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lots of tiny changes, awser to request about transport figures, a few comments,

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

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