We present and apply a novel method of describing and modeling complex multivariate datasets in the geosciences and elsewhere. Data-adaptive harmonic (DAH) decomposition identifies narrow-banded, spatio-temporal modes (DAHMs) whose frequencies are not necessarily integer multiples of each other. The evolution in time of the DAH coefficients (DAHCs) of these modes can be modeled using a set of coupled Stuart-Landau stochastic differential equations that capture the modes’ frequencies and amplitude modulation in time and space. This methodology is applied first to a challenging synthetic dataset and then to Arctic sea ice concentration (SIC) data from the US National Snow and Ice Data Center (NSIDC). The 36-year (1979–2014) dataset is parsimoniously and accurately described by our DAHMs. Preliminary results indicate that simulations using our multilayer Stuart-Landau model (MSLM) of SICs are stable for much longer time intervals, beyond the end of the twenty-first century, and exhibit interdecadal variability consistent with past historical records. Preliminary results indicate that this MSLM is quite skillful in predicting September sea ice extent.

%B Advances in Nonlinear Geosciences %I Springer %G eng %U http://doi.org/10.1007/978-3-319-58895-7_10 %0 Journal Article %J Dynamics and Statistics of the Climate System %D 2018 %T Data-adaptive harmonic decomposition and prediction of Arctic sea ice extent %A Kondrashov, Dmitri %A Chekroun, Mickaël D. %A Ghil, Michael %X Decline in the Arctic sea ice extent (SIE) is an area of active scientific research with profound socio-economic implications. Of particular interest are reliable methods for SIE forecasting on subseasonal time scales, in particular from early summer into fall, when sea ice coverage in the Arctic reaches its minimum. Here, we apply the recent data-adaptive harmonic (DAH) technique of Chekroun and Kondrashov, (2017), Chaos,The multiscale variability of the ocean circulation due to its nonlinear dynamics remains a big challenge for theoretical understanding and practical ocean modeling. This paper demonstrates how the data-adaptive harmonic (DAH) decomposition and inverse stochastic modeling techniques introduced in (Chekroun and Kondrashov, (2017), Chaos, 27), allow for reproducing with high fidelity the main statistical properties of multiscale variability in a coarse-grained eddy-resolving ocean flow. This fully-data-driven approach relies on extraction of frequency-ranked time-dependent coefficients describing the evolution of spatio-temporal DAH modes (DAHMs) in the oceanic flow data. In turn, the time series of these coefficients are efficiently modeled by a family of low-order stochastic differential equations (SDEs) stacked per frequency, involving a fixed set of predictor functions and a small number of model coefficients. These SDEs take the form of stochastic oscillators, identified as multilayer Stuart–Landau models (MSLMs), and their use is justified by relying on the theory of Ruelle–Pollicott resonances. The good modeling skills shown by the resulting DAH-MSLM emulators demonstrates the feasibility of using a network of stochastic oscillators for the modeling of geophysical turbulence. In a certain sense, the original quasiperiodic Landau view of turbulence, with the amendment of the inclusion of stochasticity, may be well suited to describe turbulence.

%B Fluids %V 3 %P 21 %G eng %U https://www.mdpi.com/2311-5521/3/1/21/html %N 1 %0 Journal Article %J Chaos %D 2017 %T Data-adaptive harmonic spectra and multilayer Stuart-Landau models %A Chekroun, Mickaël D. %A Kondrashov, Dmitri %XHarmonic 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 coe cients stacked by Fourier frequency which can be e ciently modeled—provided the decay of temporal correlations is su ciently 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.

