Stochastically perturbed bred vectors in multi-scale systems

The breeding method is a computationally cheap way to generate flow-adapted ensembles to be used in probabilistic forecasts. Its main disadvantage is that the ensemble may lack diversity and collapse to a low-dimensional subspace. To still benefit from the breeding method's simplicity and its low computational cost, approaches are needed to increase the diversity of these bred vector (BV) ensembles. We present here such a method tailored for multi-scale systems. We describe how to judiciously introduce stochastic perturbations to the standard bred vectors leading to stochastically perturbed bred vectors. The increased diversity leads to a better forecast skill as measured by the RMS error, as well as to more reliable ensembles quantified by the error-spread relationship, the continuous ranked probability score and reliability diagrams. Our approach is dynamically informed and in effect generates random draws from the fast equilibrium measure conditioned on the slow variables. We illustrate the advantage of stochastically perturbed bred vectors over standard BVs in numerical simulations of a multi-scale Lorenz 96 model.Comment: accepted for publication in Q.J.R. Meteorolog. So

Central limit theorems and suppression of anomalous diffusion for systems with symmetry

We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly expanding maps. In particular, our results include situations where the central limit theorem would fail, and anomalous behaviour would prevail, if the compact group were not present. This has important consequences for systems with noncompact Euclidean symmetry and provides the rigorous proof for a conjecture made in our paper: A Huygens principle for diffusion and anomalous diffusion in spatially extended systems. Proc. Natl. Acad. Sci. USA 110 (2013) 8411-8416.Comment: Minor revision

Broadband nature of power spectra for intermittent Maps with summable and nonsummable decay of correlations

We present results on the broadband nature of the power spectrum $S(\omega)$, $\omega\in(0,2\pi)$, for a large class of nonuniformly expanding maps with summable and nonsummable decay of correlations. In particular, we consider a class of intermittent maps $f:[0,1]\to[0,1]$ with $f(x)\approx x^{1+\gamma}$ for $x\approx 0$, where $\gamma\in(0,1)$. Such maps have summable decay of correlations when $\gamma\in(0,\frac12)$, and $S(\omega)$ extends to a continuous function on $[0,2\pi]$ by the classical Wiener-Khintchine Theorem. We show that $S(\omega)$ is typically bounded away from zero for H\"older observables. Moreover, in the nonsummable case $\gamma\in[\frac12,1)$, we show that $S(\omega)$ is defined almost everywhere with a continuous extension $\tilde S(\omega)$ defined on $(0,2\pi)$, and $\tilde S(\omega)$ is typically nonvanishing.Comment: Final versio

On the impossibility of solitary Rossby waves in meridionally unbounded domains

Evolution of weakly nonlinear and slowly varying Rossby waves in planetary atmospheres and oceans is considered within the quasi-geostrophic equation on unbounded domains. When the mean flow profile has a jump in the ambient potential vorticity, localized eigenmodes are trapped by the mean flow with a non-resonant speed of propagation. We address amplitude equations for these modes. Whereas the linear problem is suggestive of a two-dimensional Zakharov-Kuznetsov equation, we found that the dynamics of Rossby waves is effectively linear and moreover confined to zonal waveguides of the mean flow. This eliminates even the ubiquitous Korteweg-de Vries equations as underlying models for spatially localized coherent structures in these geophysical flows

A New Test for Chaos

We describe a new test for determining whether a given deterministic dynamical system is chaotic or nonchaotic. (This is an alternative to the usual approach of computing the largest Lyapunov exponent.) Our method is a 0-1 test for chaos (the output is a 0 signifying nonchaotic or a 1 signifying chaotic) and is independent of the dimension of the dynamical system. Moreover, the underlying equations need not be known. The test works equally well for continuous and discrete time. We give examples for an ordinary differential equation, a partial differential equation and for a map.Comment: 10 pages, 5 figure