than 8 min are needed on 90 Intel Xeon E5-4650 processors to reconstruct a climate network including the preprocessing and the correlation of 3 × 105 SSH time series, resulting in a weighted graph with the same number of vertices and about 3.2 × 108 edges. In less than 14 min on 30 processors, the resulted graph's degree centrality, strength, connected components, eigenvector centrality, entropy and clustering coefficient metrics were obtained. These results indicate that a complete cycle to construct and analyze a large-scale climate network is available under 22 min Par@Graph therefore facilitates the application of climate network analysis on high-resolution observations and model results, by enabling fast network reconstruct from the calculation of statistical similarities between climate time series. It also enables network analysis at unprecedented scales on a variety of different sizes of input data sets

Response formulae for n-point correlations in statistical mechanical systems and application to a problem of coarse graining

Predicting the response of a system to perturbations is a key challenge in mathematical and natural sciences. Under suitable conditions on the nature of the system, of the perturbation, and of the observables of interest, response theories allow to construct operators describing the smooth change of the invariant measure of the system of interest as a function of the small parameter controlling the intensity of the perturbation. In particular, response theories can be developed both for stochastic and chaotic deterministic dynamical systems, where in the latter case stricter conditions imposing some degree of structural stability are required. In this paper we extend previous findings and derive general response formulae describing how n-point correlations are affected by perturbations to the vector flow. We also show how to compute the response of the spectral properties of the system to perturbations. We then apply our results to the seemingly unrelated problem of coarse graining in multiscale systems: we find explicit formulae describing the change in the terms describing parameterisation of the neglected degrees of freedom resulting from applying perturbations to the full system. All the terms envisioned by the Mori-Zwanzig theory - the deterministic, stochastic, and non-Markovian terms - are affected at 1st order in the perturbation. The obtained results provide a more comprehesive understanding of the response of statistical mechanical systems to perturbations and contribute to the goal of constructing accurate and robust parameterisations and are of potential relevance for fields like molecular dynamics, condensed matter, and geophysical fluid dynamics. We envision possible applications of our general results to the study of the response of climate variability to anthropogenic and natural forcing and to the study of the equivalence of thermostatted statistical mechanical systems

Resonances in a chaotic attractor crisis of the Lorenz Flow

Local bifurcations of stationary points and limit cycles have successfully been characterized in terms of the critical exponents of these solutions. Lyapunov exponents and their associated covariant Lyapunov vectors have been proposed as tools for supporting the understanding of critical transitions in chaotic dynamical systems. However, it is in general not clear how the statistical properties of dynamical systems change across a boundary crisis during which a chaotic attractor collides with a saddle. This behavior is investigated here for a boundary crisis in the Lorenz flow, for which neither the Lyapunov exponents nor the covariant Lyapunov vectors provide a criterion for the crisis. Instead, the convergence of the time evolution of probability densities to the invariant measure, governed by the semigroup of transfer operators, is expected to slow down at the approach of the crisis. Such convergence is described by the eigenvalues of the generator of this semigroup, which can be divided into two families, referred to as the stable and unstable Ruelle--Pollicott resonances, respectively. The former describes the convergence of densities to the attractor (or escape from a repeller) and is estimated from many short time series sampling the state space. The latter is responsible for the decay of correlations, or mixing, and can be estimated from a long times series, invoking ergodicity. It is found numerically for the Lorenz flow that the stable resonances do approach the imaginary axis during the crisis, as is indicative of the loss of global stability of the attractor. On the other hand, the unstable resonances, and a fortiori the decay of correlations, do not flag the proximity of the crisis, thus questioning the usual design of early warning indicators of boundary crises of chaotic attractors and the applicability of response theory close to such crises

Response operators for Markov processes in a finite state space: radius of convergence and link to the response theory for Axiom A systems

Using straightforward linear algebra we derive response operators describing the impact of small perturbations to finite state Markov processes. The results can be used for studying empirically constructed—e.g. from observations or through coarse graining of model simulations—finite state approximation of statistical mechanical systems. Recent results concerning the convergence of the statistical properties of finite state Markov approximation of the full asymptotic dynamics on the SRB measure in the limit of finer and finer partitions of the phase space are suggestive of some degree of robustness of the obtained results in the case of Axiom A system. Our findings give closed formulas for the linear and nonlinear response theory at all orders of perturbation and provide matrix expressions that can be directly implemented in any coding language, plus providing bounds on the radius of convergence of the perturbative theory. In particular, we relate the convergence of the response theory to the rate of mixing of the unperturbed system. One can use the formulas derived for finite state Markov processes to recover previous findings obtained on the response of continuous time Axiom A dynamical systems to perturbations, by considering the generator of time evolution for the measure and for the observables. A very basic, low-tech, and computationally cheap analysis of the response of the Lorenz ’63 model to perturbations provides rather encouraging results regarding the possibility of using the approximate representation given by finite state Markov processes to compute the system’s response

Beyond forcing scenarios: predicting climate change through response operators in a coupled general circulation model

Global Climate Models are key tools for predicting the future response of the climate system to a variety of natural and anthropogenic forcings. Here we show how to use statistical mechanics to construct operators able to flexibly predict climate change for a variety of climatic variables of interest. We perform our study on a fully coupled model - MPI-ESM v.1.2 - and for the first time we prove the effectiveness of response theory in predicting future climate response to CO2 increase on a vast range of temporal scales, from inter-annual to centennial, and for very diverse climatic quantities. We investigate within a unified perspective the transient climate response and the equilibrium climate sensitivity and assess the role of fast and slow processes. The prediction of the ocean heat uptake highlights the very slow relaxation to a newly established steady state. The change in the Atlantic Meridional Overturning Circulation (AMOC) and of the Antarctic Circumpolar Current (ACC) is accurately predicted. The AMOC strength is initially reduced and then undergoes a slow and only partial recovery. The ACC strength initially increases as a result of changes in the wind stress, then undergoes a slowdown, followed by a recovery leading to a overshoot with respect to the initial value. Finally, we are able to predict accurately the temperature change in the Northern Atlantic

Introduction to the special issue on the statistical mechanics of climate

We introduce the special issue on the Statistical Mechanics of Climate by presenting an informal discussion of some theoretical aspects of climate dynamics that make it a topic of great interest for mathematicians and theoretical physicists. In particular, we briefly discuss its nonequilibrium and multiscale properties, the relationship between natural climate variability and climate change, the different regimes of climate response to perturbations, and critical transitions