# Publications by Type: Journal Article

2018
Kondrashov, Dmitri, and Mickaël D Chekroun. 2018. “Data-adaptive harmonic analysis and modeling of solar wind-magnetosphere coupling.” Journal of Atmospheric and Solar-Terrestrial Physics, 177: 179-189. Publisher's Version Abstract
The solar wind-magnetosphere coupling is studied by new data-adaptive harmonic decomposition (DAHD) approach for the spectral analysis and inverse modeling of multivariate time observations of complex nonlinear dynamical systems. DAHD identifies frequency-based modes of interactions in the combined dataset of Auroral Electrojet (AE) index and solar wind forcing. The time evolution of these modes can be very efficiently simulated by using systems of stochastic differential equations (SDEs) that are stacked per frequency and formed by coupled Stuart-Landau oscillators. These systems of SDEs capture the modes' frequencies as well as their amplitude modulations, and yield, in turn, an accurate modeling of the AE index' statistical properties.
Kondrashov, Dmitri, Mickaël D. Chekroun, and Michael Ghil. 2018. “Data-adaptive harmonic decomposition and prediction of Arctic sea ice extent.” Dynamics and Statistics of the Climate System 3 (1): dzy001. Publisher's Version Abstract
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, 27 for the description, modeling and prediction of the Multisensor Analyzed Sea Ice Extent (MASIE, 2006–2016) data set. The DAH decomposition of MASIE identifies narrowband, spatio-temporal data-adaptive modes over four key Arctic regions. The time evolution of the DAH coefficients of these modes can be modelled and predicted by using a set of coupled Stuart–Landau stochastic differential equations that capture the modes’ frequencies and amplitude modulation in time. Retrospective forecasts show that our resulting multilayer Stuart–Landau model (MSLM) is quite skilful in predicting September SIE compared to year-to-year persistence; moreover, the DAH–MSLM approach provided accurate real-time prediction that was highly competitive for the 2016–2017 Sea Ice Outlook.
Kondrashov, Dmitri, Mickaël D. Chekroun, and Pavel Berloff. 2018. “Multiscale Stuart-Landau Emulators: Application to Wind-Driven Ocean Gyres.” Fluids 3 (1): 21. Publisher's Version Abstract

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.

Sainte Fare Garnot, Vivien, Andreas Groth, and Michael Ghil. 2018. “Coupled Climate-Economic Modes in the Sahel's Interannual Variability.” Ecological Economics 153. Elsevier BV: 111–123. Abstract
We study the influence of interannual climate variability on the economy of several countries in the Sahel region. In the agricultural sector, we are able to identify coupled climate-economic modes that are statistically significant on interannual time scales. In particular, precipitation is a key climatic factor for agriculture in this semi-arid region. Locality and diversity characterize the Sahel's climatic and economic system, with the coupled climate-economic patterns exhibiting substantial differences from country to country. Large-scale atmospheric patterns — like the El Niño–Southern Oscillation and its quasi-biennial and quasi-quadrennial oscillatory modes — have quite limited influence on the economies, while more location-specific rainfall patterns play an important role.
2017
Chekroun, Mickaël D., and Dmitri Kondrashov. 2017. “Data-adaptive harmonic spectra and multilayer Stuart-Landau models.” Chaos 27: 093110. Publisher's Version Abstract

Harmonic 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.

Groth, Andreas, and Michael Ghil. 2017. “Synchronization of world economic activity.” Chaos 27 (12): 127002. Abstract

Common dynamical properties of business cycle fluctuations are studied in a sample of more than 100 countries that represent economic regions from all around the world. We apply the methodology of multivariate singular spectrum analysis (M-SSA) to identify oscillatory modes and to detect whether these modes are shared by clusters of phase- and frequency-locked oscillators. An extension of the M-SSA approach is introduced to help analyze structural changes in the cluster configuration of synchronization. With this novel technique, we are able to identify a common mode of business cycle activity across our sample, and thus point to the existence of a world business cycle. Superimposed on this mode, we further identify several major events that have markedly influenced the landscape of world economic activity in the postwar era.

