Scaling El Nino

Recently, the rock climber Alex Honnold took a route up El Capitan without ropes.There's no room to fail at that. I prefer a challenge that one can fail at, and then keep trying.  This is the ascent to conquering El Nino:

The Free-thought Route*

Χ  Base camp:  ENSO (El Nino/Southern Oscillation) is a sloshing behavior, mainly in the thermocline where the effective gravity makes it sensitive to angular momentum changes.
Χ  Faster forcing cycles reinforce against the yearly cycle, creating aliased periods. How?
Χ  Monthly lunar tidal cycles provide the aliased factors: Numbers match up perfectly.
This aliasing also works for QBO, an atmospheric analog of ENSO.
Χ  A biennial meta-stability appears to be active. Cycles reinforce on alternating years.
Χ  The well-known Mathieu modulation used for sloshing simulations also shows a biennial character.
Machine learning experiments help ferret out these patterns.
Χ  The delay differential equation formulation matches up with the biennial Mathieu modulation with a delay of one-year.  That's the intuitive yearly see-saw that is often suggested to occur.
  The Chandler wobble also shows a tidal forcing tendency, as does clearly the earth's LOD (length-of-day) variations.
Χ  Integrating the DiffEq model provides a good fit, including long-term coral proxy records
Χ  Solving the Laplace tidal equation via a Sturm-Liouville expression along the equator helps explain details of QBO and ENSO
  Close inspection of sea-level height (SLH) tidal records show evidence of both biennial and ENSO characteristics
Δ Summit: Final validation of the geophysics comparing ENSO forcing against LOD forcing.

Model fits to ENSO using a training interval

The route encountered several dead-ends with no toe-holds or hand-holds along the way (e.g. the slippery biennial phase reversal, the early attempts at applying Mathieu equation). In retrospect many of these excursions were misguided or overly complex, but eventually other observations pointed to the obvious route.

This is a magnification of the fitting contour around the best forcing period values for ENSO. These pair of peak values are each found to be less than a minute apart from the known values of the Draconic cycle (27.2122 days) and Anomalistic cycle (27.5545 days).

The forcing comes directly from the angular momentum variations in the Earth's rotation. The comparison between what the ENSO model uses and what is measured via monitoring the length-of-day (LOD) is shown below:

 

 

*  This is not the precise route I took, but how I wish it was in hindsight.

Strictly Biennial Cycles in ENSO

Continuing from a previous post describing the historical evolution of ocean dynamics and tidal theory, this paper gives an early history of ENSO [1].

The El Niño–Southern Oscillation (ENSO) is among the most pervasive natural climate oscillations on earth, affecting the web of life from plankton to people. During mature El Niño (La Niña) events, the sea surface temperature (SST) in the eastern equatorial Pacific warms (cools), leading to global-scale responses in the terrestrial biosphere transmitted through modifications of large-scale atmospheric circulation. The dynamics of—and global responses to—ENSO have been studied for nearly eight decades (Walker and Bliss 1932; Ropelewski and Halpert 1989; Kiladis and Diaz 1989; Yulaeva and Wallace 1994). Cyclic patterns in climate events have also been connected to something resembling ENSO as early as the mid-nineteenth century. Reminiscing on his 1832 visit to Argentina during his expedition on the H.M.S. Beagle, British naturalist Charles Darwin notes “[t]hese droughts to a certain degree seem to be almost periodical; I was told the dates of several others, and the intervals were about fifteen years” (Darwin 1839). Nearly 60 years later, Darwin enters into his journal “. . . variations in climate sometimes appear to be the effect of the operation of some very general cause” (Darwin 1896). Some believe this “very general cause” was actually an early piecing together of ENSO and its now notorious impact on extreme weather events in South America (Cerveny 2005). It is only a coincidence that Darwin may have been among the first to point out the cyclic nature of ENSO, and the focus of this paper is the association between ENSO and the Galápagos Islands, which also owe their fame to Darwin.

Beyond this history, the purpose of this particular paper is to investigate the mechanics behind ENSO and to isolate the "very general cause" that Darwin first hypothesized (and isn't it always the case how the most intellectually curious are at the root of scientific investigations?). According to this same paper[1], a "strictly biennial" cycle is routinely observed in ENSO when run with an ocean general circulation model (OGCM). Yet they observe correctly as quoted below that "Such strictly biennial regularity is not realistic, as ENSO in nature at present is neither perfectly regular nor significantly biennial."

