arXiv subjects

W. Moon

Publications and source records attributed to W. Moon.

17 recordsLinked to original sources

arXiv2024

Analytical Survival Analysis of the Non-autonomous Ornstein-Uhlenbeck Process

The survival probability for a periodic non-autonomous Ornstein-Uhlenbeck process is calculated analytically using two different methods. The first uses an asymptotic approach. We treat the associated Kolmogorov Backward Equation with an absorbing boundary by dividing the domain into an interior region, centered around the origin, and a "boundary layer" near the absorbing boundary. In each region we determine the leading-order analytical solutions, and construct a uniformly valid solution over the entire domain using asymptotic matching. In the second method we examine the integral relationship between the probability density function and the mean first passage time probability density function. These allow us to determine approximate analytical forms for the exit rate. The validity of the solutions derived from both methods is assessed numerically, and we find the asymptotic method to be superior.

cond-mat.stat-mech↗

arXiv2024

Mid-latitude interactions expand the Hadley circulation

The Hadley circulation describes a planetary-scale tropical atmospheric flow, which has a major influence on climate. Contemporary theoretical understanding is based upon angular momentum conservation, the basic dynamical constraint governing the state of the flow pattern. However, despite the degree of success in representing the Hadley circulation, the canonical theoretical model does not treat interactions with other regions, particularly the mid-latitudes. Here, we extend the original model of Held and Hou (1980) to include the influence of mid-latitude large-scale atmospheric dynamics, which we treat using the planetary-scale heat equation with a parameterized poleward heat flux driven by synoptic eddies. The energy flux balance within the Hadley cell includes the poleward heat flux at the poleward edge of the cell, which is controlled by the baroclinic instability of the sub-tropical jet. We find that an increase (decrease) in the poleward heat flux leads to a strengthening (weakening) tropical convection, driving an equatorward (poleward) shift of the edge of the Hadley cell. Thus, our theoretical solutions suggest that global warming, which can reduce the baroclinicity of the subtropical jet, can lead to the poleward expansion of the Hadley cell due to the change in energy flux balance within it.

physics.ao-ph↗

arXiv2022

Flow driven interfacial waves: an inviscid asymptotic study

Motivated by wind blowing over water, we use asymptotic methods to study the evolution of short wavelength interfacial waves driven by the combined action of these flows. We solve the Rayleigh equation for the stability of the shear flow, and construct a uniformly valid approximation for the perturbed streamfunction, or eigenfunction. We then expand the real part of the eigenvalue, the phase speed, in a power series of the inverse wavenumber and show that the imaginary part is exponentially small. We give expressions for the growth rates of the Miles (1957) and rippling (e.g., Young & Wolfe 2013) instabilities that are valid for an arbitrary shear flow. The accuracy of the results is demonstrated by a comparison with the exact solution of the eigenvalue problem in the case when both the wind and the current have an exponential profile.

physics.flu-dyn↗

arXiv2022

The Thermodynamic Cost of Erasing Information in Finite-time

The Landauer principle sets a fundamental thermodynamic constraint on the minimum amount of heat that must be dissipated to erase one logical bit of information through a quasi-statically slow protocol. For finite time information erasure, the thermodynamic costs depend on the specific physical realization of the logical memory and how the information is erased. Here we treat the problem within the paradigm of a Brownian particle in a symmetric double-well potential. The two minima represent the two values of a logical bit, 0 and 1, and the particle's position is the current state of the memory. The erasure protocol is realized by applying an external time-dependent tilting force. We derive analytical tools to evaluate the work required to erase a classical bit of information in finite time via an arbitrary continuous erasure protocol, which is a relevant setting for practical applications. Importantly, our method is not restricted to the average work, but instead gives access to the full work distribution arising from many independent realizations of the erasure process. Using the common example of an erasure protocol that changes linearly with time acting on a double-parabolic potential, we explicitly calculate all relevant quantities and verify them numerically.

