Fractional relaxation noises, motions and the fractional energy balance equation
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Résumé
Abstract. We consider the statistical properties of solutions of the stochastic fractional relaxation equation and its fractionally integrated extensions that are models for the Earth's energy balance. In these equations, the highest-order derivative term is fractional, and it models the energy storage processes that are scaling over a wide range. When driven stochastically, the system is a fractional Langevin equation (FLE) that has been considered in the context of random walks where it yields highly nonstationary behaviour. An important difference with the usual applications is that we instead consider the stationary solutions of the Weyl fractional relaxation equations whose domain is −∞ to t rather than 0 to t. An additional key difference is that, unlike the (usual) FLEs – where the highest-order term is of integer order and the fractional term represents a scaling damping – in the fractional relaxation equation, the fractional term is of the highest order. When its order is less than 1/2 (this is the main empirically relevant range), the solutions are noises (generalized functions) whose high-frequency limits are fractional Gaussian noises (fGn). In order to yield physical processes, they must be smoothed, and this is conveniently done by considering their integrals. Whereas the basic processes are (stationary) fractional relaxation noises (fRn), their integrals are (nonstationary) fractional relaxation motions (fRm) that generalize both fractional Brownian motion (fBm) as well as Ornstein–Uhlenbeck processes. Since these processes are Gaussian, their properties are determined by their second-order statistics; using Fourier and Laplace techniques, we analytically develop corresponding power series expansions for fRn and fRm and their fractionally integrated extensions needed to model energy storage processes. We show extensive analytic and numerical results on the autocorrelation functions, Haar fluctuations and spectra. We display sample realizations. Finally, we discuss the predictability of these processes which – due to long memories – is a past value problem, not an initial value problem (that is used for example in highly skillful monthly and seasonal temperature forecasts). We develop an analytic formula for the fRn forecast skills and compare it to fGn skill. The large-scale white noise and fGn limits are attained in a slow power law manner so that when the temporal resolution of the series is small compared to the relaxation time (of the order of a few years on the Earth), fRn and its extensions can mimic a long memory process with a range of exponents wider than possible with fGn or fBm. We discuss the implications for monthly, seasonal, and annual forecasts of the Earth's temperature as well as for projecting the temperature to 2050 and 2100.
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| Catégorie | Codex | Gemma |
|---|---|---|
| Métarecherche | 0,000 | 0,000 |
| Méta-épidémiologie (sens strict) | 0,000 | 0,000 |
| Méta-épidémiologie (sens large) | 0,000 | 0,000 |
| Bibliométrie | 0,000 | 0,001 |
| Études des sciences et des technologies | 0,000 | 0,000 |
| Communication savante | 0,000 | 0,000 |
| Science ouverte | 0,000 | 0,000 |
| Intégrité de la recherche | 0,000 | 0,000 |
| Charge utile insuffisante (le modèle a refusé de juger) | 0,000 | 0,000 |
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