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1 heimbach 1.6 \section{MITgcm/sim adjoint code generation}
2 heimbach 1.1 \label{sec:adjoint}
3    
4 heimbach 1.8 \begin{figure}
5     \newcommand{\textinfigure}[1]{{\normalsize\textbf{\textsf{#1}}}}
6     \newcommand{\mathinfigure}[1]{\normalsize\ensuremath{{#1}}}
7     \psfrag{delS}{\mathinfigure{\delta S}}
8     \psfrag{delT}{\mathinfigure{\delta \Theta}}
9     \psfrag{delc}{\mathinfigure{\delta c}}
10     \psfrag{delh}{\mathinfigure{\delta h}}
11     \psfrag{delAT}{\mathinfigure{\delta T_a}}
12     \psfrag{delP}{\mathinfigure{\delta p}}
13     \psfrag{delJ}{\mathinfigure{\delta J}}
14     %
15     \psfrag{addS}{\mathinfigure{\delta^{\ast} S}}
16     \psfrag{addT}{\mathinfigure{\delta^{\ast} \Theta}}
17     \psfrag{addc}{\mathinfigure{\delta^{\ast} c}}
18     \psfrag{addh}{\mathinfigure{\delta^{\ast} h}}
19     \psfrag{addAT}{\mathinfigure{\delta^{\ast} T_a}}
20     \psfrag{addP}{\mathinfigure{\delta^{\ast} p}}
21     \psfrag{addJ}{\mathinfigure{\delta^{\ast} J}}
22     \centerline{
23     \includegraphics*[width=.5\textwidth]{\fpath/coupling_schematic}
24     }
25     \caption{
26     A schematatic serve to distinguish between the effect of
27     perturbing \textit{individual} variables
28     (e.g. ocean temperature $\delta \Theta$)
29     on the cost function, $\delta J$ (left), and how a (unit) change
30     in cost function sensitivity $\delta^{\ast} J$ is affected by \textit{all}
31     sensitivities.
32     For a cost function of the coupled problem
33     $J \, = \, J( \, \mathrm{ice[atm,oce]} \, )$,
34     the sensitivities spread through the coupled adjoint.
35     \label{fig:couplingschematic}}
36     \end{figure}
37    
38    
39 heimbach 1.3 There is now a growing body of literature on adjoint applications
40     in oceanography and adjoint code generation via AD.
41     We therefore limit the description of the method to a brief summary.
42 heimbach 1.1 The adjoint model operator (ADM) is the transpose of the tangent
43     linear model operator (TLM) of the full (in general nonlinear) forward
44 heimbach 1.6 model, in this case the MITgcm/sim. This operator computes the gradients
45 heimbach 1.3 of scalar-valued model diagnostics (cost function or
46     objective function) with respect to many model inputs
47     (independent or control variables). These inputs can be two- or
48 heimbach 1.1 three-dimensional fields of initial conditions of the ocean or sea-ice
49     state, model parameters such as mixing coefficients, or time-varying
50     surface or lateral (open) boundary conditions. When combined, these
51     variables span a potentially high-dimensional (e.g. O(10$^8$))
52 heimbach 1.6 control space. At this problem dimension, perturbing
53 heimbach 1.1 individual parameters to assess model sensitivities quickly becomes
54     prohibitive. By contrast, transient sensitivities of the objective
55     function to any element of the control and model state space can be
56     computed very efficiently in one single adjoint model integration,
57     provided an adjoint model is available.
58    
59 mlosch 1.9 The burden of developing ``by hand''
60 heimbach 1.3 an adjoint model in general matches that of
61     the forward model development. The substantial extra investment
62     often prevents serious attempts at making available adjoint
63     components of sophisticated models.
64     The alternative route of rigorous application of AD has proven
65     very successful in the context of MITgcm ocean modeling applications.
66     The model has been tailored to be readily used with AD
67     tools for adjoint code generation.
68     The adjoint model of the MITgcm has become an invaluable
69     tool for sensitivity analysis as well as state estimation \citep[for a
70     recent overview and summary, see][]{heim:08}.
71     AD also enables the largest possible variety of configurations
72     and studies to be conducted with adjoint methods.
73 heimbach 1.7 A comprehensive discussion of advantages of the AD approach have been pointed
74     out, for example by \cite{gier-kami:98}.
75 heimbach 1.3
76     The AD route was also taken in developing and adapting the sea-ice
77     component, so that tangent linear and adjoint components can be obtained
78     and kept up to date without excessive effort.
79     As for the TLM and ADM components of MITgcm we rely on the
80 heimbach 1.1 autmomatic differentiation (AD) tool ``Transformation of Algorithms in
81     Fortran'' (TAF) developed by Fastopt \citep{gier-kami:98} to generate
82 heimbach 1.10 TLM and ADM code of the MITsim \citep[for details see][]{maro-etal:99,heim-etal:05} (for the ocean component we are now also able to generate
83 heimbach 1.7 efficient derivative code using the new open-source tool OpenAD
84     \citep{utke-etal:08}).
