Warming Slowdown? (Part 1)

guest post by Jan Galkowski

1. How Heat Flows and Why It Matters

Is there something missing in the recent climate temperature record?

Heat is most often experienced as energy density, related to temperature. While technically temperature is only meaningful for a body in thermal equilibrium, temperature is the operational definition of heat content, both in daily life and as a scientific measurement, whether at a point or averaged. For the present discussion, it is taken as given that increasing atmospheric concentrations of carbon dioxide trap and re-radiate Earth blackbody radiation to its surface, resulting in a higher mean blackbody equilibration temperature for the planet, via radiative forcing [Ca2014a, Pi2012, Pi2011, Pe2006].

The question is, how does a given joule of energy travel? Once on Earth, does it remain in atmosphere? Warm the surface? Go into the oceans? And, especially,if it does go into the oceans, what is its residence time before released to atmosphere? These are important questions [Le2012a, Le2012b]. Because of the miscibility of energy, questions of residence time are very difficult to answer. A joule of energy can’t be tagged with a radioisotope like matter sometimes can. In practice, energy content is estimated as a constant plus the time integral of energy flux across a well-defined boundary using a baseline moment.

Variability is a key aspect of natural systems, whether biological or large scale geophysical systems such as Earth’s climate [Sm2009]. Variability is also a feature of statistical models used to describe behavior of natural systems, whether they be straightforward empirical models or models based upon ab initio physical calculations. Some of the variability in models captures the variability of the natural systems which they describe, but some variability is inherent in the mechanism of the models, an artificial variability which is not present in the phenomena they describe. No doubt, there is always some variability in natural phenomena which no model captures. This variability can be partitioned into parts, at the risk of specifying components which are not directly observable. Sometimes they can be inferred.

Models of planetary climate are both surprisingly robust and understood well enough that appreciable simplifications, such as setting aside fluid dynamism, are possible, without damaging their utility [Pi2012]. Thus, the general outline of what long term or asymptotic and global consequences arise when atmospheric carbon dioxide concentrations double or triple are known pretty well. More is known from the paleoclimate record.What is less certain are the dissipation and diffusion mechanisms for this excess energy and its behavior in time [Kr2014, Sh2014a, Sh2014b, Sa2011]. There is keen interest in these mechanisms because of the implications differing magnitudes have for regional climate forecasts and economies [Em2011, Sm2011, Le2010]. Moreover, there is a natural desire to obtain empirical confirmation of physical calculations, as difficult as that might be, and as subjective as judgments regarding quality of predictions might be [Sc2014, Be2013, Mu2013a, Mu2013b, Br2006, Co2013, Fy2013, Ha2013, Ha2014, Ka2013a, Sl2013, Tr2013, Mo2012, Sa2012, Ke2011a, Kh2008a, Kh2008b, Le2005, De1982].

Observed rates of surface temperatures in recent decades have shown a moderating slope compared with both long term statistical trends and climate model projections [En2014, Fy2014, Sc2014, Ta2013, Tr2013, Mu2013b, Fy2013, Fy2013s, Be2013]. It’s the purpose of this article to present this evidence, and report the research literature’s consensus on where the heat resulting from radiative forcing is going, as well as sketch some implications of that containment.

2. Tools of the Trade

I’m Jan Galkowski. I’m a statistician and signals engineer, with an undergraduate degree in Physics and a Masters in EE & Computer Science. I work for Akamai Technologies of Cambridge, MA, where I study time series of Internet activity and other data sources, doing data analysis primarily using spectral and Bayesian computational methods.

I am not a climate scientist, but am keenly interested in the mechanics of oceans, atmosphere, and climate disruption. I approach these problems from that of a statistician and physical dynamicist. Climate science is an avocation. While I have 32 years experience doing quantitative analysis, primarily in industry, I have found that the statistical and mathematical problems I encounter at Akamai have remarkable parallels to those in some geophysics, such as hydrology and assessments of sea level rise, as well as in some population biology. Thus, it pays to read their literature and understand their techniques. I also like to think that Akamai has something significant to contribute to this problem of mitigating forcings of climate change, such as enabling and supporting the ability of people to attend business and science meetings by high quality video call rather than hopping on CO₂-emitting vehicles.

As the great J. W. Tukey said:

The best thing about being a statistician is that you get to play in everyone’s backyard.

Anyone who doubts the fun of doing so, or how statistics enables such, should read Young.

