Derivation of delay equation climate models using the Mori-Zwanzig formalism

Models incorporating delay have been frequently used to understand climate variability phenomena, but often the delay is introduced through an ad hoc physical reasoning, such as the propagation time of waves. In this paper, the Mori-Zwanzig formalism is introduced as a way to systematically derive delay models from systems of partial differential equations and hence provides a better justification for using these delay-type models. The Mori-Zwanzig technique gives a formal rewriting of the system using a projection onto a set of resolved variables, where the rewritten system contains a memory term. The computation of this memory term requires solving the orthogonal dynamics equation, which represents the unresolved dynamics. For nonlinear systems, it is often not possible to obtain an analytical solution to the orthogonal dynamics and an approximate solution needs to be found. Here, we demonstrate the Mori-Zwanzig technique for a two-strip model of the El Niño Southern Oscillation (ENSO) and explore methods to solve the orthogonal dynamics. The resulting nonlinear delay model contains an additional term compared to previously proposed ad hoc conceptual models. This new term leads to a larger ENSO period, which is closer to that seen in observations.

[1]  A. Stuart,et al.  Extracting macroscopic dynamics: model problems and algorithms , 2004 .

[2]  G. Samaey,et al.  DDE-BIFTOOL v. 2.00: a Matlab package for bifurcation analysis of delay differential equations , 2001 .

[3]  R. Zwanzig Nonlinear generalized Langevin equations , 1973 .

[4]  Dirk Roose,et al.  Numerical bifurcation analysis of delay differential equations using DDE-BIFTOOL , 2002, TOMS.

[5]  Bernd Krauskopf,et al.  Climate models with delay differential equations. , 2017, Chaos.

[6]  Henk A. Dijkstra,et al.  On the attractors of an intermediate coupled ocean-atmosphere model , 1995 .

[7]  Sanjay Lall,et al.  Model reduction, optimal prediction, and the Mori-Zwanzig representation of Markov chains , 2009, Proceedings of the 48h IEEE Conference on Decision and Control (CDC) held jointly with 2009 28th Chinese Control Conference.

[8]  Valerio Lucarini,et al.  Parameterization of stochastic multiscale triads , 2016, 1606.08123.

[9]  Eric Darve,et al.  Computing generalized Langevin equations and generalized Fokker–Planck equations , 2009, Proceedings of the National Academy of Sciences.

[10]  Giovanni Samaey,et al.  DDE-BIFTOOL Manual - Bifurcation analysis of delay differential equations , 2014, 1406.7144.

[11]  Bernd Krauskopf,et al.  Bifurcation analysis of delay-induced resonances of the El-Niño Southern Oscillation , 2011, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[12]  Gary P. Morriss,et al.  Statistical Mechanics of Nonequilbrium Liquids , 2007 .

[13]  H. Mori Transport, Collective Motion, and Brownian Motion , 1965 .

[14]  Daniele Venturi,et al.  Duality and Conditional Expectations in the Nakajima-Mori-Zwanzig Formulation , 2016, 1610.01696.

[15]  Anthony C. Hirst,et al.  Interannual variability in a tropical atmosphere−ocean model: influence of the basic state, ocean geometry and nonlinearity , 1989 .

[16]  Alexandre J. Chorin,et al.  Optimal prediction with memory , 2002 .

[17]  Karthik Duraisamy,et al.  A priori estimation of memory effects in reduced-order models of nonlinear systems using the Mori–Zwanzig formalism , 2016, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[18]  Fei-Fei Jin,et al.  An Equatorial Ocean Recharge Paradigm for ENSO. Part II: A Stripped-Down Coupled Model , 1997 .

[19]  Daniele Venturi,et al.  Faber approximation of the Mori-Zwanzig equation , 2017, J. Comput. Phys..

[20]  Jakob Runge,et al.  Quantifying the Strength and Delay of Climatic Interactions: The Ambiguities of Cross Correlation and a Novel Measure Based on Graphical Models , 2014 .

[21]  Tosio Kato Perturbation theory for linear operators , 1966 .

[22]  Daniele Venturi,et al.  On the estimation of the Mori-Zwanzig memory integral , 2017, Journal of Mathematical Physics.

[23]  Eli Tziperman,et al.  Locking of El Nino's Peak Time to the End of the Calendar Year in the Delayed Oscillator Picture of ENSO , 1998 .

[24]  Fei-Fei Jin,et al.  An Equatorial Ocean Recharge Paradigm for ENSO. Part I: Conceptual Model , 1997 .

[25]  Robert Szalai,et al.  Modelling elastic structures with strong nonlinearities with application to stick–slip friction , 2013, Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences.

[26]  Max J. Suarez,et al.  A Delayed Action Oscillator for ENSO , 1988 .

[27]  Fei-Fei Jin,et al.  Nonlinear Tropical Air–Sea Interaction in the Fast-Wave Limit , 1993 .