85     Appendix \ref{app:adissues} provides details of
86     adjoint code generation of MITgcm/sim.
87 heimbach 1.1
88 heimbach 1.8 \begin{figure*}[t]
89     \centering
90     \includegraphics*[width=0.9\textwidth]{\fpath/map_sverdrup_basin_melling_2002}
91     \caption{Local geography of the Sverdrup basin, taken from \cite{mell:02}.
92     \label{fig:sverdrupbasin}}
93     \end{figure*}
94 heimbach 1.3
95 heimbach 1.7 To conclude we would like to emphasize the coupled nature
96     of the MITgcm/sim adjoint.
97 heimbach 1.8 Fig. \ref{fig:couplingschematic} illustrates how sensitivities of the
98     objective function (sea-ice export)
99 heimbach 1.7 that depends solely on the sea-ice state nevetheless
100     propagates both into the time-varying ocean state as well
101     as atmospheric boundary conditions.
102 heimbach 1.1
103 heimbach 1.7 \begin{figure*}[t]
104     \includegraphics*[width=\textwidth]{\fpath/adj_canarch_freeslip_ADJheff}
105     \caption{Sensitivity $\partial{J}/\partial{(hc)}$ in
106 heimbach 1.8 m$^2$\,s$^{-1}$/m for four different different times using
107     \textbf{free-slip}
108 heimbach 1.7 lateral boundary conditions for sea ice drift. The color scale is chosen
109     to illustrate the patterns of the sensitivities.
110     \label{fig:adjhefffreeslip}}
111     \end{figure*}
112    
113     \begin{figure*}[t]
114     \includegraphics*[width=\textwidth]{\fpath/adj_canarch_noslip_ADJheff}
115 heimbach 1.8 \caption{Same as Fig. \ref{fig:adjhefffreeslip}, but for \textbf{no-slip}
116 heimbach 1.7 lateral boundary conditions for sea ice drift.
117     \label{fig:adjheffnoslip}}
118     \end{figure*}
119 heimbach 1.1
120 heimbach 1.6 \section{A case study: Sensitivities of sea-ice export through
121 heimbach 1.1 the Lancaster Sound}
122    
123     We demonstrate the power of the adjoint method in the context of
124     investigating sea-ice export sensitivities through Lancaster Sound.
125     The rationale for doing so is to complement the analysis of sea-ice
126     dynamics in the presence of narrow straits. Lancaster Sound is one of
127     the main paths of sea-ice flowing through the Canadian Arctic
128 heimbach 1.8 Archipelago (CAA). Fig. \ref{fig:sverdrupbasin} taken from
129     \cite{mell:02} reflects the intricate local geopgraphy of
130     straits, sounds, and islands.
131     Export sensitivities reflect dominant pathways
132 heimbach 1.1 through the CAA as resolved by the model. Sensitivity maps can shed a
133     very detailed light on various quantities affecting the sea-ice export
134     (and thus the underlying pathways). Note that while the dominant
135     circulation through Lancaster Sound is toward the East, there is a
136     small Westward flow to the North, hugging the coast of Devon Island
137     \citep{mell:02, mich-etal:06,muen-etal:06}, which is not resolved in
138     our simulation.
139    
140 heimbach 1.6 \subsection{The model configuration}
141    
142 heimbach 1.2 The model domain is the same as the one described in Part 1,
143 heimbach 1.1 but with halved horizontal resolution.
144     The adjoint models run efficiently on 80 processors (as validated
145     by benchmarks on both an SGI Altix and an IBM SP5 at NASA/ARC).
146     Following a 4-year spinup (1985 to 1988), the model is integrated for four
147     years and nine months between January 1989 and September 1993.
148     It is forced using realistic 6-hourly NCEP/NCAR atmospheric state variables.
149     %Over the open ocean these are
150     %converted into air-sea fluxes via the bulk formulae of
151     %\citet{large04}. The air-sea fluxes in the presence of
152     %sea-ice are handled by the ice model as described in \refsec{model}.
153     The objective function $J$ is chosen as the ``solid'' fresh water
154     export, that is the export of ice and snow converted to units of fresh
155     water,
156     %
157     \begin{equation}
158     J \, = \, (\rho_{i} h_{i}c + \rho_{s} h_{s}c)\,u
159     \end{equation}
160     %
161     through Lancaster Sound at approximately 82\degW\ (cross-section G in
162 heimbach 1.5 \reffig{arctic_topog}) integrated over the final
163 heimbach 1.1 12-month of the integration between October 1992 and September 1993.
164    
165     The forward trajectory of the model integration resembles broadly that
166 mlosch 1.9 of the model in Part~1. Many details are different, owning
167 heimbach 1.8 to different resolution and integration period.