Note how strong the biennial Fourier factor is in their simulation (along with the perfectly acceptable harmonic at 2/3 year which will shape the biennial into anything from a triangle to a square wave). With our ENSO model, I can easily reproduce a strictly biennial cycle just by changing the forcing from a lunar monthly cycle (incongruent with a yearly cycle) to anything that is a harmonic with the yearly cycle. So it's our claim that it's the lunar cycle that remains the key factor that changes the ENSO cycle into something that is "neither perfectly regular nor significantly biennial" in the words of the cited paper. The biennial factor is still there but it gets modified and split by the lunar cycle to the extent that no biennial factor remains in the Fourier spectra.

Yet if we look into the GCM's that researchers have developed and you will find that none have any capabilities for introducing a lunar tidal factor as a forcing.  Why is that?  Probably because someone long ago simply asserted that the lunar gravitational pull wasn't important for ENSO, contrary to its critical importance for understanding ocean tides.   So is this lunar effect really the "very general cause" that Darwin was thinking of to explain ENSO?

As a result of some intellectual curiosity to actually test the tidal forcing against a biennial modulation, I think the answer is a definitive yes. This is how sensitive the fitting of the model is to selection of the two forcing cycles

By adjusting the values progressively away from the true value for the lunar tidal cycle (27.2122 days for the Draconic cycle and 27.55455 days for the Anomalistic cycle), it will result in a smaller correlation coefficient. This doesn't happen by accident. Fitting this same model to 200 years of ENSO coral proxy data also doesn't happen by accident. And extracting precisely phased and correlated lunar cycles to the actual forcing applied to the earth's rotation also doesn't happen by accident. I think it's time for the GCM's to revisit the role of lunar forcing, just as NASA JPL was about to before they decided to pull the plug on their own lunar research initiative [2].

References

[1] K. B. Karnauskas, R. Murtugudde, and A. J. Busalacchi, “The effect of the Galápagos Islands on ENSO in forced ocean and hybrid coupled models,” Journal of Physical Oceanography, vol. 38, no. 11, pp. 2519–2534, 2008.

[2]  From a post-mortem —  "None of the peer-reviewers nor collaborators in 2006 had anticipated that the most remarkable large-scale process that we were going to find comes from ocean circulations fueled by Luni-Geo-Solar gravitational energy." 

Overturning Impulse

The only earth science class I took in college was limnology.

Of course I was a casual student of freshwater activities before that time, but certain behaviors of lakes were hammered home by taking this class. For example, the idea behind seasonal lake overturning. The overturning occurs as a singular event at a particular time of the year (monomictic once per year and dimictic twice per year, see figure to the right).

Saltwater doesn't show the same predilection for overturning as freshwater does, mainly because of the higher density differences above and below the thermocline, but the thermocline does vary, especially at latitudes located off the equator.

The ENSO model that appears so promising might be pointing to a partial overturning  showing a bimictic behavior.  The bi-prefix implies a biennial impulse that reverses direction every year, tied into a biennial Mathieu modulation associated with fluid sloshing dynamics. The Mathieu modulation is partially induced from the forcing conditions [1][2].

The following figure shows the modulation and impulse forcing that generates the best fit for the ENSO model. The BLUE is the Mathieu modulation while the ORANGE is the impulse.

The impulse may be related to a rapidly changing slope when the bimictic partial-overturning kicks in. The positive impulse as the Mathieu modulation moves from high to low, and the negative impulse as the modulation moves from low to high, both occurring at the same relative time late in the year.  Note that the polarity of this may be reversed, as the lunar tidal forcing at the impulse time provides the strength of this forcing through a multiplicative effect. This is shown below.

Whether to call it sloshing or a partial overturning remains to be determined. Yet overall this piece of the puzzle is the primary ansatz behind the entire model — since if we don't include it, the model does not generate the sharply distinct ENSO peaks and valleys. In other words, this is what causes the physical aliasing necessary to transform the monthly and fortnightly tidal cycles into a more erratic interannual cycling. This is in fact a simple model that shows more complex but still predictable dynamics.

References

[1] T. B. Benjamin and F. Ursell, “The stability of the plane free surface of a liquid in vertical periodic motion,” presented at the Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 1954, vol. 225, pp. 505–515.

