On the importance of the convergence to climate attractors

Ensemble approaches are becoming widely used in climate research. In contrast to weather forecast, however, in the climatic context one is interested in long-time properties, those arising on the scale of several decades. The well-known strong internal variability of the climate system implies the existence of a related dynamical attractor with chaotic properties. Under the condition of climate change this should be a snapshot attractor, naturally arising in an ensemble-based framework. Although ensemble averages can be evaluated at any instant of time, results obtained during the process of convergence of the ensemble towards the attractor are not relevant from the point of view of climate. In simulations, therefore, attention should be paid to whether the convergence to the attractor has taken place. We point out that this convergence is of exponential character, therefore, in a finite amount of time after initialization relevant results can be obtained. The role of the time scale separation due to the presence of the deep ocean is discussed from the point of view of ensemble simulations

Stochastic climate dynamics: Random attractors and time-dependent invariant measures

International audienceThis article attempts a unification of the two approaches that have dominated theoretical climate dynamics since its inception in the 1960s: the nonlinear deterministic and the linear stochastic one. This unification, via the theory of random dynamical systems (RDS), allows one to consider the detailed geometric structure of the random attractors associated with nonlinear, stochastically perturbed systems. We report on high-resolution numerical studies of two idealized models of fundamental interest for climate dynamics. The first of the two is a stochastically forced version of the classical Lorenz model. The second one is a low-dimensional, nonlinear stochastic model of the El NioSouthern Oscillation (ENSO). These studies provide a good approximation of the two models' global random attractors, as well as of the time-dependent invariant measures supported by these attractors; the latter are shown to have an intuitive physical interpretation as random versions of SinaRuelleBowen (SRB) measures. © 2011 Elsevier B.V. All rights reserved

Low-order stochastic model and "past-noise forecasting" of the Madden-Julian Oscillation

International audienceThis paper presents a predictability study of the Madden-Julian Oscillation (MJO) that relies on combining empirical model reduction (EMR) with the "past-noise forecasting" (PNF) method. EMR is a data-driven methodology for constructing stochastic low-dimensional models that account for nonlinearity, seasonality and serial correlation in the estimated noise, while PNF constructs an ensemble of forecasts that accounts for interactions between (i) high-frequency variability (noise), estimated here by EMR, and (ii) the low-frequency mode of MJO, as captured by singular spectrum analysis (SSA). A key result is that - compared to an EMR ensemble driven by generic white noise - PNF is able to considerably improve prediction of MJO phase. When forecasts are initiated from weak MJO conditions, the useful skill is of up to 30 days. PNF also significantly improves MJO prediction skill for forecasts that start over the Indian Ocean. Key Points Nonlinear stochastic MJO model with memory effects derived from RMM indices PNF method significantly improves MJO prediction PNF skill is comparable with skill reported for a dynamical multi-model ensemble ©2013. American Geophysical Union. All Rights Reserved