168 heimbach 1.1 %
169 mlosch 1.9 %\ml{PH: Martin, please confirm/double-check following sentence:}
170 heimbach 1.8 %
171 mlosch 1.9 For example, the differences in solid
172     fresh water transport through Lancaster Sound are smaller
173 heimbach 1.8 between no-slip and
174     free-slip lateral boundary conditions at higher resolution
175 mlosch 1.9 ($91\pm85\text{\,km$^{3}$\,y$^{-1}$}$ and
176     $77\pm110\text{\,km$^{3}$\,y$^{-1}$}$ for free-slip and no-slip, respectively,
177     and for a C-grid LSR solver) than at lower resolution
178 heimbach 1.8 ($116\pm101\text{\,km$^{3}$\,y$^{-1}$}$ and
179 mlosch 1.9 $39\pm64\text{\,km$^{3}$\,y$^{-1}$}$ for free-slip and no-slip, respectively).
180 heimbach 1.8 The large discrepancy between all these numbers underlines the need to
181 heimbach 1.5 better understand the model sensitivities across the entire model state space
182 heimbach 1.8 resulting from different lateral boundary conditions and different
183     configurations, and which we aim to explore in a more
184     comprehensive manner through the adjoint.
185 heimbach 1.1
186 heimbach 1.6 The adjoint model is the transpose of the tangent linear model
187 heimbach 1.1 operator. It runs backwards in time, from September 1993 to
188     January 1989. During its integration it accumulates the Lagrange multipliers
189     of the model subject to the objective function (solid freshwater export),
190 mlosch 1.9 which are the sensitivities (derivatives) of the objective function with respect
191     %ML which can be interpreted as sensitivities of the objective function
192 heimbach 1.1 to each control variable and each element of the intermediate
193     coupled model state variables.
194     Thus, all sensitivity elements of the coupled
195     ocean/sea-ice model state as well as the surface atmospheric state are
196     available for analysis of the transient sensitivity behavior. Over the
197     open ocean, the adjoint of the bulk formula scheme computes
198     sensitivities to the time-varying atmospheric state. Over ice-covered
199     areas, the sea-ice adjoint converts surface ocean sensitivities to
200     atmospheric sensitivities.
201    
202 heimbach 1.6 \subsection{Adjoint sensitivities}
203 heimbach 1.1
204 heimbach 1.7 \begin{figure*}
205     \centerline{
206 heimbach 1.10 \includegraphics*[height=.9\textheight]{\fpath/lancaster_adj}
207 heimbach 1.7 }
208     \caption{Hovmoeller diagrams along the axis Viscount Melville
209     Sound/Barrow Strait/Lancaster Sound. The diagrams show the
210     sensitivities (derivatives) of the ``solid'' fresh water (i.e.,
211     ice and snow) export $J$ through Lancaster sound
212     (\reffig{arctic_topog}, cross-section G) with respect to effective
213     ice thickness ($hc$), ocean surface temperature (SST) and
214     precipitation ($p$) for two runs with free slip and no slip
215     boundary conditions for the sea ice drift. Each plot is overlaid
216     with the contours 1 and 3 of the normalized ice strengh
217     $P/P^*=(hc)\,\exp[-C\,(1-c)]$ for orientation.
218     \label{fig:lancasteradj}}
219     \end{figure*}
220     %
221     \begin{figure*}
222     \centerline{
223 heimbach 1.10 \includegraphics*[height=.9\textheight]{\fpath/lancaster_fwd_1}
224 heimbach 1.7 }
225     \caption{Hovmoeller diagrams along the axis Viscount Melville
226     Sound/Barrow Strait/Lancaster Sound of effective ice thickness
227     ($hc$), effective snow thickness ($h_{s}c$) and normalized ice
228     strengh $P/P^*=(hc)\,\exp[-C\,(1-c)]$ for two runs with free slip
229     and no slip boundary conditions for the sea ice drift. Each plot
230     is overlaid with the contours 1 and 3 of the normalized ice
231     strength for orientation.
232     \label{fig:lancasterfwd1}}
233     \end{figure*}
234     %
235     \begin{figure*}
236     \centerline{
237 heimbach 1.10 \includegraphics*[height=.9\textheight]{\fpath/lancaster_fwd_2}
238 heimbach 1.7 }
239 heimbach 1.8 \caption{Same as Fig. \ref{fig:lancasterfwd1}, but for SST, SSS,
240     and precipitation.
241 heimbach 1.7 \label{fig:lancasterfwd2}}
242     \end{figure*}
243     %
244    
245 heimbach 1.1 The most readily interpretable ice-export sensitivity is that to
246     effective ice thickness, $\partial{J} / \partial{(hc)}$.
247 heimbach 1.2 Maps of transient sensitivities
248     $\partial{J} / \partial{(hc)}$ are depicted using
249     free-slip (\reffig{adjhefffreeslip}) and no-slip (\reffig{adjheffnoslip}) boundary conditions.
250     Each Figure depicts four sensitivity snapshots from 1 October 1992
251     (i.e. the beginning of the averaging period for the objective function $J$
252     and 12 months prior to the end of the integration, September 1993),
253     going back in time to 1 October 1989
254     (beginning of model integration is 1 January 1989).
