Fluctuations of finite-time Lyapunov exponents in an intermediate-complexity atmospheric model: a multivariate and large-deviation perspective

Kwasniok, Frank

The stability properties as characterized by the fluctuations of finite-time Lyapunov exponents around their mean values are investigated in a three-level quasi-geostrophic atmospheric model with realistic mean state and variability. Firstly, the covariance structure of the fluctuation field is examined. In order to identify dominant patterns of collective excitation, an empirical orthogonal function (EOF) analysis of the fluctuation field of all of the finite-time Lyapunov exponents is performed. The three leading modes are patterns where the most unstable Lyapunov exponents fluctuate in phase. These modes are virtually independent of the integration time of the finite-time Lyapunov exponents. Secondly, large-deviation rate functions are estimated from time series of finite-time Lyapunov exponents based on the probability density functions and using the Legendre transform method. Serial correlation in the time series is properly accounted for. A large-deviation principle can be established for all of the Lyapunov exponents. Convergence is rather slow for the most unstable exponent, becomes faster when going further down in the Lyapunov spectrum, is very fast for the near-neutral and weakly dissipative modes, and becomes slow again for the strongly dissipative modes at the end of the Lyapunov spectrum. The curvature of the rate functions at the minimum is linked to the corresponding elements of the diffusion matrix. Also, the joint large-deviation rate function for the first and the second Lyapunov exponent is estimated.

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Kwasniok, Frank: Fluctuations of finite-time Lyapunov exponents in an intermediate-complexity atmospheric model: a multivariate and large-deviation perspective. 2019. Copernicus Publications.

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Rechteinhaber: Frank Kwasniok

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