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Mathematical and Physical Fundamentals of Climate Change
Mathematical and Physical Fundamentals of Climate Change
Mathematical and Physical Fundamentals of Climate Change
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Mathematical and Physical Fundamentals of Climate Change

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Mathematical and Physical Fundamentals of Climate Change is the first book to provide an overview of the math and physics necessary for scientists to understand and apply atmospheric and oceanic models to climate research. The book begins with basic mathematics then leads on to specific applications in atmospheric and ocean dynamics, such as fluid dynamics, atmospheric dynamics, oceanic dynamics, and glaciers and sea level rise. Mathematical and Physical Fundamentals of Climate Change provides a solid foundation in math and physics with which to understand global warming, natural climate variations, and climate models. This book informs the future users of climate models and the decision-makers of tomorrow by providing the depth they need. Developed from a course that the authors teach at Beijing Normal University, the material has been extensively class-tested and contains online resources, such as presentation files, lecture notes, solutions to problems and MATLab codes.
  • Includes MatLab and Fortran programs that allow readers to create their own models
  • Provides case studies to show how the math is applied to climate research
  • Online resources include presentation files, lecture notes, and solutions to problems in book for use in classroom or self-study
LanguageEnglish
Release dateDec 6, 2014
ISBN9780128005835
Mathematical and Physical Fundamentals of Climate Change
Author

Zhihua Zhang

Zhihua Zhang is a Taishan distinguished professor and director of climate modeling laboratory in Shandong University, China. His research interests are Mechanisms of Climate Change, Big Data Mining, Carbon Emissions, Climate Policy and Sustainability. Prof. Zhang has published 4 first-authored books and about 50 first-authored papers. He is a Chief Editor, Associate Editor, or Editorial Board Member in several global and regional known journals on Climate Change, Meteorology and Environmental Data.

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    Mathematical and Physical Fundamentals of Climate Change - Zhihua Zhang

    science.

    Chapter 1

    Fourier Analysis

    Abstract

    Motivated by the study of heat diffusion, Joseph Fourier claimed that any periodic signals can be represented as a series of harmonically related sinusoids. Fourier’s idea has a profound impact in geoscience. It took one and a half centuries to complete the theory of Fourier analysis. The richness of the theory makes it suitable for a wide range of applications such as climatic time series analysis, numerical atmospheric and ocean modeling, and climatic data mining.

    keywords

    Fourier series, Fourier transform

    Parseval identity

    Poisson summation formulas

    Shannon sampling theorem

    Heisenberg uncertainty principle

    Arctic Oscillation index

    Motivated by the study of heat diffusion, Joseph Fourier claimed that any periodic signals can be represented as a series of harmonically related sinusoids. Fourier's idea has a profound impact in geoscience. It took one and a half centuries to complete the theory of Fourier analysis. The richness of the theory makes it suitable for a wide range of applications such as climatic time series analysis, numerical atmospheric and ocean modeling, and climatic data mining.

    1.1 Fourier series and fourier transform

    Assume that a system of functions {ϕn (t)}n + in a closed interval [a, b. if

    and there does not exist a nonzero function f such that

    then this system is said to be an orthonormal basis in the interval [a, b].

    For example, the trigonometric system

    are both orthonormal bases in [−π, π].

    Let f(t) be a periodic signal with period 2π and be integrable over [−π, π], write f L2πand

    Then a0(f), an(f), bn(f)(n +) are said to be Fourier coefficients of f. The series

    is said to be the Fourier series of f. The sum

    is said to be the partial sum of the Fourier series of f. It can be rewritten in the form

    where

    are also called the Fourier coefficients of f.

    It is clear that these Fourier coefficients satisfy

    Let f L2π. If f is a real signal, then its Fourier coefficients an (f) and bn (f) must be real. The identity

    shows that the general term in the Fourier series of f is a sine wave with circle frequency n, amplitude An, and initial phase θn. Therefore, the Fourier series of a real periodic signal is composed of sine waves with different frequencies and different phases.

    Fourier coefficients have the following well-known properties.

    Property

    Let f, g L2π and α, β be complex numbers.

    (i) (Linearity). cn(αf + βg) = αcn(f) + βcn(g).