255 heimbach 1.1
256     The sensitivity patterns for effective ice thickness are predominantly positive.
257     An increase in ice volume in most places ``upstream'' of
258     Lancaster sound increases the solid fresh water export at the exit section.
259 heimbach 1.2 The transient nature of the sensitivity patterns is obvious:
260 heimbach 1.1 the area upstream of the Lancaster Sound that
261     contributes to the export sensitivity is larger in the earlier snapshot.
262 heimbach 1.2 In the free slip case, the sensivity follows (backwards in time) the dominant pathway through the Barrow Strait
263 heimbach 1.1 into the Viscount Melville Sound, and from there trough the M'Clure Strait
264 heimbach 1.2 into the Arctic Ocean (the branch of the ``Northwest Passage'' first
265     discovered by Robert McClure during his 1850 to 1854 expedition, during which
266     he got stuck in Viscount Melville Sound).
267 heimbach 1.1 Secondary paths are northward from the
268     Viscount Melville Sound through the Byam Martin Channel into
269     the Prince Gustav Adolf Sea and through the Penny Strait into the
270 heimbach 1.8 MacLean Strait.
271 heimbach 1.1
272     There are large differences between the free slip and no slip
273     solution. By the end of the adjoint integration in January 1989, the
274     no slip sensitivities (bottom right) are generally weaker than the
275     free slip sensitivities and hardly reach beyond the western end of the
276     Barrow Strait. In contrast, the free-slip sensitivities (bottom left)
277     extend through most of the CAA and into the Arctic interior, both to
278     the West (M'Clure St.) and to the North (Ballantyne St., Prince
279     Gustav Adolf Sea, Massey Sound), because in this case the ice can
280     drift more easily through narrow straits, so that a positive ice
281     volume anomaly anywhere upstream in the CAA increases ice export
282     through the Lancaster Sound within the simulated 4 year period.
283    
284 heimbach 1.2 One peculiar feature in the October 1992 sensitivity maps
285     are the negative sensivities to the East and, albeit much weaker,
286     to the West of the Lancaster Sound.
287     The former can be explained by indirect effects: less ice to the East means
288     less resistance to eastward drift and thus more export.
289     A similar mechanism might account for the latter,
290 heimbach 1.8 albeit more speculative: less ice to
291 heimbach 1.1 the West means that more ice can be moved eastwards from the Barrow Strait
292     into the Lancaster Sound leading to more ice export.
293    
294 heimbach 1.7 \begin{figure}
295     %\centerline{
296     \subfigure %[$hc$]
297     {\includegraphics*[width=.5\textwidth]{\fpath/lanc_pert_heff}}
298    
299     \subfigure %[SST]
300     {\includegraphics*[width=.5\textwidth]{\fpath/lanc_pert_theta}}
301    
302     \subfigure %[$p$]
303     {\includegraphics*[width=.5\textwidth]{\fpath/lanc_pert_precip}}
304     %}
305     \caption{~
306     \label{fig:lancpert}}
307     \end{figure}
308    
309 heimbach 1.2 The temporal evolution of several ice export sensitivities
310     along a zonal axis through
311 heimbach 1.1 Lancaster Sound, Barrow Strait, and Melville Sound (115\degW\ to
312     80\degW, averaged across the passages) are depicted as Hovmueller
313 heimbach 1.8 diagrams in \reffig{lancasteradj}.
314     In order to represent sensitivities to elements of the state of
315     each component of the coupled ocean/sea-ice/atmosphere control space, we
316     depict, from top to bottom, the
317     sensitivities to effective ice thickness ($hc$), ocean
318 heimbach 1.1 surface temperature ($SST$) and precipitation ($p$) for free slip
319     (left column) and no slip (right column) ice drift boundary
320     conditions.
321    
322     The Hovmoeller diagrams of ice thickness (top row) and sea surface temperature
323     (second row) sensitivities are coherent:
324     more ice in the Lancaster Sound leads
325     to more export, and one way to get more ice is by colder surface
326     temperatures (less melting from below). In the free slip case the
327 mlosch 1.9 sensitivities spread out in ``pulses'' following a seasonal cycle:
328     ice can propagate eastwards (forward in time) and thus sensitivites can
329 heimbach 1.1 propagate westwards (backwards in time) when the ice strength is low
330     in late summer to early autumn.
331     In contrast, during winter, the sensitivities show little to now
332     westward propagation, as the ice is frozen solid and does not move.
333     In the no slip case the (normalized)
334     ice strength does not fall below 1 during the winters of 1991 to 1993
335     (mainly because the ice concentrations remain near 100\%, not
336     shown). Ice is therefore blocked and cannot drift eastwards
337     (forward in time) through the Viscount
338     Melville Sound, Barrow Strait, Lancaster Sound channel system.
339     Consequently, the sensitivities do not propagate westwards (backwards in
340     time) and the export through Lancaster Sound is only affected by
341     local ice formation and melting for the entire integration period.
