Past exam of the physics of atmospheres and oceans course of the University of Oxford / 2017 / 6

Weather-forecast errors arise from uncertainty in the initial atmospheric state, including measurement noise, incomplete spatial coverage and imperfect data assimilation; from model error, including unresolved clouds, convection and turbulence, approximate physical parameterizations and imperfect boundary forcing; and from discretization, time stepping and roundoff. Sensitive dependence on initial conditions amplifies suitable small errors through nonlinear dynamics, limiting deterministic predictability even with a good model. It is an amplification mechanism rather than a separate observational noise source. Ensemble forecasts sample some initial-state and model uncertainty, but their spread need not represent every systematic error.

Expand the vector field about the reference trajectory:Over a sufficiently short interval, the tangent-linear propagator isConsequentlyIf $S=J+J^T$ has $S\mathbf{e}=\lambda \mathbf{e}$ and the perturbation is initially parallel to $\mathbf{e}$, its squared Euclidean norm obeysPositive $\lambda$ means instantaneous norm-squared growth, negative $\lambda$ decay, and zero $\lambda$ no first-order change. The corresponding norm growth rate is $\lambda /2$, not $\lambda$. These are eigenvalues of the symmetric part governing the chosen error metric, not generally the eigenvalues of the nonsymmetric Jacobian matrix or the long-time Lyapunov exponents. The direction and the reference Jacobian matrix evolve during a finite forecast.

For the instantaneous Lorenz error growth at a zero-y crossing, direct differentiation of the Lorenz system givesAt a crossing of $y=0$ its symmetric part is particularly simple:Thus a perturbation initially in the $z$ direction has norm-squared rate $-2b$ and initially decays in norm at rate $b$. The $x$-dependent couplings between $y$ and $z$ are skew-symmetric at the crossing and do not contribute to the instantaneous total norm derivative. They can rotate the perturbation later: a pure $\delta z$ immediately induces $\dot{\delta y}=-x\delta z$. It is therefore incorrect to claim that such an error remains an independently decaying $z$ mode along the complete trajectory.

For the $(x,y)$ block, the trace is $-2(\sigma +1)<0$ and the determinant is $4\sigma -(\sigma +r-z{)}^2$. A negative determinant gives one positive and one negative eigenvalue. Equivalently,In particular the requested sufficient lower-height condition isThere is also a second growth range $z>\sigma +r+2\sqrt{\sigma }$; it must not be lost by removing the absolute value. At either endpoint the largest rate is zero. Between them both block eigenvalues are negative. At a crossing in either growing range, some planar error directions have positive instantaneous exponential rate. This statement is local in time: a single instantaneous positive eigenvalue of $S$ does not prove sustained exponential error growth over an evolving Lorenz trajectory.

At the specified state, the symmetric matrix isThe planar characteristic equation is ${\lambda }^2+22\lambda -104=0$, giving $4$ and $-26$, while the third eigenvalue is $-6$. An orthonormal set of eigenvectors isWith comparable prior uncertainty in these dimensionless coordinates and equally accurate scalar observations, prioritize the growing combinationAn observation of this projection removes error in the direction that grows most strongly over a sufficiently short forecast; its norm initially grows at rate $2$ in Lorenz time units. The strongly contracting direction is a lower priority under those assumptions. This is not an observation of the absolute state amplitude alone: the relevant error projection is $(\delta x+2\delta y)/\sqrt{5}$. Anisotropic prior covariance, observation noise or a different forecast norm would modify the optimal choice; for a finite forecast the leading right singular vector of the actual propagator replaces this instantaneous direction.

If one retains the Euler approximation $A=I+J\delta t$, its exact norm matrix isThe additional term can mix the instantaneous symmetric-part eigenvectors, so they no longer generally diagonalize finite-time error amplification. However, when $\delta t^2$ is material, a reliable physical propagator must itself be calculated beyond first-order Euler: a large Euler-step amplification can be a numerical artifact. For constant $J$, the exact map is $\Phi =e^{J\Delta t}$; for a changing reference trajectory it solves $\dot{\Phi }=J(t)\Phi$, $\Phi (0)=I$.

Use its singular value decomposition, $\Phi =U\Sigma V^T$. The initial orthonormal right singular vectors ${\mathbf{v}}_i$ diagonalize ${\Phi }^T\Phi$ and satisfyA singular value $s_i>1$ gives finite-time norm growth, $s_i<1$ decay, and the leading right singular vector is the initial perturbation with greatest amplification in the stated norm. The left singular vector describes the resulting final error pattern. Non-normal dynamics can give transient growth even if every Jacobian matrix eigenvalue has negative real part, so selecting observations from those eigenvalues alone is insufficient. Over a genuinely short interval, $s_i^2=1+{\lambda }_i\delta t+O(\delta t^2)$, recovering the symmetric-part result. Initial observations should target the relevant growing right singular projections, with prior covariance and observational precision included when they are not isotropic.