Persistent Regimes Research Articles

Spatiotemporal spin fluctuations caused by spin-orbit-coupled Brownian motion

We develop a theory of thermal fluctuations of spin density emerging in a two-dimensional electron gas. The spin fluctuations probed at spatially separated spots of the sample are correlated due to Brownian motion of electrons and spin-obit coupling. We calculate the spatiotemporal correlation functions of the spin density for both ballistic and diffusive transport of electrons and analyze them for different types of spin-orbit interaction including the isotropic Rashba model and persistent spin helix regime. The measurement of spatial spin fluctuations provides direct access to the parameters of spin-orbit coupling and spin transport in conditions close to the thermal equilibrium.

Persistent Extratropical Regimes and Climate Extremes

Some studies have suggested a recent increase in high-impact persistent circulation regimes in the extratropics. In this brief review paper, we discuss some aspects of this work and also consider more broadly how regimes such as blocking and stationary Rossby wave patterns may be altered under climate change. The amplified Arctic warming is discussed as one of several factors influencing the atmospheric dynamics from the equator to the poles. Some theoretical arguments are given alongside discussion of observational and modelling results. We include consideration of climate model skill and statistical aspects of the problem linking the distribution of climate variables to the extremes.

Run‐of‐river power plants in Alpine regions: Whither optimal capacity?

AbstractAlthough run‐of‐river hydropower represents a key source of renewable energy, it cannot prevent stresses on river ecosystems and human well‐being. This is especially true in Alpine regions, where the outflow of a plant is placed several kilometers downstream of the intake, inducing the depletion of river reaches of considerable length. Here multiobjective optimization is used in the design of the capacity of run‐of‐river plants to identify optimal trade‐offs between two contrasting objectives: the maximization of the profitability and the minimization of the hydrologic disturbance between the intake and the outflow. The latter is evaluated considering different flow metrics: mean discharge, temporal autocorrelation, and streamflow variability. Efficient and Pareto‐optimal plant sizes are devised for two representative case studies belonging to the Piave river (Italy). Our results show that the optimal design capacity is strongly affected by the flow regime at the plant intake. In persistent regimes with a reduced flow variability, the optimal trade‐off between economic exploitation and hydrologic disturbance is obtained for a narrow range of capacities sensibly smaller than the economic optimum. In erratic regimes featured by an enhanced flow variability, instead, the Pareto front is discontinuous and multiple trade‐offs can be identified, which imply either smaller or larger plants compared to the economic optimum. In particular, large capacities reduce the impact of the plant on the streamflow variability at seasonal and interannual time scale. Multiobjective analysis could provide a clue for the development of policy actions based on the evaluation of the environmental footprint of run‐of‐river plants.

Persistence, Capital Account Openness, and Financial Sector Health in Exchange Rate Regime Choice

This paper investigates empirically the persistence in exchange rate regimes as well as the role of capital account openness and financial sector health (measured by financial development and financial sector fragility) in exchange rate regime determination for a panel of 143 countries covering the post-Bretton Woods period. The results demonstrate that while low- and high-income countries exhibit highly persistent exchange rate regimes, middle-income countries display relatively lower persistence. For middle-income countries, capital account openness and the level of financial development play important roles in exchange rate regime choice. The fragility of the financial sector does not affect the exchange rate regime determination.

Surface Wind-Speed Statistics Modelling: Alternatives to the Weibull Distribution and Performance Evaluation

Wind-speed statistics are generally modelled using the Weibull distribution. However, the Weibull distribution is based on empirical rather than physical justification and might display strong limitations for its applications. Here, we derive wind-speed distributions analytically with different assumptions on the wind components to model wind anisotropy, wind extremes and multiple wind regimes. We quantitatively confront these distributions with an extensive set of meteorological data (89 stations covering various sub-climatic regions in France) to identify distributions that perform best and the reasons for this, and we analyze the sensitivity of the proposed distributions to the diurnal to seasonal variability. We find that local topography, unsteady wind fluctuations as well as persistent wind regimes are determinants for the performances of these distributions, as they induce anisotropy or non-Gaussian fluctuations of the wind components. A Rayleigh–Rice distribution is proposed to model the combination of weak isotropic wind and persistent wind regimes. It outperforms all other tested distributions (Weibull, elliptical and non-Gaussian) and is the only proposed distribution able to catch accurately the diurnal and seasonal variability.