%B Chaos %V 27 %P 093110 %G eng %U http://dx.doi.org/10.1063/1.4989400 %0 Journal Article %J Phys. Rev. E %D 2016 %T Comment on ``Nonparametric forecasting of low-dimensional dynamical systems'' %A Kondrashov, Dmitri %A Chekroun, Mickaël D. %A Ghil, Michael %B Phys. Rev. E %I American Physical Society %V 93 %P 036201 %8 Mar %G eng %U http://link.aps.org/doi/10.1103/PhysRevE.93.036201 %R 10.1103/PhysRevE.93.036201 %0 Journal Article %J Journal of Climate %D 2016 %T Diversity, nonlinearity, seasonality and memory effect in ENSO simulation and prediction using empirical model reduction %A Chen, C. %A Cane, M. A. %A Henderson, N. %A Lee, D. Eun %A Chapman, D. %A Kondrashov, Dmitri %A Chekroun, Mickaël D. %XA suite of empirical model experiments under the empirical model reduction framework are conducted to advance the understanding of ENSO diversity, nonlinearity, seasonality, and the memory effect in the simulation and prediction of tropical Pacific sea surface temperature (SST) anomalies. The model training and evaluation are carried out using 4000-yr preindustrial control simulation data from the coupled model GFDL CM2.1. The results show that multivariate models with tropical Pacific subsurface information and multilevel models with SST history information both improve the prediction skill dramatically. These two types of models represent the ENSO memory effect based on either the recharge oscillator or the time-delayed oscillator viewpoint. Multilevel SST models are a bit more efficient, requiring fewer model coefficients. Nonlinearity is found necessary to reproduce the ENSO diversity feature for extreme events. The nonlinear models reconstruct the skewed probability density function of SST anomalies and improve the prediction of the skewed amplitude, though the role of nonlinearity may be slightly overestimated given the strong nonlinear ENSO in GFDL CM2.1. The models with periodic terms reproduce the SST seasonal phase locking but do not improve the prediction appreciably. The models with multiple ingredients capture several ENSO characteristics simultaneously and exhibit overall better prediction skill for more diverse target patterns. In particular, they alleviate the spring/autumn prediction barrier and reduce the tendency for predicted values to lag the target month value.

%B Journal of Climate %V 29 %P 1809-1830 %8 Mar 2016 %G eng %N 5 %R 10.1175/JCLI-D-15-0372.1 %0 Journal Article %J Journal of Climate %D 2016 %T Exploring the pullback attractors of a low-order quasigeostrophic ocean model: The deterministic case %A Pierini, S. %A Ghil, Michael %A Chekroun, Mickaël D. %XA low-order quasigeostrophic double-gyre ocean model is subjected to an aperiodic forcing that mimics time dependence dominated by interdecadal variability. This model is used as a prototype of an unstable and nonlinear dynamical system with time-dependent forcing to explore basic features of climate change in the presence of natural variability. The study relies on the theoretical framework of nonautonomous dynamical systems and of their pullback attractors (PBAs), that is, of the time-dependent invariant sets attracting all trajectories initialized in the remote past. The existence of a global PBA is rigorously demonstrated for this weakly dissipative nonlinear model. Ensemble simulations are carried out and the convergence to PBAs is assessed by computing the probability density function (PDF) of localization of the trajectories. A sensitivity analysis with respect to forcing amplitude shows that the PBAs experience large modifications if the underlying autonomous system is dominated by small-amplitude limit cycles, while less dramatic changes occur in a regime characterized by large-amplitude relaxation oscillations. The dependence of the attracting sets on the choice of the ensemble of initial states is then analyzed. Two types of basins of attraction coexist for certain parameter ranges; they contain chaotic and nonchaotic trajectories, respectively. The statistics of the former does not depend on the initial states whereas the trajectories in the latter converge to small portions of the global PBA. This complex scenario requires separate PDFs for chaotic and nonchaotic trajectories. General implications for climate predictability are finally discussed.

%B Journal of Climate %V 29 %P 4185-4202 %8 Jun 2016 %G eng %N 11 %R 10.1175/jcli-d-15-0848.1 %0 Journal Article %J Discrete and Continuous Dynamical Systems - Series S %D 2016 %T Low-dimensional Galerkin approximations of nonlinear delay differential equations %A Chekroun, Mickaël D. %A Ghil, Michael %A Liu, Honghu %A Wang, Shouhong %XThis article revisits the approximation problem of systems of nonlinear delay differential equations (DDEs) by a set of ordinary differential equations (ODEs). We work in Hilbert spaces endowed with a natural inner product including a point mass, and introduce polynomials orthogonal with respect to such an inner product that live in the domain of the linear operator associated with the underlying DDE. These polynomials are then used to design a general Galerkin scheme for which we derive rigorous convergence results and show that it can be numerically implemented via simple analytic formulas. The scheme so obtained is applied to three nonlinear DDEs, two autonomous and one forced: (i) a simple DDE with distributed delays whose solutions recall Brownian motion; (ii) a DDE with a discrete delay that exhibits bimodal and chaotic dynamics; and (iii) a periodically forced DDE with two discrete delays arising in climate dynamics. In all three cases, the Galerkin scheme introduced in this article provides a good approximation by low-dimensional ODE systems of the DDE's strange attractor, as well as of the statistical features that characterize its nonlinear dynamics.

