2012 |
Barton, Christopher C., et al. "Benoit B. Mandelbrot (1924-2010)." Eos Trans. AGU. 93.4 (2012): 44.
Résumé: Benoit B. Mandelbrot, who advanced the concept of power law scaling as a fundamental property of a broad range of natural processes and patterns in geophysics, economics, mathematics, and virtually all of science, died on 14 October 2010 in Cambridge, Mass., at the age of 85. Mandelbrot, known as the �father of fractal geometry,� was a mathematician who developed the scaling concepts of self-similarity and self-affinity and found examples in spatial, temporal, and size patterns across a broad spectrum of disciplines. He coined the term �fractal� (from the Latin noun �fractus,� meaning fragmented) for shapes and patterns that exhibit self-similarity, meaning that they are statistically scale independent. Such shapes are characterized by fractional power law exponents, between the integer (Euclidean) dimensions. He is best known through his books, including Les Objets Fractals: Forme, Hasard et Dimension; Fractals: Form, Chance and Dimension; The Fractal Geometry of Nature; and Multifractals and 1/f Noise: Wild Self-Affinity in Physics [Mandelbrot, 1975, Mandelbrot 1977, Mandelbrot 1982, Mandelbrot 1999].
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Schertzer, D., I. Tchiguirinskaia, and S. Lovejoy. "Getting higher resolution rainfall estimates: X-band radar technology and multifractal drop distribution." Weather Radar and Hydrology. Ed. IAHS Press. Wallingford, Royaume-Uni: Moore, R., 2012.
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Schertzer, D., et al. "Quasi-geostrophic turbulence and generalized scale invariance, a theoretical reply." Atmos. Chem. Phys.. 12 (2012): 327–336.
Résumé: Lindborg et al. (2010) claim that the apparent spectrum power law E(k) k−3 on scales 600 km obtained with the help of commercial jetliner trajectory deviations (GASP and Mozaic databases) could not be brought into question (Lovejoy et al., 2009a), because this spectrum corresponds to “a well known theory of quasi-geostrophic turbulence developed by Charney (1971)”. Lindborg et al. (2010) also claim that “limitations [of this theory] have been relaxed in many of the modern models of atmospheric turbulence”. We show that both claims are irrelevant and that generalized scale invariance (GSI) is indispensable to go beyond the quasi-geostrophic limitations, to go in fact from scale analysis to scaling analysis in order to derive better analytical models. In this direction, we derive vorticity equations in a space of (fractal) dimension D = 2+Hz (0 Hz 1), which corresponds to a first step in the derivation of a dynamical alternative to the quasi-geostrophic approximation and turbulence. The corresponding precise definition of fractional dimensional turbulence already demonstrates that the
classical 2-D and 3-D turbulence are not the main options to understand atmospheric dynamics. Although (2+Hz)-D turbulence with 0 < Hz < 1) has more common features with 3-D turbulence than with 2-D turbulence, it has nevertheless
very distinctive features: its scaling anisotropy is in agreement with the layered pancake structure, which is typical of rotating and stratified turbulence but not of the classical 3-D turbulence.
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2011 |
Fitton, G., et al. "The Anisotropic Multifractal Model and Wind Turbine Wakes." 7th PhD Seminar on Wind Energy in Europe., 2011. 115.
Résumé: A typical routine in wind field resource assessment, at the most basic level, consists of first to third order statistics of times series data. The quality of the time series data can range between 0.05 to 600 seconds. More often than not the frequency of data will be the latter of the two since it is the cumulative power over long periods of time that define the financial return from turbines and thus high-resolution data is deemed unnecessary. It is now evident that such coarse time series data are no longer sufficient for a representa- tive assessment of the wind and that estimations based on such data are associated with inaccurate power curve pre- diction and turbine damage. In particular it has been sug- gested that such problems are due to a lack of understand- ing of the somewhat intermittent nature of the wind velocity fields and the small-scale fluctuations thus associated. In order to address this there has been a significant increase in research involving coupled mesoscale-microscale mod- els and stochastic downscaling methods. Our contribution is a demonstration that a good knowledge of small-scale variability is essential for a better understanding of the at- mospheric boundary layer. We discuss the applicability of the stochastic anisotropic multifractal model to the complex conditions of wind farm potential and operational sites.
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Gires, A., et al. "Impact de la variabilité non-mesurée des précipitations sur les débits en hydrologie urbaine : un cas d'étude dans le cadre multifractal." Houille Blanche. 4 (sept 2011) (2011): 37–42.
Résumé: Cet article utilise les propriétés multifractales d'un évènement pluvieux dans la région de Londres le 9 février 2009, pour mieux comprendre et quantifier 'incertitude associée à la variabilité spatio-temporelle des précipitations non mesurées par les radars météorologiques en bande C, dont la résolution estimée est de 1 km*1 km*5min, et comment elle se transfère aux prévisions des débits en réseaux d'assainissement. Le cas d'étude hydrologique est celui du bassin versant urbain de 900 hectares de Cranbrook (Londres). Les propriétés multifractales sont en accord avec le modèle spatio-temporel le plus simple, reposant sur un exposant d'anisotropie entre l'espace et le temps. Ceci permet de désagréger le champ de précipitation à l'aide de cascades multifractales spatio-temporelles. Un ensemble de champs de précipitations désagrégés réalistes est alors généré à l'aide des multifractals universels, puis l'ensemble des hydrogrammes correspondants est obtenu par un modèle urbain pluie-débit semi-distribué. Il apparait que les queues de probabilité issues de l'analyse de 100 échantillons de précipitation présentent un comportement en loi de puissance, qui est retrouvé sur les débits de pointe mais avec des exposants différents
Mots-Clés: variabilité spatio-temporelle désagrégation multifractals loi de puissance ensemble stochastique hydrologie urbaine
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Gires, A., et al. "Impact of small scale rainfall uncertainty on urban discharge forecasts." Weather Radar and Hydrology 2011. Exeter, United-Kingdom: IAHS., 2011. 100.
Résumé: We use a multifractal characterization of two heavy rainfall events in the London area to quantify the uncertainty associated to the rainfall variability at scales smaller than the usual C-band radar resolution (1 km2 x 5 min.) and how its transfer to sewer discharge forecasts. The radar data are downscaled to a higher resolution with the help of a multifractal cascade whose exponent values correspond to the estimates obtained from the radar data. A hundred of downscaled realizations are thus obtained and input into a semi-distributed urban hydrological model. Both probability distributions of the extremes are shown to follow a power-law, which corresponds to a rather high dispersion of the results, therefore to a large uncertainty. We also discuss the relationship between the respective exponents. In conclusion, we emphasize the corresponding gain obtained by higher resolution radar data.
Mots-Clés: multifractals rainfall downscaling urban hydrology power law
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Gires, A., et al. "Analyses multifractales et spatio-temporelles des precipitations du modele Meso-NH et des donnees radar." Hydrological Sciences Journal – Journal des Sciences Hydrologiques. 56 (2011): 380–396.
Résumé: Dans le cadre des multifractals universels, il est possible de caracteriser la variabilite spatio-temporelle de la pluie sur une grande gamme d'echelle a l'aide de trois parametres invariants d'echelles. Dans cette etude, nous avons estime ces parametres multifractals sur des simulations numeriques effectuees avec le modele meso-echelle Meso-NH, developpe par Meteo-France et le Laboratoire d'Aerologie (Univ. P. Sabatier, Toulouse, France), et des images radar composites, couvrant le meme evenement pluvieux, a savoir un orage particulierement violent, dit de type Cevenol, ayant eu lieu sur la partie sud de la France du 5 au 9 Septembre 2005. La comparaison des resultats montre que les deux types de donnees presentent des domaines d'invariance d'echelle relativement similaires, et dont les proprietes sont en accord avec les modeles de precipitation spatio-temporels unifies et scalants les plus simples. Neanmoins l'evaluation de leurs exposants conduit a des valeurs parfois fortement differentes. Citation Gires, A., Tchiguirinskaia, I., Schertzer, D. Lovejoy, S. (2011) Analyses multifractales et spatio-temporelles des precipitations du modele Meso-NH et des donnees radar. Hydrol. Sci. J. 56(3), 380-396.
