Optimal parameterizing manifolds for anticipating tipping points and higher-order critical transitions.

A general, variational approach to derive low-order reduced models from possibly non-autonomous systems is presented. The approach is based on the concept of optimal parameterizing manifold (OPM) that substitutes more classical notions of invariant or slow manifolds when the breakdown of "slaving" occurs, i.e., when the unresolved variables cannot be expressed as an exact functional of the resolved ones anymore. The OPM provides, within a given class of parameterizations of the unresolved variables, the manifold that averages out optimally these variables as conditioned on the resolved ones. The class of parameterizations retained here is that of continuous deformations of parameterizations rigorously valid near the onset of instability. These deformations are produced through the integration of auxiliary backward-forward systems built from the model's equations and lead to analytic formulas for parameterizations. In this modus operandi, the backward integration time is the key parameter to select per scale/variable to parameterize in order to derive the relevant parameterizations which are doomed to be no longer exact away from instability onset due to the breakdown of slaving typically encountered, e.g., for chaotic regimes. The selection criterion is then made through data-informed minimization of a least-square parameterization defect. It is thus shown through optimization of the backward integration time per scale/variable to parameterize, that skilled OPM reduced systems can be derived for predicting with accuracy higher-order critical transitions or catastrophic tipping phenomena, while training our parameterization formulas for regimes prior to these transitions takes place.

Generic generation of noise-driven chaos in stochastic time delay systems: Bridging the gap with high-end simulations.

Nonlinear time delay systems produce inherently delay-induced periodic oscillations, which are, however, too idealistic compared to observations. We exhibit a unified stochastic framework to systematically rectify such oscillations into oscillatory patterns with enriched temporal variabilities through generic, nonlinear responses to stochastic perturbations. Two paradigms of noise-driven chaos in high dimension are identified, fundamentally different from chaos triggered by parameter-space noise. Noteworthy is a low-dimensional stretch-and-fold mechanism, leading to stochastic strange attractors exhibiting horseshoe-like structures mirroring turbulent transport of passive tracers. The other is high-dimensional , with noise acting along the critical eigendirection and transmitted to "deeper" stable modes through nonlinearity, leading to stochastic attractors exhibiting swarm-like behaviors with power-law and scale break properties. The theory is applied to cloud delay models to parameterize missing physics such as intermittent rain and Lagrangian turbulent effects. The stochastically rectified model reproduces with fidelity complex temporal variabilities of open-cell oscillations exhibited by high-end cloud simulations.

Uncovering the Large-Scale Meteorology That Drives Continental, Shallow, Green Cumulus Through Supervised Classification.

One of the major sources of uncertainty in climate prediction results from the limitations in representing shallow cumulus (Cu) in models. Recently, a class of continental shallow convective Cu was shown to share distinct morphological properties and to emerge globally mostly over forests and vegetated areas, thus named greenCu. Using machine-learning supervised classification, we identify greenCu fields over three regions, from the tropics to mid- and higher-latitudes, and establish a novel satellite-based data set called greenCuDb, consisting of 1° × 1° sized, high-resolution MODIS images. Using greenCuDb in conjunction with ERA5 reanalysis data, we create greenCu composites for different regions and reveal that greenCu are driven by similar large-scale meteorological conditions, regardless of their geographical locations throughout the world's continents. These conditions include distinct profiles of temperature, humidity and large-scale vertical velocity. The boundary layer is anomalously warm and moderately humid, and is accompanied by a strong large-scale subsidence in the free troposphere.

Stochastic rectification of fast oscillations on slow manifold closures.

The problems of identifying the slow component (e.g., for weather forecast initialization) and of characterizing slow-fast interactions are central to geophysical fluid dynamics. In this study, the related rectification problem of slow manifold closures is addressed when breakdown of slow-to-fast scales deterministic parameterizations occurs due to explosive emergence of fast oscillations on the slow, geostrophic motion. For such regimes, it is shown on the Lorenz 80 model that if 1) the underlying manifold provides a good approximation of the optimal nonlinear parameterization that averages out the fast variables and 2) the residual dynamics off this manifold is mainly orthogonal to it, then no memory terms are required in the Mori-Zwanzig full closure. Instead, the noise term is key to resolve, and is shown to be, in this case, well modeled by a state-independent noise, obtained by means of networks of stochastic nonlinear oscillators. This stochastic parameterization allows, in turn, for rectifying the momentum-balanced slow manifold, and for accurate recovery of the multiscale dynamics. The approach is promising to be further applied to the closure of other more complex slow-fast systems, in strongly coupled regimes.

Noise-driven topological changes in chaotic dynamics.

Noise modifies the behavior of chaotic systems in both quantitative and qualitative ways. To study these modifications, the present work compares the topological structure of the deterministic Lorenz (1963) attractor with its stochastically perturbed version. The deterministic attractor is well known to be "strange" but it is frozen in time. When driven by multiplicative noise, the Lorenz model's random attractor (LORA) evolves in time. Algebraic topology sheds light on the most striking effects involved in such an evolution. In order to examine the topological structure of the snapshots that approximate LORA, we use branched manifold analysis through homologies-a technique originally introduced to characterize the topological structure of deterministically chaotic flows-which is being extended herein to nonlinear noise-driven systems. The analysis is performed for a fixed realization of the driving noise at different time instants in time. The results suggest that LORA's evolution includes sharp transitions that appear as topological tipping points.