%B Discrete and Continuous Dynamical Systems - Series S %V 36 %P 4133-4177 %8 Mar 2016 %G eng %N 8 %R 10.3934/dcds.2016.36.4133 %0 Book %B Proceedings of the Royal Society A %D 2015 %T A collection on 'Climate Dynamics: Multiple Scales and Memory Effects' %A Ghil, Michael %A Chekroun, Mickaël D. %A Stepan, Gabor %B Proceedings of the Royal Society A %I Royal Society London %V 471 %G eng %U http://dx.doi.org/10.1098/rspa.2015.0097 %N 2176 %R 10.1098/rspa.2015.0097 %0 Book %D 2015 %T Approximation of Stochastic Invariant Manifolds: Stochastic Manifolds for Nonlinear SPDEs I %A Chekroun, Mickaël D. %A Liu, Honghu %A Wang, S. %X[[{"fid":"280","view_mode":"default","type":"media","attributes":{"height":"232","width":"153","style":"float: right;","class":"media-element file-default"}}]]

This first volume is concerned with the analytic derivation of explicit formulas for the leading-order Taylor approximations of (local) stochastic invariant manifolds associated with a broad class of nonlinear stochastic partial differential equations. These approximations take the form of Lyapunov-Perron integrals, which are further characterized in Volume II as pullback limits associated with some partially coupled backward-forward systems. This pullback characterization provides a useful interpretation of the corresponding approximating manifolds and leads to a simple framework that unifies some other approximation approaches in the literature. A self-contained survey is also included on the existence and attraction of one-parameter families of stochastic invariant manifolds, from the point of view of the theory of random dynamical systems.

%I Springer Briefs in Mathematics, Springer %C New York %G eng %U http://link.springer.com/book/10.1007/978-3-319-12496-4/page/1 %0 Journal Article %J Physica D: Nonlinear Phenomena %D 2015 %T Data-driven non-Markovian closure models %A Kondrashov, Dmitri %A Chekroun, Mickaël D. %A Ghil, Michael %XThis paper has two interrelated foci: (i) obtaining stable and efficient data-driven closure models by using a multivariate time series of partial observations from a large-dimensional system; and (ii) comparing these closure models with the optimal closures predicted by the Mori–Zwanzig (MZ) formalism of statistical physics. Multilayer stochastic models (MSMs) are introduced as both a generalization and a time-continuous limit of existing multilevel, regression-based approaches to closure in a data-driven setting; these approaches include empirical model reduction (EMR), as well as more recent multi-layer modeling. It is shown that the multilayer structure of MSMs can provide a natural Markov approximation to the generalized Langevin equation (GLE) of the MZ formalism. A simple correlation-based stopping criterion for an EMR–MSM model is derived to assess how well it approximates the GLE solution. Sufficient conditions are derived on the structure of the nonlinear cross-interactions between the constitutive layers of a given MSM to guarantee the existence of a global random attractor. This existence ensures that no blow-up can occur for a broad class of MSM applications, a class that includes non-polynomial predictors and nonlinearities that do not necessarily preserve quadratic energy invariants. The EMR–MSM methodology is first applied to a conceptual, nonlinear, stochastic climate model of coupled slow and fast variables, in which only slow variables are observed. It is shown that the resulting closure model with energy-conserving nonlinearities efficiently captures the main statistical features of the slow variables, even when there is no formal scale separation and the fast variables are quite energetic. Second, an MSM is shown to successfully reproduce the statistics of a partially observed, generalized Lotka–Volterra model of population dynamics in its chaotic regime. The challenges here include the rarity of strange attractors in the model’s parameter space and the existence of multiple attractor basins with fractal boundaries. The positivity constraint on the solutions’ components replaces here the quadratic-energy–preserving constraint of fluid-flow problems and it successfully prevents blow-up.

