42 research outputs found
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
A barycenter-based approach for the multi-model ensembling of subseasonal forecasts
Ensemble forecasts and their combination are explored from the perspective of
a probability space. Manipulating ensemble forecasts as discrete probability
distributions, multi-model ensembles (MMEs) are reformulated as barycenters of
these distributions. Barycenters are defined with respect to a given distance.
The barycenter with respect to the L2-distance is shown to be equivalent to the
pooling method. Then, the barycenter-based approach is extended to a different
distance with interesting properties in the distribution space: the Wasserstein
distance. Another interesting feature of the barycenter approach is the
possibility to give different weights to the ensembles and so to naturally
build weighted MME.
As a proof of concept, the L2- and the Wasserstein-barycenters are applied to
combine two models from the S2S database, namely the European Centre
Medium-Range Weather Forecasts (ECMWF) and the National Centers for
Environmental Prediction (NCEP) models. The performance of the two (weighted-)
MMEs are evaluated for the prediction of weekly 2m-temperature over Europe for
seven winters. The weights given to the models in the barycenters are optimized
with respect to two metrics, the CRPS and the proportion of skilful forecasts.
These weights have an important impact on the skill of the two barycenter-based
MMEs. Although the ECMWF model has an overall better performance than NCEP, the
barycenter-ensembles are generally able to outperform both. However, the best
MME method, but also the weights, are dependent on the metric. These results
constitute a promising first implementation of this methodology before moving
to combination of more models.Comment: 24 pages, 9 figure
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
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
A Minimal System Cost Minimization Model for Variable Renewable Energy Integration: Application to France and Comparison to Mean-Variance Analysis
The viability of Variable Renewable Energy (VRE)-investment strategies depends on the response of dispatchable producers to satisfy the net load. We lack a simple research tool with sufficient complexity to represent major phenomena associated with the response of dispatchable producers to the integration of high shares of VRE and their impact on system costs. We develop a minimization of the system cost allowing one to quantify and decompose the system value of VRE depending on an aggregate dispatchable production. Defining the variable cost of the dispatchable generation as quadratic with a coefficient depending on macroeconomic factors such as the cost of greenhouse gas emissions leads to the simplest version of the model. In the absence of curtailment, and for particular parameter values, this version is equivalent to a mean-variance problem. We apply this model to France with solar and wind capacities distributed over the administrative regions of metropolitan France. In this case, ignoring the wholesale price effect and variability has a relatively small impact on optimal investments, but leads to largely underestimating the system total cost and overestimating the system marginal cost
Spectrum of transfer operators in the presence of noise and along bifurcations
Non UBCUnreviewedAuthor affiliation: Utrecht UniversityPostdoctora
Integration of climate variability and climate change in renewable energy planning
International audienceThe trajectory outlined in the Paris Agreement to keep global warming below 2°C dictates not only the timing but also the speed at which the transformation of our energy system must take place to decarbonize energy production. Complying with the Paris Agreement requires reducing the carbon content of energy by about 75% and therefore making a rapid transition from fossil production to production based on low-carbon technologies. Among these technologies are those based on renewable energies. The variability of the climate itself induces a fluctuating or even an intermittent production of variable renewable energy (solar, wind, marine), challenging the balance of the electricity grid. In this context, to speak of energy transition is to face the problem of increasing the penetration of low-carbon energy production while limiting the variability while ensuring socio-technical feasibility and economic viability. The problem is not simple and the delicate balance between urgency (drastic reduction in emissions) and utopia (what strategy for low carbon energies, opportunities and obstacles) needs to be clearly defined