Reduced-order models for coupled dynamical systems: Data-driven methods and the Koopman operator.

Providing efficient and accurate parameterizations for model reduction is a key goal in many areas of science and technology. Here, we present a strong link between data-driven and theoretical approaches to achieving this goal. Formal perturbation expansions of the Koopman operator allow us to derive general stochastic parameterizations of weakly coupled dynamical systems. Such parameterizations yield a set of stochastic integrodifferential equations with explicit noise and memory kernel formulas to describe the effects of unresolved variables. We show that the perturbation expansions involved need not be truncated when the coupling is additive. The unwieldy integrodifferential equations can be recast as a simpler multilevel Markovian model, and we establish an intuitive connection with a generalized Langevin equation. This connection helps setting up a parallelism between the top-down, equation-based methodology herein and the well-established empirical model reduction (EMR) methodology that has been shown to provide efficient dynamical closures to partially observed systems. Hence, our findings, on the one hand, support the physical basis and robustness of the EMR methodology and, on the other hand, illustrate the practical relevance of the perturbative expansion used for deriving the parameterizations.

Efficient reduction for diagnosing Hopf bifurcation in delay differential systems: Applications to cloud-rain models.

By means of Galerkin-Koornwinder (GK) approximations, an efficient reduction approach to the Stuart-Landau (SL) normal form and center manifold is presented for a broad class of nonlinear systems of delay differential equations that covers the cases of discrete as well as distributed delays. The focus is on the Hopf bifurcation as a consequence of the critical equilibrium's destabilization resulting from an eigenpair crossing the imaginary axis. The nature of the resulting Hopf bifurcation (super- or subcritical) is then characterized by the inspection of a Lyapunov coefficient easy to determine based on the model's coefficients and delay parameters. We believe that our approach, which does not rely too much on functional analysis considerations but more on analytic calculations, is suitable to concrete situations arising in physics applications. Thus, using this GK approach to the Lyapunov coefficient and the SL normal form, the occurrence of Hopf bifurcations in the cloud-rain delay models of Koren and Feingold (KF) on one hand and Koren, Tziperman, and Feingold on the other are analyzed. Noteworthy is the existence of the KF model of large regions of the parameter space for which subcritical and supercritical Hopf bifurcations coexist. These regions are determined, in particular, by the intensity of the KF model's nonlinear effects. "Islands" of supercritical Hopf bifurcations are shown to exist within a subcritical Hopf bifurcation "sea"; these islands being bordered by double-Hopf bifurcations occurring when the linearized dynamics at the critical equilibrium exhibit two pairs of purely imaginary eigenvalues.

Data-adaptive harmonic spectra and multilayer Stuart-Landau models.

Harmonic decompositions of multivariate time series are considered for which we adopt an integral operator approach with periodic semigroup kernels. Spectral decomposition theorems are derived that cover the important cases of two-time statistics drawn from a mixing invariant measure. The corresponding eigenvalues can be grouped per Fourier frequency and are actually given, at each frequency, as the singular values of a cross-spectral matrix depending on the data. These eigenvalues obey, furthermore, a variational principle that allows us to define naturally a multidimensional power spectrum. The eigenmodes, as far as they are concerned, exhibit a data-adaptive character manifested in their phase which allows us in turn to define a multidimensional phase spectrum. The resulting data-adaptive harmonic (DAH) modes allow for reducing the data-driven modeling effort to elemental models stacked per frequency, only coupled at different frequencies by the same noise realization. In particular, the DAH decomposition extracts time-dependent coefficients stacked by Fourier frequency which can be efficiently modeled-provided the decay of temporal correlations is sufficiently well-resolved-within a class of multilayer stochastic models (MSMs) tailored here on stochastic Stuart-Landau oscillators. Applications to the Lorenz 96 model and to a stochastic heat equation driven by a space-time white noise are considered. In both cases, the DAH decomposition allows for an extraction of spatio-temporal modes revealing key features of the dynamics in the embedded phase space. The multilayer Stuart-Landau models (MSLMs) are shown to successfully model the typical patterns of the corresponding time-evolving fields, as well as their statistics of occurrence.

Publisher's Note: Comment on "Nonparametric forecasting of low-dimensional dynamical systems" [Phys. Rev. E 93, 036201 (2016)].

This corrects the article DOI: 10.1103/PhysRevE.93.036201.

Comment on "Nonparametric forecasting of low-dimensional dynamical systems ".

The comparison performed in Berry et al. [Phys. Rev. E 91, 032915 (2015)] between the skill in predicting the El Niño-Southern Oscillation climate phenomenon by the prediction method of Berry et al. and the "past-noise" forecasting method of Chekroun et al. [Proc. Natl. Acad. Sci. USA 108, 11766 (2011)] is flawed. Three specific misunderstandings in Berry et al. are pointed out and corrected.