We introduce a generalization of linear response theory for mixed jump-diffusion models, combining both Gaussian and Lévy noise forcings that interact with the nonlinear dynamics. This class of models covers a broad range of stochastic chaos and complexity for which the jump-diffusion processes are a powerful tool to parameterize the missing physics or effects of the unresolved scales onto the resolved ones.
By generalizing concepts such as Kolmogorov operators and Green's functions to this context, we derive fluctuation-dissipation relationships for such models. The system response can then be interpreted in terms of contributions from the eigenmodes of the Kolmogorov operator (Kolmogorov modes) decomposing the time-lagged correlation functions of the unperturbed dynamics. The underlying formulas offer a fresh look on the intimate relationships between the system's natural variability and its forced variability.
We apply our theory to a paradigmatic El Niño-Southern Oscillation (ENSO) subject to state-dependent jumps and additive white noise parameterizing intermittent and nonlinear feedback mechanisms, key factors in the actual ENSO phenomenon. Such stochastic parameterizations are shown to produce stochastic chaos with an enriched time-variability. The Kolmogorov modes encoding the latter are then computed, and our Green's functions formulas are shown to achieve a remarkable accuracy to predict the system's response to perturbations.
This work enriches Hasselmann's program by providing a more comprehensive approach to climate modeling and prediction, allowing for accounting the effects of both continuous and discontinuous stochastic forcing. Our results have implications for understanding climate sensitivity, detection and attributing climate change, and assessing the risk of climate tipping points.

 

Klaus Hasselmann’s revolutionary intuition in climate science was to use the stochasticity associated with fast weather processes to probe the slow dynamics of the climate system. Doing so 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 programme has been extremely influential in climate science and beyond. In this Perspective, we first summarize the main aspects of such a programme using modern concepts and tools of statistical physics and applied mathematics. We then provide an overview of some promising scientific perspectives that might clarify the science behind the climate crisis and that stem from Hasselmann’s ideas. We show how to perform rigorous and data-driven model reduction by constructing parameterizations in systems that do not necessarily feature a timescale separation between unresolved and resolved processes. We outline a general theoretical framework for explaining the relationship between climate variability and climate change, and for performing climate change projections. This framework enables 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.

Optimal control of harvested population at the edge of extinction in an unprotected area, is considered. The underlying population dynamics is governed by a Kolmogorov-Petrovsky-Piskunov equation with a harvesting term and space-dependent coefficients while the control consists of transporting individuals from a natural reserve. The nonlinear optimal control problem is approximated by means of a Galerkin scheme. Convergence result about the optimal controlled solutions and error estimates between the corresponding optimal controls, are derived. For certain parameter regimes, nearly optimal solutions are calculated from a simple logistic ordinary differential equation (ODE) with a harvesting term, obtained as a Galerkin approximation of the original partial differential equation (PDE) model. A critical allowable fraction of the reserve's population is inferred from the reduced logistic ODE with a harvesting term. This estimate obtained from the reduced model allows us to distinguish sharply between survival and extinction for the full PDE itself, and thus to declare whether a control strategy leads to success or failure for the corresponding rescue operation while ensuring survival in the reserve's population. In dynamical terms, this result illustrates that although continuous dependence on the forcing may hold on finite-time intervals, a high sensitivity in the system's response may occur in the asymptotic time. We believe that this work, by its generality, establishes bridges interesting to explore between optimal control problems of ODEs with a harvesting term and their PDE counterpart.

 

In this article it is proved that the dynamical properties of a broad class of semilinear parabolic problems are sensitive to arbitrarily small but smooth perturbations of the nonlinear term, when the spatial dimension is either equal to one or two. This topological instability is shown to result from a local deformation of the global bifurcation diagram associated with the corresponding elliptic problems. Such a deformation is shown to systematically occur via the creation of either a multiple-point or a new fold-point on this diagram when an appropriate small perturbation is applied to the nonlinear term. More precisely, it is shown that for a broad class of nonlinear elliptic problems, one can always find an arbitrary small perturbation of the nonlinear term, that generates a local S on the bifurcation diagram whereas the latter is e.g. monotone when no perturbation is applied; substituting thus a single solution by several ones. Such an increase in the local multiplicity of the solutions to the elliptic problem results then into a topological instability for the corresponding parabolic problem.
The rigorous proof of the latter instability result requires though to revisit the classical concept of topological equivalence to encompass important cases for the applications such as semi-linear parabolic problems for which the semigroup may exhibit non-global dissipative properties, allowing for the coexistence of blow-up regions and local attractors in the phase space; cases that arise e.g. in combustion theory. A revised framework of topological robustness is thus introduced in that respect within which the main topological instability result is then proved for continuous, locally Lipschitz but not necessarily C1 nonlinear terms, that prevent in particular the use of linearization techniques, and for which the family of semigroups may exhibit non-dissipative properties.

