Publications by Type: Journal Article

2008
Hillerbrand, Rafaela, and Michael Ghil. 2008. “Anthropogenic climate change: Scientific uncertainties and moral dilemmas.” Physica D 237 (14-17): 2132–2138. Abstract

This paper considers the role of scientific expertise and moral reasoning in the decision making process involved in climate-change issues. It points to an unresolved moral dilemma that lies at the heart of this decision making, namely how to balance duties towards future generations against duties towards our contemporaries. At present, the prevailing moral and political discourses shy away from addressing this dilemma and evade responsibility by falsely drawing normative conclusions from the predictions of climate models alone. We argue that such moral dilemmas are best addressed in the framework of Expected Utility Theory. A crucial issue is to adequately incorporate into this framework the uncertainties associated with the predicted consequences of climate change on the well-being of future generations. The uncertainties that need to be considered include those usually associated with climate modeling and prediction, but also moral and general epistemic ones. This paper suggests a way to correctly incorporate all the relevant uncertainties into the decision making process.

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Ghil, Michael, Ilya Zaliapin, and Barbara Coluzzi. 2008. “Boolean delay equations: A simple way of looking at complex systems.” Physica D: Nonlinear Phenomena 237 (23). Elsevier: 2967–2986.
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Hallegatte, Stéphane, Michael Ghil, Patrice Dumas, and Jean-Charles Hourcade. 2008. “Business cycles, bifurcations and chaos in a neo-classical model with investment dynamics.” Journal of Economic Behavior & Organization 67 (1): 57–77. Abstract

This paper presents a non-equilibrium dynamic model (NEDyM) that introduces investment dynamics and non-equilibrium effects into a Solow growth model. NEDyM can reproduce several typical economic regimes and, for certain ranges of parameter values, exhibits endogenous business cycles with realistic characteristics. The cycles arise from the investment-profit instability and are constrained by the increase in labor costs and the inertia of production capacity. For other parameter ranges, the model exhibits chaotic behavior. These results show that complex variability in the economic system may be due to deterministic, intrinsic factors, even if the long-term equilibrium is neo-classical in nature.

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Ghil, Michael, Mickaël D. Chekroun, and Eric Simonnet. 2008. “Climate dynamics and fluid mechanics: Natural variability and related uncertainties.” Physica D 237: 2111–2126.
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Camargo, Suzana J., Andrew W. Robertson, Anthony G. Barnston, and Michael Ghil. 2008. “Clustering of eastern North Pacific tropical cyclone tracks: ENSO and MJO effects.” Geochemistry, Geophysics, Geosystems 9 (6). Wiley Online Library.
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Carrassi, Alberto, Michael Ghil, Anna Trevisan, and Francesco Uboldi. 2008. “Data assimilation as a nonlinear dynamical systems problem: Stability and convergence of the prediction-assimilation system.” Chaos 18 (2). AIP: 023112. Abstract

We study prediction-assimilation systems, which have become routine in meteorology and oceanography and are rapidly spreading to other areas of the geosciences and of continuum physics. The long-term, nonlinear stability of such a system leads to the uniqueness of its sequentially estimated solutions and is required for the convergence of these solutions to the system's true, chaotic evolution. The key ideas of our approach are illustrated for a linearized Lorenz system. Stability of two nonlinear prediction-assimilation systems from dynamic meteorology is studied next via the complete spectrum of their Lyapunov exponents; these two systems are governed by a large set of ordinary and of partial differential equations, respectively. The degree of data-induced stabilization is crucial for the performance of such a system. This degree, in turn, depends on two key ingredients: (i) the observational network, either fixed or data-adaptive, and (ii) the assimilation method.

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Kondrashov, Dmitri, Chaojiao Sun, and Michael Ghil. 2008. “Data Assimilation for a Coupled Ocean–Atmosphere Model. Part II: Parameter Estimation.” Monthly Weather Review 136: 5062–5076. Abstract

The parameter estimation problem for the coupled ocean–atmosphere system in the tropical Pacific Ocean is investigated using an advanced sequential estimator [i.e., the extended Kalman filter (EKF)]. The intermediate coupled model (ICM) used in this paper consists of a prognostic upper-ocean model and a diagnostic atmospheric model. Model errors arise from the uncertainty in atmospheric wind stress. First, the state and parameters are estimated in an identical-twin framework, based on incomplete and inaccurate observations of the model state. Two parameters are estimated by including them into an augmented state vector. Model-generated oceanic datasets are assimilated to produce a time-continuous, dynamically consistent description of the model’s El Niño–Southern Oscillation (ENSO). State estimation without correcting erroneous parameter values still permits recovering the true state to a certain extent, depending on the quality and accuracy of the observations and the size of the discrepancy in the parameters. Estimating both state and parameter values simultaneously, though, produces much better results. Next, real sea surface temperatures observations from the tropical Pacific are assimilated for a 30-yr period (1975–2004). Estimating both the state and parameters by the EKF method helps to track the observations better, even when the ICM is not capable of simulating all the details of the observed state. Furthermore, unobserved ocean variables, such as zonal currents, are improved when model parameters are estimated. A key advantage of using this augmented-state approach is that the incremental cost of applying the EKF to joint state and parameter estimation is small relative to the cost of state estimation alone. A similar approach generalizes various reduced-state approximations of the EKF and could improve simulations and forecasts using large, realistic models.

