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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 1.11 The adjoint model operator (ADM) is the transpose of the
43     Jacobian or tangent
44 heimbach 1.1 linear model operator (TLM) of the full (in general nonlinear) forward
45 heimbach 1.11 model, in this case the MITgcm/sim.
46     The TLM computes directional derivatives for a given perturbation direction.
47     In contrast, for scalar-valued model diagnostics (cost function or
48     objective function), the ADM computes the the full gradient
49     of the cost function with respect to all model inputs
50 heimbach 1.3 (independent or control variables). These inputs can be two- or
51 heimbach 1.1 three-dimensional fields of initial conditions of the ocean or sea-ice
52     state, model parameters such as mixing coefficients, or time-varying
53     surface or lateral (open) boundary conditions. When combined, these
54     variables span a potentially high-dimensional (e.g. O(10$^8$))
55 heimbach 1.6 control space. At this problem dimension, perturbing
56 heimbach 1.1 individual parameters to assess model sensitivities quickly becomes
57     prohibitive. By contrast, transient sensitivities of the objective
58     function to any element of the control and model state space can be
59     computed very efficiently in one single adjoint model integration,
60     provided an adjoint model is available.
61    
62 mlosch 1.9 The burden of developing ``by hand''
63 heimbach 1.3 an adjoint model in general matches that of
64     the forward model development. The substantial extra investment
65 heimbach 1.11 often prevents serious attempts of making available adjoint
66 heimbach 1.3 components of sophisticated models.
67     The alternative route of rigorous application of AD has proven
68     very successful in the context of MITgcm ocean modeling applications.
69     The model has been tailored to be readily used with AD
70     tools for adjoint code generation.
71     The adjoint model of the MITgcm has become an invaluable
72     tool for sensitivity analysis as well as state estimation \citep[for a
73     recent overview and summary, see][]{heim:08}.
74     AD also enables the largest possible variety of configurations
75     and studies to be conducted with adjoint methods.
76 heimbach 1.11 \cite{gier-kami:98} discuss in detail the advantages of the AD approach.
77 heimbach 1.3
78     The AD route was also taken in developing and adapting the sea-ice
79     component, so that tangent linear and adjoint components can be obtained
80     and kept up to date without excessive effort.
81     As for the TLM and ADM components of MITgcm we rely on the
82 heimbach 1.1 autmomatic differentiation (AD) tool ``Transformation of Algorithms in
83     Fortran'' (TAF) developed by Fastopt \citep{gier-kami:98} to generate
84 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
85 heimbach 1.7 efficient derivative code using the new open-source tool OpenAD
86     \citep{utke-etal:08}).
87     Appendix \ref{app:adissues} provides details of
88     adjoint code generation of MITgcm/sim.
89 heimbach 1.1
90 heimbach 1.8 \begin{figure*}[t]
91     \centering
92     \includegraphics*[width=0.9\textwidth]{\fpath/map_sverdrup_basin_melling_2002}
93     \caption{Local geography of the Sverdrup basin, taken from \cite{mell:02}.
94     \label{fig:sverdrupbasin}}
95     \end{figure*}
96 heimbach 1.3
97 heimbach 1.11 To conclude, we emphasize the coupled nature of the MITgcm/sim adjoint.
98 heimbach 1.8 Fig. \ref{fig:couplingschematic} illustrates how sensitivities of the
99     objective function (sea-ice export)
100 heimbach 1.7 that depends solely on the sea-ice state nevetheless
101     propagates both into the time-varying ocean state as well
102     as atmospheric boundary conditions.
103 heimbach 1.1
104 heimbach 1.7 \begin{figure*}[t]
105     \includegraphics*[width=\textwidth]{\fpath/adj_canarch_freeslip_ADJheff}
106     \caption{Sensitivity $\partial{J}/\partial{(hc)}$ in
107 heimbach 1.8 m$^2$\,s$^{-1}$/m for four different different times using
108     \textbf{free-slip}
109 heimbach 1.7 lateral boundary conditions for sea ice drift. The color scale is chosen
110     to illustrate the patterns of the sensitivities.
111     \label{fig:adjhefffreeslip}}
112     \end{figure*}
113    
114     \begin{figure*}[t]
115     \includegraphics*[width=\textwidth]{\fpath/adj_canarch_noslip_ADJheff}
116 heimbach 1.8 \caption{Same as Fig. \ref{fig:adjhefffreeslip}, but for \textbf{no-slip}
117 heimbach 1.7 lateral boundary conditions for sea ice drift.
118     \label{fig:adjheffnoslip}}
119     \end{figure*}
120 heimbach 1.1
121 heimbach 1.6 \section{A case study: Sensitivities of sea-ice export through
122 heimbach 1.1 the Lancaster Sound}
123    
124     We demonstrate the power of the adjoint method in the context of
125     investigating sea-ice export sensitivities through Lancaster Sound.