Mots-Clés: rainfall
radar
mesoscale model
scaling
multifractal
spatio-temporal analysis
POLARIMETRIC WEATHER RADAR
UNIVERSAL MULTIFRACTALS
RAIN FIELDS
SCALE
CLOUDS
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Gires, A., et al. "Sewer discharge uncertainty resulting from unmeasured small scale rainfall variability: a case study in a multifractal framework." Proceedings 12th International Conference on Urban Drainage, September 11 to 16, 2011, Porto Alegre/., 2011. 100.
Résumé: The goal of this paper is to quantify the uncertainty of sewer discharge associated with unmeasured small scale rainfall variability (i.e. at scales smaller than the usual C-band radar resolution of 1km*1km*5min). Taking this uncertainty into account would enable to improve storm water management in urban areas. A case study is done on a 3,400 ha urban catchment in the county of Seine-Saint-Denis in the North of Paris. A rainfall event that occurred on February 9th, 2009 is studied, with rainfall estimates from the C-band radar of Trappes, located on the West of Paris, and operated by Météo-France. First an ensemble of realistic rainfall fields downscaled to a higher resolution is generated with the help of a multifractal space-time cascade whose exponents are estimated on the radar data. Second the corresponding ensemble of hydrographs is simulated by inputting each rainfall realization into a semi-distributed urban hydrological model. It appears that the dispersion among the ensemble is rather high, with for instance probability distribution of the extremes of both the rainfall and the peak flow exhibit a power-law falloff. In conclusion, we highlight the need to develop the use in urban areas of X-band radars, which provide higher resolution data.
Mots-Clés: Multifractals power law rainfall downscaling urban hydrology
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Gires, A., et al. Quantifying the uncertainty on urban runoff associated to unmeasured small-scale rainfall variability: a comparison of two cases study. European Geosciences Union General Assembly 2011., 2011.
Résumé: In large urban areas such as the Paris and London one, storm water management is a challenge. Indeed because there is a significant proportion of impervious surface on large areas, great amounts of effective rainfall need to be handled. In this study, we use multifractal characterization of rainfall to quantify the uncertainty on sewer discharge forecasts associated to unmeasured small scale rainfall variability, i.e at a higher resolution than 1 km * 1 km * 5 min which is usually available with C-band radar networks. Two urban areas are used as cases study and compared: a catchment in the county of Seine-Saint-Denis in the North of Paris, and the Cranbrook catchment in the North of London. Several types of rainfall events (frontal or convective) are analysed. Concerning the rainfall data, Nimrod mosaics of the Met Office is used for the London catchment. For Paris' we use the data from the C-band radar of Trappes, located in the East of Paris. First an ensemble of realistic rainfall fields downscaled to a higher resolution is generated with the help of multifractal space-time cascades. The characteristic exponents used are the one estimated on the radar data. Second the corresponding ensemble of hydrographs is simulated by inputting each rainfall realization into a semi-distributed urban hydrological model. It appears that the uncertainty on the simulated peak flow is significant, reaching 40% for some rainfall events. Moreover the probability distribution of the extremes of both the rainfall and the peak flow exhibit a power-law falloff, indicting a high dispersion of the results. These results found on two independent models suggest that rainfall extremes play a key role in conditioning discharge extremes. The relationship between the characteristic exponents is discussed. In conclusion, we highlight the need to develop the use X-band radars in urban areas. Indeed such radars provide higher resolution data that would enable a better management of storm water. The results were obtained within the framework of the project GARP-3C (program R2DS, région Iles-de-France), and as part of the Flood Risk Management Research Consortium (FRMRC2, SWP3).
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Hoang, C. - T., et al. "Assessing the high frequency quality of long rainfall series." Journal of Hydrology (accepted) (2011).
Résumé: High resolution, long and reliable rainfall time series are extremely important to assess reliable statistics, e.g. the Depth-duration-Frequency curves that have been widely used to define design rainfalls and rainfall drainage network dimensioning. The potential consequences of changes in measuring and recording techniques have been somewhat discussed in the literature with respect to a possible corresponding introduction of artificial inhomogeneities in time series. In this paper, we show how to detect another artificiality: most of the rainfall time series have a lower recording frequency than that is assumed, furthermore the effective high-frequency limit often depends on the recording year due to algorithm changes. This question is particularly important for operational hydrology, because we show that an error on the effective recording high frequency introduces biases in the corresponding statistics. We developed a simple automatic procedure to assess this frequency period by period and station by station on a large database. The scaling analysis of these time series also shows the influence of high frequency limitations on the scaling behaviour, leading to possible misinterpretation of the significance of characteristic scales and scale-dependent hydrological quantities.
Mots-Clés: long time serieshigh resolution data<span style=""> frequency qualityscaling analysisoperational hydrology
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Hoang, C. - T., et al. "Multifractal parameters and extreme behaviour of high resolution rainfall time series." European Geosciences Union, General Assembly. Vienna, Austria, 2011.
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Hovde, S. J., et al. "Vertical scaling of temperature, wind and humidity fluctuations: dropsondes from 13 km to the surface of the Pacific Ocean." International Journal of Remote Sensing. 32 (2011): 5891–5918.
Résumé: Observational data were taken in the 'vertical' structure at 2 Hz from research dropsondes for temperature, wind speed and relative humidity during the similar to 800 s it takes to reach the surface from the similar to 13 km altitude of the National Oceanic and Atmospheric Administration (NOAA) Gulfstream 4SP aircraft. The observations were made mainly through the depth of the troposphere above the eastern Pacific Ocean from 15 degrees N to 43 degrees N (dropsondes) and 60 degrees N (aircraft) in 2004. Grand averages of some key figures and of probability distribution functions (PDFs) were formed by compounding the data from the Winter Storms Projects 2004, 2005 and 2006, comprising 246, 324 and 315 (some dropped up to 60 degrees N) useable sondes, respectively. This sizeable data set was used to representatively characterize the statistical fluctuations in the 'vertical' structure from 13 km to the surface. The fluctuations are resolved at 5-10 m altitude, so covering up to 3 orders of magnitude of typical tropospheric weighting functions for passive remote sounders. Average 'vertical' statistical, multifractal, scaling exponents H, C(1) and alpha of temperature, wind speed and humidity fluctuations observed at high resolution were computed and are available as potential generators of representative, scale-invariant summaries of the vertical structure of the marine troposphere, for use in design and retrieval of remotely sounded observations.
Mots-Clés: Scaling multifractal generalized scale invariance atmosphere vertical structure
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Lovejoy, S., and D. Schertzer. "Space-time cascades and the scaling of ECMWF reanalyses: Fluxes and fields." Journal of Geophysical Research Atmospheres. 116 (2011): D14117.
Résumé: We consider the space-time scaling properties of the European Centre for Medium-Range Weather Forecasts (ECMWF) interim reanalysis products for the wind (u, v, w), humidity (h(s)), temperature (T), and geopotentials (z) and their corresponding turbulent fluxes using the daily 700 mbar products for the year 2006. Following previous studies on T, h(s), and u, we show that that the basic predictions of multiplicative cascade models are well respected over space-time scales below similar to 5000 km, shorter than similar to 5-10 days providing precise scale by scale determination of the reanalysis statistical properties (needed for example for stochastic parameterizations in ensemble forecasting systems). We innovate by including the meridional and vertical wind components (v, w) and geopotential (z), and by considering their horizontal anisotropies, their latitudinal variations and, perhaps most importantly, by directly analyzing the fields (not just fluxes). Whereas the fluxes have nearly isotropic exponents in space-time with little latitudinal variation (displaying only scale independent “trivial” anisotropy), the fields have significant scaling horizontal anisotropies. These complicate the interpretation of standard isotropic spectra and are likely to be artifacts. Many of the new (nonconservation) exponents (H) are nonstandard and currently have no adequate theoretical explanation although the key horizontal wind and temperature H exponents may be consequences of horizontal Kolmogorov scaling, combined with sloping isobaric surfaces. In time the scaling is broken at around 5-10 days, i.e., roughly the lifetime of planetary structures; lower frequencies are spectrally flatter: the “spectral plateau,” weather-low-frequency weather regime.
