Research Interests

 

Turbulence Closure with Small, Neural Networks:

 

Stochastic Strange Attractor (Chekroun et al. (2011), Physica D, 240):

Vimeo movie: https://vimeo.com/240039610

 

Cloud Physics and Stochastic Strange Attractors (Chekroun et al. (2022), Science Advances, 8 (46)):

    

Vimeo movie: https://vimeo.com/773696444

 

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Recent Publications

Chekroun, Mickaël D., H. Liu, K. Srinivasan, and James C. McWilliams. Submitted. “The High-Frequency and Rare Events Barriers to Neural Closures of Atmospheric Dynamics”. arXiv's link Abstract
Neural parameterizations and closures of climate and turbulent models have raised a lot of interest in recent years. In this short paper, we point out two fundamental problems in this endeavour, one tied to sampling issues due to rare events, and the other one tied to the high-frequency content of slow-fast solutions which constitute an intrinsic barrier to neural closure of such multiscale systems. We argue that the atmospheric 1980 Lorenz model, a truncated model of the Primitive Equations -- the fuel engine of climate models -- serves as a remarkable metaphor to illustrate these fundamental issues.
Chekroun, Mickaël D., Tom Dror, Orit Altaratz, and Ilan Koren. Submitted. “Equations discovery of organized cloud fields: Stochastic generator and dynamical insights”. arXiv's link Abstract

The emergence of organized multiscale patterns resulting from convection is ubiquitous, observed throughout different cloud types. The reproduction of such patterns by general circulation models remains a challenge due to the complex nature of clouds, characterized by processes interacting over a wide range of spatio-temporal scales. The new advances in data-driven modeling techniques have raised a lot of promises to discover dynamical equations from partial observations of complex systems.
This study presents such a discovery from high-resolution satellite datasets of continental cloud fields. The model is made of stochastic differential equations able to simulate with high fidelity the spatio-temporal coherence and variability of the cloud patterns such as the characteristic lifetime of individual clouds or global organizational features governed by convective inertia gravity waves. This feat is achieved through the model's lagged effects associated with convection recirculation times, and hidden variables parameterizing the unobserved processes and variables.

Srinivasan, Kaushik, Mickaël D. Chekroun, and James C. McWilliams. Submitted. “Turbulence closure with small, local neural networks: Forced two-dimensional and β-plane flows”. arXiv's link Abstract

We parameterize sub-grid scale (SGS) fluxes in sinusoidally forced two-dimensional turbulence on the beta-plane at high Reynolds numbers (Re~25000) using simple 2-layer Convolutional Neural Networks (CNN) having only O(1000)-parameters, two orders of magnitude smaller than recent studies employing deeper CNNs with 8-10 layers; we obtain stable, accurate, and long-term online or a posteriori solutions at 16X downscaling factors. Our methodology significantly improves training efficiency and speed of online Large Eddy Simulations (LES) runs, while offering insights into the physics of closure in such turbulent flows. Our approach benefits from extensive hyperparameter searching in learning rate and weight decay coefficient space, as well as the use of cyclical learning rate annealing, which leads to more robust and accurate online solutions compared to fixed learning rates. Our CNNs use either the coarse velocity or the vorticity and strain fields as inputs, and output the two components of the deviatoric stress tensor. We minimize a loss between the SGS vorticity flux divergence (computed from the high-resolution solver) and that obtained from the CNN-modeled deviatoric stress tensor, without requiring energy or enstrophy preserving constraints. The success of shallow CNNs in accurately parameterizing this class of turbulent flows implies that the SGS stresses have a weak non-local dependence on coarse fields; it also aligns with our physical conception that small-scales are locally controlled by larger scales such as vortices and their strained filaments. Furthermore, 2-layer CNN-parameterizations are more likely to be interpretable and generalizable because of their intrinsic low dimensionality.

Klaus Hasselmann's revolutionary intuition was to take advantage of the stochasticity associated with fast weather processes to probe the slow dynamics of the climate system. This has led to fundamentally new ways to study the response of climate models to perturbations, and to perform detection and attribution for climate change signals. Hasselmann's program has been extremely influential in climate science and beyond. We first summarise the main aspects of such a program using modern concepts and tools of statistical physics and applied mathematics. We then provide an overview of some promising scientific perspectives that might better clarify the science behind the climate crisis and that stem from Hasselmann's ideas. We show how to perform rigorous model reduction by constructing parametrizations in systems that do not necessarily feature a time-scale separation between unresolved and resolved processes. We propose a general framework for explaining the relationship between climate variability and climate change, and for performing climate change projections. This leads us seamlessly to explain some key general aspects of climatic tipping points. Finally, we show that response theory provides a solid framework supporting optimal fingerprinting methods for detection and attribution.
Chekroun, Mickaël D., Honghu Liu, James C. McWilliams, and Shouhong Wang. 2023. “Transitions in Stochastic Non-equilibrium Systems: Efficient Reduction and Analysis.” Journal of Differential Equations 346 (10): 145-204. Publisher's version Abstract

A central challenge in physics is to describe non-equilibrium systems driven by randomness, such as a randomly growing interface, or fluids subject to random fluctuations that account e.g. for local stresses and heat fluxes in the fluid which are not related to the velocity and temperature gradients. For deterministic systems with infinitely many degrees of freedom, normal form and center manifold theory have shown a prodigious efficiency to often completely characterize how the onset of linear instability translates into the emergence of nonlinear patterns, associated with genuine physical regimes. However, in presence of random fluctuations, the underlying reduction principle to the center manifold is seriously challenged due to large excursions caused by the noise, and the approach needs to be revisited.

In this study, we present an alternative framework to cope with these difficulties exploiting the approximation theory of stochastic invariant manifolds, on one hand, and energy estimates measuring the defect of parameterization of the high-modes, on the other. To operate for fluid problems subject to stochastic stirring forces, these error estimates are derived under assumptions regarding dissipation effects brought by the high-modes in order to suitably counterbalance the loss of regularity due to the nonlinear terms. As a result, the approach enables us to analyze, from reduced equations of the stochastic fluid problem, the occurrence in large probability of a stochastic analogue to the pitchfork bifurcation, as long as the noise’s intensity and the eigenvalue’s magnitude of the mildly unstable mode scale accordingly.


In the case of SPDEs forced by a multiplicative noise in the orthogonal subspace of e.g. its mildly unstable mode, our parameterization formulas show that the noise gets transmitted to this mode via non-Markovian coefficients, and that the reduced equation is only stochastically driven by the latter.  These coefficients depend explicitly on the noise path's history, and their memory content is self-consistently determined by the intensity of the random force and its interaction through the SPDE's nonlinear terms. Applications to a stochastic Rayleigh-B\'enard problem  are detailed, for which conditions for a stochastic pitchfork bifurcation (in large probability) to occur, are clarified.

 

 

 

Chekroun, Mickaël D., Ilan Koren, Honghu Liu, and Huan Liu. 2022. “Generic generation of noise-driven chaos in stochastic time delay systems: Bridging the gap with high-end simulations.” Science Advances 8 (46): eabq7137. Publisher's Version Abstract

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 deeperstable 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.

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