[2] S. Bale, K. Clavin, M. Sathe, A. S. Berrouk, F. C. Knopf, and K. Nandakumar, “Mixing in oscillating columns: Experimental and numerical studies,” Chemical Engineering Science, vol. 168, pp. 78–89, 2017.

ENSO forcing - Validation via LOD data

If we don't have enough evidence that the forcing of ENSO is due to lunisolar cycles, this piece provides another independent validating analysis. What we will show is how well the forcing used in a model fit to an ENSO time series — that when isolated — agrees precisely with the forcing that generates the slight deviations in the earth's rotational speed, i.e. the earth's angular momentum. The latter as measured via precise measurements of the earth's length of day (LOD).  The implication is that the gravitational forcing that causes slight variations in the earth's rotation speed will also cause the sloshing in the Pacific ocean's thermocline, leading to the cyclic ENSO behavior.

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ENSO and Fourier analysis

Much of tidal analysis has been performed by Fourier analysis, whereby one can straightforwardly deduce the frequency components arising from the various lunar and solar orbital factors. In a perfectly linear world with only two ideal sinusoidal cycles, we would see the Fourier amplitude spectra of Figure 1.

Fig 1: Amplitude spectra for a signal with two sinusoidal Fourier components. To establish the phase, both a real value and imaginary value is plotted.

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ENSO model fit 1880-1980

This is an ENSO fit that only has knowledge of data prior to 1980. The data is 80% NINO34 and 20% SOI, with the latter providing finer structure.The lower fit includes a slight variation of the Draconic month according to this NASA page. It doesn't seem to do much.

A previous fit used values of A=0.785, M=0.3, K=-0.15 to 1920. This used A=0.866, M=0.207, K=-0.16.

Ocean Dynamics History

The golden age in developing the theory for ocean dynamics spanned from 1775 to 1920. It was in 1775 that Pierre Simon-Laplace first developed simplified tidal equations. In historical terms this was considered the first "dynamic theory of tides" in which differential equations "describes the ocean's real reaction to tidal forces".   The golden age perhaps culminated with A.T. Doodson's work in cataloguing 388 tidal frequencies -- and which eventually formed the basis for establishing a consensus in understanding and predicting ocean tides.

In parallel to this work, pioneering research was carried out on the non-linear differential equations known as the Mathieu and Hills equations. The initial application of the Mathieu equation was for determining the harmonics of a vibrating drum head [1]. The Hills equation was more general and found application to perturbations to periodic orbits [2]. Lord Rayleigh independently investigated what was the Mathieu equation to understand the phenomena of period doubling [3]. Eventually, the Mathieu equation found its way to modeling the dynamics of ocean basins [4], but in retrospect that work appeared flawed and was much too specific in its scope given its peculiar Ansatz in trying to cast the ocean as an elliptical drumhead. Only later in 1954 did the fundamental application of the Mathieu equation to liquid sloshing become evident [5].

So it's interesting to speculate how far one could have taken the prediction of ENSO dynamics by applying only this early knowledge and not paying attention to any new research beyond this point, circa ~1920. Hypothetically, we could have first applied Laplace's tidal equations and solved it along the equator, giving this canonical form, where f(t) is a forcing:

ENSO = sin (k f(t))

Next, consider a canonical forced wave equation operating on the thermocline that has a Mathieu component and a 1-year delayed reinforcement, and a pair of stimuli corresponding to the Draconic (nodal) and Anomalistic (perigee/apogee) tidal forces.

f(t+\Delta) = A \cdot f(t) + M \cdot \cos(\pi t + \theta) \cdot f(t) + K f(t- 1{year}) + F_{drac} (t) + F_{anom} (t)

The 1-year delay and the biennial modulation are an interesting combination in that they essentially work in conjunction to achieve a common collective effect. For example, if the constant M is reduced in scale, the constant K needs to be increased to achieve a similar result. This is essentially the same period doubling phenomena that Lord Rayleigh originally described. So, what the Mathieu modulation does is create an inducement for a biennial recurrence within the bulk fluid properties (gravity-induced, foreshadowing the modern sloshing models [6]), while the 1 year delay is a combined memory effect and positive-feedback perturbation to reinforce that biennial property (essentially a yearly high is followed by a yearly low, and vice versa).

