Lecture 12
September 22, 2023
Monte Carlo is stochastic simulation.
Let \(Y=f(X)\), where \(X\) is a random variable. Let \(\mathbb{E}[Y] = \mu\).
If \(X_1, \ldots, X_n\) are independent samples, then the Monte Carlo estimate of \(\mu\) is \[\tilde{\mu}_n = \frac{1}{n} \sum_{i=1}^n f(X_i) = \frac{1}{n}\sum_{i=1}^n Y_i.\]
The key point: \(\tilde{\mu}_n \to \mu\) as \(n \to \infty\).
Monte Carlo is an unbiased estimator: \[\mathbb{E}[\tilde{\mu}_n] = \mu.\]
Monte Carlo variance: \[\text{Var}[\tilde{\mu}_n] = \tilde{\sigma}_n^2 = \frac{\sigma_Y^2}{n}.\]
This means we can obtain \(\alpha\)-confidence intervals:
\[\tilde{\mu}_n \pm \Phi^{-1}\left(1 - \frac{\alpha}{2}\right) \frac{\sigma_Y}{\sqrt{n}}.\]
Text: VSRIKRISH to 22333
Representation of Planetary Energy Balance
Source: Reprinted from A Climate Modeling Primer, A. Henderson-Sellers and K. McGuffie, Wiley, pg. 58, (1987) via https://www.e-education.psu.edu/meteo469/node/137.
Climate changes result from changes to the energy balance of the planet (or radiative forcings), due to e.g.:
These projections are under RCP 8.5, which is the “worst-case” official future climate scenario.
These are RCP 2.6, one of the “better” scenarios (often a lower bound on future warming).
These radiative changes result in changes to global mean temperatures, which result in other impacts.
How can we model this relationship?
\[\begin{align*} \overbrace{\frac{dH}{dt}}^{\text{change in heat}} &= \overbrace{F}^{\text{RF}} - \overbrace{\lambda T}^{\substack{\text{change in} \\ \text{temperature}}} \\ \underbrace{C}_{\substack{\text{ocean heat} \\ \text{capacity}}} \frac{dT}{dt} &= F - \lambda T \\ c\underbrace{d}_{\substack{\text{ocean} \\ \text{mixing depth}}} \frac{dT}{dt} &= F - \lambda T, \end{align*}\]
We can solve the EBM using Euler timestepping:
\[\begin{gather*} C dT/dt = F - \lambda T \\\\ \Rightarrow C \frac{T_{i+1}-T_i}{\Delta t} = F_i - \lambda T_i \\\\ \Rightarrow T_{i+1} = T_i + \frac{F_i - \lambda T_i}{C} \Delta t \end{gather*}\]
The EBM is a one-box model of the Earth’s climate: models energy balance between incoming and outgoing heat. As such, it neglects:
Under steady-state conditions (constant \(F\) and \(dT/dt = 0\)), \[T = \frac{F}{\lambda}.\]
When we double atmospheric CO2, we refer to the equilibrium temperature \(S\) as the equilibrium climate sensitivity:
\[S = \underbrace{F_{2\times \text{CO}_2}}_{\approx 4 \text{W/m}^2}/\lambda\]
The ECS is very uncertain (though uncertainty has been reduced recently).
A reasonable distribution is \(S \sim \text{LogNormal}(\log(3.2), \log(2)/{3})\)
Let’s run the EBM with typical values of \(S = 3.2^\circ\) C, \(d=100\)m, and \(\alpha = 1.3\).
How well does this do against the temperature data?
How does uncertainty in the ECS propagate to uncertainty in temperatures in 2100?
Adding in temperature data…
One of the problems is using parameter values/distributions which were chosen in a different context.
The EBM simplifies certain dynamics so much that these parameters, while they have physical interpretations, need different distributions or have different correlations.
Identifying these values for a particular model is called model calibration.
To compute quantiles and median, use Distributions.quantile()
:
Can broadcast quantile calculation over columns/rows of an array:
To plot intervals around a median (or other central value), use the ribbon=
keyword in plot()
to pass an array of bounds. For example:
Next Week: Prescriptive Modeling and Optimization
Today: Homework 2 and Lab 2 both due.
Monday: Homework 3 released (on uncertainty propagation from the EBM to sea-level rise and levee heights)
Next Friday: Project Proposal due