Ensemble Generation for Models of Multimodal Systems

Abstract In this work the performance of ensembles generated by commonly used methods in a nonlinear system with multiple attractors is examined. The model used here is a spectral truncation of a barotropic quasigeostrophic channel model. The system studied here has 44 state variables, great enough to exhibit the problems associated with high state dimension, but small enough so that experiments with very large ensembles are practical, and relevant probability density functions (PDFs) can be evaluated explicitly. The attracting sets include two stable limit cycles. To begin, the basins of attraction of two known stable limit cycles are characterized. Large ensembles are then used to calculate the evolution of initially Gaussian PDFs with a range of initial covariances. If the initial covariances are small, the PDF remains essentially unimodal, and the probability that a point drawn from the initial PDF lies in a different basin of attraction from the mean of that PDF is small. If the initial covariances a...

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