cond-mat.stat-mech↗

arXiv2021

Asymptotic interpretation of the Miles mechanism of wind-wave instability

When wind blows over water, ripples are generated on the water surface. These ripples can be regarded as perturbations of the wind field, which is modelled as a parallel inviscid flow. For a given wavenumber $k$, the perturbed streamfunction of the wind field and the complex phase speed are the eigenfunction and the eigenvalue of the so-called Rayleigh equation in a semi-infinite domain. Because of the small air-water density ratio, $\rho_{\rm{a}}/\rho_{\rm{w}}\equiv\epsilon<<1$, the wind and the ripples are weakly coupled, and the eigenvalue problem can be solved perturbatively. At the leading order, the eigenvalue is equal to the phase speed $c_0$ of surface waves. At order $\epsilon$, the eigenvalue has a finite imaginary part, which implies growth. Miles (1957) showed that the growth rate is proportional to the square modulus of the leading-order eigenfunction evaluated at the so-called critical level $z=z_c$, where the wind speed is equal to $c_0$ and the waves extract energy from the wind. Here, we construct uniform asymptotic approximations of the leading-order eigenfunction for long waves, which we use to calculate the growth rate as a function of $k$. In the strong wind limit, we find that the fastest growing wave is such that the aerodynamic pressure is in phase with the wave slope. The results are confirmed numerically.

physics.flu-dyn↗

arXiv2021

Analytical solution of stochastic resonance in the nonadiabatic regime

We generalize stochastic resonance to the nonadiabatic limit by treating the double-well potential using two quadratic potentials. We use a singular perturbation method to determine an approximate analytical solution for the probability density function that asymptotically connects local solutions in boundary layers near the two minima with those in the region of the maximum that separates them. The validity of the analytical solution is confirmed numerically. Free from the constraints of the adiabatic limit, the approach allows us to predict the escape rate from one stable basin to another for systems experiencing a more complex periodic forcing.

cond-mat.stat-mech↗

arXiv2020

A Non-Gaussian Stochastic Model for the El Ni\~no Southern Oscillation

A non-autonomous stochastic dynamical model approach is developed to describe the seasonal to interannual variability of the El Ni\~no-Southern Oscillation (ENSO). We determine the model coefficients by systematic statistical estimations using partial observations involving only sea surface temperature data. Our approach reproduces the observed seasonal phase locking and its uncertainty, as well as the highly non-Gaussian statistics of ENSO. Finally, we recover the intermittent time series of the hidden processes, including the thermocline depth and the wind bursts.

physics.ao-ph↗

arXiv2020

Exoplanets and the Sun

We review the recent progress in understanding the jet structures on exoplanets as well as on and inside the Sun. The emphasis is on the more robust aspects of observation and numerical modeling that relate directly to jets. For the exoplanets, the primary focus is on hot-Jupiters since many more observations are available for them presently than other types of exoplanets. Because not much is known about the morphology and strength of the jets on exoplanets, there is currently not much agreement. In contrast, the picture is very different for the Sun. In fact, the jet structure of the Sun is arguably one of the best known jet structures of all the planets and stars, due to the fact that Sun's disk is resolved and its interior can be probed with helioseismology. A discussion of several critical issues pertaining to the modeling of jets on exoplanets and the Sun is presented, along with a brief outlook on the subject.

astro-ph.EP↗

arXiv2020

Analytical Survival Analysis of the Ornstein-Uhlenbeck Process

We use asymptotic methods from the theory of differential equations to obtain an analytical expression for the survival probability of an Ornstein-Uhlenbeck process with a potential defined over a broad domain. We form a uniformly continuous analytical solution covering the entire domain by asymptotically matching approximate solutions in an interior region, centered around the origin, to those in boundary layers, near the lateral boundaries of the domain. The analytic solution agrees extremely well with the numerical solution and takes into account the non-negligible leakage of probability that occurs at short times when the stochastic process begins close to one of the boundaries. Given the range of applications of Ornstein-Uhlenbeck processes, the analytic solution is of broad relevance across many fields of natural and engineering science.