342    
343 heimbach 1.8 The sensitivities to precipitation exhibit a more complex behaviour.
344     A fairly accurate description would note an oscillatory behaviour:
345 heimbach 1.1 they are negative (more precipitation leads to less export)
346 heimbach 1.8 before January (more precisely, betwen roughly August and December)
347     and mostly positive after January
348 heimbach 1.1 (more precisely, January through July).
349     Times of positive sensitivities coincide with times of
350 heimbach 1.8 normalized ice strengths exceeding values of 3.
351     This description is interrupted only
352     between roughly January and August 1992,
353 mlosch 1.9 and to the East of 95\degW. During this time, and in this section
354 heimbach 1.8 of the Lancaster Sound, the ``anticipated'' positive sensitivity
355     (following strictly the oscillatory pattern) is reversed.
356     It coincides with the time immediatly preceding the evaluation
357     period of the annual ice export cost function (Oct. 92 to Sep. 93).
358     %
359     \ml{PH: Could it be that this portion goes past Lancaster Sound,
360     and is connected with the strong blocking downstream of LS?
361     If so, the negative sensitivity would make sense:
362     the blocking, initiated through ice emanating Nares Strait
363     is re-inforced by strong ice export through LS
364     Some evidence for this in Fig. 1, upper left panel???
365     Are the Figs consistent???}.
366    
367     \begin{table*}
368     \caption{Blabla... All perturbations were applied on a patch around
369     101.24$^{\circ}$W, 75.76$^{\circ}$N. Reference value for export is
370 mlosch 1.9 $J_0$ = 69.6 km$^3$.
371 heimbach 1.10 %\ml{[I HAVE THE IMPRESSION, THAT THE COLUMNS GOT MIXED UP, PLEASE CHECK.]}
372     %PH: oops, fixed.
373     }
374 heimbach 1.8 \label{tab:pertexp}
375     \centering
376     \begin{tabular}{ccccrr}
377     \hline
378     variable & time & $\Delta t$ & $\epsilon$ &
379     $\delta J$(adj.) [km$^3$/yr] & $\delta J$(f.d.) [km$^3$/yr] \\
380     \hline \hline
381     $hc$ & 1-Jan-1989 & init. & 0.5 m & 0.98 & 1.1 \\
382     SST & 1-Jan-1989 & init. & 0.5$^{\circ}$C & -0.125 & -0.108 \\
383 heimbach 1.10 $p$ & 1-Apr-1991 & 10 days & 1.6$\cdot10^{-7}$ m/s & 0.185 & 0.191 \\
384     $p$ & 1-Apr-1991 & 10 days & -1.6$\cdot10^{-7}$ m/s & -0.185 & -0.071 \\
385     $p$ & 1-Nov-1991 & 10 days & 1.6$\cdot10^{-7}$ m/s & -0.435 & -1.016 \\
386     $p$ & 1-Nov-1991 & 10 days & -1.6$\cdot10^{-7}$ m/s & 0.435 & 0.259 \\
387 heimbach 1.8 \hline
388     \end{tabular}
389     \end{table*}
390 heimbach 1.1
391     Assuming that most precipation is snow in this area\footnote{
392     In the
393     current implementation the model differentiates between snow and rain
394     depending on the thermodynamic growth rate; when it is cold enough for
395     ice to grow, all precipitation is assumed to be snow.}
396     %
397     the sensitivities can be interpreted in terms of the model physics.
398     The accumulation of snow directly increases the exported volume.
399     Further, short wave radiation cannot penetrate the snow cover and has
400     a higer albedo than ice (0.85 for dry snow and 0.75 for dry ice in our
401     case); thus it protects the ice against melting in spring (after
402     January).
403    
404     On the other hand, snow reduces the effective conductivity and thus the heat
405     flux through the ice. This insulating effect slows down the cooling of
406     the surface water underneath the ice and limits the ice growth from
407     below, so that less snow in the ice-growing season leads to more new
408     ice and thus more ice export.
409 heimbach 1.8 We note that the effect of snow vs. rain not relevant in explaining
410     positive vs. negative sensitivity patterns.
411     Negative sensitivities occur too late in the fall,
412     as evidenced by both NCEP/NCAR and CORE air temperatures.
413     They are hardly above freezing even in Jul/Aug, and otherwise
414     consistently below freezing, implying snowfall during most of the year.
415    
416 heimbach 1.1 The negative sensitivities to precipitation between 95\degW\ and
417     85\degW\ in spring 1992 may be explained by a similar mechanism: in an
418     area of thick snow (almost 50\,cm), ice cannot melt and tends to block
419     the channel so that ice coming in from the West cannot pass thus
420     leading to less ice export in the next season.
421 heimbach 1.8 %
422     \ml{PH: Why is this true for 1992 but not 1991?}
423 heimbach 1.1
424 heimbach 1.8 \subsection{Forward perturbation experiments}
425 heimbach 1.1
426 mlosch 1.9 Using an adjoint model obtained via automatic differentiation
427 heimbach 1.8 and applied under potentially highly nonlinear conditions begs the question
428 heimbach 1.3 to what extent the adjoint sensitivities are ``reliable".