126     The rationale for doing so is to complement the analysis of sea-ice
127 heimbach 1.11 dynamics in the presence of narrow straits presented in Part 1
128     (see also \cite{losc-dani:09}). Lancaster Sound is one of
129 heimbach 1.1 the main paths of sea-ice flowing through the Canadian Arctic
130 heimbach 1.8 Archipelago (CAA). Fig. \ref{fig:sverdrupbasin} taken from
131     \cite{mell:02} reflects the intricate local geopgraphy of
132     straits, sounds, and islands.
133     Export sensitivities reflect dominant pathways
134 heimbach 1.1 through the CAA as resolved by the model. Sensitivity maps can shed a
135     very detailed light on various quantities affecting the sea-ice export
136 heimbach 1.11 (and thus the underlying pathways).
137     A caveat of the present study is the limited resolution which
138     is not adequate to realistically simulate the CAA.
139     For example, while the dominant
140 heimbach 1.1 circulation through Lancaster Sound is toward the East, there is a
141     small Westward flow to the North, hugging the coast of Devon Island
142     \citep{mell:02, mich-etal:06,muen-etal:06}, which is not resolved in
143     our simulation.
144 heimbach 1.11 Nevertheless, the focus here is on elucidating model sensitivities in a
145     general way. For any given simulation, whether deemed
146     ``realistic'' or not, the adjoint provides exact model sensitivities,
147     and supports understanding whether hypothesized processes are actually
148     borne out by the model dynamics.
149 heimbach 1.1
150 heimbach 1.6 \subsection{The model configuration}
151    
152 heimbach 1.2 The model domain is the same as the one described in Part 1,
153 heimbach 1.11 i.e. taken from the Arcitc face of the global eddy-permitting
154     cubed-sphere setup \citep{mene-etal:05},
155     but with halved horizontal resolution, now amounting to roughly 36 km..
156 heimbach 1.1 The adjoint models run efficiently on 80 processors (as validated
157 heimbach 1.11 by benchmarks on both an SGI Altix and an IBM SP5 at NASA/ARC and NCAR/CSL).
158 heimbach 1.1 Following a 4-year spinup (1985 to 1988), the model is integrated for four
159     years and nine months between January 1989 and September 1993.
160     It is forced using realistic 6-hourly NCEP/NCAR atmospheric state variables.
161     %Over the open ocean these are
162     %converted into air-sea fluxes via the bulk formulae of
163     %\citet{large04}. The air-sea fluxes in the presence of
164     %sea-ice are handled by the ice model as described in \refsec{model}.
165     The objective function $J$ is chosen as the ``solid'' fresh water
166     export, that is the export of ice and snow converted to units of fresh
167     water,
168     %
169     \begin{equation}
170     J \, = \, (\rho_{i} h_{i}c + \rho_{s} h_{s}c)\,u
171     \end{equation}
172     %
173     through Lancaster Sound at approximately 82\degW\ (cross-section G in
174 heimbach 1.5 \reffig{arctic_topog}) integrated over the final
175 heimbach 1.1 12-month of the integration between October 1992 and September 1993.
176    
177     The forward trajectory of the model integration resembles broadly that
178 mlosch 1.9 of the model in Part~1. Many details are different, owning
179 heimbach 1.8 to different resolution and integration period.
180 heimbach 1.1 %
181 mlosch 1.9 %\ml{PH: Martin, please confirm/double-check following sentence:}
182 heimbach 1.8 %
183 mlosch 1.9 For example, the differences in solid
184     fresh water transport through Lancaster Sound are smaller
185 heimbach 1.8 between no-slip and
186     free-slip lateral boundary conditions at higher resolution
187 mlosch 1.9 ($91\pm85\text{\,km$^{3}$\,y$^{-1}$}$ and
188     $77\pm110\text{\,km$^{3}$\,y$^{-1}$}$ for free-slip and no-slip, respectively,
189     and for a C-grid LSR solver) than at lower resolution
190 heimbach 1.8 ($116\pm101\text{\,km$^{3}$\,y$^{-1}$}$ and
191 mlosch 1.9 $39\pm64\text{\,km$^{3}$\,y$^{-1}$}$ for free-slip and no-slip, respectively).
192 heimbach 1.8 The large discrepancy between all these numbers underlines the need to
193 heimbach 1.5 better understand the model sensitivities across the entire model state space
194 heimbach 1.8 resulting from different lateral boundary conditions and different
195     configurations, and which we aim to explore in a more
196     comprehensive manner through the adjoint.
