Data assimilation in operator algebras.

We develop an algebraic framework for sequential data assimilation of partially observed dynamical systems. In this framework, Bayesian data assimilation is embedded in a nonabelian operator algebra, which provides a representation of observables by multiplication operators and probability densities by density operators (quantum states). In the algebraic approach, the forecast step of data assimilation is represented by a quantum operation induced by the Koopman operator of the dynamical system. Moreover, the analysis step is described by a quantum effect, which generalizes the Bayesian observational update rule. Projecting this formulation to finite-dimensional matrix algebras leads to computational schemes that are i) automatically positivity-preserving and ii) amenable to consistent data-driven approximation using kernel methods for machine learning. Moreover, these methods are natural candidates for implementation on quantum computers. Applications to the Lorenz 96 multiscale system and the El Niño Southern Oscillation in a climate model show promising results in terms of forecast skill and uncertainty quantification.

Revealing trends and persistent cycles of non-autonomous systems with autonomous operator-theoretic techniques.

An important problem in modern applied science is to characterize the behavior of systems with complex internal dynamics subjected to external forcings. Many existing approaches rely on ensembles to generate information from the external forcings, making them unsuitable to study natural systems where only a single realization is observed. A prominent example is climate dynamics, where an objective identification of signals in the observational record attributable to natural variability and climate change is crucial for making climate projections for the coming decades. Here, we show that operator-theoretic techniques previously developed to identify slowly decorrelating observables of autonomous dynamical systems provide a powerful means for identifying nonlinear trends and persistent cycles of non-autonomous systems using data from a single trajectory of the system. We apply our framework to real-world examples from climate dynamics: Variability of sea surface temperature over the industrial era and the mid-Pleistocene transition of Quaternary glaciation cycles.

Spectral analysis of climate dynamics with operator-theoretic approaches.

The Earth's climate system is a classical example of a multiscale, multiphysics dynamical system with an extremely large number of active degrees of freedom, exhibiting variability on scales ranging from micrometers and seconds in cloud microphysics, to thousands of kilometers and centuries in ocean dynamics. Yet, despite this dynamical complexity, climate dynamics is known to exhibit coherent modes of variability. A primary example is the El Niño Southern Oscillation (ENSO), the dominant mode of interannual (3-5 yr) variability in the climate system. The objective and robust characterization of this and other important phenomena presents a long-standing challenge in Earth system science, the resolution of which would lead to improved scientific understanding and prediction of climate dynamics, as well as assessment of their impacts on human and natural systems. Here, we show that the spectral theory of dynamical systems, combined with techniques from data science, provides an effective means for extracting coherent modes of climate variability from high-dimensional model and observational data, requiring no frequency prefiltering, but recovering multiple timescales and their interactions. Lifecycle composites of ENSO are shown to improve upon results from conventional indices in terms of dynamical consistency and physical interpretability. In addition, the role of combination modes between ENSO and the annual cycle in ENSO diversity is elucidated.

Extended-range statistical ENSO prediction through operator-theoretic techniques for nonlinear dynamics.

Forecasting the El Niño-Southern Oscillation (ENSO) has been a subject of vigorous research due to the important role of the phenomenon in climate dynamics and its worldwide socioeconomic impacts. Over the past decades, numerous models for ENSO prediction have been developed, among which statistical models approximating ENSO evolution by linear dynamics have received significant attention owing to their simplicity and comparable forecast skill to first-principles models at short lead times. Yet, due to highly nonlinear and chaotic dynamics (particularly during ENSO initiation), such models have limited skill for longer-term forecasts beyond half a year. To resolve this limitation, here we employ a new nonparametric statistical approach based on analog forecasting, called kernel analog forecasting (KAF), which avoids assumptions on the underlying dynamics through the use of nonlinear kernel methods for machine learning and dimension reduction of high-dimensional datasets. Through a rigorous connection with Koopman operator theory for dynamical systems, KAF yields statistically optimal predictions of future ENSO states as conditional expectations, given noisy and potentially incomplete data at forecast initialization. Here, using industrial-era Indo-Pacific sea surface temperature (SST) as training data, the method is shown to successfully predict the Niño 3.4 index in a 1998-2017 verification period out to a 10-month lead, which corresponds to an increase of 3-8 months (depending on the decade) over a benchmark linear inverse model (LIM), while significantly improving upon the ENSO predictability "spring barrier". In particular, KAF successfully predicts the historic 2015/16 El Niño at initialization times as early as June 2015, which is comparable to the skill of current dynamical models. An analysis of a 1300-yr control integration of a comprehensive climate model (CCSM4) further demonstrates that the enhanced predictability afforded by KAF holds over potentially much longer leads, extending to 24 months versus 18 months in the benchmark LIM. Probabilistic forecasts for the occurrence of El Niño/La Niña events are also performed and assessed via information-theoretic metrics, showing an improvement of skill over LIM approaches, thus opening an avenue for environmental risk assessment relevant in a variety of contexts.

Northern Hemisphere Winter Warming and Summer Monsoon Reduction after Volcanic Eruptions over the Last Millennium.

Observations show that all recent large tropical volcanic eruptions (1850-present) were followed by surface winter warming in the first Northern Hemisphere (NH) winter after the eruption. Recent studies show that climate models produce a surface winter warming response in the first winter after the largest eruptions, but require a large ensemble of simulations to see significant changes. It is also generally required that the eruption be very large, and only two such eruptions occurred in the historical period: Krakatau in 1883 and Pinatubo in 1991. Here we examine surface winter warming patterns after the 10 largest volcanic eruptions between 850 and 1850 in the Paleoclimate Modeling Intercomparison Project 3 last millennium simulations and in the Community Earth System Model Last Millennium Ensemble. These eruptions were all larger than those since 1850. Though the results depend on both the individual models and the forcing data set used, we have found that models produce a surface winter warming signal in the first winter after large volcanic eruptions, with higher temperatures over NH continents and a stronger polar vortex in the lower stratosphere. We also examined NH summer precipitation responses in the first year after the eruptions, and find clear reductions of summer Asian and African monsoon rainfall.