Enhanced gas recovery with CO2 sequestration: The effect of medium heterogeneity on the dispersion of supercritical CO2–CH4

Reinjection of CO2 into producing natural gas reservoirs is considered as a promising technology to improve gas recovery, mitigate atmospheric emissions and control climate change. However, natural gas and CO2 are miscible at reservoir conditions and could result in CO2 contamination of produced natural gas. This mixing process and consequently the viability of Enhanced Gas Recovery (EGR) projects can be quantitatively determined by reservoir simulations – such simulations require a description of gas dispersion. Here we conduct fluid transport experiments through carbonate and sandstone rock cores at various reservoir conditions to evaluate the effect of medium heterogeneity on the dispersion between supercritical CO2 and CH4, accounting for erroneous contributions from entrance/exit and gravitational effects. Early breakthrough and long-tailed profiles are observed for one of the carbonate cores (Ketton) which is attributed to the existence of intra-grain micro-pores, which results in a persistent pre-asymptotic transport regime. Thus a revised model (Mobile-Immobile Model) was successfully used for this core to obtain dispersion coefficients characteristic of the eventual asymptotic regime. Both heterogeneous carbonate rocks considered exhibit higher dispersion than that observed in previously-measured homogeneous sandstone cores (Honari et al., 2013). The power law describing the dependency of dispersion coefficient on Péclet number at comparatively high interstitial displacement velocities gave an exponent of 1.2 for sandstones and 1.4 for carbonates, consistent with literature predictions (Bijeljic and Blunt, 2006; Bijeljic et al., 2011) based on pore-scale simulations.

Physical forcings and intense shelf–slope fluxes of particulate matter in the halocline waters of the Canadian Beaufort Sea during winter

Resolving the mechanisms that support the transfer of particulate matter across the shelf–slope interface is a key issue for the sustainable development of marine resources along continental margins. A better comprehension of shelf–slope exchanges is particularly needed in the Arctic Ocean given the intensification of human activities and rapid environmental changes in this region. Here, we use three years of physical and biogeochemical data collected with tautline moorings deployed from September 2009 to August 2012 over the slope of the Mackenzie Shelf to identify the processes that drive the lateral transport of particulate matter off the shelf. The main dataset consists of particle flux time-series collected with automated sediments traps deployed on moorings at ~80 and ~180m depth over the mid-slope. We detected a strong vertical discrepancy in the magnitude of particulate mass fluxes that were 20–600% higher at ~180m than at ~80m, and up to ~1500% greater during the winter season alone. The high fluxes at ~180m depth were linked to several sedimentation events occurring from November to May each year, which were not captured by the upper ~80m traps. These differences corroborate previous studies that documented active transport of resuspended material near the bottom across the shelf-break and in the mid-water column over the slope. Consideration of particle fluxes along with synchronous current time-series, water column properties and meteorological data revealed that thermohaline convection and storm winds act as the main mechanisms underlying resuspension and transport processes. Their combination drives mesoscale eddy formation, downwelling flows and current surges that are characterized by moderate to high velocities (~20–80cms−1) sufficient to mobilize sediments. Turbidity near the shelf-break and particle fluxes over the slope were particularly enhanced in winter 2011 (mass fluxes up to ~2gm−2d−1) when a persistent downwelling-favorable wind regime and a large production of winter water were observed. Overall, the amount of winter water events correlated significantly (R2=0.76) with the magnitude of mass fluxes collected at ~180m. Our analysis revealed a complex pattern of mean currents over the slope facilitating instabilities, frontal structures, shear and eddying motion. Additional work is needed on erosion mechanisms in the bottom boundary layer and their relationship to regional and mesoscale circulation and eddy activity over the upper slope.

An early warning indicator for atmospheric blocking events using transfer operators.

The existence of persistent midlatitude atmospheric flow regimes with time-scales larger than 5-10 days and indications of preferred transitions between them motivates to develop early warning indicators for such regime transitions. In this paper, we use a hemispheric barotropic model together with estimates of transfer operators on a reduced phase space to develop an early warning indicator of the zonal to blocked flow transition in this model. It is shown that the spectrum of the transfer operators can be used to study the slow dynamics of the flow as well as the non-Markovian character of the reduction. The slowest motions are thereby found to have time scales of three to six weeks and to be associated with meta-stable regimes (and their transitions) which can be detected as almost-invariant sets of the transfer operator. From the energy budget of the model, we are able to explain the meta-stability of the regimes and the existence of preferred transition paths. Even though the model is highly simplified, the skill of the early warning indicator is promising, suggesting that the transfer operator approach can be used in parallel to an operational deterministic model for stochastic prediction or to assess forecast uncertainty.

