arXiv subjects

Valerio Lucarini

Publications and source records attributed to Valerio Lucarini.

At least 145 records · Page 8Linked to original sources

arXiv2013

Avalanches, Breathers and Flow Reversal in a Continuous Lorenz-96 Model

For the discrete model suggested by Lorenz in 1996 a one-dimensional long wave approximation with nonlinear excitation and diffusion is derived. The model is energy conserving but non-Hamiltonian. In a low order truncation weak external forcing of the zonal mean flow induces avalanche-like breather solutions which cause reversal of the mean flow by a wave-mean flow interaction. The mechanism is an outburst-recharge process similar to avalanches in a sand pile model.

nlin.AO↗

arXiv2012

Multi-level Dynamical Systems: Connecting the Ruelle Response Theory and the Mori-Zwanzig Approach

In this paper we consider the problem of deriving approximate autonomous dynamics for a number of variables of a dynamical system, which are weakly coupled to the remaining variables. In a previous paper we have used the Ruelle response theory on such a weakly coupled system to construct a surrogate dynamics, such that the expectation value of any observable agrees, up to second order in the coupling strength, to its expectation evaluated on the full dynamics. We show here that such surrogate dynamics agree up to second order to an expansion of the Mori-Zwanzig projected dynamics. This implies that the parametrizations of unresolved processes suited for prediction and for the representation of long term statistical properties are closely related, if one takes into account, in addition to the widely adopted stochastic forcing, the often neglected memory effects.

cond-mat.stat-mech↗

arXiv2012

Bistability of the climate around the habitable zone: a thermodynamic investigation

The goal of this paper is to explore the potential multistability of the climate of a planet around the habitable zone. A thorough investigation of the thermodynamics of the climate system is performed for very diverse conditions of energy input and infrared atmosphere opacity. Using PlaSim, an Earth-like general circulation model, the solar constant S* is modulated between 1160 and 1510 Wm-2 and the CO2 concentration, [CO2], from 90 to 2880 ppm. It is observed that in such a parameter range the climate is bistable, i.e. there are two coexisting attractors, one characterised by warm, moist climates (W) and one by completely frozen sea surface (Snowball Earth, SB). Linear relationships are found for the two transition lines (W\rightarrowSB and SB\rightarrowW) in (S*,[CO2]) between S* and the logarithm of [CO2]. The dynamical and thermodynamical properties - energy fluxes, Lorenz energy cycle, Carnot efficiency, material entropy production - of the W and SB states are very different: W states are dominated by the hydrological cycle and latent heat is prominent in the material entropy production; the SB states are predominantly dry climates where heat transport is realized through sensible heat fluxes and entropy mostly generated by dissipation of kinetic energy. We also show that the Carnot efficiency regularly increases towards each transition between W and SB, with a large decrease in each transition. Finally, we propose well-defined empirical functions allowing for expressing the global non-equilibrium thermodynamical properties of the system in terms of either the mean surface temperature or the mean planetary emission temperature. This paves the way for the possibility of proposing efficient parametrisations of complex non-equilibrium properties and of practically deducing fundamental properties of a planetary system from a relatively simple observable.

physics.ao-ph↗

arXiv2012

Nambu representation of an extended Lorenz model with viscous heating

We consider the Nambu and Hamiltonian representations of Rayleigh-Benard convection with a nonlinear thermal heating effect proportional to the Eckert number (Ec). The model we use is an extension of the classical Lorenz-63 model with 4 kinematic and 6 thermal degrees of freedom. The conservative parts of the dynamical equations which include all nonlinearities satisfy Liouville's theorem and permit a conserved Hamiltonian H for arbitrary Ec. For Ec=0 two independent conserved Casimir functions exist, one of these is associated with unavailable potential energy and is also present in the Lorenz-63 truncation. This Casimir C is used to construct a Nambu representation of the conserved part of the dynamical system. The thermal heating effect can be represented either by a second canonical Hamiltonian or as a gradient (metric) system using the time derivative of the Casimir. The results demonstrate the impact of viscous heating in the total energy budget and in the Lorenz energy cycle for kinetic and available potential energy.