Optimal control problems of nonlinear delay  equations (DDEs) are considered for which we propose a general Galerkin approximation scheme built from Koornwinder polynomials. Error estimates for the resulting Galerkin-Koornwinder approximations to the optimal control and the value function, are derived for a broad class of cost functionals and nonlinear DDEs. The approach is illustrated on a delayed logistic equation set not far away from its Hopf bifurcation point in the parameter space. In this case, we show that low-dimensional controls for a standard quadratic cost functional can be efficiently computed from Galerkin-Koornwinder approximations to reduce at a nearly optimal cost the oscillation amplitude displayed by the DDE's solution. Optimal controls computed from the Pontryagin's maximum principle (PMP) and the Hamilton-Jacobi-Bellman equation (HJB) associated with the corresponding ODE systems, are shown to provide numerical solutions in good agreement. It is finally argued that the value function computed from the  corresponding reduced HJB equation provides a good approximation of that obtained from the full HJB equation.

Nonlinear optimal control problems in Hilbert spaces are considered for which we derive approximation theorems for Galerkin approximations. Approximation theorems are available in the literature. The originality of our approach
relies on the identification of a set of natural assumptions that allows us to deal with a broad class of nonlinear evolution equations and cost functionals for which we derive convergence of the value functions associated with the optimal control problem of the Galerkin approximations. This convergence result holds for a broad class of nonlinear control strategies as well. In particular, we show that the framework applies to the optimal control of semilinear heat equations posed on a general compact manifold without boundary.   The framework is then shown to apply to geoengineering and mitigation of greenhouse gas emissions formulated here in terms of optimal control of energy balance climate models posed on the sphere S².  

The goal of this article is to propose an efficient way of empirically improving suboptimal solutions designed from the recent method of finite-horizon parameterizing manifolds (PMs) introduced by Chekroun and Liu (Acta Appl. Math., 2015) and concerned with the (sub)optimal control of nonlinear parabolic partial differential equations (PDEs). Given a finite horizon [0, T ] and a reduced low-mode phase space, a finite-horizon PM provides an approximate parameterization of the high modes by the low ones so that the unexplained high-mode energy is reduced — in an L 2-sense — when this parameterization is applied. In Chekroun and Liu (Acta Appl. Math., 2015), various PMs were constructed analytically from the uncontrolled version of the underlying PDE that allow for the design of reduced systems from which low-dimensional suboptimal controllers can be efficiently synthesized. In this article, the analytic approach from Chekroun and Liu (Acta Appl. Math., 2015) is recalled and a post-processing procedure is introduced to improve the PM-based suboptimal controllers. It consists of seeking for a high-mode parametrization aiming to reduce the energy contained in the high modes of the PDE solution, when the latter is driven by a PM-based suboptimal controller. This is achieved by solving simple regression problems. The skills of the resulting empirically post-processed suboptimal controllers are numerically assessed for an optimal control problem associated with a Burgers-type equation.

This article proposes a new approach based on finite-horizon parameterizing manifolds (PMs) for the design of low-dimensional suboptimal controllers to optimal control problems of nonlinear partial differential equations (PDEs) of parabolic type. Given a finite horizon [0,T] and a low-mode truncation of the PDE, a PM provides an approximate parameterization of the uncontrolled high modes by the controlled low ones so that the unexplained high-mode energy is reduced, in an L2-sense, when this parameterization is applied. Analytic formulas of such PMs are derived by application of the method of pullback approximation of the high-modes. These formulas allow for an effective derivation of reduced ODE systems, aimed to model the evolution of the low-mode truncation of the controlled state variable, where the high-mode part is approximated by the PM function applied to the low modes. A priori error estimates between the resulting PM-based low-dimensional suboptimal controller u_R* and the optimal controller u* are derived. These estimates demonstrate that the closeness of u_R* to u*? is mainly conditioned on two factors: (i) the parameterization defect of a given PM, associated respectively with u_R* and u*; and (ii) the energy kept in the high modes of the PDE solution either driven by u_R* or u* itself. The practical performances of such PM-based suboptimal controllers are numerically assessed for various optimal control problems associated with a Burgers-type equation. The numerical results show that a PM-based reduced system allows for the design of suboptimal controllers with good performances provided that the associated parameterization defects and energy kept in the high modes are small enough, in agreement with the rigorous results. The practical performances of such PM-based suboptimal controllers are numerically assessed for optimal control problems associated with a Burgers-type equation; the locally as well as globally distributed cases being both considered. The numerical results show that a PM-based reduced system allows for the design of suboptimal controllers with good performances provided that the associated parameterization defects and energy kept in the high modes are small enough, in agreement with the rigorous results.