A Linear/Producer/Consumer Model of Classical Linear Logic

This paper defines a new proof- and category-theoretic framework for classical linear logic that separates reasoning into one linear regime and two persistent regimes corresponding to ! and ?. The resulting linear/producer/consumer (LPC) logic puts the three classes of propositions on the same semantic footing, following Benton's linear/non-linear formulation of intuitionistic linear logic. Semantically, LPC corresponds to a system of three categories connected by adjunctions reflecting the linear/producer/consumer structure. The paper's metatheoretic results include admissibility theorems for the cut and duality rules, and a translation of the LPC logic into category theory. The work also presents several concrete instances of the LPC model.

Global regime shift dynamics of catastrophic sea urchin overgrazing

A pronounced, widespread and persistent regime shift among marine ecosystems is observable on temperate rocky reefs as a result of sea urchin overgrazing. Here, we empirically define regime-shift dynamics for this grazing system which transitions between productive macroalgal beds and impoverished urchin barrens. Catastrophic in nature, urchin overgrazing in a well-studied Australian system demonstrates a discontinuous regime shift, which is of particular management concern as recovery of desirable macroalgal beds requires reducing grazers to well below the initial threshold of overgrazing. Generality of this regime-shift dynamic is explored across 13 rocky reef systems (spanning 11 different regions from both hemispheres) by compiling available survey data (totalling 10 901 quadrats surveyed in situ ) plus experimental regime-shift responses (observed during a total of 57 in situ manipulations). The emergent and globally coherent pattern shows urchin grazing to cause a discontinuous ‘catastrophic’ regime shift, with hysteresis effect of approximately one order of magnitude in urchin biomass between critical thresholds of overgrazing and recovery. Different life-history traits appear to create asymmetry in the pace of overgrazing versus recovery. Once shifted, strong feedback mechanisms provide resilience for each alternative state thus defining the catastrophic nature of this regime shift. Importantly, human-derived stressors can act to erode resilience of desirable macroalgal beds while strengthening resilience of urchin barrens, thus exacerbating the risk, spatial extent and irreversibility of an unwanted regime shift for marine ecosystems.

Considerations on Desertification Phenomenon in Oltenia

The paper analyses the desertification phenomena in Oltenia, which have been more intense after 1990. Significant references are also made to the overall aspect for the entire country. The droughty periods have different meteorological characteristics compared to the last century such as: their association with intense heat waves, intensity and important areas of extension. These were caused by stable and persistent anticyclonic regimes which affected most part of the European continent. The paper is a part of series of extended studies on climate variability in Oltenia (Bogdan and Niculescu, 1999, Bogdan and Marinica, 2007, Marinica and Marinica, 2010; Marinica, 2006, 2009). The paper is useful to students, master graduates and to all specialists in climatology.

Simulating weather regimes: impact of stochastic and perturbed parameter schemes in a simple atmospheric model

Representing model uncertainty is important for both numerical weather and climate prediction. Sto- chastic parametrisation schemes are commonly used for this purpose in weather prediction, while perturbed param- eter approaches are widely used in the climate community. The performance of these two representations of model uncertainty is considered in the context of the idealised Lorenz '96 system, in terms of their ability to capture the observed regime behaviour of the system. These results are applicable to the atmosphere, where evidence points to the existence of persistent weather regimes, and where it is desirable that climate models capture this regime behav- iour. The stochastic parametrisation schemes considerably improve the representation of regimes when compared to a deterministic model: both the structure and persistence of the regimes are found to improve. The stochastic para- metrisation scheme represents the small scale variability present in the full system, which enables the system to explore a larger portion of the system's attractor, improv- ing the simulated regime behaviour. It is important that temporally correlated noise is used in the stochastic para- metrisation—white noise schemes performed similarly to the deterministic model. In contrast, the perturbed param- eter ensemble was unable to capture the regime structure of the attractor, with many individual members exploring only one regime. This poor performance was not evident in other climate diagnostics. Finally, a 'climate change' experiment