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Kravtsov, Sergey, W. K. Dewar, Michael Ghil, J. C. McWilliams, and Pavel S. Berloff. 2008. “A mechanistic model of mid-latitude decadal climate variability.” Physica D 237: 584–599.
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Hallegatte, Stéphane, and Michael Ghil. 2008. “Natural disasters impacting a macroeconomic model with endogenous dynamics.” Ecological Economics 68 (1-2): 582–592. Abstract

We investigate the macroeconomic response to natural disasters by using an endogenous business cycle (EnBC) model in which cyclical behavior arises from the investment-profit instability. Our model exhibits a larger response to natural disasters during expansions than during recessions. This apparently paradoxical result can be traced to the disasters amplifying pre-existing disequilibria during expansions, while the existence of unused resources during recessions damps the exogenous shocks. It thus appears that high-growth periods are also highly vulnerable to supply-side shocks. In our EnBC model, the average production loss due to a set of disasters distributed at random in time is highly sensitive to the dynamical characteristics of the impacted economy. Larger economic flexibility allows for a more efficient and rapid response to supply-side shocks and reduces production losses. On the other hand, too high a flexibility can lead to vulnerability phases that cause average production losses to soar. These results raise questions about the assessment of climate change damages or natural disaster losses that are based purely on long-term growth models.

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Kravtsov, Sergey, W. K. Dewar, P. Berloff, J. C. McWilliams, and Michael Ghil. 2008. “North Atlantic climate variability in coupled models and data.” Nonlinear Processes in Geophysics 15: 13–24.
2007
Spyratos, V., P. S. Bourgeron, and Michael Ghil. 2007. “Development at the wildland urban interface and the mitigation of forest-fire risk.” Proceedings of the National Academy of Sciences 104 (36). Proceedings of the National Academy of Sciences: 14272–14276. Abstract

This work addresses the impacts of development at the wildland-urban interface on forest fires that spread to human habitats. Catastrophic fires in the western United States and elsewhere make these impacts a matter of urgency for decision makers, scientists, and the general public. Using a simple fire-spread model, along with housing and vegetation data, we show that fire size probability distributions can be strongly modified by the density and flammability of houses. We highlight a sharp transition zone in the parameter space of vegetation flammability and house density. Many actual fire landscapes in the United States appear to have spreading properties close to this transition. Thus, the density and flammability of buildings should be taken into account when assessing fire risk at the wildland-urban interface. Moreover, our results highlight ways for regulation at this interface to help mitigate fire risk.

Camargo, Suzana J., Andrew W. Robertson, Scott J. Gaffney, Padhraic Smyth, and Michael Ghil. 2007. “Cluster analysis of typhoon tracks. Part I: General properties.” Journal of Climate 20 (14): 3635–3653.
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Camargo, Suzana J., Andrew W. Robertson, Scott J. Gaffney, Padhraic Smyth, and Michael Ghil. 2007. “Cluster analysis of typhoon tracks. Part II: Large-scale circulation and ENSO.” Journal of Climate 20 (14): 3654–3676.
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Chin, T. M., M. J. Turmon, J. B. Jewell, and Michael Ghil. 2007. “An Ensemble-Based Smoother with Retrospectively Updated Weights for Highly Nonlinear Systems.” Monthly Weather Review 135: 186–202. Abstract

Monte Carlo computational methods have been introduced into data assimilation for nonlinear systems in order to alleviate the computational burden of updating and propagating the full probability distribution. By propagating an ensemble of representative states, algorithms like the ensemble Kalman filter (EnKF) and the resampled particle filter (RPF) rely on the existing modeling infrastructure to approximate the distribution based on the evolution of this ensemble. This work presents an ensemble-based smoother that is applicable to the Monte Carlo filtering schemes like EnKF and RPF. At the minor cost of retrospectively updating a set of weights for ensemble members, this smoother has demonstrated superior capabilities in state tracking for two highly nonlinear problems: the double-well potential and trivariate Lorenz systems. The algorithm does not require retrospective adaptation of the ensemble members themselves, and it is thus suited to a streaming operational mode. The accuracy of the proposed backward-update scheme in estimating non-Gaussian distributions is evaluated by comparison to the more accurate estimates provided by a Markov chain Monte Carlo algorithm.

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Ihler, Alexander T., Sergey Kirshner, Michael Ghil, Andrew W. Robertson, and Padhraic Smyth. 2007. “Graphical models for statistical inference and data assimilation.” Physica D: Nonlinear Phenomena 230 (1). Elsevier: 72–87.
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Kravtsov, Sergey, William K. Dewar, Pavel S. Berloff, James C. McWilliams, and Michael Ghil. 2007. “A highly nonlinear coupled mode of decadal variability in a mid-latitude ocean–atmosphere model.” Dynamics of Atmospheres and Oceans 43 (3). Elsevier: 123–150.
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Kondrashov, Dmitri, Y. Shprits, Michael Ghil, and R. Thorne. 2007. “A Kalman filter technique to estimate relativistic electron lifetimes in the outer radiation belt.” Journal of Geophysical Research: Space Physics 112 (A10). Wiley Online Library.
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Feliks, Yizhak, Michael Ghil, and Eric Simonnet. 2007. “Low-frequency variability in the midlatitude baroclinic atmosphere induced by an oceanic thermal front.” Journal of the Atmospheric Sciences 64 (1): 97–116.
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Kondrashov, Dmitri, Jie Shen, Richard Berk, Fabio D'Andrea, and Michael Ghil. 2007. “Predicting weather regime transitions in Northern Hemisphere datasets.” Climate Dynamics 29 (5). Springer: 535–551.
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