Mots-Clés: Multifractals atmospheric turbulence forecasting reanalysis
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Schertzer, D., and S. Lovejoy. "Multifractals, Generalized Scale Invariance And Complexity In Geophysics." International Journal of Bifurcation and Chaos. 21 (2011): 3417–3456.
Résumé: The complexity of geophysics has been extremely stimulating for developing concepts and techniques to analyze, understand and simulate it. This is particularly true for multifractals and Generalized Scale Invariance. We review the fundamentals, introduced with the help of pedagogical examples, then their abstract generalization is considered. This includes the characterization of multifractals, cascade models, their universality classes, extremes, as well as the necessity to broadly generalize the notion of scale to deal with anisotropy, which is rather ubiquitous in geophysics.
Mots-Clés: Multifractals generalized scale invariance complexity symmetries scaling anisotropy geophysics
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Schertzer, D., and S. Loveloy. "Multifractals, generalized scale invariance and complexity in geophysics." IJBC. 21.12 (2011): 3417–3456.
Résumé: The complexity of geophysics has been extremely stimulating for developing concepts and techniques to analyze, understand and simulate it. This is particularly true for multifractals and Generalized Scale Invariance. We review the fundamentals, introduced with the help of pedagogical examples, then their abstract generalization is considered. This includes the characterization of multifractals, cascade models, their universality classes, extremes, as well as the necessity to broadly generalize the notion of scale to deal with anisotropy, which is rather ubiquitous in geophysics.
Mots-Clés: Multifractals; generalized scale invariance; scaling; geophysics
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Tchiguirinskaia, I., et al. Multifractal study of three storms with different dynamics over the Paris region. Weather Radar and Hydrology Symposium. Exeter, UK: IAHS Red book (accepted), 2011.
Résumé: Nowadays research is triggered by the permanent need to better relate the measured radar reflectivity to the surface rainfall. The knowledge on flow structure within cloud formation systems and associated convective-stratiform separation may provide useful information in this respect. We will first discuss how the stochastic multifractals can handle the differences of scales and measurement densities of the rain gauge and radar data; and help to merge information from these data. We use the mosaics of the METEO-FRANCE ARAMIS radar network that correspond to horizontal projections of the radar rainfall estimates over a 1 km x 5 min grid over France. In particular, three storm events with different dynamics over the Paris region were selected to illustrate the efficiency of the multifractal framework. In spite of the difficulty that usually the same precipitation field comprises both, stratiform and convective formations, their respective scaling properties allow to decipher and to classify the radar data
Mots-Clés: multifractals, convective-stratiform formations, rainfall extremes, power law
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2010 |
Fitton, G., et al. Multifractal Analysis and Simulation of Energy Fluctuations. EAWE PhD seminar on Wind Energy. Trondheim, Norway: Eawe, 2010.
Résumé: One of the key thematic areas for the development of future research in wind energy is turbulence. To better understand this topic requires the development of new numerical methods and measuring techniques capable of reaching micro scale effects. My PhD thesis will focus on advanced characterisation of micro-scale wind turbulence with respect to non-Gaussian heavy tailed statistics and short term extreme events (gusts) on the scales of 1 to 1000m and/or 1 to 100sec. Based on experimental data, multifractal wind field models with high frequency turbulent dynamics will be developed. Such models are promising candidates for providing initial flow conditions for turbulent dynamic computational fluid dynamics calculations. A combination of multifractals with other more classical models can open new perspectives for many industrial applications.
Mots-Clés: Multifractals
Wind Simulation
Multi-scale
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Gires, A., et al. "Comparison of a deterministic model, a stochastic multifractal model and radar rainfall data." Vol. 12. Vienna, Austria: Geophysical Research Abstracts, 2010.
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Gires, A., et al. "Influence of the zero-rainfall in the multifractal estimates of the extremes." (2010).
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Gires, A., et al. "Impact de la variabilité non-mesurée des précipitations, sur les prévisions de débits en hydrologie urbaine : un cas d'étude dans un cadre multifractal." Journées doctorales en hydrologie urbaine. Champs sur Marne, France, 2010.
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Hoang, C. - T., et al. "Modélisation hydro-météorologique, qualité de haute fréquence de séries temporelles et détection du changement climatique." Journées Doctoriales en Hydrologie Urbaine. Ecole des Ponts ParisTech, 2010.
Résumé: La qualité des statistiques des précipitations, notamment les courbes Intensité-Durée-Fréquence, dépend étroitement de la fiabilité des données disponibles. Or, il a été montré que la plupart des séries temporelles provenant de pluviomètres à augets basculants ont une fréquence d'enregistrement inférieure à celle assumée. Cette question est particulièrement importante pour l'hydrologie urbaine, car les estimations sont sensibles aux fluctuations hautes fréquences des précipitations. Le déficit en données à haute fréquence peut conduire à d'apparentes ruptures des lois d'échelle, ce qui complique inutilement et notoirement la modélisation des précipitations. Il est donc indispensable de quantifier la qualité des données avant de les utiliser. Nous avons présenté une procédure SERQUAL qui permet de répondre à cette question et d'extraire d'une base de données des sous-séries ayant les qualités requises. Dans cette présentation, nous utilisons cette procédure SERQUAL pour sélectionner sous-séries ayant les qualités requises pour des analyses à haute résolution. Nous présentons les caractéristiques multifractales des données sélectionnées, qui peuvent être utilisées pour calibrer ou valider des modèles statistiques ou stochastiques. Nous montrons aussi que l'évolution de ces caractéristiques peut être aussi utilisée pour évaluer des conséquences hydrologiques du changement climatique en région Ile-de-France
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Hoang, T., et al. "Hydro-Meteorological modeling and high frequence quality of long time series." European Geosciences Union General Assembly 2010, 12. Vienna, Austria: Geophysical Research Abstracts, 2010. Egu2010–14445.
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Labat, D., et al. Multifractal analysis of long term records of karst watershed discharges. European Geosciences Union General Assembly 2010, 12. Vienna, Austria: Geophysical Research Abstracts, 2010.
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Lovejoy, S., and D. Schertzer. "A Nonlinear Synthesis for Understanding Atmospheric Complexity: Space-Time Cascades." AGU Chapman Conference on Complexity and Extreme Events in Geosciences. Hyderabad, India: Agu, 2010.
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Lovejoy, S., and D. Schertzer. "From the weather to the climate: a dimensional transition?" Vol. 12. Vienna, Austria: Geophysical Research Abstracts, 2010.
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Lovejoy, S., and D. Schertzer. "On the simulation of continuous in scale universal multifractals, Part I Spatially continuous processes." Computers & Geosciences. 36 (2010): 1393–1403.
Résumé: Cascade processes generically lead to multifractal fields and have been used for simulating turbulent systems – including clouds rain temperature passive scalars and the wind – as well as for solid earth fields such as rock density magnetization and topography In spite of their importance most applications use primitive discrete scale ratio processes which singularize scales which are integer powers of integers Realistic simulations are continuous in scale but suffer from strong finite size effects i e deviations from pure power law scaling which can take surprisingly large ranges of scale to disappear In this two part series we quantify and show the origin of the problem and quantify its magnitude (part I) while in part II we show how to largely overcome it and give a Mathematica code for the corresponding simulations for causal and acausal space-time simulations (C) 2010 Published by Elsevier Ltd
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Lovejoy, S., and D. Schertzer. "On the simulation of continuous in scale universal multifractals, Part II Space-time processes and finite size corrections." Computers & Geosciences. 36 (2010): 1404–1413.
