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Calhoun: The NPS Institutional Archive Faculty and Researcher Publications Faculty and Researcher Publications 2004 Spectral representation in oceanography: observation and modeling Chu, P.C. Chu, P.C., and L.M. Ivanov, Spectral representation in oceanography: observation and modeling, First Annual Asia-Oceanic Geophysical Society Conference, Singapore, 5-9 July 2004 (invited). http://hdl.handle.net/10945/42431

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Page 1: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Calhoun: The NPS Institutional Archive

Faculty and Researcher Publications Faculty and Researcher Publications

2004

Spectral representation in

oceanography: observation and modeling

Chu, P.C.

Chu, P.C., and L.M. Ivanov, Spectral representation in oceanography: observation and

modeling, First Annual Asia-Oceanic Geophysical Society Conference, Singapore, 5-9 July

2004 (invited).

http://hdl.handle.net/10945/42431

Page 2: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Spectral Representation in OceanographyObservation and Modeling

Peter C ChuNaval Postgraduate School

Monterey, CA [email protected]

http://www.oc.nps.navy.mil/~chu

Page 3: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Part-1 Optimal Spectral Decomposition (OSD)

Page 4: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

References Chu, P.C., L.M. Ivanov, T.P. Korzhova, T.M. Margolina, and O.M. Melnichenko, 2003a: Analysis of sparse and noisy ocean current data using flow decomposition. Part 1: Theory. Journal of Atmospheric and Oceanic Technology, 20 (4), 478-491.

Chu, P.C., L.M. Ivanov, T.P. Korzhova, T.M. Margolina, and O.M. Melnichenko, 2003b: Analysis of sparse and noisy ocean current data using flow decomposition. Part 2: Application to Eulerian and Lagrangian data. Journal of Atmospheric and Oceanic Technology, 20 (4), 492-512.

Chu, P.C., L.M. Ivanov, and T.M. Margolina, 2004: Rotation method for reconstructing process and field from imperfect data. International Journal of Bifurcation and Chaos, in press.

Page 5: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Observational Data (Sparse and Noisy)

Page 6: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Most Popular Method for Ocean Data Analysis: Optimum Interpolation (OI)

Page 7: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Three Necessary Conditions For the OI Method

(1) First guess field

(2) Autocorrelation functions

(3) Low noise-to-signal ratio

Page 8: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Ocean velocity data

(1) First guess field (?)

(2) Unknown autocorrelation function

(3) High noise-to-signal ratio

Page 9: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

It is not likely to use the OI method to process ocean velocity data.

Page 10: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Spectral Representation - a Possible Alternative Method

Page 11: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Two approaches to obtain basis functions

EOFs

Eigenfunctions of Laplace Operator

Page 12: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Spectral Representation for Velocity

Page 13: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Flow Decomposition

2 D Flow (Helmholtz)

3D Flow (Toroidal & Poloidal): Very popular in astrophysics

Page 14: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

3D Incompressible Flow When

We have

Page 15: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Flow Decomposition

Page 16: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Boundary Conditions

Page 17: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Basis Functions (Closed Basin)

Page 18: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Basis Functions (Open Boundaries)

Page 19: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Spectral Decomposition

Page 20: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Optimal Mode Truncation

Page 21: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Vapnik (1983) Cost Function

Page 22: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Optimal Truncation

Gulf of Mexico, Monterey Bay, Louisiana-Texas Shelf

Kopt = 40, Mopt = 30

Page 23: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Determination of Spectral Coefficients (Ill-Posed Algebraic Equation)

Page 24: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Rotation Method (Chu et al., 2004)

Page 25: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Part-2 Application in Data Analysis Current Reversal in Louisiana-Texas Continental Shelf (LTCS)

Page 26: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

ReferenceChu, P.C., L.M. Ivanov, and O.V. Melnichenko, 2004: Fall-winter current reversals on the Taxes-Lousianacontinental shelf, Journal of Physical Oceanography, in press.

Page 27: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Ocean Velocity Data 31 near-surface (10-14 m) current meter moorings during LATEX from April 1992 to November 1994

Drifting buoys deployed at the first segment of the Surface Current and Lagrangian-drift Program (SCULP-I) from October 1993 to July 1994.

Page 28: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Surface Wind Data

7 buoys of the National Data Buoy Center (NDBC) and industry (C-MAN) around LATEX area

Page 29: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Moorings and Buoys

Page 30: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Reconstructed and observed circulations at Station-24.

Page 31: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

LTCS current reversal detected from SCULP-I drift trajectories.

Page 32: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Probability of TLCS Current Reversal for Given Period (T)

n0 ~0-current reversal n1~ 1-current reversaln2~ 2-current reversalsm ~ all realizations

Page 33: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Fitting the Poison Distribution

µ is the mean number of reversal for a single time interval

µ ~ 0.08

Page 34: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Dependence of P0, P1, P2 on T

For observational periods larger than 20 days, the probability for no currentreversal is less than 0.2.

