Krylov methods for adjoint‐free singular vector based perturbations in dynamical systems

Abstract

AbstractThe estimation of weather forecast uncertainty with ensemble systems requires a careful selection of perturbations to establish a reliable sampling of the error growth potential in the phase space of the model. Usually, the singular vectors of the tangent linear model propagator are used to identify the fastest growing modes (classical singular vector perturbation (SV) method). In this article we present an efficient matrix‐free block Krylov method for generating fast‐growing perturbations in high‐dimensional dynamical systems. A specific matrix containing the nonlinear evolution of perturbations is introduced, which we call Evolved Increment Matrix (EIM). Instead of solving an equivalent eigenvalue problem, we use the Arnoldi method for a direct approximation of the leading singular vectors of this matrix, which however is never computed explicitly. This avoids linear and adjoint models but requires forecasts with the full nonlinear system. The performance of the approximated perturbations is compared with singular vectors of a full EIM (not with the classical SV method). We show promising results for the Lorenz 96 differential equations and a shallow‐water model, where we obtain good approximations of the fastest‐growing perturbations by using only a small number of Arnoldi iterations.