Despite the importance of uncertainties encountered in climate model simulations, the fundamental mechanisms at the origin of sensitive behavior of long-term model statistics remain unclear. Variability of turbulent flows in the atmosphere and oceans exhibits recurrent large-scale patterns. These patterns, while evolving irregularly in time, manifest characteristic frequencies across a large range of time scales, from intraseasonal through interdecadal. Based on modern spectral theory of chaotic and dissipative dynamical systems, the associated low-frequency variability may be formulated in terms of Ruelle-Pollicott (RP) resonances. RP resonances encode information on the nonlinear dynamics of the system, and an approach for estimating them—as filtered through an observable of the system—is proposed. This approach relies on an appropriate Markov representation of the dynamics associated with a given observable. It is shown that, within this representation, the spectral gap—defined as the distance between the subdominant RP resonance and the unit circle—plays a major role in the roughness of parameter dependences. The model statistics are the most sensitive for the smallest spectral gaps; such small gaps turn out to correspond to regimes where the low-frequency variability is more pronounced, whereas autocorrelations decay more slowly. The present approach is applied to analyze the rough parameter dependence encountered in key statistics of an El-Niño–Southern Oscillation model of intermediate complexity. Theoretical arguments, however, strongly suggest that such links between model sensitivity and the decay of correlation properties are not limited to this particular model and could hold much more generally.

 

Interannual and interdecadal prediction are major challenges of climate dynamics. In this article we develop a prediction method for climate processes that exhibit low-frequency variability (LFV). The method constructs a nonlinear stochastic model from past observations and estimates a path of the “weather” noise that drives this model over previous finite-time windows. The method has two steps: (i) select noise samples—or “snippets”—from the past noise, which have forced the system during short-time intervals that resemble the LFV phase just preceding the currently observed state; and (ii) use these snippets to drive the system from the current state into the future. The method is placed in the framework of pathwise linear-response theory and is then applied to an El Niño–Southern Oscillation (ENSO) model derived by the empirical model reduction (EMR) methodology; this nonlinear model has 40 coupled, slow, and fast variables. The domain of validity of this forecasting procedure depends on the nature of the system’s pathwise response; it is shown numerically that the ENSO model’s response is linear on interannual time scales. As a result, the method’s skill at a 6- to 16-month lead is highly competitive when compared with currently used dynamic and statistic prediction methods for the Niño-3 index and the global sea surface temperature field.

There is a gap between single-species model predictions, and empirical studies, regarding the effect of habitat fragmentation per se, i.e., a process involving the breaking apart of habitat without loss of habitat. Empirical works indicate that fragmentation can have positive as well as negative effects, whereas, traditionally, single-species models predict a negative effect of fragmentation. Within the class of reaction-diffusion models, studies almost unanimously predict such a detrimental effect. In this paper, considering a single-species reaction-diffusion model with a removal – or similarly harvesting – term, in two dimensions, we find both positive and negative effects of fragmentation of the reserves, i.e., the protected regions where no removal occurs. Fragmented reserves lead to higher population sizes for time-constant removal terms. On the other hand, when the removal term is proportional to the population density, higher population sizes are obtained on aggregated reserves, but maximum yields are attained on fragmented configurations, and for intermediate harvesting intensities.

Abstract In this note, we describe the stationary equilibria and the asymptotic behaviour of an heterogeneous logistic reaction-diffusion equation under the influence of autonomous or time-periodic forcing terms. We show that the study of the asymptotic behaviour in the time-periodic forcing case can be reduced to the autonomous one, the last one being described in function of the size' of the external perturbation. Our results can be interpreted in terms of maximal sustainable yields from populations. We briefly discuss this last aspect through a numerical computation. To cite this article: M.D. Chekroun, L.J. Roques, C. R. Acad. Sci. Paris, Ser. I 343 (2006). Résumé Cette Note a pour objet lʼétude des états stationnaires et du comportement asymptotique dʼéquations de réaction-diffusion avec coefficients hétérogènes en espace, auxquelles nous ajoutons un terme de perturbation stationnaire ou périodique en temps. Nos résultats peuvent sʼinterpreter en termes de prélèvement maximal supportable par une population. Nous soulignons cet aspect à lʼaide dʼun calcul numérique. Pour citer cet article : M.D. Chekroun, L.J. Roques, C. R. Acad. Sci. Paris, Ser. I 343 (2006).