Résumé: In Part I we considered continuous in scale cascade processes which were spatially continuous these are needed for modeling many geofields In this second part we consider the effects of spatial discretization this allows us to make numerical simulations We show how to correct the simulations for the leading finite size effects for both space and (causal) space-time processes The resulting processes have significantly improved small scale statistical properties in practice it can lead to great savings in computer time and memory usage In an appendix we give a Mathematica code for the corresponding space-time simulations (C) 2010 Elsevier Ltd All rights reserved
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Lovejoy, S., and D. Schertzer. Reconciling deep convection with wide range statistical scaling. European Geosciences Union General Assembly 2010, 12. Vienna, Austria: Geophysical Research Abstracts, 2010.
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Lovejoy, S., and D. Schertzer. Singular measures versus nondifferentiability: from the solid earth to the atmosphere and their interface. American Geosciences Union Fall Meeting 2010. San Francisco, USA: Agu, 2010.
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Lovejoy, S., and D. Schertzer. The Weather – Climate Transition, the Spectral Plateau and the Emergent Climate Regime. American Geosciences Union Fall Meeting 2010. San Francisco, USA, 2010.
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Lovejoy, S., and D. Schertzer. "Towards a new synthesis for atmospheric dynamics: Space time cascades." Atmospheric Research. 96.1 (2010): 1–52.
Résumé: In spite of the unprecedented quantity and quality of meteorological data and numerical models, there is still no consensus about the atmosphere's elementary statistical properties as functions of scale in either time or in space. This review paper proposes a new synthesis based on a) advances in the last 25 years in nonlinear dynamics, b) a critical re-analysis of empirical aircraft and vertical sonde data, c) the systematic scale by scale, space-time exploitation of high resolution remotely sensed data and d) the systematic re-analysis of the outputs of numerical models of the atmosphere including reanalyses, e) a new turbulent model for the emergence of the climate from “weather” and climate variability. We conclude that Richardson's old idea of scale by scale simplicity today embodied in multiplicative cascades can accurately explain the statistical properties of the atmosphere and its models over most of the meteorologically significant range of scales, as well as at least some of the climate range. The resulting space-time cascade model combines these nonlinear developments with modern statistical analyses, it is based on strongly anisotropic and intermittent generalizations of the classical turbulence laws of Kolmogorov, Corrsin, Obukhov, and Bolgiano. Crown Copyright (C) 2010 Published by Elsevier B.V. All rights reserved.
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Lovejoy, S., and D. Schertzer. "Towards a new synthesis for atmospheric dynamics: Space time cascades." Atmospheric Research. 96 (2010): 1–52.
Résumé: In spite of the unprecedented quantity and quality of meteorological data and numerical models, there is still no consensus about the atmosphere's elementary statistical properties as functions of scale in either time or in space. This review paper proposes a new synthesis based on a) advances in the last 25 years in nonlinear dynamics, b) a critical re-analysis of empirical aircraft and vertical sonde data, c) the systematic scale by scale, space-time exploitation of high resolution remotely sensed data and d) the systematic re-analysis of the outputs of numerical models of the atmosphere including reanalyses, e) a new turbulent model for the emergence of the climate from “weather” and climate variability. We conclude that Richardson's old idea of scale by scale simplicity today embodied in multiplicative cascades can accurately explain the statistical properties of the atmosphere and its models over most of the meteorologically significant range of scales, as well as at least some of the climate range. The resulting space-time cascade model combines these nonlinear developments with modern statistical analyses, it is based on strongly anisotropic and intermittent generalizations of the classical turbulence laws of Kolmogorov, Corrsin, Obukhov, and Bolgiano. Crown Copyright (C) 2010 Published by Elsevier B.V. All rights reserved.
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Lovejoy, S., A. F. Tuck, and D. Schertzer. "Horizontal cascade structure of atmospheric fields determined from aircraft data." Journal of Geophysical Research-Atmospheres. 115 (2010).
Résumé: Aircraft measurements of the power spectra of the horizontal wind field typically find a transition from approximate to k(-5/3) to approximate to k(-2.4) at scales somewhere around 40 km (k is a wave number). In the usual interpretation this represents a transition between an isotropic three-dimensional (3-D) (k(-5/3)) and an isotropic 2-D(k(-3)) turbulence; we have recently argued that the turbulence is so highly anisotropic that it has different exponents in the horizontal and vertical. When coupled with gently sloping isobaric aircraft trajectories this predicts the break as a transition from a roughly horizontal spectrum at small scales to the spurious appearance of the vertical spectrum at large scales. If the atmosphere indeed has wide-range horizontal scaling, then it is important to test out the multiplicative cascade models that predict its statistical behavior. In this paper, we do this by analyzing wind, temperature, pressure, and humidity data from the Winter Storm 2004 experiment using 24 aircraft legs, each 1120 km long and at 280 m resolution. We analyze both the turbulent fluxes and the fluctuations showing that in spite of the nonflat trajectories, there is good evidence of roughly planetary-scale multiplicative cascades. By carefully determining the scale-by-scale effects of intermittency on the aircraft altitude and measurements, we estimate the corresponding scaling exponents. We argue that our results should finally permit the emergence of a long-needed consensus about the basic scale-by-scale statistical properties of the atmosphere.
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Pinel, J., S. Lovejoy, and D. Schertzer. The Space-Time Cascade of Atmospheric Radiances from TRMM and MTSAT. European Geosciences Union General Assembly 2010, 12. Vienna, Austria: Geophysical Research Abstracts, 2010.
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Pinel, J., S. Lovejoy, and D. Schertzer. "Understanding the k-5/3 to k-2.4 spectral break in aircraft wind data." American Geosciences Union Fall Meeting 2010. San Francisco, USA: Agu, 2010.
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Royer, J. - F., et al. Multiscale analysis of rainfall over France in a climate scenario: Importance of seasonal variations. European Geosciences Union General Assembly 2010, 12. Vienna, Austria: Geophysical Research Abstracts, 2010.
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Schertzer, Daniel. "Book Review of “Stochastic Physics and Climate Modelling” – a trillion dollar challenge." Nonlin. Processes Geophys.. 17 (2010): 421–422.
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Schertzer, D., and S. Lovejoy. Roadmap for Scaling and Multifractals in Geosciences: still a long way to go ? European Geosciences Union General Assembly 2010, 12. Vienna, Austria: Geophysical Research Abstracts, 2010.
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Schertzer, D., et al. Multifractal Extreme Value Theory (MEV). AGU Chapman Conference on Complexity and Extreme Events in Geosciences. Hyderabad, India: Agu, 2010.
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Schertzer, D., et al. Beyond Quasi-Geostrophic Turbulence: Generalized Scale Invariance and (2+Hz)-Dimensional Vorticity Equations. American Geosciences Union Fall Meeting 2010. San Francisco, USA, 2010.
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Schertzer, D., Tchiguirinskaia, I., Lovejoy, S. and Hubert, P. "No monsters, no miracles: in nonlinear sciences hydrology is not an outlier!" Hydrological Sciences Journal. 55.6 (2010): 965–979.
Résumé: The end users of hydrological models may be justified for being tired of the excessive uncertainty of these models, not to mention their simplistic approximations and crude modelling. The ever-increasing sophistication of model parameter fitting is simply a smoke-screen that hides the models' lack of physical basis, their scale dependence, and their inability to fit widely diverse behaviours. More generally, we have to admit a lack of qualitative improvement in hydrological modelling in recent times. In fact, operational hydrology may have suffered for some time from ignoring the advances in theoretical hydrology, which have, in contrast, greatly stimulated the nonlinear sciences. For instance, more than a century ago fractals were considered as geometrical monsters, whereas decades ago river networks became classical fractal objects, and rainfall and discharges are now classical examples of multifractal fields. These hydrological characteristics are still often ignored by operational hydrology, whereas they explain not only its current limitations, but also how to overcome them. To illustrate these problems, this paper focuses on the fact that hydrological fields are most likely singular with respect to measures of time and volume. This would not only explain the ubiquitous scale dependence of hydrological observations, but would also give the possibility to transform them into scale-independent quantities. The upscaling of a rainfall time series from an hour to a year is therefore discussed in detail, and enables us to quickly introduce other examples.