Groth, Andreas, Yizhak Feliks, Dmitri Kondrashov, and Michael Ghil. 2017. “Interannual variability in the North Atlantic ocean’s temperature field and its association with the wind stress forcing.” Journal of Climate 30 (7): 2655-2678. Abstract

Spectral analyses of the North Atlantic temperature field in the Simple Ocean Data Analysis (SODA) reanalysis identify prominent and statistically significant interannual oscillations along the Gulf Stream front and in large regions of the North Atlantic. A 7–8-yr oscillatory mode is characterized by a basin-wide southwest-to-northeast–oriented propagation pattern in the sea surface temperature (SST) field. This pattern is found to be linked to a seesaw in the meridional-dipole structure of the zonal wind stress forcing (TAUX). In the subpolar gyre, the SST and TAUX fields of this mode are shown to be in phase opposition, which suggests a cooling effect of the wind stress on the upper ocean layer. Over all, this mode’s temperature field is characterized by a strong equivalent-barotropic component, as shown by covariations in SSTs and sea surface heights, and by phase-coherent behavior of temperature layers at depth with the SST field. Recent improvements of multivariate singular spectrum analysis (M-SSA) help separate spatio-temporal patterns. This methodology is developed further and applied to studying the ocean’s response to variability in the atmospheric forcing. Statistical evidence is shown to exist for other mechanisms generating oceanic variability of similar 7–8-yr periodicity in the Gulf Stream region; the latter variability is likewise characterized by a strongly equivalent-barotropic component. Two other modes of biennial variability in the Gulf Stream region are also identified, and it is shown that interannual variability in this region cannot be explained by the ocean’s response to similar variability in the atmospheric forcing alone.

Ghil, Michael. 2017. “The wind-driven ocean circulation: Applying dynamical systems theory to a climate problem.” Discrete and Continuous Dynamical Systems - A 37 (1): 189-228. Abstract

The large-scale, near-surface flow of the mid-latitude oceans is dominated by the presence of a larger, anticyclonic and a smaller, cyclonic gyre. The two gyres share the eastward extension of western boundary currents, such as the Gulf Stream or Kuroshio, and are induced by the shear in the winds that cross the respective ocean basins. This physical phenomenology is described mathematically by a hierarchy of systems of nonlinear partial differential equations (PDEs). We study the low-frequency variability of this wind-driven, double-gyre circulation in mid-latitude ocean basins, subject to time-constant, purely periodic and more general forms of time-dependent wind stress. Both analytical and numerical methods of dynamical systems theory are applied to the PDE systems of interest. Recent work has focused on the application of non-autonomous and random forcing to double-gyre models. We discuss the associated pullback and random attractors and the non-uniqueness of the invariant measures that are obtained. The presentation moves from observations of the geophysical phenomena to modeling them and on to a proper mathematical understanding of the models thus obtained. Connections are made with the highly topical issues of climate change and climate sensitivity.

2016
Hannart, A., A. Carrassi, M. Bocquet, Michael Ghil, P. Naveau, M. Pulido, J. Ruiz, and P. Tandeo. 2016. “DADA: data assimilation for the detection and attribution of weather and climate-related events.” Climatic Change 136 (2): 155–174. Publisher's Version Abstract

We describe a new approach that allows for systematic causal attribution of weather and climate-related events, in near-real time. The method is designed so as to facilitate its implementation at meteorological centers by relying on data and methods that are routinely available when numerically forecasting the weather. We thus show that causal attribution can be obtained as a by-product of data assimilation procedures run on a daily basis to update numerical weather prediction (NWP) models with new atmospheric observations; hence, the proposed methodology can take advantage of the powerful computational and observational capacity of weather forecasting centers. We explain the theoretical rationale of this approach and sketch the most prominent features of a data assimilation–based detection and attribution'' (DADA) procedure. The proposal is illustrated in the context of the classical three-variable Lorenz model with additional forcing. The paper concludes by raising several theoretical and practical questions that need to be addressed to make the proposal operational within NWP centers.

Kondrashov, Dmitri, Mickaël D. Chekroun, and Michael Ghil. 2016. “Comment on Nonparametric forecasting of low-dimensional dynamical systems''.” Phys. Rev. E 93. American Physical Society: 036201. Publisher's Version
Merkin, V. G., Dmitri Kondrashov, Michael Ghil, and B. J. Anderson. 2016. “Data assimilation of low-altitude magnetic perturbations into a global magnetosphere model.” Space Weather 14 (2): 165–184. Publisher's Version
Sella, Lisa, Gianna Vivaldo, Andreas Groth, and Michael Ghil. 2016. “Economic Cycles and Their Synchronization: A Comparison of Cyclic Modes in Three European Countries.” Journal of Business Cycle Research 12 (1). Springer: 25-48. Publisher's Version Abstract