197 heimbach 1.1
198 heimbach 1.6 The adjoint model is the transpose of the tangent linear model
199 heimbach 1.1 operator. It runs backwards in time, from September 1993 to
200     January 1989. During its integration it accumulates the Lagrange multipliers
201     of the model subject to the objective function (solid freshwater export),
202 mlosch 1.9 which are the sensitivities (derivatives) of the objective function with respect
203     %ML which can be interpreted as sensitivities of the objective function
204 heimbach 1.1 to each control variable and each element of the intermediate
205     coupled model state variables.
206     Thus, all sensitivity elements of the coupled
207     ocean/sea-ice model state as well as the surface atmospheric state are
208     available for analysis of the transient sensitivity behavior. Over the
209     open ocean, the adjoint of the bulk formula scheme computes
210     sensitivities to the time-varying atmospheric state. Over ice-covered
211     areas, the sea-ice adjoint converts surface ocean sensitivities to
212     atmospheric sensitivities.
213    
214 heimbach 1.6 \subsection{Adjoint sensitivities}
215 heimbach 1.1
216 heimbach 1.7 \begin{figure*}
217     \centerline{
218 heimbach 1.10 \includegraphics*[height=.9\textheight]{\fpath/lancaster_adj}
219 heimbach 1.7 }
220     \caption{Hovmoeller diagrams along the axis Viscount Melville
221     Sound/Barrow Strait/Lancaster Sound. The diagrams show the
222     sensitivities (derivatives) of the ``solid'' fresh water (i.e.,
223     ice and snow) export $J$ through Lancaster sound
224     (\reffig{arctic_topog}, cross-section G) with respect to effective
225     ice thickness ($hc$), ocean surface temperature (SST) and
226     precipitation ($p$) for two runs with free slip and no slip
227     boundary conditions for the sea ice drift. Each plot is overlaid
228     with the contours 1 and 3 of the normalized ice strengh
229     $P/P^*=(hc)\,\exp[-C\,(1-c)]$ for orientation.
230     \label{fig:lancasteradj}}
231     \end{figure*}
232     %
233     \begin{figure*}
234     \centerline{
235 heimbach 1.10 \includegraphics*[height=.9\textheight]{\fpath/lancaster_fwd_1}
236 heimbach 1.7 }
237     \caption{Hovmoeller diagrams along the axis Viscount Melville
238     Sound/Barrow Strait/Lancaster Sound of effective ice thickness
239     ($hc$), effective snow thickness ($h_{s}c$) and normalized ice
240     strengh $P/P^*=(hc)\,\exp[-C\,(1-c)]$ for two runs with free slip
241     and no slip boundary conditions for the sea ice drift. Each plot
242     is overlaid with the contours 1 and 3 of the normalized ice
243     strength for orientation.
244     \label{fig:lancasterfwd1}}
245     \end{figure*}
246     %
247     \begin{figure*}
248     \centerline{
249 heimbach 1.10 \includegraphics*[height=.9\textheight]{\fpath/lancaster_fwd_2}
250 heimbach 1.7 }
251 heimbach 1.8 \caption{Same as Fig. \ref{fig:lancasterfwd1}, but for SST, SSS,
252     and precipitation.
253 heimbach 1.7 \label{fig:lancasterfwd2}}
254     \end{figure*}
255     %
256    
257 heimbach 1.1 The most readily interpretable ice-export sensitivity is that to
258     effective ice thickness, $\partial{J} / \partial{(hc)}$.
259 heimbach 1.2 Maps of transient sensitivities
260     $\partial{J} / \partial{(hc)}$ are depicted using
261     free-slip (\reffig{adjhefffreeslip}) and no-slip (\reffig{adjheffnoslip}) boundary conditions.
262     Each Figure depicts four sensitivity snapshots from 1 October 1992
263     (i.e. the beginning of the averaging period for the objective function $J$
264     and 12 months prior to the end of the integration, September 1993),
265     going back in time to 1 October 1989
266     (beginning of model integration is 1 January 1989).
267 heimbach 1.1
268     The sensitivity patterns for effective ice thickness are predominantly positive.
269     An increase in ice volume in most places ``upstream'' of
270     Lancaster sound increases the solid fresh water export at the exit section.
271 heimbach 1.2 The transient nature of the sensitivity patterns is obvious:
272 heimbach 1.1 the area upstream of the Lancaster Sound that
273     contributes to the export sensitivity is larger in the earlier snapshot.
274 heimbach 1.2 In the free slip case, the sensivity follows (backwards in time) the dominant pathway through the Barrow Strait
275 heimbach 1.1 into the Viscount Melville Sound, and from there trough the M'Clure Strait
276 heimbach 1.2 into the Arctic Ocean (the branch of the ``Northwest Passage'' first
277     discovered by Robert McClure during his 1850 to 1854 expedition, during which
278     he got stuck in Viscount Melville Sound).
