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Brian F. Farrell and Petros J. Ioannou

Abstract

Perturbation growth in uncertain systems associated with fluid flow is examined concentrating on deriving, solving, and interpreting equations governing the ensemble mean covariance. Covariance evolution equations are obtained for fluctuating operators and illustrative physical examples are solved. Stability boundaries are obtained constructively in terms of the amplitude and structure of operator fluctuation required for existence of bounded second-moment statistics in an uncertain system. The forced stable uncertain system is identified as a primary physical realization of second-moment dynamics by using an ergodic assumption to make the physical connection between ensemble statistics of stable stochastically excited systems and observations of time mean quantities. Optimal excitation analysis plays a central role in generalized stability theory and concepts of optimal deterministic and stochastic excitation of certain systems are extended in this work to uncertain systems. Remarkably, the optimal excitation problem has a simple solution in uncertain systems: there is a pure structure producing the greatest expected ensemble perturbation growth when this structure is used as an initial condition, and a pure structure that is most effective in exciting variance when this structure is used to stochastically force the system distributed in time.

Optimal excitation analysis leads to an interpretation of the EOF structure of the covariance both for the case of optimal initial excitation and for the optimal stochastic excitation distributed in time that maintains the statistically steady state. Concepts of pure and mixed states are introduced for interpreting covariances and these ideas are used to illustrate fundamental limitations on inverting covariances for structure in stochastic systems in the event that only the covariance is known.

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Brian F. Farrell and Petros J. Ioannou

Abstract

The problem of growth of small perturbations in fluid flow and the related problem of maintenance of perturbation variance has traditionally been studied by appeal to exponential modal instability of the flow. In the event that a flow supports an exponentially growing modal solution, the initially unbounded growth of the mode is taken as more or less compelling evidence for eventual flow breakdown. However, atmospheric flows are characterized by large thermally forced background rates of strain and are subject to perturbations that are not infinitesimal in amplitude. Under these circumstances there is an alternative mechanism for growth and maintenance of perturbation variance: amplification in a straining flow of stochastically forced perturbations in the absence of exponential instabilities. From this viewpoint the flow is regarded as a driven amplifier rather than as an unstable oscillator. We explore this mechanism using as examples unbounded constant shear and pure deformation flow for which closed-form solutions are available and neither of which supports a nonsingular mode. With diffusive dissipation we find that amplification of isotropic band-limited stochastic driving is unbounded for the case of pure deformation and bounded by a threefold increase at large shear for the case of a linear velocity profile. A phenomenological model of the contribution of linear and nonlinear damped modes to the maintenance of variance results in variance levels increasing linearly with shear. We conclude that amplification of stochastic forcing in a straining field can maintain a variance field substantially more energetic than that resulting from the same forcing in the absence of a background straining flow. Our results further indicate that existence of linear and nonlinear damped modes is important in maintaining high levels of variance by the mechanism of stochastic excitation.

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Brian F. Farrell and Petros J. Ioannou

Abstract

Minimizing forecast error requires accurately specifying the initial state from which the forecast is made by optimally using available observing resources to obtain the most accurate possible analysis. The Kalman filter accomplishes this for a wide class of linear systems, and experience shows that the extended Kalman filter also performs well in nonlinear systems. Unfortunately, the Kalman filter and the extended Kalman filter require computation of the time-dependent error covariance matrix, which presents a daunting computational burden. However, the dynamically relevant dimension of the forecast error system is generally far smaller than the full state dimension of the forecast model, which suggests the use of reduced-order error models to obtain near-optimal state estimators. A method is described and illustrated for implementing a Kalman filter on a reduced-order approximation of the forecast error system. This reduced-order system is obtained by balanced truncation of the Hankel operator representation of the full error system and is used to construct a reduced-order Kalman filter for the purpose of state identification in a time-dependent quasigeostrophic storm track model. The accuracy of the state identification by the reduced-order Kalman filter is assessed by comparison to the true state, to the state estimate obtained by the full Kalman filter, and to the state estimate obtained by direct insertion.

