Initial Singular Vectors Research Articles

Systematic calculation of finite-time mixed singular vectors and characterization of error growth for persistent coherent atmospheric disturbances over Eurasia.

Singular vectors (SVs) have long been employed in the initialization of ensemble numerical weather prediction (NWP) in order to capture the structural organization and growth rates of those perturbations or "errors" associated with initial condition errors and instability processes of the large scale flow. Due to their (super) exponential growth rates and spatial scales, initial SVs are typically combined empirically with evolved SVs in order to generate forecast perturbations whose structures and growth rates are tuned for specified lead-times. Here, we present a systematic approach to generating finite time or "mixed" SVs (MSVs) based on a method for the calculation of covariant Lyapunov vectors and appropriate choices of the matrix cocycle. We first derive a data-driven reduced-order model to characterize persistent geopotential height anomalies over Europe and Western Asia (Eurasia) over the period 1979-present from the National Centers for Environmental Prediction v1 reanalysis. We then characterize and compare the MSVs and SVs of each persistent state over Eurasia for particular lead-times from a day to over a week. Finally, we compare the spatiotemporal properties of SVs and MSVs in an examination of the dynamics of the 2010 Russian heatwave. We show that MSVs provide a systematic approach to generate initial forecast perturbations projected onto relevant expanding directions in phase space for typical NWP forecast lead-times.

Singular Vectors for Barotropic, Hurricane-Like Vortices in Horizontal Shear: Structure and Perturbation Growth Mechanisms

Abstract In this study the structure and evolution of singular vectors (SVs) for stable and unstable hurricane-like vortices in background flows with horizontal shear are investigated on f and β planes using a nondivergent barotropic model. With increasing shear strength, the singular values for stable vortices increase and the sensitive regions extend farther away from the vortex. The formation of β gyres leads to significant changes in the SV structure but has only weak influence on the singular values. For sufficiently strong anticyclonic shear, the initial SVs are aligned with streamlines connected to stagnation points. The evolved SVs are dominated by dipole structures, indicating a displacement of the vortex. The displacement is caused by the circulation associated with the initial SV perturbation outside of the vortex core, which grows by untilting and unshielding. This process is strongly enhanced by anticyclonic background shear. For both cyclonic and anticyclonic shear, the displacement by the perturbation circulation causes an additional displacement that is proportional to the shear strength. The shear-enhanced barotropic growth mechanism in stable vortices results in singular values that are comparable to those for unstable vortices without background shear. Perturbation growth involving the normal mode in barotropically unstable vortices suffers from background shear. The shear-induced modifications of the outer vortex regions cause a strong decrease of the singular value with increasing shear. For sufficiently strong shear, the SVs for unstable vortices grow by the same mechanism as for stable vortices.

On the reliability of ensemble variance in subspaces defined by singular vectors

AbstractIn a statistically consistent ensemble forecast, ensemble variance agrees with the mean squared error of the ensemble mean when looking at a large sample of independent realizations. Here, the first goal is to introduce a new diagnostic that quantifies the reliability of ensemble variance in subspaces spanned by singular vectors of the model propagator. The second goal is to apply this technique to ensemble forecast experiments with the European Centre for Medium‐Range Weather Forecasts (ECMWF) Integrated Forecasting System (IFS) in order to gain new insight into essential approximations made when the sources of forecast uncertainties are represented with initial perturbations based on the leading initial singular vectors. Diagnostics are based on extratropical singular vectors optimized for growth of total energy over 48 hours. For the initial perturbations as well as the singular vector diagnostics, two versions of the tangent‐linear model are compared, which differ in terms of the accuracy of the tangent‐linear approximation.When model uncertainties are not represented, initial perturbations based solely on the leading singular vectors can achieve reliable ensemble variances in the subspace spanned by the singular vectors evolved to their optimization time. However, it is impossible to achieve at the same time reliable total variances with up to about 100 singular vectors in the extratropics. Far more singular vectors would be required to do so. Ensembles using initial perturbations based on up to 100 leading singular vectors with amplitudes tuned such that total variance matches total error suffer from overdispersion in the subspace spanned by the leading singular vectors. In the operational configuration of the ECMWF ensemble, the singular vector initial perturbations introduce overdispersion in the subspace of the leading 50 extratropical singular vectors.