3. On Surface Temperatures, Land and Ocean

Independently of climate change, monitoring surface temperatures globally is a useful geophysical project. They are accessible, can be measured in a number of ways, permit calibration and cross-checking, are taken at convenient boundaries between land-atmosphere or ocean-atmosphere, and coincide with the living space about which we most care. Nevertheless, like any large observational effort in the field, such measurements need careful assessment and processing before they can be properly interpreted. The Berkeley Earth Surface Temperature (“BEST”) Project represents the most comprehensive such effort, but it was not possible without many predecessors, such as HadCRUT4, and works by Kennedy, et al and Rohde [Ro2013a, Mo2012, Ke2011a, Ke2011b, Ro2013b].

Surface temperature is a manifestation of four interacting processes. First, there is warming of the surface by the atmosphere. Second, there is lateral heating by atmospheric convection and latent heat in water vapor. Third, during daytime, there is warming of the surface by the Sun or insolation which survives reflection. Last, there is warming of the surface from below, either latent heat stored subsurface, or geologic processes. Roughly speaking, these are ordered from most important to least. These are all manifestations of energy flows, a consequence of equalization of different contributions of energy to Earth.

Physically speaking, the total energy of the Earth climate system is a constant plus the time integral of energy of non-reflected insolation less the energy of the long wave radiation or blackbody radiation which passes from Earth out to space, plus geothermal energy ultimately due to radioisotope decay within Earth’s aesthenosphere and mantle, plus thermal energy generated by solid Earth and ocean tides, plus waste heat from anthropogenic combustion and power sources [Decay]. The amount of non-reflected insolation depends upon albedo, which itself slowly varies. The amount of long wave radiation leaving Earth for space depends upon the amount of water aloft, by amounts and types of greenhouse gases, and other factors. Our understanding of this has improved rapidly, as can be seen by contrasting Kiehl, et al in 1997 with Trenberth, et al in 2009 and the IPCC’s 2013 WG1 Report [Ki1997, Tr2009, IP2013]. Steve Easterbrook has given a nice summary of radiative forcing at his blog, as well as provided a succinct recap of the 2013 IPCC WG1 Report and its take on energy flows elsewhere at the The Azimuth blog. I refer the reader to those references for information about energy budgets, what we know about them, and what we do not.

Some ask whether or not there is a physical science basis for the “moderation” in global surface temperatures and, if there is, how that might work. It is an interesting question, for such a conclusion is predicated upon observed temperature series being calibrated and used correctly, and, further, upon insufficient precision in climate model predictions, whether simply perceived or actual. Hypothetically, it could be that the temperature models are not being used correctly and the models are correct, and which evidence we choose to believe depends upon our short-term goals. Surely, from a scientific perspective, what’s wanted is a reconciliation of both, and that is where many climate scientists invest their efforts. This is also an interesting question because it is, at its root, a statistical one, namely, how do we know which model is better [Ve2012, Sm2009, Sl2013, Ge1998, Co2006, Fe2011b, Bu2002]?

A first graph, Figure 1, depicting evidence of warming is, to me, quite remarkable. (You can click on this or any figure here, to enlarge it.)

Figure 1. Ocean temperatures at depth, from Yale Climate Forum.

A similar graph is shown in the important series by Steve Easterbrook recapping the recent IPCC Report. A great deal of excess heat is going into the oceans. In fact, most of it is, and there is an especially significant amount going deep into the southern oceans, something which may have implications for Antarctica.

This can happen in many ways, but one dramatic way is due to a phase of the El Niño Southern Oscillation} (“ENSO”). Another way is storage by the Atlantic Meridional Overturning Circulation (“AMOC”) [Ko2014].

The trade winds along the Pacific equatorial region vary in strength. When they are weak, the phenomenon called El Niño is seen, affecting weather in the United States and in Asia. Evidence for El Niño includes elevated sea-surface temperatures (“SSTs”) in the eastern Pacific. This short-term climate variation brings increased rainfall to the southern United States and Peru, and drought to east Asia and Australia, often triggering large wildfires there.

The reverse phenomenon, La Niña, is produced by strong trades, and results in cold SSTs in the eastern Pacific, and plentiful rainfall in east Asia and northern Australia. Strong trades actually pile ocean water up against Asia, and these warmer-than-average waters push surface waters there down, creating a cycle of returning cold waters back to the eastern Pacific. This process is depicted in Figures 2 and 3. (Click to see a nice big animated version.)

Figure 2. Oblique view of variability of Pacific equatorial region from El Niño to La Niña and back. Vertical height of ocean is exaggerated to show piling up of waters in the Pacific warm pool.

Figure 3. Trade winds vary in strength, having consequences for pooling and flow of Pacific waters and sea surface temperatures.