River flow regimes and vegetation dynamics along a river transect

Ecohydrological processes occurring within fluvial landscapes are strongly affected by natural streamflow variability. In this work the patterns of vegetation biomass in two rivers characterized by contrasting flow regimes were investigated by means of a comprehensive stochastic model which explicitly couples catchment-scale hydroclimatic processes, morphologic attributes of the river transect and in-stream bio-ecological features. The hydrologic forcing is characterized by the probability distribution (pdf) of streamflows and stages resulting from stochastic precipitation dynamics, rainfall-runoff transformation and reach scale morphologic attributes. The model proved able to reproduce the observed pdf of river flows and stages, as well as the pattern of exposure/inundation along the river transect in both regimes. Our results suggest that in persistent regimes characterized by reduced streamflow variability, mean vegetation biomass is chiefly controlled by the pattern of groundwater availability along the transect, leading to a marked transition between aquatic and terrestrial environments. Conversely, erratic regimes ensure wider aquatic–terrestrial zones in which optimal elevation ranges for species with different sensitivity to flooding and access to groundwater are separated. Patterns of mean biomass in erratic regimes were found to be more sensitive to changes in the underlying hydroclimatic conditions, notwithstanding the reduced responsiveness of the corresponding flow regimes. The framework developed highlights the important role played by streamflow regimes in shaping riverine environments, and may eventually contribute to identifying the influence of landscape, climate and morphologic features on in-stream ecological dynamics.

Flow regime shifts in the Little Piney creek (US)

Non-stationarity of climate drivers and soil-use strongly affects the hydrologic cycle, producing significant inter-annual and multi-decadal fluctuations of river flow regimes. Understanding the temporal trajectories of hydrologic regimes is a key issue for the management of freshwater ecosystems and the security of human water uses. Here, long-term changes in the seasonal flow regime of the Little Piney creek (US) are analyzed with the aid of a stochastic mechanistic approach that expresses analytically the streamflow distribution in terms of a few measurable hydroclimatic parameters, providing a basis for assessing the impact of climate and landscape modifications on water resources. Mean rainfall and streamflow rates exhibit a pronounced inter-annual variability across the last century, though in the absence of clear sustained drifts. Long-term modifications of streamflow regimes across different periods of 2 and 8years are likewise significant. The stochastic model is able to reasonably reproduce the observed 2-years and 8-years regimes in the Little Piney creek, as well as the corresponding inter-annual variations of streamflow probability density. The study evidences that a flow regime shift occurred in the Little Piney creek during the last century, with erratic regimes typical of the 30s/40s that had been progressively replaced by persistent flow regimes featured by more dumped streamflow fluctuations. Causal drivers of regime shift are identified as the increase of the frequency of events (a byproduct of climate variability) and the decrease of recession rates (induced by a decrease of cultivated lands). The approach developed offers an objective basis for the analysis and prediction of the impact of climate/landscape change on water resources.

Response of North Atlantic Ocean Circulation to Atmospheric Weather Regimes

Abstract A new framework is proposed for investigating the atmospheric forcing of North Atlantic Ocean circulation. Instead of using classical modes of variability, such as the North Atlantic Oscillation (NAO) or the east Atlantic pattern, the weather regimes paradigm was used. Using this framework helped avoid problems associated with the assumptions of orthogonality and symmetry that are particular to modal analysis and known to be unsuitable for the NAO. Using ocean-only historical and sensitivity experiments, the impacts of the four winter weather regimes on horizontal and overturning circulations were investigated. The results suggest that the Atlantic Ridge (AR), negative NAO (NAO−), and positive NAO (NAO+) regimes induce a fast (monthly-to-interannual time scales) adjustment of the gyres via topographic Sverdrup dynamics and of the meridional overturning circulation via anomalous Ekman transport. The wind anomalies associated with the Scandinavian blocking regime (SBL) are ineffective in driving a fast wind-driven oceanic adjustment. The response of both gyre and overturning circulations to persistent regime conditions was also estimated. AR causes a strong, wind-driven reduction in the strengths of the subtropical and subpolar gyres, while NAO+ causes a strengthening of the subtropical gyre via wind stress curl anomalies and of the subpolar gyre via heat flux anomalies. NAO− induces a southward shift of the gyres through the southward displacement of the wind stress curl. The SBL is found to impact the subpolar gyre only via anomalous heat fluxes. The overturning circulation is shown to spin up following persistent SBL and NAO+ and to spin down following persistent AR and NAO− conditions. These responses are driven by changes in deep water formation in the Labrador Sea.

