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

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.