Unstable periodic orbits (UPOs) are a valuable tool for studying chaotic dynamical systems. They allow one to extract information from a system and to distill its dynamical structure. We consider here the Lorenz 1963 model with the classic parameters
value and decompose its dynamics in terms of UPOs. We investigate how a chaotic orbit can be approximated in terms of UPOs. At each instant, we rank the UPOs according to their proximity to the position of the orbit in the phase space. We study this process from two different perspectives. First, we find that, somewhat unexpectedly, longer period UPOs overwhelmingly provide the best local approximation to the trajectory, even if our UPO-detecting algorithm severely undersamples them. Second, we construct a finite-state Markov chain by studying the scattering of the forward trajectory between the neighbourhood of the various UPOs. Each UPO and its neighbourhood are taken as a possible state of the system. We then study the transitions between the different states. Through the analysis of the subdominant eigenvectors of the corresponding stochastic matrix we provide a novel interpretation of the mixing processes occurring in the system by taking advantage of the concept of quasi-invariant sets.
Data assimilation (DA) aims at optimally merging observational data and model outputs to create a coherent statistical and dynamical picture of the system under investigation. Indeed, DA aims at minimizing the effect of observational and model error,
and at distilling the correct ingredients of its dynamics. DA is of critical importance for the analysis of systems featuring sensitive dependence on the initial conditions, as chaos wins over any finitely accurate knowledge of the state of the system, even in absence of model error. Clearly, the skill of DA is guided by the properties of dynamical system under investigation, as merging optimally observational data and model outputs is harder when strong instabilities are present. In this paper we reverse the usual angle on the problem and show that it is indeed possible to use the skill of DA to infer some basic properties of the tangent space of the system, which may be hard to compute in very high-dimensional systems. Here, we focus our attention on the first Lyapunov exponent and the Kolmogorov-Sinai entropy, and perform numerical experiments on the Vissio-Lucarini 2020 model, a recently proposed generalisation of the Lorenz 1996 model that is able to describe in a simple yet meaningful way the interplay between dynamical and thermodynamical variables.
The climate system is a complex, chaotic system with many degrees of freedom and variability on a vast range of temporal and spatial scales. Attaining a deeper level of understanding of its dynamical processes is a scientific challenge of great urgen
cy, especially given the ongoing climate change and the evolving climate crisis. In statistical physics, complex, many-particle systems are studied successfully using the mathematical framework of Large Deviation Theory (LDT). A great potential exists for applying LDT to problems relevant for geophysical fluid dynamics and climate science. In particular, LDT allows for understanding the fundamental properties of persistent deviations of climatic fields from the long-term averages and for associating them to low-frequency, large scale patterns of climatic variability. Additionally, LDT can be used in conjunction with so-called rare events algorithms to explore rarely visited regions of the phase space and thus to study special dynamical configurations of the climate. These applications are of key importance to improve our understanding of high-impact weather and climate events. Furthermore, LDT provides powerful tools for evaluating the probability of noise-induced transitions between competing metastable states of the climate system or of its components. This in turn essential for improving our understanding of the global stability properties of the climate system and of its predictability of the second kind in the sense of Lorenz. The goal of this review is manifold. First, we want to provide an introduction to the derivation of large deviation laws in the context of stochastic processes. We then relate such results to the existing literature showing the current status of applications of LDT in climate science and geophysical fluid dynamics. Finally, we propose some possible lines of future investigations.
In this paper we study phase transitions for weakly interacting multiagent systems. By investigating the linear response of a system composed of a finite number of agents, we are able to probe the emergence in the thermodynamic limit of a singular be
haviour of the susceptibility. We find clear evidence of the loss of analyticity due to a pole crossing the real axis of frequencies. Such behaviour has a degree of universality, as it does not depend on either the applied forcing nor on the considered observable. We present results relevant for both equilibrium and nonequilibrium phase transitions by studying the Desai-Zwanzig and Bonilla-Casado-Morillo models.
The climate is a non-equilibrium system undergoing the continuous action of forcing and dissipation. Under the effect of a spatially inhomogeneous absorption of solar energy, all the climate components dynamically respond by redistributing energy unt
il an approximate steady state is reached. In order to improve the skill of climate models and correct their biases, it is essential to investigate how such dynamical balance is reached. In general, the climate system features multiple steady states for a given set of boundary conditions. Here, we apply the Thermodynamic Diagnostic Tool (TheDiaTo) to investigate the statistical properties of the five co-existing climates, ranging from a snowball to an ice-free aquaplanet, obtained in MITgcm coupled simulations under the same boundary conditions. The aim is to explore the multistability of the climate by highlighting differences in competing steady states and their characteristic signatures regarding the meridional transport of heat and water mass, the Lorenz energy cycle and the material entropy production. Alternative cloud parametrizations and descriptions of energy exchange are also used to investigate how robust such signatures are and, at the same time, how the statistical properties can be improved in the simulated climatic states. Thus we show how the diagnostic tool can help in identifying strengths and weaknesses of a model configuration.