    (ii) (Translation). Let F(t) =f(t + α). Then cn(F) = einαcn(f).

    (iv) (Derivative). If f(t) is continuously differentiable, then cn(f′) = incn(f) (n ≠ 0).

    . Then cn(f * g) = 2πcn(f)cn(g).

    Proof

    Here we prove only (v). It is clear that f * g L2π and

    Interchanging the order of integrals, we get

    Let v = t u. Since f(v)e −inv is a periodic function with period 2π, the integral in brackets is

    Therefore,

    Throughout this book, the notation f L) means that f and the notation f L[a, b] means that f (t) is integrable over a closed interval [a, b.

    Riemann-LebesgueLemma. If f L), then ∫ f(t)e−i ω t dt → 0 as ǀωǀ →. Especially,

    (i) if f L[a, b;

    (ii) if f L2π, then cn(f) → 0(ǀnǀ → ∞) and an(f) → 0, bn(f) → 0(n → ∞).

    The Riemann-Lebesgue lemma (ii) states that Fourier coeffcients off L2π tend to zero as n .

    Proof

    If f is a simple step function and

    where c is a constant, then

    and sof(t)e− i ωt dt → 0(ǀωǀ → ). Similarly, it is easy to prove that for any step function s(t),

    If f , then, for ∈ > 0, there exists a step function s(t) such that

    Since s(t) is a step function, for the above e, there exists an N such that

    From this and ǀe − iωtǀ ≤ 1, it follows that

    i.e., f(t)e− iωt dt → 0(ǀ ωǀ →).

    Especially, if f L[a, b], take

    Then F L), and so F(t)e− iωt d t → 0(ǀ ωǀ →). From

    Take a =−π, b =π, and ω = nas ǀnǀ →, i.e.,

    Combining this with an(f) = cn(f) + cn(f) and bn(f) = i(cn(f) − cn(f)), we get

    The partial sums of Fourier series can be written in an integral form as follows.

    By the definition of Fourier coefficients,

    Let v = t u. then

       (1.1)

    and is called the Dirichlet kernel.

    The Dirichlet kernel possesses the following properties:

    (i) Dn(−v)= Dn(v), i.e., the Dirichlet kernel is an even function.

    (ii) Dn(v+ 2π) = Dn(v), i.e., the Dirichlet kernel is a periodic function with period 2π.

    . This is because

    . This is because

    We will give the Jordan criterion for Fourier series. Its proof needs the following proposition.

    Proposition 1.1

    For any real numbers a and b, the following inequality holds:

    Proof

    When 1 ≤ a b, by the second mean-value theorem for integrals, there exists aξ(aξb) such that

    When 0 ≤ a b ≤ 1, with use of the inequality ǀ sin uǀ ≤ ǀuǀ, it follows that

    When 0 ≤ a ≤ 1 ≤ b,

    is a even function, it can easily prove that for all cases of real numbers a and b,

    If a signal is the difference of two monotone increasing signals in an interval, then this signal is called a signal of bounded variation in this interval. Almost all geophysical signals are signals of bounded variation.

    Jordan Criterion. Suppose that a signal f L2π is of bounded variation in (t η,t + η), η > 0. Then the partial sums of the Fourier series of f

    Proof

    The assumption that f(t) is of bounded variation in (t η, t + η) shows that f(t + 0) and f(t − 0) exist. By (1.1) and the properties of Dirichlet kernel, it follows that

    where ψt(v) =f(t + v) +f(t v) −f(t + 0) −f(t − 0). It is clear that

    Therefore,

      

    (1.2)

    , and ψt(v) ∈ L[0, π]. By Riemann-Lebesgue Lemma, it follows that

    Combining this with (1.2), we get

      

    (1.3)

    whereψt (v) = f(t + v) +f(t v) −f(t + 0) −f(t − 0).

