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Evaluation of conditional non-linear optimal perturbation obtained by an ensemble-based approach using the Lorenz-63 model Cover

Evaluation of conditional non-linear optimal perturbation obtained by an ensemble-based approach using the Lorenz-63 model

Open Access
|Dec 2014

Figures & Tables

Fig. 1

The probability distribution function of prediction error when the model prediction time is set to 0.2 time units. The red bar represents the probability when the prediction errors are greater than 2.794000, while the maximum value of the prediction error of the exhaustive attack method is 2.794695.

Fig. 2

Same as Fig. 1, except that the model prediction time is set to (a) 0.5, (b) 1.0, (c) 2.0 and (d) 3.0 time units. The red bar represents the probability when the prediction errors are greater than (a) 50.25, (b) 58.00, (c) 68.10 and (d) 87.70, respectively.

Table 1. CNOP-Ps with respect to an increasing model prediction time when the initial condition is fixed at (0.0, 1.0, 0.0)

Prediction time (time unit(s))Maximum prediction errorConditional non-linear optimal perturbation of parameter (σ′/σ, r′/r, b′/b)
0.550.29834(5.166220 E − 02, 8.557348 E − 02, −2.863084 E − 03)1.058.05844(−4.357523 E − 02, −8.960319 E − 02, 8.512808 E − 03)2.068.19016(−3.291568 E − 02, −9.348051 E − 02, 1.333990 E − 02)3.087.75441(−2.160796 E − 02, −9.635826 E − 02, 1.575380 E − 02)
Fig. 3

Same as Fig. 1, except that the critical constraint value is set to (a) 0.01, (b) 0.05 and (c) 0.20. The red bar represents the probability when the prediction errors are greater than (a) 0.2594, (b) 1.3400 and (c) 6.0800, respectively.

Table 2. CNOP-Ps with respect to a varying critical constraint value when the prediction time is set to 0.2 time units and the model initial condition is fixed at (0.0, 1.0, 0.0)

δInitial random prediction errorMaximum prediction errorConditional non-linear optimal perturbation of parameter (CNOP-P)
0.013.420223 E − 020.2595067(5.920789 E − 03, 8.058799 E − 03, −4.983945 E − 06)0.050.17109821.340678(2.960444 E − 02, 4.029363 E − 02, −2.490810 E − 05)0.10.34241222.794697(5.921009 E − 02, 8.058637 E − 02, −4.911502 E − 05)0.20.68567516.082323(1.184327 E − 01, 1.611635 E − 01, −9.726922 E − 05)
Fig. 4

Same as Fig. 1, except that the initial condition is set to (a) (1.0, 1.0, −1.0), (b) (5.0, 5.0, 5.0) and (c) (−10.0, −10.0, −10.0). The red bar represents the probability when the prediction errors are greater than (a) 6.49, (b) 17.95 and (c) 20.17, respectively.

Table 3. CNOP-Ps with respect to different initial conditions when the prediction time is set to 0.2 time units

Initial conditions (x0, y0, z0)Maximum prediction errorConditional non-linear optimal perturbation of parameter (σ′/σ, r′/r, b′/b)
(1.0, 1.0, −1.0)6.493985(3.640889 E − 02, 9.313641 E − 02, −5.553383 E − 05)(5.0, 5.0, 5.0)17.96980(2.122251 E − 02, 9.770686 E − 02, −1.724857 E − 03)(−10.0, −10.0, −10.0)20.19837(2.615064 E − 02, 9.611105 E − 02, −8.877495 E − 03)

Table 4. Optimised parameter values and corresponding optimised prediction errors with the prediction time set to 2.0 time units when random errors of different variances are added to the observations

Variance of observation errorsOptimised prediction errorOptimised parameter values (σ, r, b)Number of iteration
0.013.258717(11.59596, 31.88207, 2.862262)130.044.851858(11.59111, 31.74486, 2.867236)130.097.159717(11.57233, 31.63118, 2.867709)13

[i] The prediction error before optimisation is 114.3052.

Table 5. Optimised parameter values and corresponding optimised cost functions with the prediction time set to 0.2 time units and the critical constraint δ set to 0.30

Parameter estimatedOptimised cost functionOptimised parameter values , r, b)Number of iteration
(σ, r)2.698106 E − 04(11.49159, 32.01515, 8/3)9(σ, b)3.031157 E + 00(13.00000, 28, 2.665819)1(r, b)5.351562 E − 01(10, 23.85923, 3.362714)18, r, b)2.717061 E − 04(11.49203, 32.01417, 2.666177)10

[i] The cost function and parameter values before optimisation are 3.853652 E + 01 and (10, 28, 8/3), respectively, while the true parameter values are (11.5, 32.0, 2.87).

Table 6. Local CNOP-Ps with respect to an increasing model prediction time when the model initial condition is fixed at (0.0, 1.0, 0.0)

Prediction time (time unit(s)) Local maximum prediction error Local conditional non-linear optimal perturbation of parameter (σ′/σ, r′/r, b′/b)
0.548.77164(−5.727754 E − 02, −8.192971 E − 02, 2.608925 E − 03)1.056.57906(4.356946 E − 02, 8.968048 E − 02, −7.688598 E − 03)2.067.49694(3.075451 E − 02, 9.356575 E − 02, −1.730929 E − 02)3.077.14283(1.979255 E − 02, 9.762610 E − 02, −8.797674 E − 03)
Language: English
Page range: 22773 - 22773
Submitted on: Sep 6, 2013
Accepted on: Jan 5, 2014
Published on: Dec 1, 2014
Published by: Stockholm University Press
In partnership with: Paradigm Publishing Services

© 2014 Xudong Yin, Bin Wang, Juanjuan Liu, Xiaowei Tan, published by Stockholm University Press
This work is licensed under the Creative Commons Attribution 4.0 License.