Providing efficient and accurate parametrizations for model reduction is a key goal in many areas of science and technology. Here we present a strong link between data-driven and theoretical approaches to achieving this goal. Formal perturbation expa
nsions of the Koopman operator allow us to derive general stochastic parametrizations of weakly coupled dynamical systems. Such parametrizations yield a set of stochastic integro-differential equations with explicit noise and memory kernel formulas to describe the effects of unresolved variables. We show that the perturbation expansions involved need not be truncated when the coupling is additive. The unwieldy integro-differential equations can be recast as a simpler multilevel Markovian model, and we establish an intuitive connection with a generalized Langevin equation. This connection helps setting up a parallelism between the top-down, equations-based methodology herein and the well-established empirical model reduction (EMR) methodology that has been shown to provide efficient dynamical closures to partially observed systems. Hence, our findings support, on the one hand, the physical basis and robustness of the EMR methodology and, on the other hand, illustrate the practical relevance of the perturbative expansion used for deriving the parametrizations.
We propose a comprehensive framework able to address both the predictability of the first and of the second kind for high-dimensional chaotic models. For this purpose, we analyse the properties of a newly introduced multistable climate toy model cons
tructed by coupling the Lorenz 96 model with a zero-dimensional energy balance model. First, the attractors of the system are identified with Monte Carlo Basin Bifurcation Analysis. Additionally, we are able to detect the Melancholia state separating the two attractors. Then, Neural Ordinary Differential Equations are applied in order to predict the future state of the system in both of the identified attractors.
The goal of response theory, in each of its many statistical mechanical formulations, is to predict the perturbed response of a system from the knowledge of the unperturbed state and of the applied perturbation. A new recent angle on the problem focu
ses on providing a method to perform predictions of the change in one observable of the system by using the change in a second observable as a surrogate for the actual forcing. Such a viewpoint tries to address the very relevant problem of causal links within complex system when only incomplete information is available. We present here a method for quantifying and ranking the predictive ability of observables and use it to investigate the response of a paradigmatic spatially extended system, the Lorenz 96 model. We perturb locally the system and we then study to what extent a given local observable can predict the behaviour of a separate local observable. We show that this approach can reveal insights on the way a signal propagates inside the system. We also show that the procedure becomes more efficient if one considers multiple acting forcings and, correspondingly, multiple observables as predictors of the observable of interest.
Extreme events provide relevant insights into the dynamics of climate and their understanding is key for mitigating the impact of climate variability and climate change. By applying large deviation theory to a state-of-the-art Earth system model, we
define the climatology of persistent heatwaves and cold spells in key target geographical regions by estimating the rate functions for the surface temperature, and we assess the impact of increasing CO$_2$ concentration on such persistent anomalies. Hence, we can better quantify the increasing hazard {color{black}due} to heatwaves in a warmer climate. We show that two 2010 high impact events - summer Russian heatwave and winter Dzud in Mongolia - are associated with atmospheric patterns that are exceptional compared to the typical ones, but typical compared to the climatology of extremes. Their dynamics is encoded in the natural variability of the climate. Finally, we propose and test an approximate formula for the return times of large and persistent temperature fluctuations from easily accessible statistical properties.
We study the response to perturbations in the thermodynamic limit of a network of coupled identical agents undergoing a stochastic evolution which, in general, describes non-equilibrium conditions. All systems are nudged towards the common centre of
mass. We derive Kramers-Kronig relations and sum rules for the linear susceptibilities obtained through mean field Fokker-Planck equations and then propose corrections relevant for the macroscopic case, which incorporates in a self-consistent way the effect of the mutual interaction between the systems. Such an interaction creates a memory effect. We are able to derive conditions determining the occurrence of phase transitions specifically due to system-to-system interactions. Such phase transitions exist in the thermodynamic limit and are associated with the divergence of the linear response but are not accompanied by the divergence in the integrated autocorrelation time for a suitably defined observable. We clarify that such endogenous phase transitions are fundamentally different from other pathologies in the linear response that can be framed in the context of critical transitions. Finally, we show how our results can elucidate the properties of the Desai-Zwanzig model and of the Bonilla-Casado-Morillo model, which feature paradigmatic equilibrium and non-equilibrium phase transitions, respectively.