429     Obtaining adjoint fields that are physically interpretable
430 heimbach 1.8 provides some support, but quantitative verification is required to lend
431 heimbach 1.3 credence to the calculations.
432 heimbach 1.8 Such verification can be achieved by comparing the adjoint-derived gradient
433 heimbach 1.3 with the one obtained from finite-difference perturbation experiments.
434     More specifically, for a control variable of interest $\mathbf{u}$
435     we can readily calculate an expected change $\delta J$ in the objective function
436     from an applied perturbation $\mathbf{\delta u}$ over the domain $A$ via
437     %
438     \begin{equation}
439     \delta J \, = \, \int_A \frac{\partial J}{\partial \mathbf{u}} \,
440     \mathbf{\delta u} \, dA
441     \label{eqn:adjpert}
442     \end{equation}
443     %
444     Alternatively we can infer the magnitude of the cost perturbation
445     without use of the adjoint, but instead by applying the same
446     perturbation $\epsilon = | \mathbf{\delta u} |$ to the control space over
447     the same domain $A$ and run the
448     forward model. We obtain the perturbed cost by calculating
449     %
450     \begin{equation}
451     \delta J \, = \,
452 heimbach 1.8 J(\mathbf{u}+\mathbf{\delta u}) - J(\mathbf{u})
453 heimbach 1.3 \label{eqn:fdpert}
454     \end{equation}
455    
456     The degree to which eqn. (\ref{eqn:adjpert}) and (\ref{eqn:fdpert}) agree
457 heimbach 1.8 depends both on the magnitude of the perturbation
458     $\epsilon = | \mathbf{\delta u} |$
459 heimbach 1.3 and on the integration period (note that forward and adjoint models are
460     evaluated over the same period).
461     For nonlinear models they are expected to diverge both with
462     perturbation magnitude as well as with integration time.
463     Bearing this in mind, we perform several such experiments
464 heimbach 1.8 for various control variables, summarized in Table \ref{tab:pertexp}.
465 heimbach 1.3
466 heimbach 1.8 Comparison between f.d. and adjoint-derived ice-export perturbations
467     show remarkable agreement for both initial value perturbations
468     (effective ice thickness, sea surface temperature).
469 mlosch 1.9 Deviations between perturbed cost function values remain below roughly 50 \%.
470 heimbach 1.8 Fig. \ref{fig:lancpert} depicts the temporal evolution of
471     perturbed minus un-perturbed ice export for initial ice thickness
472     (top panel) and SST (middle panel) perturbation.
473     In both cases, changes are limited to the melting season during which
474     the ice gets ``unstuck'' and can lead to significant export.
475     As ``predicted'' by the adjoint, the two curves are of opposite sign,
476     and scales differ by almost an order of magnitude.
477     %
478     \ml{PH: Tja, was soll man da noch sagen...}
479     %
480    
481     A challenging test is ascertaining the sign changes through time
482     (and magnitude) of the transient precipitation sensitivities.
483     To investigate this, we have performed two perturbation experiments:
484     one, in which we perturb precipitation over a 10-day period
485     between April 1st and 10th, 1991 (coincident with a period of
486     positive adjoint sensitivities),
487     and one in which we apply the same perturbation over the 10-day period
488     November 1st to 10th, 1991 (coincident with a period of
489     negative adjoint sensitivities).
490     The perturbation magnitude chosen is $\epsilon = 1.6 \times 10^{-7}$ m/s
491     as a measure of spatial mean standard deviation of precipitation
492     variability. The results are as follows:
493     First, perturbation experiments confirm the sign change
494     when perturbing in different seasons.
495     Second, we observe good quantitative agreement for the Apr. 1991 case,
496     and a 50 \% deviation for the Nov. 1991 case.
497     %
498     While the latter discrepancy seems discouraging,
499     we recall that the perturbation experiments are performed
500     over a multi-year period, and under likely nonlinear model behaviour.
501     To support this view, we reran the perturbation experiments by
502     applying the same the same perturbation, but of opposite sign,
503     $\epsilon = -1.6 \times 10^{-7}$ m/s.
504     At this point both perturbation periods lead to about
505     50 \% discrepancies between finite-difference and adjoint-derived
506     ice export differences.
507    
508     In this light, and given that these experiments constitute very
509     severe tests on the adjoint, the results can be regarded as useful in
510     obtaining useful qualitative, and within certain limits quantitative
511     information of comprehensive model sensitivities
512     that cannot realistically be computed otherwise.
513 heimbach 1.3
514 heimbach 1.1
515     %(*)
516     %The sensitivity in Baffin Bay are more complex.
517     %The pattern evolves along the Western boundary, connecting
518     %the Lancaster Sound Polynya, the Coburg Island Polynya, and the
519     %North Water Polynya, and reaches into Nares Strait and the Kennedy Channel.