    Since ψt (v) is of bounded variation in (− η, η) and ψt(0 + 0) = 0, there exist two monotone increasing functions h1 (v) and h1 (v) satisfying h1 (0 + 0) = h2(0 + 0) = 0 such that

    Since h1(0 + 0) = h 2(0 + 0) = 0, for any given ∈ > 0, there is a δ(0 < δ <π) such that

    For the fixed δ, by (1.3), there exists an N such that

    and so

    However, using the second mean-value theorem, there exist ζ i(0 < ζ i < δ) such that

    and by Proposition 1.1,

    Therefore,

    at t.

    be a periodic function with period T. Then its Fourier series is

    where the Fourier coeffcients are

    and

    An orthogonal basis and an orthogonal series on [−1,1] used often are stated as follows.

    Denote Legendre polynomials by Xn(t)(n = 0,1,…):

    Especially, X0(t) = 1, X1(t) = t.

    By use of Leibnitz's formula, the Legendre polynomials are

    . Let t = 1 and t = − 1. Then

    Legendre polynomials possess the property:

    So Legendre polynomials conform to an orthogonal basis on the interval [−1,1]. In terms of this orthogonal basis, any signal f , where

    The coeffcients ln are called Legendre coefficients.

    Now we turn to introduce the concept of the Fourier transform.

    Suppose that f L). The integral

    is called the Fourier transform of f. The integral

    is called the inverse Fourier transform. Suppose that f L. It can be proved easily that

    Theorem 1.1

    Let f L). then

    ,

    ,

    is continuous uniformly on .

    Proof

    The first conclusion is just the Riemann-Lebesgue lemma. It follows from the definition that

    Since

    with use of the dominated convergence theorem, it follows that for any ω,

    .

    Fourier transforms have the following properties.

    Property

    Let f, g L). then

    , where α, β be constants.

    , where Daf =f(a t) is the dilation operator.

    , where Taf =f(t α) is the translation operator.

    .

    .

    .

    (vii) (Convolution in time). Let the convolution (f*g)(tf(t u)g(u) du. then

    i.e., the Fourier transform of the convolution of two signals equals the product of their Fourier transforms.

    Proof

    These seven properties are derived easily by the defnition. We prove only (ii), (iii), and (vii).

    The Fourier transform of Da (f) is

    If a > 0, then ǀaǀ = a and

    If a < 0, then ǀaǀ = −a and

    We get (ii).

    The Fourier transform of Tαf is

    Let u = t α. then

    We get (iii).

    By the defnition of the Fourier transform,

    Interchanging the order of integrals, and then letting v = t u, we get

    So we get (vii).

    The notationf L) means that f . The defnition of the Fourier transform of f L) is based on the Schwartz space.

    A space consists of the signals f satisfying the following two conditions:

    (i) f ;

    (ii) for any non-negative integers p, q,

    This space is called the Schwartz space. Denote it by f S.

    From the definition of the Schwartz space, it follows that if f S, then f L) and f L). It can be proved easily that if f S.

    On the basis of the Schwartz space, the Fourier transform of f L) is defined as follows.

    Definition 1.1

    Let f L). Take arbitrarily fn(t) ∈ S such that fn(t) → f(t)(Lin L) is said to be the Fourier transform of f(t.

    Remark

    fn(t) → f(t)(L²) means that f (fn(t) −f(t)) dt → 0(n → ∞).

    Similarly, on the basis of Definition 1.1, Fourier transforms for L) have the following properties.

    Property

    Let f, g L) and α, β be constants. Then

    .

    , where Daf =f(at) and a ≠ 0 is a constant.

    , where Tαf =f(t α).

    .

    (v) 

    .

    A linear continuous functional F, which is defined as a linear map from the Schwartz space to the real axis, is called a generalized distribution on the Schwartz space. Denote it by F S′. For any g S, denote F(gF, g . For each f L), we can define a linear continuous functional on the Schwartz space as follows:

    which implies that L) ⊂ S′.

    The operation rules for generalized distributions on the Schwartz space are as follows:

    (i) (Limit). Let Fn S′(n = 1,2,…) and F S′. For any g S, define Fn F(S′)(n→ ∞) as

    (ii) (Multiplier). Let F S′ and α be a constant. For any g S, define αF as

    (iii) (Derivative). Let F S′. For any g S, define the derivative F′ S′ as

    (iv) (Dilation). Let F S′. For any g S, define DaF = F(at) as

    where a ≠ 0 is a constant.

