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

Hyperacceleration in a stochastic Fermi-Ulam model

Fermi acceleration in a Fermi-Ulam model, consisting of an ensemble of particles bouncing between two, infinitely heavy, stochastically oscillating hard walls, is investigated. It is shown that the widely used approximation, neglecting the displacement of the walls (static wall approximation), leads to a systematic underestimation of particle acceleration. An improved approximative map is introduced, which takes into account the effect of the wall displacement, and in addition allows the analytical estimation of the long term behavior of the particle mean velocity as well as the corresponding probability distribution, in complete agreement with the numerical results of the exact dynamics. This effect accounting for the increased particle acceleration -Fermi hyperacceleration- is also present in higher dimensional systems, such as the driven Lorentz gas.Comment: 4 pages, 3 figures. To be published in Phys. Rev. Let

Optimally coherent sets in geophysical flows: A new approach to delimiting the stratospheric polar vortex

The "edge" of the Antarctic polar vortex is known to behave as a barrier to the meridional (poleward) transport of ozone during the austral winter. This chemical isolation of the polar vortex from the middle and low latitudes produces an ozone minimum in the vortex region, intensifying the ozone hole relative to that which would be produced by photochemical processes alone. Observational determination of the vortex edge remains an active field of research. In this letter, we obtain objective estimates of the structure of the polar vortex by introducing a new technique based on transfer operators that aims to find regions with minimal external transport. Applying this new technique to European Centre for Medium-Range Weather Forecasts (ECMWF) ERA-40 three-dimensional velocity data we produce an improved three-dimensional estimate of the vortex location in the upper stratosphere where the vortex is most pronounced. This novel computational approach has wide potential application in detecting and analysing mixing structures in a variety of atmospheric, oceanographic, and general fluid dynamical settings

Spectral degeneracy and escape dynamics for intermittent maps with a hole

We study intermittent maps from the point of view of metastability. Small neighbourhoods of an intermittent fixed point and their complements form pairs of almost-invariant sets. Treating the small neighbourhood as a hole, we first show that the absolutely continuous conditional invariant measures (ACCIMs) converge to the ACIM as the length of the small neighbourhood shrinks to zero. We then quantify how the escape dynamics from these almost-invariant sets are connected with the second eigenfunctions of Perron-Frobenius (transfer) operators when a small perturbation is applied near the intermittent fixed point. In particular, we describe precisely the scaling of the second eigenvalue with the perturbation size, provide upper and lower bounds, and demonstrate $L^1$ convergence of the positive part of the second eigenfunction to the ACIM as the perturbation goes to zero. This perturbation and associated eigenvalue scalings and convergence results are all compatible with Ulam's method and provide a formal explanation for the numerical behaviour of Ulam's method in this nonuniformly hyperbolic setting. The main results of the paper are illustrated with numerical computations.Comment: 34 page

An Infinite Swapping Approach to the Rare-Event Sampling Problem

We describe a new approach to the rare-event Monte Carlo sampling problem. This technique utilizes a symmetrization strategy to create probability distributions that are more highly connected and thus more easily sampled than their original, potentially sparse counterparts. After discussing the formal outline of the approach and devising techniques for its practical implementation, we illustrate the utility of the technique with a series of numerical applications to Lennard-Jones clusters of varying complexity and rare-event character.Comment: 24 pages, 16 figure

Expected length of the longest common subsequence for large alphabets

We consider the length L of the longest common subsequence of two randomly uniformly and independently chosen n character words over a k-ary alphabet. Subadditivity arguments yield that the expected value of L, when normalized by n, converges to a constant C_k. We prove a conjecture of Sankoff and Mainville from the early 80's claiming that C_k\sqrt{k} goes to 2 as k goes to infinity.Comment: 14 pages, 1 figure, LaTe

Perturbation of an Eigen-Value from a Dense Point Spectrum : An Example

We study a perturbed Floquet Hamiltonian $K+\beta V$ depending on a coupling constant $\beta$. The spectrum $\sigma(K)$ is assumed to be pure point and dense. We pick up an eigen-value, namely $0\in\sigma(K)$, and show the existence of a function $\lambda(\beta)$ defined on $I\subset\R$ such that $\lambda(\beta) \in \sigma(K+\beta V)$ for all $\beta\in I$, 0 is a point of density for the set $I$, and the Rayleigh-Schr\"odinger perturbation series represents an asymptotic series for the function $\lambda(\beta)$. All ideas are developed and demonstrated when treating an explicit example but some of them are expected to have an essentially wider range of application.Comment: Latex, 24 pages, 51

Bifurcations of discrete breathers in a diatomic Fermi-Pasta-Ulam chain

Discrete breathers are time-periodic, spatially localized solutions of the equations of motion for a system of classical degrees of freedom interacting on a lattice. Such solutions are investigated for a diatomic Fermi-Pasta-Ulam chain, i. e., a chain of alternate heavy and light masses coupled by anharmonic forces. For hard interaction potentials, discrete breathers in this model are known to exist either as ``optic breathers'' with frequencies above the optic band, or as ``acoustic breathers'' with frequencies in the gap between the acoustic and the optic band. In this paper, bifurcations between different types of discrete breathers are found numerically, with the mass ratio m and the breather frequency omega as bifurcation parameters. We identify a period tripling bifurcation around optic breathers, which leads to new breather solutions with frequencies in the gap, and a second local bifurcation around acoustic breathers. These results provide new breather solutions of the FPU system which interpolate between the classical acoustic and optic modes. The two bifurcation lines originate from a particular ``corner'' in parameter space (omega,m). As parameters lie near this corner, we prove by means of a center manifold reduction that small amplitude solutions can be described by a four-dimensional reversible map. This allows us to derive formally a continuum limit differential equation which characterizes at leading order the numerically observed bifurcations.Comment: 30 pages, 10 figure

How well can one resolve the state space of a chaotic map?

All physical systems are affected by some noise that limits the resolution that can be attained in partitioning their state space. For chaotic, locally hyperbolic flows, this resolution depends on the interplay of the local stretching/contraction and the smearing due to noise. We propose to determine the `finest attainable' partition for a given hyperbolic dynamical system and a given weak additive white noise, by computing the local eigenfunctions of the adjoint Fokker-Planck operator along each periodic point, and using overlaps of their widths as the criterion for an optimal partition. The Fokker-Planck evolution is then represented by a finite transition graph, whose spectral determinant yields time averages of dynamical observables. Numerical tests of such `optimal partition' of a one-dimensional repeller support our hypothesis.Comment: 4 pages, 3 postscript figures, uses revtex4; changed conten

Penetration of hot electrons through a cold disordered wire

We study a penetration of an electron with high energy E<<T through strongly disordered wire of length L<<a (a being the localization length). Such an electron can loose, but not gain the energy, when hopping from one localized state to another. We have found a distribution function for the transmission coefficient t. The typical t remains exponentially small in L/a, but with the decrement, reduced compared to the case of direct elastic tunnelling. The distribution function has a relatively strong tail in the domain of anomalously high t; the average ~(a/L)^2 is controlled by rare configurations of disorder, corresponding to this tail.Comment: 4 pages, 5 figure