Mots-Clés: scales; measure; singularities; balance equation; fractals; multifractals
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Stolle, J., S. Lovejoy, and D. Schertzer. The global space-time cascade structure of Precipitation: gauges, reanalyses, and satellite radar data: weather and climate scales. European Geosciences Union General Assembly 2010, 12. Vienna, Austria: Geophysical Research Abstracts, 2010.
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Tchiguirinskaia, I., D. Schertzer, and S. Lovejoy. "Quantifying Flood Probability." Urban Flood Management. Eds. A. C. C. Zevenbergen, et al. London: CRC Press/Balkema - Taylor & Francis Group, 2010. 126–138.
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Tchiguirinskaia, I., et al. Risk management and resilience to floods under climate change in Paris region: feedbacks from an interdisciplinary research project. European Geosciences Union General Assembly 2010, 12. Vienna, Austria: Geophysical Research Abstracts, 2010.
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2009 |
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Gires, A., et al. "Dealing with the rainfall zeroes: a multifractal analysis of weighed rainfall fields." (2009).
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Gires, A., et al. "Multifractal downscaling of precipitation in climate scenarios and a mesoscale model." Proceedings Final conference of the COST action C22, www.urbanflood.org. Paris, France, 2009.
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Gires, A., et al. "The interplay between zero-rainfall and multifractal estimates of the extremes: a weighed analysis." (2009).
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Gires, A., et al. "Comparaison multi-échelle de données radar et Méso-NH de pluie à haute résolution." (2009).
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Gires, A., et al. "Climate change, hydrological extremes and a multifractal analysis of a mesoscale model." (2009).
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Hoang, T., et al. "Sensitivity of Hydro-Meteorological extremes to the high frequency quality of long series." Fall Meeting, American Geophysical Union. San Francisco, California,USA, 2009.
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Lovejoy, S., et al. "Atmospheric complexity or scale by scale simplicity?" Geophysical Research Letters. 36.1 (2009).
Résumé: Is the numerical integration of nonlinear partial differential equations the only way to tackle atmospheric complexity? Or do cascade dynamics repeating scale after scale lead to simplicity? Using 1000 orbits of TRMM satellite radiances from 11 bands in the short wave ( visible, infra red) long wave ( passive microwave) and radar regions and 8.8 to 20,000 km in scale, we find that the radiance gradients follow the predictions of cascade theories to within about +/- 0.5%, +/- 1.25%, +/- 5.9% for the short waves, long waves and reflectivities respectively and with outer scales varying between approximate to 5,000 to approximate to 32,000 km. Since the radiances and dynamics are strongly coupled, we conclude that weather can be accurately modeled as a cascade process. Citation: Lovejoy, S., D. Schertzer, V. Allaire, T. Bourgeois, S. King, J. Pinel, and J. Stolle ( 2009), Atmospheric complexity or scale by scale simplicity?, Geophys. Res. Lett., 36, L01801, doi: 10.1029/2008GL035863.
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Lovejoy, S., et al. "Vertical cascade structure of the atmosphere and multifractal dropsonde outages." Journal of Geophysical Research-Atmospheres. 114 (2009).
Résumé: We use 220 atmospheric profiles from state-of-the-art dropsondes to test the predictions of multiplicative cascade models of the atmosphere on the horizontal velocity, pressure, temperature, log potential temperature, log equivalent potential temperature, air density, humidity, and vertical sonde velocity. We found that the predictions were accurately verified (to within +/- 1 to +/- 2% over 10 m to 1 km for the statistical moments up to second order); the effective outer cascade scale L-eff was in the range 1-30 km. In order to perform the analyses and to correctly interpret the results, we needed to overcome technical difficulties caused by the sonde's highly intermittent sampling. This intermittency is the result of both data outages and variable sonde fall speeds; we (surprisingly) found that the outages also had a cascade structure. The wide-range scaling of the sampling rate implies a variable sonde resolution, so that interpolation onto regular grids should generally be avoided (e.g., it would give rise to serious artifacts in estimating the corresponding spectra). In earlier studies, before the cascade nature of the outages was understood, interpolation was avoided by studying the fluctuations using all the pairs of measurement points; this was adequate for fluctuation scaling exponents in the range 0 <= H <= 1. However, determining the cascade structure involves systematically degrading the resolution of fluxes (not fluctuations) so that the variable resolution and their attendant biases could not be avoided. We therefore developed a new method of estimating the fluxes and theoretically determined the corrections necessary to estimate the unbiased exponents. The resulting sonde cascade picture was given further support by (much more straightforward) analysis of uniformly sampled vertical cross sections of the atmosphere obtained from airborne lidar. Using the turbulent fluxes obtained from these various sources, we determined the corresponding cascade regimes and the corresponding exponents as well as the small deviations from the theoretical behavior. In addition to the fluxes, we also studied the fluctuations. To do this we generalized the data point pair method (restricted to nonconservation parameters 0 <= H <= 1) to data triplets (extending the method to 0 <= H <= 2). The resulting fluctuations were analyzed using (generalized) structure functions. We found that while the scaling of the fluxes often broke down at scales greater than about 1 km, the scaling of the fluctuations extended over the entire range 10 m to 10 km.
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Lovejoy, S., et al. "Reinterpreting aircraft measurements in anisotropic scaling turbulence." Atmospheric Chemistry and Physics. 9.14 (2009): 5007–5025.
Résumé: Due to both systematic and turbulent induced vertical fluctuations, the interpretation of atmospheric aircraft measurements requires a theory of turbulence. Until now virtually all the relevant theories have been isotropic or 'quasi isotropic' in the sense that their exponents are the same in all directions. However almost all the available data on the vertical structure shows that it is scaling but with exponents different from the horizontal: the turbulence is scaling but anisotropic. In this paper, we show how such turbulence can lead to spurious breaks in the scaling and to the spurious appearance of the vertical scaling exponent at large horizontal lags. We demonstrate this using 16 legs of Gulfstream 4 aircraft near the top of the troposphere following isobars each between 500 and 3200 km in length. First we show that over wide ranges of scale, the horizontal spectra of the aircraft altitude are nearly k(-5/3). In addition, we show that the altitude and pressure fluctuations along these fractal trajectories have a high degree of coherence with the measured wind (especially with its longitudinal component). There is also a strong phase relation between the altitude, pressure and wind fluctuations; for scales less than 40 km (on average) the wind fluctuations lead the pressure and altitude, whereas for larger scales, the pressure fluctuations leads the wind. At the same transition scale, there is a break in the wind spectrum which we argue is caused by the aircraft starting to accurately follow isobars at the larger scales. In comparison, the temperature and humidity have low coherencies and phases and there are no apparent scale breaks, reinforcing the hypothesis that it is the aircraft trajectory that is causally linked to the scale breaks in the wind measurements. Using spectra and structure functions for the wind, we then estimate their exponents (beta, H) at small (5/3, 1/3) and large scales (2.4, 0.73). The latter being very close to those estimated by drop sondes (2.4, 0.75) in the vertical direction. In addition, for each leg we estimate the energy flux, the sphero-scale and the critical transition scale. The latter varies quite widely from scales of kilometers to greater than several hundred kilometers. The overall conclusion is that up to the critical scale, the aircraft follows a fractal trajectory which may increase the intermittency of the measurements, but doesn't strongly affect the scaling exponents whereas for scales larger than the critical scale, the aircraft follows isobars whose exponents are different from those along isoheights (and equal to the vertical exponent perpendicular to the isoheights). We bolster this interpretation by considering the absolute slopes (vertical bar delta z/delta x vertical bar) of the aircraft as a function of lag delta x and of scale invariant lag delta x/delta z(z)(1/H). We then revisit four earlier aircraft campaigns including GASP and MOZAIC showing that they all have nearly identical transitions and can thus be easily explained by the proposed combination of altitude/wind in an anisotropic but scaling turbulence. Finally, we argue that this reinterpretation in terms of wide range anisotropic scaling is compatible with atmospheric phenomenology including convection.
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Lovejoy, S., et al. "Reply to comment by Igor Esau on "Do stable atmospheric layers exist?''." Geophysical Research Letters. 36 (2009).