physics.flu-dyn↗

arXiv2012

Beyond the linear Fluctuation-Dissipation Theorem: the Role of Causality

In this paper we re-examine the traditional problem of connecting the internal fluctuations of a system to its response to external forcings and extend the classical theory in order to be able to encompass also nonlinear processes. With this goal, we try to join on the results by Kubo on statistical mechanical systems close to equilibrium, i.e. whose unperturbed state can be described by a canonical ensemble, the theory of dispersion relations, and the response theory recently developed by Ruelle for non-equilibrium systems equipped with an invariant SRB measure. Our derivations highlight the strong link between causality and the possibility of connecting unambiguously fluctuation and response, both at linear and nonlinear level. We first show in a rather general setting how the formalism of the Ruelle response theory can be used to derive in a novel way Kramers-Kronig relations connecting the real and imaginary part of the linear and nonlinear response to external perturbations. We then provide a formal extension at each order of nonlinearity of the fluctuation-dissipation theorem (FDT) for general systems possessing a smooth invariant measure. Finally, we focus on the physically relevant case of systems close to equilibrium, for which we present explicit fluctuation-dissipation relations linking the susceptibility describing the $n^{th}$ order response of the system with the expectation value of suitably defined correlations of $n+1$ observables taken in the equilibrium ensemble. While the FDT has an especially compact structure in the linear case, in the nonlinear case joining the statistical properties of the fluctuations of the system to its response to external perturbations requires linear changes of variables, simple algebraic sums and multiplications, and a multiple convolution integral. These operations, albeit cumbersome, can be easily implemented numerically.

cond-mat.stat-mech↗

arXiv2011

Numerical convergence of the block-maxima approach to the Generalized Extreme Value distribution

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory. We pursue these investigations by giving analytical expressions of Extreme Value distribution parameters for maps that have an absolutely continuous invariant measure. We compare these analytical results with numerical experiments in which we study the convergence to limiting distributions using the so called block-maxima approach, pointing out in which cases we obtain robust estimation of parameters. In regular maps for which mixing properties do not hold, we show that the fitting procedure to the classical Extreme Value Distribution fails, as expected. However, we obtain an empirical distribution that can be explained starting from a different observable function for which Nicolis et al. [2006] have found analytical results.

math.DS↗

arXiv2011

Disentangling multi-level systems: averaging, correlations and memory

We consider two weakly coupled systems and adopt a perturbative approach based on the Ruelle response theory to study their interaction. We propose a systematic way to parametrize the effect of the coupling as a function of only the variables of a system of interest. Our focus is on describing the impacts of the coupling on the long-term statistics rather than on the finite-time behaviour. By direct calculation, we find that, at first order, the coupling can be surrogated by adding a deterministic perturbation to the autonomous dynamics of the system of interest. At second order, there are additionally two separate and very different contributions. One is a term taking into account the second order contributions of the fluctuations in the coupling, which can be parametrized as a stochastic forcing with given spectral properties. The other one is a memory term, coupling the system of interest to its previous history, through the correlations of the second system. If these correlations are known, this effect can be implemented as a perturbation with memory on the single system. In order to treat this case, we present an extension to Ruelle's response theory able to deal with integral operators. We discuss our results in the context of other methods previously proposed to disentangle the dynamics of two coupled systems. We emphasize that our results do not rely on assuming a time scale separation, and, if such a separation exist, can be used equally well to study the statistics of the slow as well as that of the fast variables. By recursively applying the technique proposed here, we can treat the general case of multilevel systems.