279 heimbach 1.1 Secondary paths are northward from the
280     Viscount Melville Sound through the Byam Martin Channel into
281     the Prince Gustav Adolf Sea and through the Penny Strait into the
282 heimbach 1.8 MacLean Strait.
283 heimbach 1.1
284     There are large differences between the free slip and no slip
285     solution. By the end of the adjoint integration in January 1989, the
286     no slip sensitivities (bottom right) are generally weaker than the
287     free slip sensitivities and hardly reach beyond the western end of the
288     Barrow Strait. In contrast, the free-slip sensitivities (bottom left)
289     extend through most of the CAA and into the Arctic interior, both to
290     the West (M'Clure St.) and to the North (Ballantyne St., Prince
291     Gustav Adolf Sea, Massey Sound), because in this case the ice can
292     drift more easily through narrow straits, so that a positive ice
293     volume anomaly anywhere upstream in the CAA increases ice export
294     through the Lancaster Sound within the simulated 4 year period.
295    
296 heimbach 1.2 One peculiar feature in the October 1992 sensitivity maps
297     are the negative sensivities to the East and, albeit much weaker,
298     to the West of the Lancaster Sound.
299     The former can be explained by indirect effects: less ice to the East means
300     less resistance to eastward drift and thus more export.
301     A similar mechanism might account for the latter,
302 heimbach 1.8 albeit more speculative: less ice to
303 heimbach 1.1 the West means that more ice can be moved eastwards from the Barrow Strait
304     into the Lancaster Sound leading to more ice export.
305    
306 heimbach 1.7 \begin{figure}
307     %\centerline{
308     \subfigure %[$hc$]
309     {\includegraphics*[width=.5\textwidth]{\fpath/lanc_pert_heff}}
310    
311     \subfigure %[SST]
312     {\includegraphics*[width=.5\textwidth]{\fpath/lanc_pert_theta}}
313    
314     \subfigure %[$p$]
315     {\includegraphics*[width=.5\textwidth]{\fpath/lanc_pert_precip}}
316     %}
317     \caption{~
318     \label{fig:lancpert}}
319     \end{figure}
320    
321 heimbach 1.2 The temporal evolution of several ice export sensitivities
322     along a zonal axis through
323 heimbach 1.1 Lancaster Sound, Barrow Strait, and Melville Sound (115\degW\ to
324     80\degW, averaged across the passages) are depicted as Hovmueller
325 heimbach 1.8 diagrams in \reffig{lancasteradj}.
326     In order to represent sensitivities to elements of the state of
327     each component of the coupled ocean/sea-ice/atmosphere control space, we
328     depict, from top to bottom, the
329     sensitivities to effective ice thickness ($hc$), ocean
330 heimbach 1.1 surface temperature ($SST$) and precipitation ($p$) for free slip
331     (left column) and no slip (right column) ice drift boundary
332     conditions.
333    
334     The Hovmoeller diagrams of ice thickness (top row) and sea surface temperature
335     (second row) sensitivities are coherent:
336     more ice in the Lancaster Sound leads
337     to more export, and one way to get more ice is by colder surface
338     temperatures (less melting from below). In the free slip case the
339 mlosch 1.9 sensitivities spread out in ``pulses'' following a seasonal cycle:
340     ice can propagate eastwards (forward in time) and thus sensitivites can
341 heimbach 1.1 propagate westwards (backwards in time) when the ice strength is low
342     in late summer to early autumn.
343     In contrast, during winter, the sensitivities show little to now
344     westward propagation, as the ice is frozen solid and does not move.
345     In the no slip case the (normalized)
346     ice strength does not fall below 1 during the winters of 1991 to 1993
347     (mainly because the ice concentrations remain near 100\%, not
348     shown). Ice is therefore blocked and cannot drift eastwards
349     (forward in time) through the Viscount
350     Melville Sound, Barrow Strait, Lancaster Sound channel system.
351     Consequently, the sensitivities do not propagate westwards (backwards in
352     time) and the export through Lancaster Sound is only affected by
353     local ice formation and melting for the entire integration period.
354    
355 heimbach 1.8 The sensitivities to precipitation exhibit a more complex behaviour.
356     A fairly accurate description would note an oscillatory behaviour:
357 heimbach 1.1 they are negative (more precipitation leads to less export)
358 heimbach 1.8 before January (more precisely, betwen roughly August and December)
359     and mostly positive after January
360 heimbach 1.1 (more precisely, January through July).
361     Times of positive sensitivities coincide with times of
362 heimbach 1.8 normalized ice strengths exceeding values of 3.
363     This description is interrupted only
364     between roughly January and August 1992,
365 mlosch 1.9 and to the East of 95\degW. During this time, and in this section
366 heimbach 1.8 of the Lancaster Sound, the ``anticipated'' positive sensitivity
367     (following strictly the oscillatory pattern) is reversed.
