Sardeshmukh P. D. and P. Sura (March 2009): Reconciling Non-Gaussian Climate Statistics with Linear Dynamics. J. Climate, 22 (5), 1193-1207. doi:10.1175/2008JCLI2358.1

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Abstract

Linear stochastically forced models have been found to be competitive with comprehensive nonlinear weather and climate models at representing many features of the observed covariance statistics and at predictions beyond a week. Their success seems at odds with the fact that the observed statistics can be significantly non-Gaussian, which is often attributed to nonlinear dynamics. The stochastic noise in the linear models can be a mixture of state-independent (“additive”) and linearly state-dependent (“multiplicative”) Gaussian white noises. It is shown here that such mixtures can produce not only symmetric but also skewed non-Gaussian probability distributions if the additive and multiplicative noises are correlated. Such correlations are readily anticipated from first principles. A generic stochastically generated skewed (SGS) distribution can be analytically derived from the Fokker–Planck equation for a single-component system. In addition to skew, all such SGS distributions have power-law tails, as well as a striking property that the (excess) kurtosis K is always greater than 1.5 times the square of the skew S. Remarkably, this K–S inequality is found to be satisfied by circulation variables even in the observed multicomponent climate system. A principle of “diagonal dominance” in the multicomponent moment equations is introduced to understand this behavior. To clarify the nature of the stochastic noises (turbulent adiabatic versus diabatic fluctuations) responsible for the observed non-Gaussian statistics, a long 1200-winter simulation of the northern winter climate is generated using a dry adiabatic atmospheric general circulation model forced only with the observed long-term winter-mean diabatic forcing as a constant forcing. Despite the complete neglect of diabatic variations, the model reproduces the observed K–S relationships and also the spatial patterns of the skew and kurtosis of the daily tropospheric circulation anomalies. This suggests that the stochastic generators of these higher moments are mostly associated with local adiabatic turbulent fluxes. The model also simulates fifth moments that are approximately 10 times the skew, and probability densities with power-law tails, as predicted by the linear theory.

Item Type: Article
Subjects: PSD Publications
Divisions: Physical Sciences Division
DOI: 10.1175/2008JCLI2358.1
URI: http://www.esrl.noaa.gov/psd/pubs/id/eprint/445