cond-mat.stat-mech↗

arXiv2019

Nonadiabatic escape and stochastic resonance

We analyze the fluctuation-driven escape of particles from a metastable state under the influence of a weak periodic force. We develop an asymptotic method to solve the appropriate Fokker-Planck equation with mixed natural and absorbing boundary conditions. The approach uses two boundary layers flanking an interior region; most of the probability is concentrated within the boundary layer near the metastable point of the potential and particles transit the interior region before exiting the domain through the other boundary layer, which is near the unstable maximal point of the potential. The dominant processes in each region are given by approximate time-dependent solutions matched to construct the approximate composite solution, which gives the rate of escape with weak periodic forcing. Using reflection we extend the method to a double well potential influenced by white noise and weak periodic forcing, and thereby derive a two-state stochastic model--the simplest treatment of stochastic resonance theory--in the nonadiabatic limit

cond-mat.stat-mech↗

arXiv2019

Precursors to Rare Events in Stochastic Resonance

In stochastic resonance, a periodically forced Brownian particle in a double-well potential jumps between minima at rare increments, the prediction of which poses a major theoretical challenge. Here, we use a path-integral method to find a precursor to these transitions by determining the most probable (or "{optimal}") space-time path of a particle. We characterize the optimal path using a direct comparison principle between the Langevin and Hamiltonian dynamical descriptions, allowing us to express the jump condition in terms of the accumulation of noise around the stable periodic path. In consequence, as a system approaches a rare event these fluctuations approach one of the deterministic minimizers, thereby providing a precursor for predicting a stochastic transition. We demonstrate the method numerically, which allows us to determine whether a state is following a stable periodic path or will experience an incipient jump with a high probability. The vast range of systems that exhibit stochastic resonance behavior insures broad relevance of our framework, which allows one to extract precursor fluctuations from data.

physics.data-an↗

arXiv2018

An intrinsic pink-noise multi-decadal global climate dynamics mode

Understanding multi-decadal variability is an essential goal of climate dynamics. For example, the recent phenomenon referred to as the "global warming hiatus" may reflect a coupling to an intrinsic, pre-industrial, multi-decadal variability process. Here, using a multi-fractal time series method, we demonstrate that forty-two data sets of seventy-nine proxies with global coverage exhibit pink noise characteristics on multi-decadal time scales. To quantify the persistence of this behavior, we examine high-resolution ice core and speleothem data to find pink noise in both pre- and post-industrial periods. We examine the spatial structure with Empirical Orthogonal Function (EOF) analysis of the monthly-averaged surface temperature from 1901 to 2012. The first mode clearly shows the distribution of ocean heat flux sinks located in the eastern Pacific and the Southern Ocean, and has pink noise characteristics on a multi-decadal time-scale. We hypothesize that this pink noise multi-decadal spatial mode may resonate with externally-driven greenhouse gas forcing, driving large-scale climate processes.

physics.ao-ph↗

arXiv2014

On the Interpretation of Stratonovich Calculus

The Ito-Stratonovich dilemma is revisited from the perspective of the interpretation of Stratonovich calculus using shot noise. Over the long time scales of the displacement of an observable, the principal issue is how to deal with finite/zero autocorrelation of the stochastic noise. The former (non-zero) noise autocorrelation structure preserves the normal chain rule using a mid-point selection scheme, which is the basis Stratonovich calculus, whereas the instantaneous autocorrelation structure of Ito's approach does not. By considering the finite decay of the noise correlations on time scales very short relative to the overall displacement times of the observable, we suggest a generalization of the integral Taylor expansion criterion of Wong and Zakai (1965) for the validity of the Stratonovich approach.

