×

Computation of extreme values of time averaged observables in climate models with large deviation techniques. (English) Zbl 1443.86020

Summary: One of the goals of climate science is to characterize the statistics of extreme and potentially dangerous events in the present and future climate. Extreme events like heat waves, droughts, or floods due to persisting rains are characterized by large anomalies of the time average of an observable over a long time. The framework of Donsker-Varadhan large deviation theory could therefore be useful for their analysis. In this paper we discuss how concepts and numerical algorithms developed in the context of with large deviation theory can be applied to study extreme, rare fluctuations of time averages of surface temperatures at regional scale with comprehensive numerical climate models. When performing this type of analysis, unless a rigorous study of the convergence to the large deviation limit is performed, it can be easy to be misled in thinking to have reached the asymptotic regime. In this paper we provide a systematic protocol to study the convergence of large deviation functions tailored for applications to climate problems. Referring to the existing literature on the subject, we provide explicit formulas to compute large deviation functions directly from time series of a deterministic dynamical system that can be applied to climate records, and we describe how to study the convergence. We show how using a rare event algorithm applied to a numerical model can improve the efficiency of the computation of the large deviation functions. As a case study we consider the time averaged European surface temperature obtained with the numerical climate model Plasim. We show how a precise analysis of the convergence leads to the conclusion that the large deviation limit is nor properly reached for time scales shorter than a few years, and is therefore of no practical interest to study midlatitude heat waves. Finally we show how, even in a case like this, rare event algorithms developed to study large deviation functions can be used to improve the statistics of events on time scales shorter than the one needed to reach the large deviation asymptotic regime.

MSC:

86A08 Climate science and climate modeling
86A32 Geostatistics
62P12 Applications of statistics to environmental and related topics
86A10 Meteorology and atmospheric physics
62-02 Research exposition (monographs, survey articles) pertaining to statistics
86-02 Research exposition (monographs, survey articles) pertaining to geophysics

Software:

ismev

References:

[1] AghaKouchak, A., Extremes in a Changing Climate Detection, Analysis and Uncertainty (2012), Dordrecht: Springer, Dordrecht
[2] Ailliot, P.; Allard, D.; Monbet, V.; Naveau, P., Stochastic weather generators: an overview of weather type models, Journal de la Societe Francaise de Statistique, 156, 1, 101-113 (2015) · Zbl 1316.62163
[3] Bouchet, F.; Marston, JB; Tangarife, T., Fluctuations and large deviations of reynolds stresses in zonal jet dynamics, Phys. Fluids, 30, 1, 015110 (2018) · doi:10.1063/1.4990509
[4] Bucklew, JA, An Introduction to Rare Event Simulation (2004), New York: Springer, New York · Zbl 1057.65002
[5] Coles, S., An Introduction to Statistical Modeling of Extreme Values (2001), New York: Springer, New York · Zbl 0980.62043
[6] Del Moral, P., Feynman-Kac Formulae Genealogical and Interacting Particle Systems with Applications (2004), New York: Springer, New York · Zbl 1130.60003
[7] Del Moral, P.; Garnier, J., Genealogical particle analysis of rare events, Ann. Appl. Prob., 15, 4, 2496-2534 (2005) · Zbl 1097.65013 · doi:10.1214/105051605000000566
[8] Dembo, A.; Zeitouni, O., Large Deviations and Applications (2001), Boca Raton: CRC Press, Boca Raton · Zbl 1002.60024
[9] Donsker, MD; Varadhan, SS, Asymptotic evaluation of certain markov process expectations for large time, I, Commun. Pure Appl. Math., 28, 1, 1-47 (1975) · Zbl 0323.60069 · doi:10.1002/cpa.3160280102
[10] Eliasen, E., Machenhauer, B., Rasmussen, E.: On a numerical method for integration of the hydrodynamical equations with a spectral representation of the horizontal fields. Københavns University, Copenhagen, Technical report, Inst. of Theor. Met. (1970)
[11] Ellis, RS, Entropy, Large Deviations, and Statistical Mechanics (2007), New York: Springer, New York
[12] Fischer, EM; Seneviratne, SI; Vidale, PL; Luthi, D.; Schaer, C., Soil moisture-atmosphere interactions during the 2003 european summer heat wave, J. Clim., 20, 20, 5081-5099 (2007) · doi:10.1175/JCLI4288.1
[13] Fraedrich, K.; Jansen, H.; Luksch, U.; Lunkeit, F., The planet simulator: towards a user friendly model, Meteorol. Z., 14, 299-304 (2005) · doi:10.1127/0941-2948/2005/0043
[14] Galfi, VM; Lucarini, V.; Wouters, J., A large deviation theory-based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere, J. Stat. Mech., 2019, 3, 033404 (2019) · Zbl 1539.86001 · doi:10.1088/1742-5468/ab02e8
[15] Ghil, M.; Yiou, P.; Hallegatte, S.; Malamud, B.; Naveau, P.; Soloviev, A.; Friederichs, P.; Keilis-Borok, V.; Kondrashov, D.; Kossobokov, V.; Mestre, O.; Nicolis, C.; Rust, H.; Shebalin, P.; Vrac, M.; Witt, A.; Zaliapin, I., Extreme events: dynamics, statistics and prediction, Nonlinear Process. Geophys., 18, 3, 295-350 (2011) · doi:10.5194/npg-18-295-2011
[16] Giardina, C.; Kurchan, J.; Peliti, L., Direct evaluation of large-deviation functions, Phys. Rev. Lett., 96, 12, 120603 (2006) · doi:10.1103/PhysRevLett.96.120603
[17] Giardina, C.; Kurchan, J.; Lecomte, V.; Tailleur, J., Simulating rare events in dynamical processes, J. Stat. Phys., 145, 4, 787-811 (2011) · Zbl 1252.82007 · doi:10.1007/s10955-011-0350-4
[18] IPCC: Managing the risks of extreme events and disasters to advance climate change adaption: special report of the Intergovernmental Panel on Climate Change. Cambridge University Press, New York, NY (2012)
[19] IPCC: Climate Change 2013: The Physical Science Basis. Contribution of Working Group I to the Fifth Assessment Report of the Intergovernmental Panel on Climate Change. Cambridge University Press, Cambridge, United Kingdom and New York, NY, USA (2013)
[20] Kahn, H.; Harris, TE, Estimation of particle transmission by random sampling, Natl. Bur. Stand. Appl. Math. Ser., 12, 27-30 (1951)
[21] Kifer, Y., Large deviations in dynamical systems and stochastic processes, Trans. Am. Math. Soc., 321, 2, 505-524 (1990) · Zbl 0714.60019 · doi:10.1090/S0002-9947-1990-1025756-7
[22] Kuo, HL, On formations and intensification of tropical cyclone through latent heat release by cumulus convection, J. Atmos. Sci., 22, 40-63 (1965) · doi:10.1175/1520-0469(1965)022<0040:OFAIOT>2.0.CO;2
[23] Kuo, HL, Further studies of the parameterization of the influence of cumulus convection on large-scale flow, J. Atmos. Sci., 31, 5, 1232-1240 (1974) · doi:10.1175/1520-0469(1974)031<1232:FSOTPO>2.0.CO;2
[24] Lacis, AA; Hansen, J., A parameterization for the absorption of solar radiation in the Earth?s atmosphere, J. Atmos. Sci., 31, 1, 118-133 (1974) · doi:10.1175/1520-0469(1974)031<0118:APFTAO>2.0.CO;2
[25] Laursen, L.; Eliasen, E., On the effects of the damping mechanisms in an atmospheric general circulation model, Tellus, 41, 385-400 (1989) · doi:10.3402/tellusa.v41i5.11848