520     %The sign of sensitivities has an oscillatory character
521     %[AT FREQUENCY OF SEASONAL CYCLE?].
522     %First, we need to establish whether forward perturbation runs
523     %corroborate the oscillatory behaviour.
524     %Then, several possible explanations:
525     %(i) connection established through Nares Strait throughflow
526     %which extends into Western boundary current in Northern Baffin Bay.
527     %(ii) sea-ice concentration there is seasonal, i.e. partly
528     %ice-free during the year. Seasonal cycle in sensitivity likely
529     %connected to ice-free vs. ice-covered parts of the year.
530     %Negative sensitivities can potentially be attributed
531     %to blocking of Lancaster Sound ice export by Western boundary ice
532     %in Baffin Bay.
533     %(iii) Alternatively to (ii), flow reversal in Lancaster Sound is a possibility
534     %(in reality there's a Northern counter current hugging the coast of
535     %Devon Island which we probably don't resolve).
536    
537     %Remote control of Kennedy Channel on Lancaster Sound ice export
538     %seems a nice test for appropriateness of free-slip vs. no-slip BCs.
539    
540     %\paragraph{Sensitivities to the sea-ice area}
541    
542     %Fig. XXX depcits transient sea-ice export sensitivities
543     %to changes in sea-ice concentration
544     % $\partial J / \partial area$ using free-slip
545     %(left column) and no-slip (right column) boundary conditions.
546     %Sensitivity snapshots are depicted for (from top to bottom)
547     %12, 24, 36, and 48 months prior to May 2003.
548     %Contrary to the steady patterns seen for thickness sensitivities,
549     %the ice-concentration sensitivities exhibit a strong seasonal cycle
550     %in large parts of the domain (but synchronized on large scale).
551     %The following discussion is w.r.t. free-slip run.
552    
553     %(*)
554     %Months, during which sensitivities are negative:
555     %\\
556     %0 to 5 Db=N/A, Dr=5 (May-Jan) \\
557     %10 to 17 Db=7, Dr=5 (Jul-Jan) \\
558     %22 to 29 Db=7, Dr=5 (Jul-Jan) \\
559     %34 to 41 Db=7, Dr=5 (Jul-Jan) \\
560     %46 to 49 D=N/A \\
561     %%
562     %These negative sensitivities seem to be connected to months
563     %during which main parts of the CAA are essentially entirely ice-covered.
564     %This means that increase in ice concentration during this period
565     %will likely reduce ice export due to blocking
566     %[NEED TO EXPLAIN WHY THIS IS NOT THE CASE FOR dJ/dHEFF].
567     %Only during periods where substantial parts of the CAA are
568     %ice free (i.e. sea-ice concentration is less than one in larger parts of
569     %the CAA) will an increase in ice-concentration increase ice export.
570    
571     %(*)
572     %Sensitivities peak about 2-3 months before sign reversal, i.e.
573     %max. negative sensitivities are expected end of July
574     %[DOUBLE CHECK THIS].
575    
576     %(*)
577     %Peaks/bursts of sensitivities for months
578     %14-17, 19-21, 27-29, 30-33, 38-40, 42-45
579    
580     %(*)
581 mlosch 1.9 %Spatial ``anti-correlation'' (in sign) between main sensitivity branch
582 heimbach 1.1 %(essentially Northwest Passage and immediate connecting channels),
583     %and remote places.
584     %For example: month 20, 28, 31.5, 40, 43.
585     %The timings of max. sensitivity extent are similar between
586     %free-slip and no-slip run; and patterns are similar within CAA,
587     %but differ in the Arctic Ocean interior.
588    
589     %(*)
590     %Interesting (but real?) patterns in Arctic Ocean interior.
591    
592     %\paragraph{Sensitivities to the sea-ice velocity}
593    
594     %(*)
595     %Patterns of ADJuice at almost any point in time are rather complicated
596     %(in particular with respect to spatial structure of signs).
597     %Might warrant perturbation tests.
598     %Patterns of ADJvice, on the other hand, are more spatially coherent,
599     %but still hard to interpret (or even counter-intuitive
600     %in many places).
601    
602     %(*)
603 mlosch 1.9 %``Growth in extent of sensitivities'' goes in clear pulses:
604 heimbach 1.1 %almost no change between months: 0-5, 10-20, 24-32, 36-44
605     %These essentially correspond to months of
606    
607    
608     %\subsection{Sensitivities to the oceanic state}
609    
610     %\paragraph{Sensitivities to theta}
611    
612     %\textit{Sensitivities at the surface (z = 5 m)}
613    
614     %(*)
615     %mabye redo with caxmax=0.02 or even 0.05
616    
617     %(*)
618     %Core of negative sensitivities spreading through the CAA as
619     %one might expect [TEST]:
620     %Increase in SST will decrease ice thickness and therefore ice export.