368     It coincides with the time immediatly preceding the evaluation
369     period of the annual ice export cost function (Oct. 92 to Sep. 93).
370     %
371     \ml{PH: Could it be that this portion goes past Lancaster Sound,
372     and is connected with the strong blocking downstream of LS?
373     If so, the negative sensitivity would make sense:
374     the blocking, initiated through ice emanating Nares Strait
375     is re-inforced by strong ice export through LS
376     Some evidence for this in Fig. 1, upper left panel???
377     Are the Figs consistent???}.
378    
379     \begin{table*}
380     \caption{Blabla... All perturbations were applied on a patch around
381     101.24$^{\circ}$W, 75.76$^{\circ}$N. Reference value for export is
382 mlosch 1.9 $J_0$ = 69.6 km$^3$.
383 heimbach 1.10 %\ml{[I HAVE THE IMPRESSION, THAT THE COLUMNS GOT MIXED UP, PLEASE CHECK.]}
384     %PH: oops, fixed.
385     }
386 heimbach 1.8 \label{tab:pertexp}
387     \centering
388     \begin{tabular}{ccccrr}
389     \hline
390     variable & time & $\Delta t$ & $\epsilon$ &
391     $\delta J$(adj.) [km$^3$/yr] & $\delta J$(f.d.) [km$^3$/yr] \\
392     \hline \hline
393     $hc$ & 1-Jan-1989 & init. & 0.5 m & 0.98 & 1.1 \\
394     SST & 1-Jan-1989 & init. & 0.5$^{\circ}$C & -0.125 & -0.108 \\
395 heimbach 1.10 $p$ & 1-Apr-1991 & 10 days & 1.6$\cdot10^{-7}$ m/s & 0.185 & 0.191 \\
396     $p$ & 1-Apr-1991 & 10 days & -1.6$\cdot10^{-7}$ m/s & -0.185 & -0.071 \\
397     $p$ & 1-Nov-1991 & 10 days & 1.6$\cdot10^{-7}$ m/s & -0.435 & -1.016 \\
398     $p$ & 1-Nov-1991 & 10 days & -1.6$\cdot10^{-7}$ m/s & 0.435 & 0.259 \\
399 heimbach 1.8 \hline
400     \end{tabular}
401     \end{table*}
402 heimbach 1.1
403     Assuming that most precipation is snow in this area\footnote{
404     In the
405     current implementation the model differentiates between snow and rain
406     depending on the thermodynamic growth rate; when it is cold enough for
407     ice to grow, all precipitation is assumed to be snow.}
408     %
409     the sensitivities can be interpreted in terms of the model physics.
410     The accumulation of snow directly increases the exported volume.
411     Further, short wave radiation cannot penetrate the snow cover and has
412     a higer albedo than ice (0.85 for dry snow and 0.75 for dry ice in our
413     case); thus it protects the ice against melting in spring (after
414     January).
415    
416     On the other hand, snow reduces the effective conductivity and thus the heat
417     flux through the ice. This insulating effect slows down the cooling of
418     the surface water underneath the ice and limits the ice growth from
419     below, so that less snow in the ice-growing season leads to more new
420     ice and thus more ice export.
421 heimbach 1.8 We note that the effect of snow vs. rain not relevant in explaining
422     positive vs. negative sensitivity patterns.
423     Negative sensitivities occur too late in the fall,
424     as evidenced by both NCEP/NCAR and CORE air temperatures.
425     They are hardly above freezing even in Jul/Aug, and otherwise
426     consistently below freezing, implying snowfall during most of the year.
427    
428 heimbach 1.1 The negative sensitivities to precipitation between 95\degW\ and
429     85\degW\ in spring 1992 may be explained by a similar mechanism: in an
430     area of thick snow (almost 50\,cm), ice cannot melt and tends to block
431     the channel so that ice coming in from the West cannot pass thus
432     leading to less ice export in the next season.
433 heimbach 1.8 %
434     \ml{PH: Why is this true for 1992 but not 1991?}
435 heimbach 1.1
436 heimbach 1.8 \subsection{Forward perturbation experiments}
437 heimbach 1.1
438 mlosch 1.9 Using an adjoint model obtained via automatic differentiation
439 heimbach 1.8 and applied under potentially highly nonlinear conditions begs the question
440 heimbach 1.3 to what extent the adjoint sensitivities are ``reliable".
441     Obtaining adjoint fields that are physically interpretable
442 heimbach 1.8 provides some support, but quantitative verification is required to lend
443 heimbach 1.3 credence to the calculations.
444 heimbach 1.8 Such verification can be achieved by comparing the adjoint-derived gradient
445 heimbach 1.3 with the one obtained from finite-difference perturbation experiments.