So for values of A=0.785, M=0.3, K=-0.15 we can achieve a strong biennial modulation that also essentially recreates the ENSO behavior for the correct combination of seasonally-reinforced Draconic and Anomalistic signals. What's more is that the seasonal-reinforcement adopts the inflection of the biennial modulation, acting as another positive feedback to maintain the long-term biennial model (see below).

Fig 1: Mathieu modulation and seasonal impulse. The seasonal impulse aligns with the sign (concave up or concave down) of the biennial modulation to enhance the lunar forcing driving the ENSO behavior.

The strong reinforcement always occurs in November/December of each year, but reverses in sign each year to follow the Mathieu modulation. This is an Ansatz, to be sure, but it effectively recreates the long-term behavior of ENSO, shown below.

Fig 2: If we assumed only knowledge of 1880 to 1920 and used that as a training region, the extrapolated fit reproduces the rest of the ENSO behavior remarkably well. And if a longer training interval is applied, the out-of-band fit improves. This is, as always, an issue with long-period basis functions.

In the figure below we show the harmonic shape of the monthly lunar cycles. The fortnightly and 9-day harmonics are quite strong and when mixed as a multiplication, the bottom chart results. As I have asserted previously, the selectivity of the two periods is powerful. Applying anything other than precisely 27.2122 days for Draconic and 27.5545 days for Anomalistic and the fit rapidly degrades. Moreover, that also includes the phase shift of the cycles, which is necessary to align with the strongest nodal and apogee/perigee conditions.

That's kind of a validation that someone with the brains of Laplace may have taken his original equations in this particular direction. Honestly, I'm not anywhere close to Laplace or Rayleigh in that department, but I do have access to a computer. That's basically all it takes to reconstitute the old ideas in the new silicon age.

 
REFERENCES

[1] Mathieu, Émile. "Mémoire sur le mouvement vibratoire d'une membrane de forme elliptique." Journal de mathématiques pures et appliquées 13 (1868): 137-203.

[2] Ince, Edward Lindsay. "On a general solution of Hills Equation." Monthly Notices of the Royal Astronomical Society 75 (1915): 436-448.

[3] Rayleigh, Lord. "XXXIII. On maintained vibrations." The London, Edinburgh, and Dublin Philosophical Magazine and Journal of Science 15.94 (1883): 229-235.

[4] S. Goldstein, “Tidal Motion in Rotating Elliptic Basins of Constant Depth.,” Geophysical Journal International, vol. 2, no. s4, pp. 213–232, 1929.

[5] Benjamin, T. Brooke, and F. Ursell. "The stability of the plane free surface of a liquid in vertical periodic motion." Proceedings of the Royal Society of London A: Mathematical, Physical and Engineering Sciences. Vol. 225. No. 1163. The Royal Society, 1954.

[6] J. B. Frandsen, “Sloshing motions in excited tanks,” Journal of Computational Physics, vol. 196, no. 1, pp. 53–87, 2004.

The Lunar Geophysical Connection

The conjecture out of NASA JPL is that the moon has an impact on the climate greater than is currently understood:

Claire Perigaud (Caltech/JPL)
and
Has this research gone anywhere?  Looks as if has gone to this spin-off.
According to the current consensus, variability in wind is what contributes to forcing for behaviors such as the El Nino/Southern Oscillation (ENSO).
OK, but what forces the wind? No one can answer that apart from saying wind variability is just a part of the dynamic climate system.  And so we are lead to believe that a wind burst will cause an ENSO and then the ENSO event will create a significant disruptive transient to the climate much larger than the original wind stimulus. And that's all due to positive feedback of some sort.
I am only paraphrasing the current consensus.
A much more plausible and parsimonious explanation lies with external lunar forcing reinforced by seasonal cycles.

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ENSO and Noise

How do we determine confidence that we are not fitting to noise for the ENSO model ?  One way to do this is to compare the data against another model; in this case, a model that provides an instrumentally independent measure. One can judge data quality by comparing an index such as NINO34 against SOI, which are instrumentally independent measures (one based on temperature and one on atmospheric pressure).