621    
622     %(*)
623     %What's maybe unexpected is patterns of positive sensitivities
624 mlosch 1.9 %at the fringes of the ``core'', e.g. in the Southern channels
625 heimbach 1.1 %(Bellot St., Peel Sound, M'Clintock Channel), and to the North
626     %(initially MacLean St., Prince Gustav Adolf Sea, Hazen St.,
627     %then shifting Northward into the Arctic interior).
628    
629     %(*)
630     %Marked sensitivity from the Arctic interior roughly along 60$^{\circ}$W
631     %propagating into Lincoln Sea, then
632     %entering Nares Strait and Smith Sound, periodically
633     %warming or cooling[???] the Lancaster Sound exit.
634    
635     %\textit{Sensitivities at depth (z = 200 m)}
636    
637     %(*)
638     %Negative sensitivities almost everywhere, as might be expected.
639    
640     %(*)
641     %Sensitivity patterns between free-slip and no-slip BCs
642     %are quite similar, except in Lincoln Sea (North of Nares St),
643     %where the sign is reversed (but pattern remains similar).
644    
645     %\paragraph{Sensitivities to salt}
646    
647     %T.B.D.
648    
649     %\paragraph{Sensitivities to velocity}
650    
651     %T.B.D.
652    
653     %\subsection{Sensitivities to the atmospheric state}
654    
655     %\begin{itemize}
656     %%
657     %\item
658     %plot of ATEMP for 12, 24, 36, 48 months
659     %%
660     %\item
661     %plot of HEFF for 12, 24, 36, 48 months
662     %%
663     %\end{itemize}
664    
665    
666    
667     %\reffig{4yradjheff}(a--d) depict sensitivities of sea-ice export
668     %through Fram Strait in December 1995 to changes in sea-ice thickness
669     %12, 24, 36, 48 months back in time. Corresponding sensitivities to
670     %ocean surface temperature are depicted in
671     %\reffig{4yradjthetalev1}(a--d). The main characteristics is
672     %consistency with expected advection of sea-ice over the relevant time
673     %scales considered. The general positive pattern means that an
674     %increase in sea-ice thickness at location $(x,y)$ and time $t$ will
675     %increase sea-ice export through Fram Strait at time $T_e$. Largest
676     %distances from Fram Strait indicate fastest sea-ice advection over the
677     %time span considered. The ice thickness sensitivities are in close
678     %correspondence to ocean surface sentivitites, but of opposite sign.
679     %An increase in temperature will incur ice melting, decrease in ice
680     %thickness, and therefore decrease in sea-ice export at time $T_e$.
681    
682     %The picture is fundamentally different and much more complex
683     %for sensitivities to ocean temperatures away from the surface.
684     %\reffig{4yradjthetalev10??}(a--d) depicts ice export sensitivities to
685     %temperatures at roughly 400 m depth.
686     %Primary features are the effect of the heat transport of the North
687     %Atlantic current which feeds into the West Spitsbergen current,
688     %the circulation around Svalbard, and ...
689    
690    
691     %%\begin{figure}[t!]
692     %%\centerline{
693     %%\subfigure[{\footnotesize -12 months}]
694     %%{\includegraphics*[width=0.44\linewidth]{\fpath/run_4yr_ADJheff_arc_lev1_tim072_cmax2.0E+02.eps}}
695     %%\includegraphics*[width=.3\textwidth]{H_c.bin_res_100_lev1.pdf}
696     %%
697     %%\subfigure[{\footnotesize -24 months}]
698     %%{\includegraphics*[width=0.44\linewidth]{\fpath/run_4yr_ADJheff_arc_lev1_tim145_cmax2.0E+02.eps}}
699     %%}
700     %%
701     %%\caption{Sensitivity of sea-ice export through Fram Strait in December 2005 to
702     %%sea-ice thickness at various prior times.
703     %%\label{fig:4yradjheff}}
704     %%\end{figure}
705    
706    
707     %\ml{[based on the movie series
708     % zzz\_run\_export\_canarch\_freeslip\_4yr\_1989\_ADJ*:]} The ice
709     %export through the Canadian Archipelag is highly sensitive to the
710     %previous state of the ocean-ice system in the Archipelago and the
711     %Western Arctic. According to the \ml{(adjoint)} senstivities of the
712     %eastward ice transport through Lancaster Sound (\reffig{arctic_topog},
713     %cross-section G) with respect to ice volume (effective thickness), ocean
714     %surface temperature, and vertical diffusivity near the surface
715     %(\reffig{fouryearadj}) after 4 years of integration the following
716     %mechanisms can be identified: near the ``observation'' (cross-section
717     %G), smaller vertical diffusivities lead to lower surface temperatures
718     %and hence to more ice that is available for export. Further away from
719     %cross-section G, the sensitivity to vertical diffusivity has the
720     %opposite sign, but temperature and ice volume sensitivities have the
721     %same sign as close to the observation.
722    
723    
724 mlosch 1.9
725 heimbach 1.1 %%% Local Variables:
726     %%% mode: latex
727 mlosch 1.9 %%% TeX-master: "ceaice_part2"
728 heimbach 1.1 %%% End:

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