    (v) (Translation). Let F S′. For any g S, define TaF = F(t a) as

    where a is a constant.

    (vi) (Antiderivative). Let F S′. For any g S, define the antiderivative

    .

    Definition 1.2

    Let F S′.

    (i) The Fourier series of F is defined as ∑n Cnei nt, where the Fourier coefficients are

    where T2π is the translation operator and (Fe− i nt)−1 is the antiderivative of Fe− i nt.

    (ii) The Fourier transform of F for any g S.

    Fourier transforms of generalized distributions on the Schwartz space have the following properties.

    Property Let F S′. then

    .

    , where a is a constant and TaF = F(t a).

    , where a ≠ 0 and DaF = F(at).

    The Dirac function and the Dirac comb are both important tools in geophysical signal processing. Define the Dirac function δ as a generalized distribution on the Schwartz space which satisfies for any g S,

    as a generalized distribution on the Schwartz space which satisfies for any g S,

    Clearly, δ0 = δis the generalization of the Dirac function δ.

    By operation rule (iv) of generalized distributions on a Schwartz space, it is easy to prove that for any g S, the first-order generalized derivative of the Dirac function is

    and the second-order generalized derivative of the Dirac function is

    In general, the n-order generalized derivative of the Dirac function is

    . By satisfies

    Since g S L), by the definition of the Fourier transform, we have

    . Especially, noticing that δ0 = δ, we find that the Fourier transform of the Dirac function is equal to 1.

    On the other hand, by Definition 1.2(ii), for any g S,

    Since g Lholds. So

    , it follows that

    . Noticing that δ0 = δ, we obtain that the Fourier transform of 1 is equal to 2π δ.

    Summarizing all the results, we have the following.

    Formula 1.1

    ,

    .

    Remark

    In engineering and geoscience, instead of the rigid definition, one often uses the following alternative definition for the Dirac function δ:

    δ(t) dt = 1,

    (iii) ∫R δ(t)g(t) dt = g(0) for any g(t).

    The series ∑2n π is called the Dirac comb which is closely related to sampling theory. In order to show that it is well defined, we need to prove that the series ∑2n π is convergent.

    Let Sn . Clearly, Sn are generalized distributions on the Schwartz space, i.e., Sn S′ and for any g S,

    δ2= g(2), we get

    Since g S, the series ∑n g(2) converges. So there exists a δ* ∈ S′ such that

    i.e., the series ∑n δ2converges to δδ*, g = ∑n g(2) for any g S.

    Secondly, we prove that δ* is a 2π-periodic generalized distribution.

    By operation rule (v) of generalized distributions on a Schwartz space, for any g S,

    This means that δ* is a periodic generalized distribution with period 2π.

    Third, by Definition 1.2(i), we will find the Fourier series of δ*. We only need to find its Fourier coefficients.

    Denote the Fourier coefficients of δ* by Cn. Since δ* ∈ S′, by Definition 1.2(i), for any g S,

    Using operation rule (v) of generalized distributions on a Schwartz space, we get

    . Therefore

    Using operation rule (vi) of generalized distributions on a Schwartz space, we get

    where

    Since

    , we get

    and so

    Using operation rule (ii) of generalized distributions on a Schwartz space, we get

    and so

    δ*, g = ∑kg(2) for any gS. Noticing that e−in²= 1, we find the right-hand side is

    and so

    . By Definition 1.2(i), the Fourier series of δ.

    converges to δ.

    . This is the Dirichlet kernel Dn(t). Using property (ii) of the Dirichlet kernel, we get

    By the Jordan criterion for Fourier series, we have

    Sn, g → ∑kg(2)(n δ*, g = ∑kg(2), it follows that

    This means that Sn → δ*(S′)(n → ∞). From this and δ* = ∑n δ 2 , we get

    Taking the Fourier transform on both sides and using Formula 1.1, we get

    Formula 1.2

    The Fourier transform of a Dirac comb is still a Dirac comb, i.e.,

    The Laplace transform is a generalization of the Fourier transform. Since it can convert differential or integral equations into algebraic equations, the Laplace transform can be used to solve differential/integral equations with initial

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