[26] Lecomte, V.; Tailleur, J., A numerical approach to large deviations in continuous time, J. Stat. Mech., 2007, 3, P03004 (2007) · doi:10.1088/1742-5468/2007/03/P03004
[27] Lestang, T.; Ragone, F.; Brehier, CE; Herbert, C.; Bouchet, F., Computing return times or return periods with rare event algorithms, J. Stat. Mech., 2018, 4, 043213 (2018) · Zbl 1459.82367 · doi:10.1088/1742-5468/aab856
[28] Lorenz, R.; Jaeger, EB; Seneviratne, SI, Persistence of heat waves and its link to soil moisture memory, Geophys. Res. Lett., 37, 9, L09703 (2010) · doi:10.1029/2010GL042764
[29] Louis, JF, A parametric model of vertical eddy fluxes in the atmosphere, Bound. Layer Meteorol., 17, 2, 187-202 (1979) · doi:10.1007/BF00117978
[30] Louis, J.F., Tiedke, M., Geleyn, M.: A short history of the PBL parameterisation at ECMWF. In: Proceedings of the ECMWF Workshop on Planetary Boundary Layer Parameterization. pp. 59-80. Reading (1981)
[31] Lucarini, V.; Faranda, D.; Freitas, ACGMM; Freitas, JMM; Holland, M.; Kuna, T.; Nicol, M.; Todd, M.; Vaienti, S., Extremes and Recurrence in Dynamical Systems (2016), Hoboken: Wiley, Hoboken · Zbl 1338.37002
[32] Orszag, SA, Transform method for the calculation of vector-coupled sums: application to the spectral form of the vorticity equation, J. Atmos. Sci., 27, 6, 890-895 (1970) · doi:10.1175/1520-0469(1970)027<0890:TMFTCO>2.0.CO;2
[33] Pohorille, A.; Jarzynski, C.; Chipot, C., Good practices in free-energy calculations, J. Phys. Chem. B, 114, 10235-10253 (2010) · doi:10.1021/jp102971x
[34] Ragone, F.; Wouters, J.; Bouchet, F., Computation of extreme heat waves in climate models using a large deviation algorithm, Proc. Natl. Acad. Sci. USA, 115, 1, 24-29 (2018) · Zbl 1416.86013 · doi:10.1073/pnas.1712645115
[35] Roeckner, E., Arpe, K., Bengtsson, L., Brinkop, S., Dümenil, L., Esch, M., Kirk, E., Lunkeit, F., Ponater, M., Rockel, B., Sausen, R., Schlese, U., Schubert, S., Windelband, M.: Simulation of present day climate with the ECHAM model: impact of model physics and resolution. Technical Report, 93. Technical report, Max Planck Institut für Meteorologie, Hamburg, (1992)
[36] Rohwer, CM; Angeletti, F.; Touchette, H., Convergence of large-deviation estimators, Phys. Rev. E, 92, 052104 (2015) · doi:10.1103/PhysRevE.92.052104
[37] Rubino, G.; Tuffin, B., Rare Event Simulation Using Monte Carlo Methods (2009), Chichester: Wiley, Chichester · Zbl 1159.65003
[38] Sasamori, T., The radiative cooling calculation for application to general circulation experiments, J. Appl. Meteorol., 7, 5, 721-729 (1968) · doi:10.1175/1520-0450(1968)007<0721:TRCCFA>2.0.CO;2
[39] Semtner, AJ, A model for the thermodynamic growth of sea ice in numerical investigations of climate, J. Phys. Oceanogr., 6, 3, 379-389 (1976) · doi:10.1175/1520-0485(1976)006<0379:AMFTTG>2.0.CO;2
[40] Slingo, A.; Slingo, JM, Response of the National Center for Atmospheric Research community climate model to improvements in the representation of clouds, J. Geophys. Res., 96, D8, 15341 (1991) · doi:10.1029/91JD00930
[41] Stefanon, M.; D’Andrea, F.; Drobinski, P., Heatwave classification over Europe and the Mediterranean region, Environ. Res. Lett., 7, 014023 (2012) · doi:10.1088/1748-9326/7/1/014023
[42] Stephens, GL; Paltridge, GW; Platt, CMR, Radiation profiles in extended water clouds. III: observations, J. Atmos. Sci., 35, 11, 2133-2141 (1978) · doi:10.1175/1520-0469(1978)035<2133:RPIEWC>2.0.CO;2
[43] Stephens, GL; Ackerman, S.; Smith, EA, A shortwave parameterization revised to improve cloud absorption, J. Atmos. Sci., 41, 4, 687-690 (1984) · doi:10.1175/1520-0469(1984)041<0687:ASPRTI>2.0.CO;2
[44] Touchette, H., The large deviation approach to statistical mechanics, Phys. Rep., 478, 1-69 (2009) · doi:10.1016/j.physrep.2009.05.002
[45] Veneziano, D.; Langousis, A.; Lepore, C., New asymptotic and preasymptotic results on rainfall maxima from multifractal theory, Water Resour. Res., 45, 11, W11421 (2009) · doi:10.1029/2009WR008257
[46] Welch, PD, The use of fast Fourier transform for the estimation of power spectra: a method based on time averaging over short, modified periodograms, IEEE Trans. Audio Electroacoust., 15, 2, 70-73 (1967) · doi:10.1109/TAU.1967.1161901
[47] Wilks, D.; Wilby, R., The weather generation game: a review of stochastic weather models, Prog. Phys. Geogr., 23, 3, 329-357 (1999) · doi:10.1177/030913339902300302
[48] Young, LS, Large deviations in dynamical systems, Trans. Am. Math. Soc., 318, 2, 525-543 (1990) · Zbl 0721.58030
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.