If you look at a sliding correlation coefficient of these two indices along the complete interval, you will see certain years that are poorly correlated (see RED line below). Impressively, these are the same years that give poor agreement against the ENSO model (see BLUE line below). What this tells us is the poorly correlated years are ones with poor signal-to-noise ratio. But more importantly, it also indicates that the model is primarily fitting to the real ENSO signal (especially the peak values) and the noisy parts (closer to zero crossings or neutral ENSO conditions) are likely not contributing to the fit. And this is not a situation where the model will fit SOI better than NINO34 -- because it doesn't.

The tracking of SOI correlating to NINO34 matches that of Model to NINO34 across the range with the exception of some excursions during the 1950's, where SOI fit NINO34 better that the model fit NINO34. The average correlation coefficient of SOI to NINO34 across the entire range is 0.75 while the model against NINO34 is less but depending on the parameterization always above 0.6.

As a result of this finding, I started to use a modification of a correlation coefficient called a weighted correlation coefficient, whereby the third parameter set is a density function that remains near 1 when the signal-to-noise (SNR) ratio is high and closer to zero where the SNR is closer to zero. This allows the fit to concentrate on the intervals of strong SNR, thus reducing the possibility of over-fitting against noise.


Or is it really all noise?   (Added: 5/17/2017)

As I derived earlier, the solution to Laplace's tidal equations at the equator for a behavior such as QBO leads to a sin(k sin(f(t))) modulated time-series, where the inner sinusoid is essentially the forcing. This particular formulation (referred to as the sin-sin envelope) has interesting properties. For one, it has an amplitude limiting property due to the fact that a sinuosoid can't exceed an amplitude of unity. Besides this excursion-limiting behavior, this formulation can also show amplitude folding at the positive and negative extremes. In other words, if the amplitude is too large, the outer sin modulation starts to shrink the excursion, instead of just limiting it. So if there is a massive amplitude, what happens is that the folding will occur multiple times within the peak interval, thus resulting in a rapid up and down oscillation. This potentially can have the appearance of noise as the oscillations are so rapid that (1) they may blur the data record or (2) may be unsustainable and lead to some form of wave-breaking.  I am not sure if the latter is related to folding of geological strata.

So the question is: can this happen for ENSO? I have been feeding the solution to the delayed differential Mathieu equation as a forcing to the sin-sin envelope and find that it works effectively to match the "noisy" regions identified above.  In the figure below, the diamonds represent intervals with the poorest correlation between NINO34 and SOI and perhaps the noisiest in terms of SOI. In particular, the regions labelled 1 and 6 indicate rapid cyclic excursions.

By comparison, the model fit to ENSO shows the rapid oscillations near many of the same regions. In particular look at intervals indicated by diamonds 1 and 6 below, as well as the interval just before 1950.

Now, consider that these just happen to be the same regions that the ENSO model shows excessive amplitude folding.  The pattern isn't 100% but also doesn't appear to be coincidental, nor is it biased or forced (as the fitting procedure has no idea that these are considered the noisy intervals).  So the suggestion is that these are points in time that could have developed into massive El Nino or La Nina, but didn't because the forcing amplitude became folded. Thus they could not grow and instead the strong lunar gravitational forcing went into rapid oscillations which dissipated that energy. In fact, it's really the rate of change in the kinetic energy that scales with forcing, and the rapid oscillations identify that change. Connecting back to the theory, that's what the sin-sin envelope describes — its essentially a solution to a Hamiltonian that conserves the energy of the system. From the Sturm-Liouville equation that Laplace's tidal equations reduce to, this answer is analytically precise and provided in closed-form.

The caveat to this idea of course is that no one else in climate science is even close to considering such a sin-sin formulation.  Consider this:

... yet ...

An alternative model that matches ENSO does not exist, so there is nothing at the moment to refute.  And see above how it fits in balance with known physics.

ENSO Proxy Validation

This is a straightforward validation of the ENSO model presented at last December's AGU.

What I did was use the modern instrumental record of ENSO — the NINO34 data set — as a training interval, and then tested across the historical coral proxy record — the UEP data set.

The correlation coefficient in the out-of-band region of 1650 to 1880 is excellent, considering that only two RHS lunar periods (draconic and anomalistic month) are used for forcing. As a matter of fact, trying to get any kind of agreement with the UEP using an arbitrary set of sine waves is problematic as the time-series appears nearly chaotic and thus requires may Fourier components to fit. With the ENSO model in place, the alignment with the data is automatic. It predicts the strong El Nino in 1877-1878 and then nearly everything before that.

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