Lyapunov, singular and bred vectors in a multi-scale system: an empirical exploration of vectors related to instabilities

We compute and compare the three types of vectors frequently used to explore the instability properties of dynamical models, namely Lyapunov vectors (LVs), singular vectors (SVs) and bred vectors (BVs) in two systems, using the Wolfe–Samelson (2007 Tellus A 59 355–66) algorithm to compute all of the Lyapunov vectors. The first system is the Lorenz (1963 J. Atmos. Sci. 20 130–41) three-variable model. Although the leading Lyapunov vector, LV1, grows fastest globally, the second Lyapunov vector, LV2, which has zero growth globally, often grows faster than LV1 locally. Whenever this happens, BVs grow closer to LV2, suggesting that in larger atmospheric or oceanic models where several instabilities can grow in different areas of the world, BVs will grow toward the fastest growing local unstable mode. A comparison of their growth rates at different times shows that all three types of dynamical vectors have the ability to predict regime changes and the duration of the new regime based on their growth rates in the last orbit of the old regime, as shown for BVs by Evans et al (2004 Bull. Am. Meteorol. Soc. 520–4). LV1 and BVs have similar predictive skill, LV2 has a tendency to produce false alarms, and even LV3 shows that maximum decay is also associated with regime change. Initial and final SVs grow much faster and are the most accurate predictors of regime change, although the characteristics of the initial SVs are strongly dependent on the length of the optimization window. The second system is the toy ‘ocean-atmosphere’ model developed by Peña and Kalnay (2004 Nonlinear Process. Geophys. 11 319–27) coupling three Lorenz (1963 J. Atmos. Sci. 20 130–41) systems with different time scales, in order to test the effects of fast and slow modes of growth on the dynamical vectors. A fast ‘extratropical atmosphere’ is weakly coupled to a fast ‘tropical atmosphere’ which is, in turn, strongly coupled to a slow ‘ocean’ system, the latter coupling imitating the tropical El Niño–Southern Oscillation. The bred vectors are able to separate the fast and slow modes of growth through appropriate selection of the breeding perturbation size and rescaling interval. The Lyapunov vectors are able to successfully separate the fast ‘extratropical atmosphere’, but are unable to completely decouple the ‘tropical atmosphere’ from the ‘ocean’. This leads to ‘coupled’ Lyapunov vectors that are mainly useful in the (slow) ‘ocean’ system, but are still affected by changes in the (fast) ‘tropical’ system. The singular vectors are excellent in capturing the fast modes, but are unable to capture the slow modes of growth. The dissimilar behavior of the three types of vectors leads to a degradation in the similarities of the subspaces they inhabit and affects their relative ability of representing the coupled modes.This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Lyapunov analysis: from dynamical systems theory to applications’.

Singular Vectors for Tropical Cyclone–Like Vortices in a Nondivergent Barotropic Framework

Abstract In this study, singular vectors (SVs) are calculated for tropical cyclone (TC)–like vortices on an f plane and β plane using a barotropic model, and the structure and time evolution of the SVs are investigated. In the f-plane study, SVs are calculated for TC-like vortices that do and do not satisfy a necessary condition of barotropic instability of normal modes, in which the vorticity gradient changes sign. It is found that, in the case where the initial vortices do not meet the condition, 1) the SVs are tilted against the shear of the background angular velocity as found earlier by Nolan and Farrell, indicating the growth of SVs through the Orr mechanism; 2) the leading singular value increases with the maximum tangential wind speed Vmax and decreases with the radius of the maximum wind (RMW); and 3) the locations of SVs move outward with increasing RMW, Vmax, and the optimization time. In the case where the initial vortex allows for barotropic instability, the SV is initially tilted against the background shear and exhibits transient growth for a limited period. At a certain time during the initial growth, the SV “locks in” to a normal mode structure and remains in that structure so that it may grow exponentially with time. In contrast to the SVs on an f plane, the azimuthal distribution of the SVs on a β plane becomes more asymmetric, and the extent of the asymmetry increases as the strength of the beta gyres increases. On the β plane, all first and second SVs calculated in this study have an azimuthal wavenumber-1 structure at the optimization time, regardless of whether the vorticity gradient of initial TC-like vortices changes sign and the TC-like vortices include the beta gyres at initial time. It is found that when the first and second SVs are used as ensemble initial perturbations, the linear combination of the initial first and second SVs can shift the vortex toward any direction at the optimization time. This is true even when SVs with a low horizontal resolution are used as initial perturbations, as in the European Centre for Medium-Range Weather Forecasts (ECMWF) and Japan Meteorological Agency (JMA) ensemble prediction system. Such wavenumber-1 perturbations could be useful for generating sufficient spread among the tropical cyclone tracks in ensemble forecasts.