For 15 day observational period, the probability for 1-reversal reaches 0.5

Data – Solid CurvePoison Distribution Fitting –Dashed Curve

Page 35: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Time Interval between Successive Current Reversals (not a Rare Event)

Page 36: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

LTCS current reversal detected from the reconstructed velocity data

December 30, 1993

January 3, 1994

January 6, 1994

Page 37: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

EOF Analysis of the Reconstructed Velocity Filed

0.81.10.76

2.31.41.15

4.63.31.44

6.95.63.93

9.39.510.12

74.477.180.21

10/05/94-11/29/9412/19/93-04/17/9401/21/93-05/21/93

Variance (%)EOF

Page 38: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Mean and First EOF Mode

Page 39: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Mean Circulation

1. First Period (01/21-05/21/93)

2. Second Period 12/19/93-04/17/94)

3. Third Period (10/05-11/29/94)

Page 40: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

EOF1

1. First Period (01/21-05/21/93)

2. Second Period 12/19/93-04/17/94)

3. Third Period (10/05-11/29/94)

Page 41: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Calculated A1(t) Using Current Meter Mooring (solid)and SCULP-1Drifters (dashed)

Page 42: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

8 total reversals observed

Uals ~ alongshore wind

Page 43: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Morlet Wavelet

A1(t)

Uals

Page 44: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Regression betweenA1(t) and Surface Winds

Solid Curve (reconstructed)Dashed Curve (predicted using winds)

Page 45: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Part-3 Application in Modeling

Page 46: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

How Long Can a Model Predict?

Page 47: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

ReferencesChu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric model to various amplitude perturbations. Journal of the Atmospheric Sciences, 59, 2860-2873.Chu, P.C., L.M. Ivanov, C.W. Fan, 2002: Backward Fokker-Planck equation for determining model valid prediction period. Journal of Geophysical Research, 107, C6, 10.1029/2001JC000879.Chu, P.C., L. Ivanov, L. Kantha, O. Melnichenko, and Y. Poberezhny, 2002: Power law decay in model predictability skill. GeophysicalResearch Letters, 29 (15), 10.1029/2002GLO14891. Chu, P.C., L.M. Ivanov, L.H. Kantha, T.M. Margolina, and O.M. Melnichenko, and Y.A, Poberenzhny, 2004: Lagrangian predictabiltyof high-resolution regional ocean models. Nonlinear Processes in Geophysics, 11, 47-66.

Page 48: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Physical Reality

Y

Physical Law: dY/dt = h(y, t)

Initial Condition: Y(t0) = Y0

Page 49: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Atmospheric & Oceanic Models

X is the prediction of Y

d X/ dt = f(X, t) + q(t) X

Initial Condition: X(t0) = X0

Stochastic Forcing: <q(t)> = 0<q(t)q(t’)> = q2δ(t-t’)

Page 50: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Model Error

Z = X – Y

Initial: Z0 = X0 - Y0

Page 51: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Valid Prediction Period (VPP)

VPP is defined as the time period when the prediction error first exceeds a pre-determined criterion (i.e., the tolerance level ε).

VPP is the First-Passage Time

Page 52: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

VPP

Page 53: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Conditional Probability Density Function

Initial Error: Z0

(t – t0) Random Variable

Conditional PDF of (t – t0) with given Z0

P[(t – t0) |Z0]

Page 54: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Two Approaches to Obtain PDF of VPP

Analytical (Backward Fokker-Planck Equation)

Practical (Optimum Spectral Analysis)

Page 55: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Analytical Approach

Backward Fokker-Planck Equation

Page 56: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Backward Fokker-Planck Equation

Model Physics Stochastic Forcing

Page 57: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Moments

Page 58: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Example: One Dimensional Error (Nicolis 1992), Population (ecology), or General Production (economics) Models

1D Dynamical System (Maximum Growing Maniford of Lorenz System)

Page 59: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Mean and Variance of VPP

Page 60: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Analytical Solutions

Page 61: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Dependence of tau1 & tau2 on Initial Condition Error ( )

Page 62: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Practical Approach

Optimum Spectral Decomposition (OSD)

Page 63: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Gulf of Mexico Forecast System

University of Colorado Version of POM1/12o ResolutionReal-Time SSH Data (TOPEX, ESA ERS-1/2) AssimilatedReal Time SST Data (MCSST, NOAA AVHRR) AssimilatedSix Months Four-Times Daily Data From July 9, 1998 for Verification

Page 64: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Model Generated Velocity Vectors at 50 m on 00:00 July 9, 1998

Page 65: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

(Observational) Drifter Data at 50 m on 00:00 July 9, 1998

Page 66: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Reconstructed Drift Data at 50 m on 00:00 July 9, 1998 Using the OSD Method (Chu et al. 2002 a, b, JTECH)

Page 67: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Error Mean and Variance

Error Mean

Error Variance

Page 68: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Exponential Error Growth

Classical Linear Theory

No Long-Term Predictability

Page 69: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Power Law

Long-Term Predictability May Occur

Page 70: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Statistical Characteristics of VPP

Page 71: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

Predictability Tube

Page 72: Spectral representation in oceanography: observation and ... · References Chu, P.C., L.M. Ivanov, T. M. Margolina, and O.V. Melnichenko, On probabilistic stability of an atmospheric

ConclusionsOSD is a useful tool for processing real-time velocity data with short duration and limited-area sampling.

The scheme can handle highly noisy data.

The scheme is model independent.

The scheme can be used for velocity data assimilation.

Phase Space Consideration