cond-mat.stat-mech↗

arXiv2011

Baroclinic stationary waves in aquaplanet models

An aquaplanet model is used to study the nature of the highly persistent low frequency waves that have been observed in models forced by zonally symmetric boundary conditions. Using the Hayashi spectral analysis of the extratropical waves, we find that a quasi-stationary (QS) wave five belongs to a wave packet obeying a well defined dispersion relation with eastward group velocity. The components of the dispersion relation with k>5 baroclinically convert eddy available potential energy into eddy kinetic energy, while those with k<5 are baroclinically neutral. In agreement with the Green's model of baroclinic instability, the wave five is weakly unstable, and the inverse energy cascade, which had been previously proposed as a main forcing for this type of waves, only acts as a positive feedback on its predominantly baroclinic energetics. The QS wave is reinforced by a phase lock to an analogous pattern in the tropical convection, which provides further amplification to the wave. We also find that the Pedlosky bounds on the phase speed of unstable waves provide guidance in explaining the latitudinal structure of the energy conversion, which is shown to be more enhanced where the zonal westerly surface wind is weaker. The wave energy is then trapped in the wave guide created by the upper tropospheric jet stream. In agreement with Green's theory, as the equator to pole SST difference is reduced the stationary marginally stable component shifts toward higher wavenumbers, while the wave five becomes neutral and westward propagating. Some properties of the aquaplanet QS waves are found in interesting agreement with a low frequency wave observed by Salby (1982) in the southern hemisphere DJF, so that this perspective on low frequency variability might be, apart from its value in terms of basic geophysical fluid dynamics, of specific interest for studying the Earth's atmosphere.

physics.flu-dyn↗

arXiv2011

Hydrological Cycle in the Danube basin in present-day and XXII century simulations by IPCCAR4 global climate models

We present an intercomparison and verification analysis of 20 GCMs included in the 4th IPCC assessment report regarding their representation of the hydrological cycle on the Danube river basin for 1961-2000 and for the 2161-2200 SRESA1B scenario runs. The basin-scale properties of the hydrological cycle are computed by spatially integrating the precipitation, evaporation, and runoff fields using the Voronoi-Thiessen tessellation formalism. The span of the model simulated mean annual water balances is of the same order of magnitude of the observed Danube discharge of the Delta; the true value is within the range simulated by the models. Some land components seem to have deficiencies since there are cases of violation of water conservation when annual means are considered. The overall performance and the degree of agreement of the GCMs are comparable to those of the RCMs analyzed in a previous work, in spite of the much higher resolution and common nesting of the RCMs. The reanalyses are shown to feature several inconsistencies and cannot be used as a verification benchmark for the hydrological cycle in the Danubian region. In the scenario runs, for basically all models the water balance decreases, whereas its interannual variability increases. Changes in the strength of the hydrological cycle are not consistent among models: it is confirmed that capturing the impact of climate change on the hydrological cycle is not an easy task over land areas. Moreover, in several cases we find that qualitatively different behaviours emerge among the models: the ensemble mean does not represent any sort of average model, and often it falls between the models' clusters.

physics.ao-ph↗

arXiv2011

Relevance of sampling schemes in light of Ruelle's linear response theory

We reconsider the theory of the linear response of non-equilibrium steady states to perturbations. We first show that by using a general functional decomposition for space-time dependent forcings, we can define elementary susceptibilities that allow to construct the response of the system to general perturbations. Starting from the definition of SRB measure, we then study the consequence of taking different sampling schemes for analysing the response of the system. We show that only a specific choice of the time horizon for evaluating the response of the system to a general time-dependent perturbation allows to obtain the formula first presented by Ruelle. We also discuss the special case of periodic perturbations, showing that when they are taken into consideration the sampling can be fine-tuned to make the definition of the correct time horizon immaterial. Finally, we discuss the implications of our results in terms of strategies for analyzing the outputs of numerical experiments by providing a critical review of a formula proposed by Reick.

cond-mat.stat-mech↗

arXiv2011

Universal behavior of extreme value statistics for selected observables of dynamical systems