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Brian F. Farrell and Petros J. Ioannou

Abstract

Turbulence in fluids is commonly observed to coexist with relatively large spatial and temporal scale coherent jets. These jets may be steady, vacillate with a definite period, or be irregular. A comprehensive theory for this phenomenon is presented based on the mutual interaction between the coherent jet and the turbulent eddies. When a sufficient number of statistically independent realizations of the eddy field participate in organizing the jet a simplified asymptotic dynamics emerges with progression, as an order parameter such as the eddy forcing is increased, from a stable fixed point associated with a steady symmetric zonal jet through a pitchfork bifurcation to a stable asymmetric jet followed by a Hopf bifurcation to a stable limit cycle associated with a regularly vacillating jet and finally a transition to chaos. This underlying asymptotic dynamics emerges when a sufficient number of ensemble members is retained in the stochastic forcing of the jet but a qualitative different mean jet dynamics is found when a small number of ensemble members is retained as is appropriate for many physical systems. Example applications of this theory are presented including a model of midlatitude jet vacillation, emergence and maintenance of multiple jets in turbulent flow, a model of rapid reorganization of storm tracks as a threshold in radiative forcing is passed, and a model of the quasi-biennial oscillation. Because the statistically coupled wave–mean flow system discussed is generally globally stable this system also forms the basis for a comprehensive theory for equilibration of unstable jets in turbulent shear flow.

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Brian F. Farrell and Petros J. Ioannou

Abstract

Methods for approximating a stable linear autonomous dynamical system by a system of lower order are examined. Reducing the order of a dynamical system is useful theoretically in identifying the irreducible dimension of the dynamics and in isolating the dominant spatial structures supporting the dynamics, and practically in providing tractable lower-dimension statistical models for climate studies and error covariance models for forecast analysis and initialization. Optimal solution of the model order reduction problem requires simultaneous representation of both the growing structures in the system and the structures into which these evolve. For autonomous operators associated with fluid flows a nearly optimal solution of the model order reduction problem with prescribed error bounds is obtained by truncating the dynamics in its Hankel operator representation. Simple model examples including a reduced-order model of Couette flow are used to illustrate the theory. Practical methods for obtaining approximations to the optimal order reduction problem based on finite-time singular vector analysis of the propagator are discussed and the accuracy of the resulting reduced models evaluated.

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Nikolaos A. Bakas, Navid C. Constantinou, and Petros J. Ioannou

Abstract

Zonal jets and nonzonal large-scale flows are often present in forced–dissipative barotropic turbulence on a beta plane. The dynamics underlying the formation of both zonal and nonzonal coherent structures is investigated in this work within the statistical framework of stochastic structural stability theory (S3T). Previous S3T studies have shown that the homogeneous turbulent state undergoes a bifurcation at a critical parameter and becomes inhomogeneous with the emergence of zonal and/or large-scale nonzonal flows and that these statistical predictions of S3T are reflected in direct numerical simulations. In this paper, the dynamics underlying the S3T statistical instability of the homogeneous state as a function of parameters is studied. It is shown that, for weak planetary vorticity gradient β, both zonal jets and nonzonal large-scale structures form from upgradient momentum fluxes due to shearing of the eddies by the emerging infinitesimal flow. For large β, the dynamics of the S3T instability differs for zonal and nonzonal flows but in both the destabilizing vorticity fluxes decrease with increasing β. Shearing of the eddies by the mean flow continues to be the mechanism for the emergence of zonal jets while nonzonal large-scale flows emerge from resonant and near-resonant triad interactions between the large-scale flow and the stochastically forced eddies. The relation between the formation of large-scale structure through modulational instability and the S3T instability of the homogeneous state is also investigated and it is shown that the modulational instability results are subsumed by the S3T results.

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Nikolaos A. Bakas, Petros J. Ioannou, and George E. Kefaliakos

Abstract

Three-dimensional perturbations producing optimal energy growth in stratified, unbounded constant shear flow are determined. The optimal perturbations are intrinsically three-dimensional in structure. Streamwise rolls emerge as the optimally growing perturbations at long times, but their energy growth factor is limited by stratification to E = O(1/Ri), where Ri is the Richardson number. The perturbations that attain the greatest energy growth in the flow are combinations of Orr solutions and roll solutions that maximize their energy growth in typically O(10) advective time units. These optimal perturbations are localized in the high-shear regions of the boundary layer and are associated with strong updrafts and downdrafts that evolve into streamwise velocity streaky structures in the form of hairpin vortices in agreement with observations.