Interpretation of Tropical Cyclone Forecast Sensitivity from the Singular Vector Perspective

Abstract In this study, the leading singular vectors (SVs), which are the fastest-growing perturbations (in a linear sense) to a given forecast, are used to examine and classify the dynamic relationship between tropical cyclones (TCs) and synoptic-scale environmental features that influence their evolution. Based on the 72 two-day forecasts of the 18 western North Pacific TCs in 2006, the SVs are constructed to optimize perturbation energy within a 20° × 20° latitude–longitude box centered on the 48-h forecast position of the TCs using the Navy Operational Global Atmospheric Prediction System (NOGAPS) forecast and adjoint systems. Composite techniques are employed to explore these relationships and highlight how the dominant synoptic-scale features that impact TC forecasts evolve on seasonal time scales. The NOGAPS initial SVs show several different patterns that highlight the relationship between the TC forecast sensitivity and the environment during the western North Pacific typhoon season in 2006. In addition to the relation of the SV maximum to the inward flow region of the TC, there are three patterns identified where the local SV maxima collocate with low-radial-wind-speed regions. These regions are likely caused by the confluence of the flow associated with the TC itself and the flow from other synoptic systems, such as the subtropical high and the midlatitude jet. This is the new finding beyond the previous NOGAPS SV results on TCs. The subseasonal variations of these patterns corresponding to the dynamic characteristics are discussed. The SV total energy vertical structures for the different composites are used to demonstrate the contributions from kinetic and potential energy components of different vertical levels at initial and final times.

Singular Vector Structure and Evolution of a Recurving Tropical Cyclone

Abstract In this study, the structure and evolution of total energy singular vectors (SVs) of Typhoon Usagi (2007) are evaluated using the fifth-generation Pennsylvania State University–NCAR Mesoscale Model (MM5) and its tangent linear and adjoint models with a Lanczos algorithm. Horizontal structures of the initial SVs following the tropical cyclone (TC) evolution suggest that, relatively far from the region of TC recurvature, SVs near the TC center have larger magnitudes than those in the midlatitude trough. The SVs in the midlatitude trough region become dominant as the TC passes by the region of recurvature. Increasing magnitude of the SVs over the midlatitude trough regions is associated with the extratropical transition of the TC. While the SV sensitivities near the TC center are mostly associated with warming in the midtroposphere and inflow toward the TC along the edge of the subtropical high, the SV sensitivities in the midlatitude are located under the upper trough with upshear-tilted structures and associated with strong baroclinicity and frontogenesis in the lower troposphere. Given the results in this study, sensitive regions for adaptive observations of TCs may be different following the TC development stage. Far from the TC recurvature, sensitive regions near TC center may be important. Closer to the TC recurvature, effects of the midlatitude trough become dominant and the vertical structures of the SVs in the midlatitude are basically similar to those of extratropical cyclones.

Optimal Perturbations in Quasigeostrophic Turbulence

Abstract This paper tests the hypothesis that optimal perturbations in quasigeostrophic turbulence are excited sufficiently strongly and frequently to account for the energy-containing eddies. Optimal perturbations are defined here as singular vectors of the propagator, for the energy norm, corresponding to the equations of motion linearized about the time-mean flow. The initial conditions are drawn from a numerical solution of the nonlinear equations associated with the linear propagator. Experiments confirm that energy is concentrated in the leading evolved singular vectors, and that the average energy in the initial singular vectors is within an order of magnitude of that required to explain the average energy in the evolved singular vectors. Furthermore, only a small number of evolved singular vectors (4 out of 4000) are needed to explain the dominant eddy structure when total energy exceeds a predefined threshold. The initial singular vectors explain only 10% of such events, but this discrepancy was similar to that of the full propagator, suggesting that it arises primarily due to errors in the propagator. In the limit of short lead times, energy conservation can be expressed in terms of suitable singular vectors to constrain the energy distribution of the singular vectors in statistically steady equilibrium. This and other connections between linear optimals and nonlinear dynamics suggests that the positive results found here should carry over to other systems, provided the propagator and initial states are chosen consistently with respect to the nonlinear system.

Evolution of Analysis Error and Adjoint-Based Sensitivities: Implications for Adaptive Observations