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Lovejoy, S., et al. "Scattering in thick multifractal clouds, Part II: Multiple scattering." Physica a-Statistical Mechanics and Its Applications. 388.18 (2009): 3711–3727.
Résumé: In Part I of this paper, we developed asymptotic approximations for single photon scattering in thick, highly heterogeneous, “Log-Levy” multifractal clouds. In Part II, theoretical multiple scattering predictions are numerically tested using Monte Carlo techniques, which show that, due to long range correlations, the photon paths are “subdiffusive” with the corresponding fractal dimensions tending to increase slowly with mean optical thickness. We develop reasonably accurate statistical relations between N scatter statistics in thick clouds and single scatter statistics in thin clouds. This is explored further using discrete angle radiative transfer (DART) approach in which the radiances decouple into non-interacting families with only four (for 2-D clouds) radiance directions each. Sparse matrix techniques allow for rapid and extremely accurate solutions for the transfer: the accuracy is only limited by the spatial discretization. By “renormalizing” the cloud density, we relate the mean transmission statistics to those of an equivalent homogeneous cloud. This simple idea is remarkably effective because two complicating effects act in contrary directions: the “holes” which lead to increased single scatter transmission and the tendency for multiply scattered photons to become “trapped” in optically dense regions, thus decreasing the overall transmission. (C) 2009 Elsevier B.V. All rights reserved.
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Schertzer, D., et al. "Hydrological Extremes and Multifractals: from GEV to MEV?" Stochastic Environmental Research and Risk Assessment. sous presse (2009).
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Stolle, J., S. Lovejoy, and D. Schertzer. "The stochastic multiplicative cascade structure of deterministic numerical models of the atmosphere." Nonlinear Processes in Geophysics. 16.5 (2009): 607–621.
Résumé: By direct statistical analysis we show that over almost all their range of scales and to within typically better than +/- 1%, atmospheric fields obtained from analyses and numerical integrations of atmospheric models have the multifractal structure predicted by multiplicative cascade models. We quantify this for the horizontal wind, temperature, and humidity fields at 5 different pressure levels for the ERA40 reanalysis, the Canadian Meteorological Centre Global Environmental Multiscale (CMC, GEM) model, as well as the National Oceanographic and Atmospheric Administration Global Forecasting System (NOAA, GFS). We investigate the additional prediction that the cascade belongs to a universal multifractal basin of attraction. By demonstrating a 'Levy collapse' of the statistical moments to within +/- 2 to +/- 5% over most of the range of scales, we conclude that there is good evidence for this. Finally, we discuss how this stochastic multiplicative cascade structure can be exploited in improving ensemble forecasts.
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Watson, B. P., et al. "Scattering in thick multifractal clouds, Part I: Overview and single scattering." Physica a-Statistical Mechanics and Its Applications. 388.18 (2009): 3695–3710.
Résumé: Over the last twenty years, many studies have been made of radiative transfer in scaling Cloud fields, the vast majority of which have been limited to numerical studies in clouds with relatively small optical thickness. An exception to this was the development of a formalism for treating single scattering in optically thick but conservative multifractal clouds without significant holes. In part I of this paper we show how these results can be extended to general “universal” multifractal clouds dominated by low density “Levy holes”. In part II, we demonstrate how the analytic single scattering results can be generalized to multiple scattering including the case of very thick clouds as well as to realistic nonconservative clouds. (C) 2009 Elsevier B.V. All rights reserved.
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2008 |
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Bernardara, P., et al. Analyse multifractale en hydrologie. Application aux series temporelle. Antony: Cemagref, 2008.
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Bernardara, P., et al. "Flood probability distribution tail: how heavy is it?" Stochastic Environmental Research and Risk Assesment (SERRA). 22.1 (2008): 95–106.
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Bernardara, P., et al. "The flood probability distribution tail: how heavy is it?" Stochastic Environmental Research and Risk Assessment. 22 (2008): 107–122.
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Bertoni, J. C., and D. Schertzer. Hydrologie Urbaine et Périurbaine : Inondations et multiplicité d'échelles (HUPIME). Paris, 2008.
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El Tabach, E., I. Tchiguirinskaia, and D. Schertzer. "A new SUD modelling and design methodology, application to a trough canal drain-trench system." Edimbourg, Ecosse, 2008.
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El Tabach, E., I. Tchiguirinskaia, and D. Schertzer. "Modelling and managing runoff processes in peri-urban area." San Francisco, Etats-Unis: AGU Fall meeting, 2008.
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El-Tabach, E., D. Schertzer, and I. Tchiguirinskaia. "New methodology to design a combined trough canal drain-trench system to manage stormwater runoff in urban area for a sustainable development." Ed. V. 10 Geophysical Research Abstracts. Vienne, Autriche, 2008. Egu2008-A-11454–Egu2008-A-11454.
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El-Tabach, E., I. Tchiguirinskaia, and D. Schertzer. "Modelling and managing runoff processes in peri-urban area." Ed. 89(53) Eos Trans. AGU. San Francisco, 2008. H13d–0965-H13d–0965.
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Gaonac'h, H., et al. "Three dimensional percolation of magmas." Ed. V. 10 Geophysical Research Abstracts. Vienne, Autriche, 2008. Egu2008-A-09140–Egu2008-A-09140.
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Ghil, M., et al. "Geosciences and the environment." Ed. G. I. S. R. N. des S. Complexes. Cargèse, 2008. 71–75.
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Gires, A., et al. "Climate Change and Hydrological Extreme Evolution Through a Multifractal Analysis of a Mesocale Model." (2008).
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Gires, A., et al. "Climate Change and Hydrological Extreme Evolution Through a Multifractal Analysis of a Mesocale Model." Ed. 89(53) Eos Trans. AGU. San Francisco, 2008. Ng42b–03-Ng42b–03.
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Lilley, M., et al. "Scaling turbulent atmospheric stratification. II: Spatial stratification and intermittency from lidar data." Quarterly Journal of the Royal Meteorological Society. 134.631 (2008): 301–315.
Résumé: We critically re-examine existing empirical studies of vertical and horizontal statistics of the horizontal wind and find that the balance of evidence is in favour of the Kolmogorov k(x)(-5/3) scaling in the horizontal, Bolgiano-Obukov scaling k(z)(-11/5) in the vertical corresponding to a D-s = 23/9 stratified atmosphere in (x, y, z) space. This interpretation is particularly compelling once one recognizes that the 23/9-D turbulence can lead to long-range biases in aircraft trajectories and hence to spurious statistical exponents in wind, temperature and other statistics reported in the literature. Indeed, we show quantitatively that one is easily able to reinterpret the major aircraft-based campaigns (GASP, MOZAIC) in terms of the model. In part I, we have seen that this model is compatible with 'turbulence waves' which can be close to classical linear gravity waves in spite of their very different nonlinear mechanism. We then use state-of-the-art lidar data of atmospheric aerosols (considered as passive tracers) in order to obtain direct estimates of the effective ('elliptical') dimension of the spatial part: D-s = 23/9 = 2.55 +/- 0.02. This result essentially rules out the standard 3-D or 2-D isotropic theories or the anisotropic quasi-linear gravity wave theories which have D-s = 3, 2, 7/3 respectively. In this paper we focus on the multifractal (intermittency) statistics showing that there is a very small but apparently real variation in the value of D-s, ranging for the weak and intense structures so that Ds ranges from roughly 2.53 to 2.57. We also show that the passive scalars are well approximated by universal multifractals; we estimate the exponents to be alpha(h) = 1.82 +/- 0.05, alpha(v) = 1.83 +/- 0.04, C-1h = 0.037 +/- 0.0061 and C-1v = 0.059 +/- 0.007 (h for horizontal, v for vertical). Copyright (c) 2008 Royal Meteorological Society.
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Lovejoy, S., and D. Schertzer. "Analyse échelle par échelle de précipitation à partir de l'espace: de 4 à 20000 km." Ed. Cnfg. UNESOC, Paris, 2008.
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Lovejoy, S., and D. Schertzer. "The space-time cascade structure of TRMM and MTSAT rain reflectivities, radiances and satellite rain." Nicosia, Cyprus, 2008.