The main results of the extreme value theory developed for the investigation of the observables of dynamical systems rely, up to now, on the Gnedenko approach. In this framework, extremes are basically identified with the block maxima of the time series of the chosen observable, in the limit of infinitely long blocks. It has been proved that, assuming suitable mixing conditions for the underlying dynamical systems, the extremes of a specific class of observables are distributed according to the so called Generalized Extreme Value (GEV) distribution. Direct calculations show that in the case of quasi-periodic dynamics the block maxima are not distributed according to the GEV distribution. In this paper we show that, in order to obtain a universal behaviour of the extremes, the requirement of a mixing dynamics can be relaxed if the Pareto approach is used, based upon considering the exceedances over a given threshold. Requiring that the invariant measure locally scales with a well defined exponent - the local dimension -, we show that the limiting distribution for the exceedances of the observables previously studied with the Gnedenko approach is a Generalized Pareto distribution where the parameters depends only on the local dimensions and the value of the threshold. This result allows to extend the extreme value theory for dynamical systems to the case of regular motions. We also provide connections with the results obtained with the Gnedenko approach. In order to provide further support to our findings, we present the results of numerical experiments carried out considering the well-known Chirikov standard map.

cond-mat.stat-mech↗

arXiv2011

Stochastic perturbations to dynamical systems: a response theory approach

We study the impact of stochastic perturbations to deterministic dynamical systems using the formalism of the Ruelle response theory and explore how stochastic noise can be used to explore the properties of the underlying deterministic dynamics of a system. We find the expression for the change in the expectation value of a general observable when a white noise forcing is introduced in the system, both in the case of additive and multiplicative noise. We also show that the difference between the expectation value of the power spectrum of an observable in the stochastically perturbed case and of the same observable in the unperturbed case is equal to the variance of the noise times the square of the modulus of the susceptibility describing the frequency-dependent response of the system to perturbations with the same spatial patterns as the considered stochastic forcing. Using Kramers-Kronig theory, it is then possible to derive the susceptibility and thus deduce the Green function of the system for any desired observable. We then extend our results to rather general patterns of random forcing, from the case of several white noise forcings, to noise terms with memory, up to the case of a space-time random field. Explicit formulas are provided for each relevant case. As a general result, we find, using an argument of positive-definiteness, that the power spectrum of the stochastically perturbed system is larger at all frequencies than the power spectrum of the unperturbed system. We provide a example of application of our results by considering the Lorenz 96 model. These results clarify the property of stochastic stability of SRB measures in Axiom A flows, provide tools for analysing stochastic parameterisations and related closure ansatz to be implemented in modelling studies, and introduce new ways to study the response of a system to external perturbations.

cond-mat.stat-mech↗

arXiv2011

Bistable systems with Stochastic Noise: Virtues and Limits of effective Langevin equations for the Thermohaline Circulation strength

The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points of complex systems. Sometimes, in order to understand the time series of given observables exhibiting bimodal distributions, simple one-dimensional Langevin models are fitted to reproduce the observed statistical properties, and used to investing-ate the projected dynamics of the observable. This is of great relevance for studying potential catastrophic changes in the properties of the underlying system or resonant behaviours like those related to stochastic resonance-like mechanisms. In this paper, we propose a framework for encasing this kind of studies and show, using simple box models of the oceanic circulation and choosing as observable the strength of the thermohaline circulation. We study the statistical properties of the transitions between the two modes of operation of the thermohaline circulation under symmetric boundary forcing and test their agreement with simplified one-dimensional phenomenological theories. We extend our analysis to include stochastic resonance-like amplification processes. We conclude that fitted one-dimensional Langevin models, when closely scrutinised, may result to be more ad-hoc than they seem, lacking robustness and/or well-posedness. They should be treated with care, more as an empiric descriptive tool than as methodology with predictive power.

physics.ao-ph↗

arXiv2011

Generalized Extreme Value distribution parameters as dynamical indicators of Stability

We introduce a new dynamical indicator of stability based on the Extreme Value statistics showing that it provides an insight on the local stability properties of dynamical systems. The indicator perform faster than other based on the iteration of the tangent map since it requires only the evolution of the original systems and, in the chaotic regions, gives further information about the information dimension of the attractor. A numerical validation of the method is presented through the analysis of the motions in a Standard map.