cond-mat.stat-mech↗

arXiv2012

On the existence of stable seasonally varying Arctic sea ice in simple models

Within the framework of lower order thermodynamic theories for the climatic evolution of Arctic sea ice we isolate the conditions required for the existence of stable seasonally-varying solutions, in which ice forms each winter and melts away each summer. This is done by constructing a two-season model from the continuously evolving theory of Eisenman and Wettlaufer (2009) and showing that seasonally-varying states are unstable under constant annual average short-wave radiative forcing. However, dividing the summer season into two intervals (ice covered and ice free) provides sufficient freedom to stabilize seasonal ice. Simple perturbation theory shows that the condition for stability is determined by when the ice vanishes in summer and hence the relative magnitudes of the summer heat flux over the ocean versus over the ice. This scenario is examined within the context of greenhouse gas warming, as a function of which stability conditions are discerned.

physics.ao-ph↗

arXiv2011

Trends, noise and reentrant long-term persistence in Arctic sea ice

We examine the long-term correlations and multifractal properties of daily satellite retrievals of Arctic sea ice albedo and extent, for periods of $\sim$ 23 years and 32 years respectively. The approach harnesses a recent development called Multifractal Temporally Weighted Detrended Fluctuation Analysis (MF-TWDFA), which exploits the intuition that points closer in time are more likely to be related than distant points. In both data sets we extract multiple crossover times, as characterized by generalized Hurst exponents, ranging from synoptic to decadal. The method goes beyond treatments that assume a single decay scale process, such as a first-order autoregression, which cannot be justifiably fit to these observations. Importantly, the strength of the seasonal cycle "masks" long term correlations on time scales beyond seasonal. When removing the seasonal cycle from the original record, the ice extent data exhibits white noise behavior from seasonal to bi-seasonal time scales, whereas the clear fingerprints of the short (weather) and long ($\sim$ 7 and 9 year) time scales remain, the latter associated with the recent decay in the ice cover. Therefore, long term persistence is reentrant beyond the seasonal scale and it is not possible to distinguish whether a given ice extent minimum/maximum will be followed by a minimum/maximum that is larger or smaller in magnitude.

physics.ao-ph↗

arXiv2011

Decadal to seasonal variability of Arctic sea ice albedo

A controlling factor in the seasonal and climatological evolution of the sea ice cover is its albedo $\alpha$. Here we analyze Arctic data from the Advanced Very High Resolution Radiometer (AVHRR) Polar Pathfinder and assess the seasonality and variability of broadband albedo from a 23 year daily record. We produce a histogram of daily albedo over ice covered regions in which the principal albedo transitions are seen; high albedo in late winter and spring, the onset of snow melt and melt pond formation in the summer, and fall freeze up. The bimodal late summer distribution demonstrates the combination of the poleward progression of the onset of melt with the coexistence of perennial bare ice with melt ponds and open water, which then merge to a broad peak at $\alpha \gtrsim $ 0.5. We find the interannual variability to be dominated by the low end of the $\alpha$ distribution, highlighting the controlling influence of the ice thickness distribution and large-scale ice edge dynamics. The statistics obtained provide a simple framework for model studies of albedo parameterizations and sensitivities.

physics.ao-ph↗

arXiv2011

A Low Order Theory of Arctic Sea Ice Stability

We analyze the stability of a low-order coupled sea ice and climate model and extract the essential physics governing the time scales of response as a function of greenhouse gas forcing. Under present climate conditions the stability is controlled by longwave radiation driven heat conduction. However, as greenhouse gas forcing increases and the ice cover decays, the destabilizing influence of ice-albedo feedback acts on equal footing with longwave stabilization. Both are seasonally out of phase and as the system warms towards a seasonal ice state these effects, which underlie the bifurcations between climate states, combine exhibiting a "slowing down" to extend the intrinsic relaxation time scale from ~ 2 yr to 5 yr.

physics.ao-ph↗