The present work applies singular spectrum analysis (SSA) to the study of macroeconomic fluctuations in three European countries: Italy, The Netherlands, and the United Kingdom. This advanced spectral method provides valuable spatial and frequency information for multivariate data sets and goes far beyond the classical forms of time domain analysis. In particular, SSA enables us to identify dominant cycles that characterize the deterministic behavior of each time series separately, as well as their shared behavior. We demonstrate its usefulness by analyzing several fundamental indicators of the three countries' real aggregate economy in a univariate, as well as a multivariate setting. Since business cycles are international phenomena, which show common characteristics across countries, our aim is to uncover supranational behavior within the set of representative European economies selected herein. Finally, the analysis is extended to include several indicators from the U.S. economy, in order to examine its influence on the European economies under study and their interrelationships.

Feliks, Yizhak, Andrew W. Robertson, and Michael Ghil. 2016. “Interannual Variability in North Atlantic Weather: Data Analysis and a Quasigeostrophic Model.” Journal of the Atmospheric Sciences 73 (8): 3227-3248. Abstract

This paper addresses the effect of interannual variability in jet stream orientation on weather systems over the North Atlantic basin (NAB). The observational analysis relies on 65 yr of NCEP–NCAR reanalysis (1948–2012). The total daily kinetic energy of the geostrophic wind (GTKE) is taken as a measure of storm activity over the North Atlantic. The NAB is partitioned into four rectangular regions, and the winter average of GTKE is calculated for each quadrant. The spatial GTKE average over all four quadrants shows striking year-to-year variability and is strongly correlated with the North Atlantic Oscillation (NAO).The GTKE strength in the northeast quadrant is closely related to the diffluence angle of the jet stream in the northwest quadrant. To gain insight into the relationship between the diffluence angle and its downstream impact, a quasigeostrophic baroclinic model is used. The results show that an initially zonal jet persists at its initial latitude over 30 days or longer, while a tilted jet propagates meridionally according to the Rossby wave group velocity, unless kept stationary by external forcing.A Gulf Stream–like narrow sea surface temperature (SST) front provides the requisite forcing for an analytical steady-state solution to this problem. This SST front influences the atmospheric jet in the northwest quadrant: it both strengthens the jet and tilts it northward at higher levels, while its effect is opposite at lower levels. Reanalysis data confirm these effects, which are consistent with thermal wind balance. The results suggest that the interannual variability found in the GTKE may be caused by intrinsic variability of the thermal Gulf Stream front.

Walwer, Damian, Eric Calais, and Michael Ghil. 2016. “Data-Adaptive Detection of Transient Deformation in Geodetic Networks.” Journal of Geophysical Research: Solid Earth 121 (3). Wiley Online Library: 2129-2152 . Abstract

The recent development of dense and continuously operating Global Navigation Satellite System (GNSS) networks worldwide has led to a significant increase in geodetic data sets that sometimes capture transient-deformation signals. It is challenging, however, to extract such transients of geophysical origin from the background noise inherent to GNSS time series and, even more so, to separate them from other signals, such as seasonal redistributions of geophysical fluid mass loads. In addition, because of the very large number of continuously recording GNSS stations now available, it has become impossible to systematically inspect each time series and visually compare them at all neighboring sites. Here we show that Multichannel Singular Spectrum Analysis (M-SSA), a method derived from the analysis of dynamical systems, can be used to extract transient deformations, seasonal oscillations, and background noise present in GNSS time series. M-SSA is a multivariate, nonparametric, statistical method that simultaneously exploits the spatial and temporal correlations of geophysical fields. The method allows for the extraction of common modes of variability, such as trends with nonconstant slopes and oscillations shared across time series, without a priori hypotheses about their spatiotemporal structure or their noise characteristics. We illustrate this method using synthetic examples and show applications to actual GPS data from Alaska to detect seasonal signals and microdeformation at the Akutan active volcano. The geophysically coherent spatiotemporal patterns of uplift and subsidence thus detected are compared to the results of an idealized model of such processes in the presence of a magma chamber source.

Chen, C., M. A. Cane, N. Henderson, D. Eun Lee, D. Chapman, Dmitri Kondrashov, and Mickaël D. Chekroun. 2016. “Diversity, nonlinearity, seasonality and memory effect in ENSO simulation and prediction using empirical model reduction.” Journal of Climate 29 (5): 1809-1830. Abstract

A 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.

Pierini, S., Michael Ghil, and Mickaël D. Chekroun. 2016. “Exploring the pullback attractors of a low-order quasigeostrophic ocean model: The deterministic case.” Journal of Climate 29 (11): 4185-4202. Abstract

A 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.