%B Physica D: Nonlinear Phenomena %I Elsevier %V 297 %P 33–55 %G eng %R 10.1016/j.physd.2014.12.005 %0 Journal Article %J Acta Applicandae Mathematicae %D 2015 %T Finite-horizon parameterizing manifolds, and applications to suboptimal control of nonlinear parabolic PDEs %A Chekroun, Mickaël D. %A Liu, Honghu %B Acta Applicandae Mathematicae %V 135 %P 81–144 %G eng %N 1 %R 10.1007/s10440-014-9949-1 %0 Book %D 2015 %T Stochastic Parameterizing Manifolds and Non-Markovian Reduced Equations: Stochastic Manifolds for Nonlinear SPDEs II %A Chekroun, Mickaël D. %A Liu, Honghu %A Wang, S. %X[[{"fid":"281","view_mode":"default","type":"media","attributes":{"height":"293","width":"210","style":"float: right;","class":"media-element file-default"}}]]

In this second volume, a general approach is developed to provide approximate parameterizations of the "small" scales by the "large" ones for a broad class of stochastic partial differential equations (SPDEs). This is accomplished via the concept of parameterizing manifolds (PMs), which are stochastic manifolds that improve, for a given realization of the noise, in mean square error the partial knowledge of the full SPDE solution when compared to its projection onto some resolved modes. Backward-forward systems are designed to give access to such PMs in practice. The key idea consists of representing the modes with high wave numbers as a pullback limit depending on the time-history of the modes with low wave numbers. Non-Markovian stochastic reduced systems are then derived based on such a PM approach. The reduced systems take the form of stochastic differential equations involving random coefficients that convey memory effects. The theory is illustrated on a stochastic Burgers-type equation.

%I Springer Briefs in Mathematics, Springer %C New York %G eng %U http://link.springer.com/book/10.1007/978-3-319-12520-6/page/1 %0 Journal Article %J Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences %D 2014 %T Parameter estimation for energy balance models with memory %A Roques, Lionel %A Chekroun, Mickaël D. %A Cristofol, Michel %A Soubeyrand, Samuel %A Ghil, Michael %X We study parameter estimation for one-dimensional energy balance models with memory (EBMMs) given localized and noisy temperature measurements. Our results apply to a wide range of nonlinear, parabolic partial differential equations with integral memory terms. First, we show that a space-dependent parameter can be determined uniquely everywhere in the PDE’s domain of definition D, using only temperature information in a small subdomain E⊂D. This result is valid only when the data correspond to exact measurements of the temperature. We propose a method for estimating a model parameter of the EBMM using more realistic, error-contaminated temperature data derived, for example, from ice cores or marine-sediment cores. Our approach is based on a so-called mechanistic-statistical model that combines a deterministic EBMM with a statistical model of the observation process. Estimating a parameter in this setting is especially challenging, because the observation process induces a strong loss of information. Aside from the noise contained in past temperature measurements, an additional error is induced by the age-dating method, whose accuracy tends to decrease with a sample’s remoteness in time. Using a Bayesian approach, we show that obtaining an accurate parameter estimate is still possible in certain cases. %B Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences %I The Royal Society %V 470 %G eng %U http://rspa.royalsocietypublishing.org/content/470/2169/20140349 %N 2169 %R 10.1098/rspa.2014.0349 %0 Journal Article %J Proceedings of the National Academy of Sciences %D 2014 %T Rough parameter dependence in climate models and the role of Ruelle-Pollicott resonances %A Chekroun, Mickaël D. %A Neelin, J. David %A Kondrashov, Dmitri %A McWilliams, James C. %A Ghil, Michael %XDespite 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.