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Lovejoy, S., and D. Schertzer. "Turbulence, rain drops and the l**1/2 number density law and downscaling." Ed. Egu. Nicosia, Cyprus, 2008. Plinius10-A-00039–Plinius10-A-00039.
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Lovejoy, S., and D. Schertzer. "Turbulence, raindrops and the l(1/2) number density law." New Journal of Physics. 10 (2008).
Résumé: Using a unique data set of three-dimensional drop positions and masses (the HYDROP experiment), we show that the distribution of liquid water in rain displays a sharp transition between large scales which follow a passive scalar-like Corrsin-Obukhov (k(-5/3)) spectrum and a small-scale statistically homogeneous white noise regime. We argue that the transition scale l(c) is the critical scale where the mean Stokes number (= drop inertial time/turbulent eddy time) St(l) is unity. For five storms, we found l(c) in the range 45-75 cm with the corresponding dissipation scale St(eta) in the range 200-300. Since the mean interdrop distance was significantly smaller (approximate to 10 cm) than l(c) we infer that rain consists of 'patches' whose mean liquid water content is determined by turbulence with each patch being statistically homogeneous. For l > l(c), we have St(l) < 1 and due to the observed statistical homogeneity for l < l(c), we argue that we can use Maxey's relations between drop and wind velocities at coarse grained resolution l(c). From this, we derive equations for the number and mass densities (n and rho) and their variance fluxes (psi and chi). By showing that chi is dissipated at small scales (with l(rho,diss) approximate to l(c)) and psi over a wide range, we conclude that rho should indeed follow Corrsin-Obukhov k(-5/3) spectra but that n should instead follow a k(-2) spectrum corresponding to fluctuations scaling as Delta rho proportional to l(1/3) and Delta n proportional to l(1/2). While the Corrsin-Obukhov law has never been observed in rain before, its discovery is perhaps not surprising; in contrast the Delta n approximate to l(1/2) number density law is quite new. The key difference between the Delta rho, Delta n laws is the fact that the microphysics (coalescence, breakup) conserves drop mass, but not numbers of particles. This implies that the timescale for the transfer of the density variance flux chi is determined by the strongly scale-dependent turbulent velocity whereas the timescale for the transfer of the number variance flux is determined by the weakly scale-dependent drop coalescence speed. We argue that the l(1/2) law may also hold (although in a slightly different form) for cloud drops. Because they are consequences of symmetries, we expect the l(1/3), l(1/2) laws to be robust. Since the large-scale turbulence determines the n and rho fields which are the 0th and 1st moments of the drop-size distribution, they constrain the microphysics: dimensional analysis shows that the cumulative probability distribution of nondimensional drop mass should be a universal function dependent only on scale; we confirm this empirically. The combination of number and mass density laws can be used to develop stochastic compound multifractal Poisson processes which are useful new tools for studying and modelling rain. We discuss the implications of this for the rain rate statistics including a simplified model, which can explain the observed rain rate spectra.
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Lovejoy, S., H. Gaonac'h, and D. Schertzer. "Anisotropic scaling models of rock density and the Earth's surface gravity field." Mathematical Geosciences. 40.5 (2008): 533–573.
Résumé: In this paper we consider an anisotropic scaling approach to understanding rock density and surface gravity which naturally accounts for wide range variability and anomalies at all scales. This approach is empirically justified by the growing body of evidence that geophysical fields including topography and density are scaling over wide range ranges. Theoretically it is justified, since scale invariance is a (geo)dynamical symmetry principle which is expected to hold in the absence of symmetry breaking mechanisms. Unfortunately, to date most scaling approaches have been self-similar, i.e., they have assumed not only scale invariant but also isotropic dynamics. In contrast, most nonscaling approaches recognize the anisotropy (e.g., the strata), but implicitly assume that the latter is independent of scale. In this paper, we argue that the dynamics are scaling but highly anisotropic, i.e., with scale dependent differential anisotropy. By using empirical density statistics in the crust and a statistical theory of high Prandtl number convection in the mantle, we argue that P((K) under bar, k(z)) approximate to (vertical bar K/k(s)vertical bar(Hz) + vertical bar k(z)/k(s)vertical bar)(-s/Hz) is a reasonable model for the 3-D spectrum ((K) under bar is the horizontal wavevector and K is its modulus, k(z) is a vertical wavenumber), (s, H-z) are fundamental exponents which we estimate as (5.3, 3), (3, 3) in the crust and mantle, respectively. We theoretically derive expressions for the corresponding surface gravity spectrum. For scales smaller than approximate to 100 km, the anisotropic crust model of the density (with flat top and bottom) using empirically determined vertical and horizontal density spectra is sufficient to explain the (Bouguer) g(z) spectra. However, the crust thickness is highly variable and the crust-mantle density contrast is very large. By considering isostatic equilibrium, and using global gravity and topography data, we show that this thickness variability is the dominant contribution to the surface g(z) spectrum over the range approximate to 100-1000 km. Using estimates of mantle properties (viscosity, thermal conductivity, thermal expansion coefficient, etc.), we show that the mantle contribution to the mean spectrum is strongest at approximate to 1000 km and is comparable to the variable crust thickness contribution. Overall, we produce a model which is compatible with both the observed (horizontal and vertical) density heterogeneity and surface gravity anomaly statistics over a range of meters to several thousand kilometers.
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Lovejoy, S., J. Pinel, and D. Schertzer. "Turbulent Flux based approaches to satellite precipitation." Ed. 89(53) Eos Trans. AGU. San Francisco, 2008. Ng33a–1207-Ng33a–1207.
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Lovejoy, S., D. Schertzer, and V. Allaire. "Using cascade models to understand TRMM space-time satellite precipitation reflectivities from 20000 to 4km, from days to years." Vienne, Autriche, 2008.
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Lovejoy, S., et al. "Scaling turbulent atmospheric stratification. I: Turbulence and waves." Quarterly Journal of the Royal Meteorological Society. 134.631 (2008): 277–300.
Résumé: In this first of a three-part series, we argue that the dynamics of turbulence in a stratified atmosphere should depend on the buoyancy over a wide range of vertical scales and on energy flux over a wide range of horizontal scales; it should be scaling, but anisotropic, not isotropic. We compare the leading statistical theories of atmospheric stratification which are conveniently distinguished by the elliptical dimension D-s which quantifies their degree of spatial stratification. This includes the mainstream isotropic 2-D (large scales), isotropic 3-D (small scales) theory but also the more recent linear gravity wave theories (D-s = 7/3) and the classical fractionally integrated flux (FIF) 23/9-D unified scaling model. In the latter, the horizontal wind has a k(-5/3) spectrum as a function of horizontal wavenumber determined by the energy flux and a k(-11/5) energy spectrum as a function of vertical wavenumber determined by the buoyancy force variance flux. In this model, the physically important notion of scale is determined by the turbulent dynamics, it is not given a priori (i.e. the by usual Euclidean distance). The 23/9-D FIF model is the most physically and empirically satisfying, being based on turbulent (spectral) fluxes. The FIF model as originally proposed by Schertzer and Lovejoy is actually a vast family of scaling models broadly compatible with turbulent phenomenology and with the classical turbulent laws of Kolmogorov, Corrsin and Obukov. However, until now it has mostly been developed on the basis of structures localized in space – time. In this paper, we show how to construct extreme FIF models with wave-like structures which are localized in space but unlocalized in space – time, as well as a continuous family of intermediate models which are akin to Lumley – Shur models in which some part of the localized turbulent energy 'leaks' into unlocalized waves. The key point is that the FIF requires two propagators (space – time Green's functions) which can be somewhat different. The first determines the space – time structure of the cascade of fluxes; this must be localized in space – time in order to satisfy the usual turbulence phenomenology. In contrast, the second propagator relates the turbulent fluxes to the observables; although the spatial part of the propagator is localized as before, in space – time it can be unlocalized. (It is still localized in space, now in wave packets.) We display numerical simulations which demonstrate the requisite (anisotropic, multifractal) statistical properties as well as wave-like phenomenologies. In parts II and III we will examine the empirical evidence for the spatial and temporal parts, respectively, of the model using state-of-the-art lidar data of aerosol backscatter ratios (which we use as a surrogate for passive scalar concentration). Copyright (c) 2008 Royal Meteorological Society.