Bayesian estimation of smoothly mixing time-varying parameter GARCH models

Smoothly time-varying (TV) GARCH models via an asymmetric logistic function mechanism are proposed, which are incorporated into the conditional volatility equation for capturing smooth structural breaks in the volatility of financial time series. The proposed models allow smooth transitions of varying “speed” between multiple, persistent regimes. A Bayesian computational method is employed to identify the locations of smooth structural transitions, and for estimation and inference, simultaneously accounting for heteroskedasticity. An informative prior is proposed to help ensure identification and allow accurate inference. The proposed methods are illustrated using simulated data, and an empirical study provides evidence for significant improvements in fit for the proposed smooth asymmetric time-varying volatility TV-GARCH models in two international stock market return series. A forecast study shows the proposed models significantly add to forecast accuracy for both volatility and Value-at-Risk.

Behavioral learning equilibria

We propose behavioral learning equilibria, where boundedly rational agents learn to use a simple univariate linear forecasting rule with correctly specified unconditional mean and first-order autocorrelation. In the long run, agents learn the best univariate linear forecasting rule, without fully recognizing the more complex structure of the economy. An important feature of behavioral learning equilibria is simplicity and parsimony, which makes coordination of individual expectations on such an aggregate outcome more likely. In a first application, an asset pricing model driven by AR(1)AR(1) dividends, a unique behavioral learning equilibrium exists characterized by high persistence and excess volatility, and it is stable under learning. In a second application, the New Keynesian Phillips curve, multiple equilibria coexist, learning exhibits path dependence and inflation may switch between low and high persistence regimes.

The US monetary performance prior to the 2008 crisis

This article uses a Structural Vector Autoregressive (SVAR) approach to study the different shocks to the monetary performance in the two decades of the US economy prior to the 2008 financial crisis. By using the Federal Fund Rate as a measure of change in the monetary policy, this study shows that interest rate expectation is informative about the future movement of Federal Fund Rate and the anticipated monetary policy should be one of the crucial reasons in causing monetary and financial deterioration in the US economy. This article discusses a possible conjecture of a low interest rate trap when a persistent and prolonged low interest rate regime led to financial instability.

Resilience of river flow regimes

Landscape and climate alterations foreshadow global-scale shifts of river flow regimes. However, a theory that identifies the range of foreseen impacts on streamflows resulting from inhomogeneous forcings and sensitivity gradients across diverse regimes is lacking. Here, we derive a measurable index embedding climate and landscape attributes (the ratio of the mean interarrival of streamflow-producing rainfall events and the mean catchment response time) that discriminates erratic regimes with enhanced intraseasonal streamflow variability from persistent regimes endowed with regular flow patterns. Theoretical and empirical data show that erratic hydrological regimes typical of rivers with low mean discharges are resilient in that they hold a reduced sensitivity to climate fluctuations. The distinction between erratic and persistent regimes provides a robust framework for characterizing the hydrology of freshwater ecosystems and improving water management strategies in times of global change.

A volcanically triggered regime shift in the subpolar North Atlantic Ocean as a possible origin of the Little Ice Age

Abstract. Among the climatological events of the last millennium, the Northern Hemisphere Medieval Climate Anomaly succeeded by the Little Ice Age are of exceptional importance. The origin of these regional climate anomalies remains a subject of debate and besides external influences like solar and volcanic activity, internal dynamics of the climate system might have also played a dominant role. Here, we present transient last millennium simulations of the fully coupled model of intermediate complexity Climber 3α forced with stochastically reconstructed wind-stress fields. Our results indicate that short-lived volcanic eruptions might have triggered a cascade of sea ice–ocean feedbacks in the North Atlantic, ultimately leading to a persistent regime shift in the ocean circulation. We find that an increase in the Nordic Sea sea-ice extent on decadal timescales as a consequence of major volcanic eruptions in our model leads to a spin-up of the subpolar gyre and a weakened Atlantic meridional overturning circulation, eventually causing a persistent, basin-wide cooling. These results highlight the importance of regional climate feedbacks such as a regime shift in the subpolar gyre circulation for understanding the dynamics of past and future climate.