%B Proceedings of the National Academy of Sciences %V 111 %P 1684-1690 %G eng %N 5 %R 10.1073/pnas.1321816111 %0 Journal Article %J Geophysical Research Letters %D 2013 %T Low-order stochastic model and ``past-noise forecasting" of the Madden-Julian oscillation %A Kondrashov, Dmitri %A Chekroun, Mickaël D. %A Robertson, Andrew W. %A Ghil, Michael %B Geophysical Research Letters %V 40 %P 5305–5310 %G eng %R 10.1002/grl.50991 %0 Journal Article %J Discrete and Continuous Dynamical Systems - Series A %D 2012 %T Homeomorphisms group of normed vector space: Conjugacy problems and the Koopman operator %A Chekroun, Mickaël D. %A Jean Roux %B Discrete and Continuous Dynamical Systems - Series A %V 33 %P 3957–3980 %G eng %R 10.3934/dcds.2013.33.3957 %0 Journal Article %J Communications in Mathematical Physics %D 2012 %T Invariant measures for dissipative dynamical systems: Abstract results and applications %A Chekroun, Mickaël D. %A Glatt-Holtz, N. E. %B Communications in Mathematical Physics %V 316 %P 723–761 %G eng %R 10.1007/s00220-012-1515-y %0 Journal Article %J Physica D %D 2011 %T Stochastic climate dynamics: Random attractors and time-dependent invariant measures %A Chekroun, Mickaël D. %A Simonnet, Eric %A Ghil, Michael %X This article attempts a unification of the two approaches that have dominated theoretical climate dynamics since its inception in the 1960s: the nonlinear deterministic and the linear stochastic one. This unification, via the theory of random dynamical systems (RDS), allows one to consider the detailed geometric structure of the random attractors associated with nonlinear, stochastically perturbed systems. We report on high-resolution numerical studies of two idealized models of fundamental interest for climate dynamics. The first of the two is a stochastically forced version of the classical Lorenz model. The second one is a low-dimensional, nonlinear stochastic model of the El Niño-Southern Oscillation (ENSO). These studies provide a good approximation of the two models' global random attractors, as well as of the time-dependent invariant measures supported by these attractors; the latter are shown to have an intuitive physical interpretation as random versions of Sina\"ı-Ruelle-Bowen (SRB) measures. %B Physica D %V 240 %P 1685-–1700 %G eng %N 21 %R 10.1016/j.physd.2011.06.005 %0 Journal Article %J Discrete and Continuous Dynamical Systems - Series S %D 2011 %T Asymptotics of the Coleman-Gurtin model %A Chekroun, Mickaël D. %A Di Plinio, F. %A Glatt-Holtz, N. E. %A Pata, V. %B Discrete and Continuous Dynamical Systems - Series S %V 4 %P 351–369 %G eng %N 2 %R 10.3934/dcdss.2011.4.351 %0 Journal Article %J Proceedings of the National Academy of Sciences %D 2011 %T Predicting stochastic systems by noise sampling, and application to the El Niño-Southern Oscillation %A Chekroun, Mickaël D. %A Kondrashov, Dmitri %A Ghil, Michael %XInterannual 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.

%B Proceedings of the National Academy of Sciences %V 108 %P 11766–11771 %G eng %N 29 %R 10.1073/pnas.1015753108 %0 Journal Article %J Discrete and Continuous Dynamical Systems %D 2010 %T Averaging of time-periodic systems without a small parameter %A Chekroun, Mickaël D. %A Ghil, Michael %A Jean Roux %A Varadi, Ferenc %B Discrete and Continuous Dynamical Systems %I American Institute of Mathematical Sciences (AIMS) %V 14 %P 753–782 %8 jan %G eng %N 4 %R 10.3934/dcds.2006.14.753 %0 Journal Article %J Ecological Complexity %D 2010 %T Does reaction-diffusion support the duality of fragmentation effect? %A Roques, Lionel %A Chekroun, Mickaël D. %B Ecological Complexity %I Elsevier %V 7 %P 100–106 %G eng %N 1 %R 10.1016/j.ecocom.2009.07.003 %0 Journal Article %J Physica D %D 2008 %T Climate dynamics and fluid mechanics: Natural variability and related uncertainties %A Ghil, Michael %A Chekroun, Mickaël D. %A Simonnet, Eric %B Physica D %V 237 %P 2111–2126 %G eng %R 10.1016/j.physd.2008.03.036