scholarly journals Fluctuations of finite-time Lyapunov exponents in an intermediate-complexity atmospheric model: a multivariate and large-deviation perspective

2019 ◽  
Vol 26 (3) ◽  
pp. 195-209 ◽  
Author(s):  
Frank Kwasniok

Abstract. The stability properties as characterized by the fluctuations of finite-time Lyapunov exponents around their mean values are investigated in a three-level quasi-geostrophic atmospheric model with realistic mean state and variability. Firstly, the covariance structure of the fluctuation field is examined. In order to identify dominant patterns of collective excitation, an empirical orthogonal function (EOF) analysis of the fluctuation field of all of the finite-time Lyapunov exponents is performed. The three leading modes are patterns where the most unstable Lyapunov exponents fluctuate in phase. These modes are virtually independent of the integration time of the finite-time Lyapunov exponents. Secondly, large-deviation rate functions are estimated from time series of finite-time Lyapunov exponents based on the probability density functions and using the Legendre transform method. Serial correlation in the time series is properly accounted for. A large-deviation principle can be established for all of the Lyapunov exponents. Convergence is rather slow for the most unstable exponent, becomes faster when going further down in the Lyapunov spectrum, is very fast for the near-neutral and weakly dissipative modes, and becomes slow again for the strongly dissipative modes at the end of the Lyapunov spectrum. The curvature of the rate functions at the minimum is linked to the corresponding elements of the diffusion matrix. Also, the joint large-deviation rate function for the first and the second Lyapunov exponent is estimated.

2018 ◽  
Author(s):  
Frank Kwasniok

Abstract. The stability properties as characterised by the fluctuations of finite-time Lyapunov exponents around their mean values are investigated in a three-level quasi-geostrophic atmospheric model with realistic mean state and variability. An empirical orthogonal function (EOF) analysis of the fluctuation field of all of the finite-time Lyapunov exponents is performed. The two leading modes are patterns where the most unstable Lyapunov exponents fluctuate in phase. These modes are independent of the integration time of the finite-time Lyapunov exponents. Then large-deviation rate functions are estimated from time series of daily Lyapunov exponents using the Legendre transform and from time series of Lyapunov exponents with long integration times based on their probability density function. Serial correlation in the time series is properly accounted for. Convergence to a large-deviation principle can be established for all of the Lyapunov exponents which is rather slow for the most unstable exponents and becomes faster when going further down in the Lyapunov spectrum. Convergence is generally faster for the Gaussian behaviour in the vicinity of the mean value. The curvature of the rate functions at the minimum is linked to the corresponding elements of the diffusion matrix. Also joint large-deviation rate functions beyond the Gaussian approximation are calculated for the first and the second Lyapunov exponent.


2010 ◽  
Vol 40 (11) ◽  
pp. 2466-2480 ◽  
Author(s):  
Francisco J. Beron-Vera ◽  
María J. Olascoaga ◽  
Gustavo J. Goni

Abstract Two sea surface height (SSH) anomaly fields distributed by Archiving, Validation, and Interpretation of Satellite Oceanographic (AVISO) Altimetry are evaluated in terms of the effects that they produce on mixing. One SSH anomaly field, tagged REF, is constructed using measurements made by two satellite altimeters; the other SSH anomaly field, tagged UPD, is constructed using measurements made by up to four satellite altimeters. Advection is supplied by surface geostrophic currents derived from the total SSH fields resulting from the addition of these SSH anomaly fields to a mean SSH field. Emphasis is placed on the extraction from the currents of Lagrangian coherent structures (LCSs), which, acting as skeletons for patterns formed by passively advected tracers, entirely control mixing. The diagnostic tool employed to detect LCSs is provided by the computation of finite-time Lyapunov exponents. It is found that currents inferred using UPD SSH anomalies support mixing with characteristics similar to those of mixing produced by currents inferred using REF SSH anomalies. This result mainly follows from the fact that, being more easily characterized as chaotic than turbulent, mixing as sustained by currents derived using UPD SSH anomalies is quite insensitive to spatiotemporal truncations of the advection field.


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