446     More specifically, for a control variable of interest $\mathbf{u}$
447     we can readily calculate an expected change $\delta J$ in the objective function
448     from an applied perturbation $\mathbf{\delta u}$ over the domain $A$ via
449     %
450     \begin{equation}
451     \delta J \, = \, \int_A \frac{\partial J}{\partial \mathbf{u}} \,
452     \mathbf{\delta u} \, dA
453     \label{eqn:adjpert}
454     \end{equation}
455     %
456     Alternatively we can infer the magnitude of the cost perturbation
457     without use of the adjoint, but instead by applying the same
458     perturbation $\epsilon = | \mathbf{\delta u} |$ to the control space over
459     the same domain $A$ and run the
460     forward model. We obtain the perturbed cost by calculating
461     %
462     \begin{equation}
463     \delta J \, = \,
464 heimbach 1.8 J(\mathbf{u}+\mathbf{\delta u}) - J(\mathbf{u})
465 heimbach 1.3 \label{eqn:fdpert}
466     \end{equation}
467    
468     The degree to which eqn. (\ref{eqn:adjpert}) and (\ref{eqn:fdpert}) agree
469 heimbach 1.8 depends both on the magnitude of the perturbation
470     $\epsilon = | \mathbf{\delta u} |$
471 heimbach 1.3 and on the integration period (note that forward and adjoint models are
472     evaluated over the same period).
473     For nonlinear models they are expected to diverge both with
474     perturbation magnitude as well as with integration time.
475     Bearing this in mind, we perform several such experiments
476 heimbach 1.8 for various control variables, summarized in Table \ref{tab:pertexp}.
477 heimbach 1.3
478 heimbach 1.8 Comparison between f.d. and adjoint-derived ice-export perturbations
479     show remarkable agreement for both initial value perturbations
480     (effective ice thickness, sea surface temperature).
481 mlosch 1.9 Deviations between perturbed cost function values remain below roughly 50 \%.
482 heimbach 1.8 Fig. \ref{fig:lancpert} depicts the temporal evolution of
483     perturbed minus un-perturbed ice export for initial ice thickness
484     (top panel) and SST (middle panel) perturbation.
485     In both cases, changes are limited to the melting season during which
486     the ice gets ``unstuck'' and can lead to significant export.
487     As ``predicted'' by the adjoint, the two curves are of opposite sign,
488     and scales differ by almost an order of magnitude.
489     %
490     \ml{PH: Tja, was soll man da noch sagen...}
491     %
492    
493     A challenging test is ascertaining the sign changes through time
494     (and magnitude) of the transient precipitation sensitivities.
495     To investigate this, we have performed two perturbation experiments:
496     one, in which we perturb precipitation over a 10-day period
497     between April 1st and 10th, 1991 (coincident with a period of
498     positive adjoint sensitivities),
499     and one in which we apply the same perturbation over the 10-day period
500     November 1st to 10th, 1991 (coincident with a period of
501     negative adjoint sensitivities).
502     The perturbation magnitude chosen is $\epsilon = 1.6 \times 10^{-7}$ m/s
503     as a measure of spatial mean standard deviation of precipitation
504     variability. The results are as follows:
505     First, perturbation experiments confirm the sign change
506     when perturbing in different seasons.
507     Second, we observe good quantitative agreement for the Apr. 1991 case,
508     and a 50 \% deviation for the Nov. 1991 case.
509     %
510     While the latter discrepancy seems discouraging,
511     we recall that the perturbation experiments are performed
512     over a multi-year period, and under likely nonlinear model behaviour.
513     To support this view, we reran the perturbation experiments by
514     applying the same the same perturbation, but of opposite sign,
515     $\epsilon = -1.6 \times 10^{-7}$ m/s.
516     At this point both perturbation periods lead to about
517     50 \% discrepancies between finite-difference and adjoint-derived
518     ice export differences.
519    
520     In this light, and given that these experiments constitute very
521     severe tests on the adjoint, the results can be regarded as useful in
522     obtaining useful qualitative, and within certain limits quantitative
523     information of comprehensive model sensitivities
524     that cannot realistically be computed otherwise.
525 heimbach 1.3
526 heimbach 1.1
527     %(*)
528     %The sensitivity in Baffin Bay are more complex.
529     %The pattern evolves along the Western boundary, connecting
530     %the Lancaster Sound Polynya, the Coburg Island Polynya, and the
531     %North Water Polynya, and reaches into Nares Strait and the Kennedy Channel.
532     %The sign of sensitivities has an oscillatory character
533     %[AT FREQUENCY OF SEASONAL CYCLE?].
534     %First, we need to establish whether forward perturbation runs
535     %corroborate the oscillatory behaviour.
536     %Then, several possible explanations:
537     %(i) connection established through Nares Strait throughflow
538     %which extends into Western boundary current in Northern Baffin Bay.