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Lovejoy, S., et al. "Atmospheric complexity or scale by scale simplicity?" Ed. V. 10 Geophysical Research Abstracts. Vienne, Autriche, 2008. Egu2008-A-04422–Egu2008-A-04422.
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Lovejoy, S., et al. "Organisation du Union Symposium; UNG Scale, Scaling, and Nonlinear Variability in Space-Time Precipitation: Data, Measurements, Models, and Theories." San Francisco, CA, USA: American Geophysical Union, 2008.
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Lovejoy, S., D. Schertzer, and A. Tuck. "Studying the vertical cascade structure of the atmosphere using dropsondes." Vienne, Autriche, 2008.
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Lovejoy, S., et al. "Multiscaling of vegetation and moisture indices from MODIS satellite data." Ed. V. 10 Geophysical Research Abstracts. Vienne, Autriche, 2008. Egu2008-A-09317–Egu2008-A-09317.
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Lovejoy, S., et al. "Single- and multiscale remote sensing techniques, multifractals, and MODIS-derived vegetation and soil moisture." Vadose Zone Journal. 7.2 (2008): 533–546.
Résumé: Scaling processes are increasingly understood to be the result of nonlinear dynamic mechanisms repeating scale after scale from large to small scales leading to nonclassical resolution dependencies. This means that the statistical properties systematically vary in strong, power-law ways with the resolution. When present in geophysical and remotely sensed fields, it implies that when classical (single-scale) remote sensing algorithms are used to determine surrogates of various geophysical fields, they can at most be correct at the unique (and subjective) calibration resolution. Scaling analysis and modeling techniques were applied to MODIS TERRA Bands I through 7 and to the standard derived vegetation and soil moisture indices in order to quantitatively characterize the wide range of scaling of these fields, The scaling exponents we found are not so large; however, they act across wide scale ranges and imply large effects. For example, for the statistics near the mean, the MODIS (500-m) resolution would be biased by a factor of similar to 1.52 when compared with similar results from an “ideal” sensor at 1-mm resolution. Applying the standard index algorithms on lower and lower resolution satellite data, we obtained indices with significantly different statistical properties than if the same algorithm was used at the finest resolution and then degraded to an intermediate value (a difference of a factor similar to 1.54). This shows that the algorithms can, at best, be accurate at the unique calibration scale and this points to the need to develop resolution-independent algorithms based on the scaling exponents.
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Macor, J., et al. "Techniques of Multifractal Nowcasting With Rada Data." Ed. 89(53) Eos Trans. AGU. San Francisco, 2008. Ng33a–1210-Ng33a–1210.
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Pasche, E., et al. Projet Européen ERA NET CRUE: Effectiveness and Efficiency of Non-structural Flood Risk Management Measures. Paris, 2008.
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Pasche, E., et al. "The use of non structural measures for reducing the flood risk in small urban catchments." Oxford, UK, 2008.
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Pavlyukevich, I. I., D. Schertzer, and J. Duan. "Organisation de la session NP3.05 Uncertainty, Random Dynamical Systems and Stochastic Modeling in Geophysics." Vienne, Autriche: European Geosciences Union, 2008.
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Pinel, J., S. Lovejoy, and D. Schertzer. "The Space-Time Statistical Structure of TRMM and MTSAT Precipitation and Radiances." Ed. 89(53) Eos Trans. AGU. San Francisco, 2008. Ng33a–1208-Ng33a–1208.
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Radkevich, A., et al. "Scaling turbulent atmospheric stratification. III: Space-time stratification of passive scalars from lidar data." Quarterly Journal of the Royal Meteorological Society. 134.631 (2008): 317–335.
Résumé: In this third and final part of the series, we concentrate on the temporal behaviour of atmospheric passive scalars. We first recall that – although the full (x, y, z, t) turbulent processes respect an anisotropic scale invariance – that due to advection – the generator will generally not be a diagonal matrix. This implies that the scaling of (1-D) temporal series will generally involve three exponents in real space: 1/3, 1/2, 3/5, for spectra beta(tau) = 5/3, 2, 11/5, with the first and last corresponding to domination by advection (horizontal and vertical respectively), and the second to pure temporal development (no advection). We survey the literature and find that almost all the empirical beta(tau) values are indeed in the range 5/3 to 2. We then use meteorological analyses to argue that, although pure temporal development is unlikely to be dominant for time-scales less than the eddy turnover time of the largest structures (about 2 weeks), an intermittent vertical velocity could quite easily explain the occasionally observed beta(tau) approximate to 2 spectra. We then use state-of-the-art vertically pointing lidar data of backscatter ratios from both aerosols and cirrus clouds yielding several (z, t) vertical space – time cross-sections with resolution of 3.75 m in the vertical, 0.5 – 30 s in time and spanning 3 – 4 orders of magnitude in temporal scale. We first test the predictions of the anisotropic, multifractal extension of the Corrsin-Obukhov law in the vertical and in time, separately finding that the cirrus and aerosol backscatters both followed the theoretical (anisotropic) scalings accurately; three of the six cases show dominance by the horizontal wind, the others by the vertical wind. In order to test the theory in arbitrary directions in this (z, t) space, and in order to get more complete information about the underlying physical scale, we develop and apply a new Anisotropic Scaling Analysis Technique (ASAT) which is based on a nonlinear space – time coordinate transformation. This transforms the original differential scaling into standard self-similar scaling; there remains only a 'trivial' anisotropy. This method is used in real space on 2-D structure functions. It is applied to both the new (z, t) data as well as the (x, z) data discussed in part II. Using ASAT, we verify the theory to within about 10% over more than three orders of magnitude of space – time scales in arbitrary directions in (x, z) and (z, t) spaces. By considering the high- (and low-) order structure functions, we verify the theory for both weak and strong structures; as predicted, their average anisotropies are apparently the same. Putting together the results for (x, z) and (z, t), and assuming that there is no overall stratification in the horizontal ( x, y) plane, we find that the overall (x, y, z, t) space is found to have an effective 'elliptical dimension' characterizing the overall space – time stratification equal to D-eff,D-st = 3.21 +/- 0.05. Copyright (c) 2008 Royal Meteorological Society.
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Royer, J. - F., et al. "Multifractal Analysis of Rainfall Change Over France in a Climate Scenario." Ed. 89(53) Eos Trans. AGU. San Francisco, 2008. Ng33a–1216-Ng33a–1216.
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Royer, J. - F., et al. "Multifractal analysis of rainfall change in a climate scenario." Ed. V. 10 Geophysical Research Abstracts. Vienne, Autriche, 2008. Egu2008-A-08996–Egu2008-A-08996.
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Royer, J. F., et al. "Multifractal analysis of the evolution of simulated precipitation over France in a climate scenario." Comptes Rendus Geoscience. 340.7 (2008): 431–440.
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Schertzer, D. "Hydrologie stochastique: échelles, extrêmes et prévision." Montpellier, 2008.
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Schertzer, D. "Intermittency and Multifractal Transport in Geography, Geosciences and Networks." Loas Angeles, CA, USA, 2008.
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Schertzer, D. "La Seconde Phase de MHYM." Ed. ENPC-Météo-France. http://www.enpc.fr/multifractal/projects/MHYM/, 2008.
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Schertzer, D. "Lorenz Lecture: Predictability and Uncertainties in Geophysics: from the Butterfly Effect to Ensemble Predictions, Multifractal Predictability and the Anthropocene." San Francisco, 2008.
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Schertzer, D. Rapport d'activités du projet MHYM. Champs-sur-Marne, 2008.
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Schertzer, D. "Variabilité et changement climatique, nonlinéarité et extrêmes des processus hydrologiques." Ed. Afpcn. http://www.afpcn.org/IMG/pdf/Schertzer.pdf, 2008.
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