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Nikolaos A. Bakas, Navid C. Constantinou, and Petros J. Ioannou

Abstract

Zonal jets in a barotropic setup emerge out of homogeneous turbulence through a flow-forming instability of the homogeneous turbulent state (zonostrophic instability), which occurs as the turbulence intensity increases. This has been demonstrated using the statistical state dynamics (SSD) framework with a closure at second order. Furthermore, it was shown that for small supercriticality the flow-forming instability follows Ginzburg–Landau (G–L) dynamics. Here, the SSD framework is used to study the equilibration of this flow-forming instability for small supercriticality. First, we compare the predictions of the weakly nonlinear G–L dynamics to the fully nonlinear SSD dynamics closed at second order for a wide range of parameters. A new branch of jet equilibria is revealed that is not contiguously connected with the G–L branch. This new branch at weak supercriticalities involves jets with larger amplitude compared to the ones of the G–L branch. Furthermore, this new branch continues even for subcritical values with respect to the linear flow-forming instability. Thus, a new nonlinear flow-forming instability out of homogeneous turbulence is revealed. Second, we investigate how both the linear flow-forming instability and the novel nonlinear flow-forming instability are equilibrated. We identify the physical processes underlying the jet equilibration as well as the types of eddies that contribute in each process. Third, we propose a modification of the diffusion coefficient of the G–L dynamics that is able to capture the evolution of weak jets at scales other than the marginal scale (side-band instabilities) for the linear flow-forming instability.

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Navid C. Constantinou, Brian F. Farrell, and Petros J. Ioannou

Abstract

Stochastic structural stability theory (S3T) provides analytical methods for understanding the emergence and equilibration of jets from the turbulence in planetary atmospheres based on the dynamics of the statistical mean state of the turbulence closed at second order. Predictions for formation and equilibration of turbulent jets made using S3T are critically compared with results of simulations made using the associated quasi-linear and nonlinear models. S3T predicts the observed bifurcation behavior associated with the emergence of jets, their equilibration, and their breakdown as a function of parameters. Quantitative differences in bifurcation parameter values between predictions of S3T and results of nonlinear simulations are traced to modification of the eddy spectrum which results from two processes: nonlinear eddy–eddy interactions and formation of discrete nonzonal structures. Remarkably, these nonzonal structures, which substantially modify the turbulence spectrum, are found to arise from S3T instability. Formation as linear instabilities and equilibration at finite amplitude of multiple equilibria for identical parameter values in the form of jets with distinct meridional wavenumbers is verified, as is the existence at equilibrium of finite-amplitude nonzonal structures in the form of nonlinearly modified Rossby waves. When zonal jets and nonlinearly modified Rossby waves coexist at finite amplitude, the jet structure is generally found to dominate even if it is linearly less unstable. The physical reality of the manifold of S3T jets and nonzonal structures is underscored by the existence in nonlinear simulations of jet structure at subcritical S3T parameter values that are identified with stable S3T jet modes excited by turbulent fluctuations.

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Navid C. Constantinou, Brian F. Farrell, and Petros J. Ioannou

Abstract

Jets coexist with planetary-scale waves in the turbulence of planetary atmospheres. The coherent component of these structures arises from cooperative interaction between the coherent structures and the incoherent small-scale turbulence in which they are embedded. It follows that theoretical understanding of the dynamics of jets and planetary-scale waves requires adopting the perspective of statistical state dynamics (SSD), which comprises the dynamics of the interaction between coherent and incoherent components in the turbulent state. In this work, the stochastic structural stability theory (S3T) implementation of SSD for barotropic beta-plane turbulence is used to develop a theory for the jet–wave coexistence regime by separating the coherent motions consisting of the zonal jets together with a selection of large-scale waves from the smaller-scale motions that constitute the incoherent component. It is found that mean flow–turbulence interaction gives rise to jets that coexist with large-scale coherent waves in a synergistic manner. Large-scale waves that would exist only as damped modes in the laminar jet are found to be transformed into exponentially growing waves by interaction with the incoherent small-scale turbulence, which results in a change in the mode structure, allowing the mode to tap the energy of the mean jet. This mechanism of destabilization differs fundamentally and serves to augment the more familiar S3T instabilities in which jets and waves arise from homogeneous turbulence with the energy source exclusively from the incoherent eddy field and provides further insight into the cooperative dynamics of the jet–wave coexistence regime in planetary turbulence.

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