539     %(ii) sea-ice concentration there is seasonal, i.e. partly
540     %ice-free during the year. Seasonal cycle in sensitivity likely
541     %connected to ice-free vs. ice-covered parts of the year.
542     %Negative sensitivities can potentially be attributed
543     %to blocking of Lancaster Sound ice export by Western boundary ice
544     %in Baffin Bay.
545     %(iii) Alternatively to (ii), flow reversal in Lancaster Sound is a possibility
546     %(in reality there's a Northern counter current hugging the coast of
547     %Devon Island which we probably don't resolve).
548    
549     %Remote control of Kennedy Channel on Lancaster Sound ice export
550     %seems a nice test for appropriateness of free-slip vs. no-slip BCs.
551    
552     %\paragraph{Sensitivities to the sea-ice area}
553    
554     %Fig. XXX depcits transient sea-ice export sensitivities
555     %to changes in sea-ice concentration
556     % $\partial J / \partial area$ using free-slip
557     %(left column) and no-slip (right column) boundary conditions.
558     %Sensitivity snapshots are depicted for (from top to bottom)
559     %12, 24, 36, and 48 months prior to May 2003.
560     %Contrary to the steady patterns seen for thickness sensitivities,
561     %the ice-concentration sensitivities exhibit a strong seasonal cycle
562     %in large parts of the domain (but synchronized on large scale).
563     %The following discussion is w.r.t. free-slip run.
564    
565     %(*)
566     %Months, during which sensitivities are negative:
567     %\\
568     %0 to 5 Db=N/A, Dr=5 (May-Jan) \\
569     %10 to 17 Db=7, Dr=5 (Jul-Jan) \\
570     %22 to 29 Db=7, Dr=5 (Jul-Jan) \\
571     %34 to 41 Db=7, Dr=5 (Jul-Jan) \\
572     %46 to 49 D=N/A \\
573     %%
574     %These negative sensitivities seem to be connected to months
575     %during which main parts of the CAA are essentially entirely ice-covered.
576     %This means that increase in ice concentration during this period
577     %will likely reduce ice export due to blocking
578     %[NEED TO EXPLAIN WHY THIS IS NOT THE CASE FOR dJ/dHEFF].
579     %Only during periods where substantial parts of the CAA are
580     %ice free (i.e. sea-ice concentration is less than one in larger parts of
581     %the CAA) will an increase in ice-concentration increase ice export.
582    
583     %(*)
584     %Sensitivities peak about 2-3 months before sign reversal, i.e.
585     %max. negative sensitivities are expected end of July
586     %[DOUBLE CHECK THIS].
587    
588     %(*)
589     %Peaks/bursts of sensitivities for months
590     %14-17, 19-21, 27-29, 30-33, 38-40, 42-45
591    
592     %(*)
593 mlosch 1.9 %Spatial ``anti-correlation'' (in sign) between main sensitivity branch
594 heimbach 1.1 %(essentially Northwest Passage and immediate connecting channels),
595     %and remote places.
596     %For example: month 20, 28, 31.5, 40, 43.
597     %The timings of max. sensitivity extent are similar between
598     %free-slip and no-slip run; and patterns are similar within CAA,
599     %but differ in the Arctic Ocean interior.
600    
601     %(*)
602     %Interesting (but real?) patterns in Arctic Ocean interior.
603    
604     %\paragraph{Sensitivities to the sea-ice velocity}
605    
606     %(*)
607     %Patterns of ADJuice at almost any point in time are rather complicated
608     %(in particular with respect to spatial structure of signs).
609     %Might warrant perturbation tests.
610     %Patterns of ADJvice, on the other hand, are more spatially coherent,
611     %but still hard to interpret (or even counter-intuitive
612     %in many places).
613    
614     %(*)
615 mlosch 1.9 %``Growth in extent of sensitivities'' goes in clear pulses:
616 heimbach 1.1 %almost no change between months: 0-5, 10-20, 24-32, 36-44
617     %These essentially correspond to months of
618    
619    
620     %\subsection{Sensitivities to the oceanic state}
621    
622     %\paragraph{Sensitivities to theta}
623    
624     %\textit{Sensitivities at the surface (z = 5 m)}
625    
626     %(*)
627     %mabye redo with caxmax=0.02 or even 0.05
628    
629     %(*)
630     %Core of negative sensitivities spreading through the CAA as
631     %one might expect [TEST]:
632     %Increase in SST will decrease ice thickness and therefore ice export.
633    
634     %(*)
635     %What's maybe unexpected is patterns of positive sensitivities
636 mlosch 1.9 %at the fringes of the ``core'', e.g. in the Southern channels
637 heimbach 1.1 %(Bellot St., Peel Sound, M'Clintock Channel), and to the North
638     %(initially MacLean St., Prince Gustav Adolf Sea, Hazen St.,
639     %then shifting Northward into the Arctic interior).