Chekroun, Mickaël D., Michael Ghil, Honghu Liu, and Shouhong Wang. 2016. “Low-dimensional Galerkin approximations of nonlinear delay differential equations.” Discrete and Continuous Dynamical Systems - Series S 36 (8): 4133-4177. Abstract

This 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.

Edeline, Eric, Andreas Groth, Bernard Cazelles, David Claessen, Ian J. Winfield, Jan Ohlberger, L. Asbjørn Vøllestad, Nils C. Stenseth, and Michael Ghil. 2016. “Pathogens trigger top-down climate forcing on ecosystem dynamics.” Oecologia, 1–14. Abstract

Evaluating the effects of climate variation on ecosystems is of paramount importance for our ability to forecast and mitigate the consequences of global change. However, the ways in which complex food webs respond to climate variations remain poorly understood. Here, we use long-term time series to investigate the effects of temperature variation on the intraguild-predation (IGP) system of Windermere (UK), a lake where pike (Esox lucius, top predator) feed on small-sized perch (Perca fluviatilis) but compete with large-sized perch for the same food sources. Spectral analyses of time series reveal that pike recruitment dynamics are temperature controlled. In 1976, expansion of a size-truncating perch pathogen into the lake severely impacted large perch and favoured pike as the IGP-dominant species. This pathogen-induced regime shift to a pike-dominated IGP apparently triggered a temperature-controlled trophic cascade passing through pike down to dissolved nutrients. In simple food chains, warming is predicted to strengthen top–down control by accelerating metabolic rates in ectothermic consumers, while pathogens of top consumers are predicted to dampen this top–down control. In contrast, the local IGP structure in Windermere made warming and pathogens synergistic in their top–down effects on ecosystem functioning. More generally, our results point to top predators as major mediators of community response to global change, and show that size-selective agents (e.g. pathogens, fishers or hunters) may change the topological architecture of food webs and alter whole ecosystem sensitivity to climate variation.

2015
Colon, Célian, David Claessen, and Michael Ghil. 2015. “Bifurcation analysis of an agent-based model for predator–prey interactions.” Ecological Modelling 317: 93 - 106. Publisher's Version Abstract

Abstract The Rosenzweig–MacArthur model is a set of ordinary differential equations (ODEs) that provides an aggregate description of the dynamics of a predator–prey system. When including an Allee effect on the prey, this model exhibits bistability and contains a pitchfork bifurcation, a Hopf bifurcation and a heteroclinic bifurcation. We develop an agent-based model (ABM) on a two-dimensional, square lattice that encompasses the key assumptions of the aggregate model. Although the two modelling approaches – \ODE\ and \ABM\ – differ, both models exhibit similar bifurcation patterns. The \ABM\ model's behaviour is richer and it is analysed using advanced statistical methods. In particular, singular spectrum analysis is used to robustly locate the transition between apparently random, small-amplitude fluctuations around a fixed point and stable, large-amplitude oscillations. Critical slowing down of model trajectories anticipates the heteroclinic bifurcation. Systematic comparison between the \ABM\ and the \ODE\ models’ behaviour helps one understand the predator–prey system better; it provides guidance in model exploration and allows one to draw more robust conclusions on the nature of predator–prey interactions.

Mukhin, Dmitry, Evgeny Loskutov, Anna Mukhina, Alexander Feigin, Ilia Zaliapin, and Michael Ghil. 2015. “Predicting critical transitions in ENSO models. Part I: Methodology and simple models with memory.” Journal of Climate 28 (5): 1940–1961. Abstract
A new empirical approach is proposed for predicting critical transitions in the climate system based on a time series alone. This approach relies on nonlinear stochastic modeling of the system’s time-dependent evolution operator by the analysis of observed behavior. Empirical models that take the form of a discrete random dynamical system are constructed using artificial neural networks; these models include state-dependent stochastic components. To demonstrate the usefulness of such models in predicting critical climate transitions, they are applied here to time series generated by a number of delay-differential equation (DDE) models of sea surface temperature anomalies. These DDE models take into account the main conceptual elements responsible for the El Niño–Southern Oscillation phenomenon. The DDE models used here have been modified to include slow trends in the control parameters in such a way that critical transitions occur beyond the learning interval in the time series. Numerical results suggest that the empirical models proposed herein are able to forecast sequences of critical transitions that manifest themselves in future abrupt changes of the climate system’s statistics.