math.DS↗

arXiv2011

Extreme Value distribution for singular measures

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems that have a singular measure. Using the block maxima approach described in Faranda et al. [2011] we show that, numerically, the Extreme Value distribution for these maps can be associated to the Generalised Extreme Value family where the parameters scale with the information dimension. The numerical analysis are performed on a few low dimensional maps. For the middle third Cantor set and the Sierpinskij triangle obtained using Iterated Function Systems, experimental parameters show a very good agreement with the theoretical values. For strange attractors like Lozi and Hènon maps a slower convergence to the Generalised Extreme Value distribution is observed. Even in presence of large statistics the observed convergence is slower if compared with the maps which have an absolute continuous invariant measure. Nevertheless and within the uncertainty computed range, the results are in good agreement with the theoretical estimates.

math.DS↗

arXiv2011

Climatology of extratropical atmospheric wave packets in the northern hemisphere

Planetary and synoptic scale wave-packets represent one important component of the atmospheric large-scale circulation. These dissipative structures are able to rapidly transport eddy kinetic energy, generated locally (e.g. by baroclinic conversion), downstream along the upper tropospheric flow. The transported energy, moving faster than individual weather systems, will affect the development of the next meteorological system on the leading edge of the wave packet, creating a chain of connections between systems that can be far apart in time and space, with important implications on predictability. In this work we present an automated recognition of atmospheric wave packets which allows the extraction of all the relevant properties, such as location, duration and velocity. Behind this tool lies the need to investigate atmospheric variability in its full complexity, bridging the low-frequency steady-state approach with the storm-tracks lagrangian approach. We have applied the algorithm to the daily analysis (every 12h) from 1958-2010, building an extended climatology of waves packets with different spectral properties. We show that wave packets characteristics over Northern Hemisphere exhibit a strong seasonal dependence, both in their spectral component and in their distribution and localization. The maximum activity is reached in the cold months, from autumn to spring, with a slight weakening in mid-winter and a clear minimum of activity in summer. Preferential areas of genesis are shown to be the Western and Central-Pacific and Western-Atlantic while areas of lyses are the eastern borders of Pacific and Atlantic. We envisage possible applications of this algorithm also for predictability studies and operational activities.

physics.ao-ph↗

arXiv2011

New Results on the Thermodynamical Properties of the Climate System

In this paper we exploit two equivalent formulations of the average rate of material entropy production in a planetary system to propose an approximate splitting between contributions due to vertical and eminently horizontal processes. Our approach is based only upon 2D radiative fields at the surface and at the top of atmosphere of a general planetary body. Using 2D fields at the top of atmosphere alone, we derive lower bounds to the rate of material entropy production and to the intensity of the Lorenz energy cycle. By introducing a measure of the efficiency of the planetary system with respect to horizontal thermodynamical processes, we provide insight on a previous intuition on the possibility of defining a baroclinic heat engine extracting work from the meridional heat flux. The approximate formula of the material entropy production is verified and used for studying the global thermodynamic properties of climate models (CMs) included in the PCMDI/CMIP3 dataset in pre-industrial climate conditions. It is found that about 90% of the material entropy production is due to vertical processes such as convection, whereas the large scale meridional heat transport contributes only about 10%. The total material entropy production is typically 55 mWK-1m-2, with discrepancies of the order of 5% and CMs' baroclinic efficiencies are clustered around 0.055. When looking at the variability and co-variability of the considered thermodynamical quantities, the agreement among CMs is worse, suggesting that the description of feedbacks is more uncertain.

physics.ao-ph↗

arXiv2011

Modelling Complexity: the case of Climate Science

We briefly review some of the scientific challenges and epistemological issues related to climate science. We discuss the formulation and testing of theories and numerical models, which, given the presence of unavoidable uncertainties in observational data, the non-repeatability of world-experiments, and the fact that relevant processes occur in a large variety of spatial and temporal scales, require a rather different approach than in other scientific contexts. A brief discussion of the intrinsic limitations of geo-engineering solutions to global warming is presented, and a framework of investigation based upon non-equilibrium thermodynamics is proposed. We also critically discuss recently proposed perspectives of development of climate science based purely upon massive use of supercomputer and centralized planning of scientific priorities.

physics.hist-ph↗