640    
641     %(*)
642     %Marked sensitivity from the Arctic interior roughly along 60$^{\circ}$W
643     %propagating into Lincoln Sea, then
644     %entering Nares Strait and Smith Sound, periodically
645     %warming or cooling[???] the Lancaster Sound exit.
646    
647     %\textit{Sensitivities at depth (z = 200 m)}
648    
649     %(*)
650     %Negative sensitivities almost everywhere, as might be expected.
651    
652     %(*)
653     %Sensitivity patterns between free-slip and no-slip BCs
654     %are quite similar, except in Lincoln Sea (North of Nares St),
655     %where the sign is reversed (but pattern remains similar).
656    
657     %\paragraph{Sensitivities to salt}
658    
659     %T.B.D.
660    
661     %\paragraph{Sensitivities to velocity}
662    
663     %T.B.D.
664    
665     %\subsection{Sensitivities to the atmospheric state}
666    
667     %\begin{itemize}
668     %%
669     %\item
670     %plot of ATEMP for 12, 24, 36, 48 months
671     %%
672     %\item
673     %plot of HEFF for 12, 24, 36, 48 months
674     %%
675     %\end{itemize}
676    
677    
678    
679     %\reffig{4yradjheff}(a--d) depict sensitivities of sea-ice export
680     %through Fram Strait in December 1995 to changes in sea-ice thickness
681     %12, 24, 36, 48 months back in time. Corresponding sensitivities to
682     %ocean surface temperature are depicted in
683     %\reffig{4yradjthetalev1}(a--d). The main characteristics is
684     %consistency with expected advection of sea-ice over the relevant time
685     %scales considered. The general positive pattern means that an
686     %increase in sea-ice thickness at location $(x,y)$ and time $t$ will
687     %increase sea-ice export through Fram Strait at time $T_e$. Largest
688     %distances from Fram Strait indicate fastest sea-ice advection over the
689     %time span considered. The ice thickness sensitivities are in close
690     %correspondence to ocean surface sentivitites, but of opposite sign.
691     %An increase in temperature will incur ice melting, decrease in ice
692     %thickness, and therefore decrease in sea-ice export at time $T_e$.
693    
694     %The picture is fundamentally different and much more complex
695     %for sensitivities to ocean temperatures away from the surface.
696     %\reffig{4yradjthetalev10??}(a--d) depicts ice export sensitivities to
697     %temperatures at roughly 400 m depth.
698     %Primary features are the effect of the heat transport of the North
699     %Atlantic current which feeds into the West Spitsbergen current,
700     %the circulation around Svalbard, and ...
701    
702    
703     %%\begin{figure}[t!]
704     %%\centerline{
705     %%\subfigure[{\footnotesize -12 months}]
706     %%{\includegraphics*[width=0.44\linewidth]{\fpath/run_4yr_ADJheff_arc_lev1_tim072_cmax2.0E+02.eps}}
707     %%\includegraphics*[width=.3\textwidth]{H_c.bin_res_100_lev1.pdf}
708     %%
709     %%\subfigure[{\footnotesize -24 months}]
710     %%{\includegraphics*[width=0.44\linewidth]{\fpath/run_4yr_ADJheff_arc_lev1_tim145_cmax2.0E+02.eps}}
711     %%}
712     %%
713     %%\caption{Sensitivity of sea-ice export through Fram Strait in December 2005 to
714     %%sea-ice thickness at various prior times.
715     %%\label{fig:4yradjheff}}
716     %%\end{figure}
717    
718    
719     %\ml{[based on the movie series
720     % zzz\_run\_export\_canarch\_freeslip\_4yr\_1989\_ADJ*:]} The ice
721     %export through the Canadian Archipelag is highly sensitive to the
722     %previous state of the ocean-ice system in the Archipelago and the
723     %Western Arctic. According to the \ml{(adjoint)} senstivities of the
724     %eastward ice transport through Lancaster Sound (\reffig{arctic_topog},
725     %cross-section G) with respect to ice volume (effective thickness), ocean
726     %surface temperature, and vertical diffusivity near the surface
727     %(\reffig{fouryearadj}) after 4 years of integration the following
728     %mechanisms can be identified: near the ``observation'' (cross-section
729     %G), smaller vertical diffusivities lead to lower surface temperatures
730     %and hence to more ice that is available for export. Further away from
731     %cross-section G, the sensitivity to vertical diffusivity has the
732     %opposite sign, but temperature and ice volume sensitivities have the
733     %same sign as close to the observation.
734    
735    
736 mlosch 1.9
737 heimbach 1.1 %%% Local Variables:
738     %%% mode: latex
739 mlosch 1.9 %%% TeX-master: "ceaice_part2"
740 heimbach 1.1 %%% End:

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