The structure and evolution of analysis error and adjoint-based sensitivities [potential enstrophy initial singular vectors (SVs) and gradient sensitivities of the forecast error to initial conditions] are compared following a cyclone development in a three-dimensional quasigeostrophic channel model. The results show that the projection of the evolved SV onto the forecast error increases during the evolution. Based on the similarities of the evolved SV to the forecast error, use of the evolved SV is suggested as an adaptive observation strategy. The use of the evolved SV strategy for adaptive observations is evaluated by performing observation system simulation experiments using a three-dimensional variational data assimilation scheme under the perfect model assumption. Adaptive strategies using the actual forecast error, gradient sensitivity, and initial SV are also tested. The observation system simulation experiments are implemented for five simulated synoptic cases with two different observation spacings and three different configurations of adaptive observation location densities (sparse, dense, and mixed), and the impact of the adaptive strategies is compared with that of the nonadaptive, fixed observations. The impact of adaptive strategies varies with the observation density. For a small number of observations, several of the adaptive strategies tested reduce forecast error more than the nonadaptive strategy. For a large number of observations, it is more difficult to reduce forecast errors using adaptive observations. The evolved SV strategy performs as well as or better than the adjoint-based strategies for both observation densities. The impact of using the evolved SVs rather than the adjoint-based sensitivities for adaptive observation purposes is larger in the situation of a large number of observation stations for which the forecast error reduction by adjointbased adaptive strategies is difficult.

Forcing singular vectors and other sensitive model structures

AbstractModel tendency perturbations can, like analysis perturbations, be an effective way to influence forecasts. In this paper, optimal model tendency perturbations, or forcing singular vectors, are computed with diabatic linear and adjoint T42L40 versions of the European Centre for Medium‐Range Weather Forecasts' forecast model. During the forecast time, the spatial pattern of the tendency perturbation does not vary and the response at optimization time (48 hours) is measured in terms of total energy. Their properties are compared with those of initial singular vectors, and differences, such as larger horizontal scale and location, are discussed. Sensitivity calculations are also performed, whereby a cost function measuring the 2‐day forecast error is minimized by only allowing tendency perturbations. For a given number of minimization steps, this approach yields larger cost‐function reductions than the sensitivity calculation using only analysis perturbations. Nonlinear forecasts using only one type of perturbation confirm an improved performance in the case of tendency perturbations. For a summer experiment a substantial reduction of the systematic error is shown in the case of forcing sensitivity. Copyright © 2003 Royal Meteorological Society.

Singular Vectors, Finite-Time Normal Modes, and Error Growth during Blocking

The evolution of finite-time singular vectors growing on four-dimensional space–time basic states is studied for cases of block development over the Gulf of Alaska and over the North Atlantic, using a two-level tangent linear model. The initial singular vectors depend quite sensitively on the choice of norm with the streamfunction norm characterized by small-scale baroclinic disturbances, the kinetic energy norm giving intermediate-scale baroclinic disturbances, and the enstophy norm typified by large-scale disturbances with large zonal flow contributions. In all cases, the final evolved singular vectors consist of large-scale equivalent barotropic wave trains across the respective blocking regions. There are close similarities between the evolved singular vectors in each of the norms, particularly for the longer time periods considered, and with corresponding evolved finite-time adjoint modes and evolved maximum sensitivity perturbations. For the longer time periods considered, each of these evolved perturbations also closely resembles some of the dominant finite-time normal mode disturbances, which are norm independent. For periods between about two weeks and a month, the convergence of the evolved leading singular vector and leading finite-time normal mode toward the leading left Lyapunov vector has been examined. The evolution of errors, represented by singular vectors, is also considered in the space of finite-time normal modes. In all cases the evolved error dynamics contracts onto a low-dimensional subspace characterized by the dominant finite-time normal modes. The growth of norms based on streamfunction, kinetic energy, or enstrophy is compared with the growth of a norm based on the projection coefficients of the disturbance onto the dominant finite-time normal modes. The prospect of ensemble prediction schemes in which the control initial conditions are perturbed by superpositions of the dominant finite-time normal modes is discussed.

Periodic Orbits, Lyapunov Vectors, and Singular Vectors in the Lorenz System

Some theoretical issues related to the problem of quantifying local predictability of atmospheric flow and the generation of perturbations for ensemble forecasts are investigated in the Lorenz system. A periodic orbit analysis and the study of the properties of the associated tangent linear equations are performed. In this study a set of vectors are found that satisfy Oseledec theorem and reduce to Floquet eigenvectors in the particular case of a periodic orbit. These vectors, called Lyapunov vectors, can be considered the generalization to aperiodic orbits of the normal modes of the instability problem and are not necessarily mutually orthogonal. The relation between singular vectors and Lyapunov vectors is clarified, and transient or asymptotic error growth properties are investigated. The mechanism responsible for super-Lyapunov growth is shown to be related to the nonorthogonality of Lyapunov vectors. The leading Lyapunov vectors, as defined here, as well as the asymptotic final singular vectors, are tangent to the attractor, while the leading initial singular vectors, in general, point away from it. Perturbations that are on the attractor and maximize growth should be considered in meteorological applications such as ensemble forecasting and adaptive observations. These perturbations can be found in the subspace of the leading Lyapunov vectors.