At its peak, a La Niña causes waters to accumulate in the Pacific warm pool, and this results in surface heat being pushed into the deep ocean. To the degree to which heat goes into the deep ocean, it is not available in atmosphere. To the degree to which the trades do not pile waters into the Pacific warm pool and, ultimately, into the depths, that warm water is in contact with atmosphere [Me2011]. There are suggestions warm waters at depth rise to the surface [Me2013].

Figure 4. Strong trade winds cause the warm surface waters of the equatorial Pacific to pile up against Asia.

Documentation of land and ocean surface temperatures is done in variety of ways. There are several important sources, including Berkeley Earth, NASA GISS, and the Hadley Centre/Climatic Research Unit (“CRU”) data sets [Ro2013a, Ha2010, Mo2012] The three, referenced here as BEST, GISS, and HadCRUT4, respectively, have been compared by Rohde. They differ in duration and extent of coverage, but allow comparable inferences. For example, a linear regression establishing a trend using July monthly average temperatures from 1880 to 2012 for Moscow from GISS and BEST agree that Moscow’s July 2010 heat was 3.67 standard deviations from the long term trend [GISS-BEST]. Nevertheless, there is an important difference between BEST and GISS, on the one hand, and HadCRUT4.

BEST and GISS attempt to capture and convey a single best estimate of temperatures on Earth’s surface, and attach an uncertainty measure to each number. Sometimes, because of absence of measurements or equipment failures, there are no measurements, and these are clearly marked in the series. HadCRUT4 is different. With HadCRUT4 the uncertainty in measurements is described by a hundred member ensemble of values, actually a 2592-by-1967 matrix. Rows correspond to observations from 2592 patches, 36 in latitude, and 72 in longitude, with which it represents the surface of Earth. Columns correspond to each month from January 1850 to November 2013. It is possible for any one of these cells to be coded as “missing”. This detail is important because HadCRUT4 is the basis for a paper suggesting the pause in global warming is structurally inconsistent with climate models. That paper will be discussed later.

4. Rumors of Pause

Figure 5 shows the global mean surface temperature anomalies relative to a standard baseline, 1950-1980. Before going on, consider that figure. Study it. What can you see in it?

Figure 5. Global surface temperature anomalies relative to a 1950-1980 baseline.

Figure 6 shows the same graph, but now with two trendlines obtained by applying a smoothing spline, one smoothing more than another. One of the two indicates an uninterrupted uptrend. The other shows a peak and a downtrend, along with wiggles around the other trendline. Note the smoothing algorithm is the same in both cases, differing only in the setting of a smoothing parameter. Which is correct? What is “correct”?

Figure 7 shows a time series of anomalies for Moscow, in Russia. Do these all show the same trends? These are difficult questions, but the changes seen in Figure 6 could be evidence of a warming “hiatus”. Note that, given Figure 6, whether or not there is a reduction in the rate of temperature increase depends upon the choice of a smoothing parameter. In a sense, that’s like having a major conclusion depend upon a choice of coordinate system, something we’ve collectively learned to suspect. We’ll have a more careful look at this in Section 5 next time. With that said, people have sought reasons and assessments of how important this phenomenon is. The answers have ranged from the conclusive “Global warming has stopped” to “Perhaps the slowdown is due to ‘natural variability”‘, to “Perhaps it’s all due to “natural variability” to “There is no statistically significant change”. Let’s see what some of the perspectives are.

Figure 6. Global surface temperature anomalies relative to a 1950-1980 baseline, with two smoothing splines printed atop.

Figure 7. Temperature anomalies for Moscow, Russia.

It is hard to find a scientific paper which advances the proposal that climate might be or might have been cooling in recent history. The earliest I can find are repeated presentations by a single geologist in the proceedings of the Geological Society of America, a conference which, like many, gives papers limited peer review [Ea2000, Ea2000, Ea2001, Ea2005, Ea2006a, Ea2006b, Ea2007, Ea2008]. It is difficult to comment on this work since their full methods are not available for review. The content of the abstracts appear to ignore the possibility of lagged response in any physical system.

These claims were summarized by Easterling and Wehner in 2009, attributing claims of a “pause” to cherry-picking of sections of the temperature time series, such as 1998-2008, and what might be called media amplification. Further, technical inconsistencies within the scientific enterprise, perfectly normal in its deployment and management of new methods and devices for measurement, have been highlighted and abused to parlay claims of global cooling [Wi2007, Ra2006, Pi2006]. Based upon subsequent papers, climate science seemed to not only need to explain such variability, but also to provide a specific explanation for what could be seen as a recent moderation in the abrupt warming of the mid-late 1990s. When such explanations were provided, appealing to oceanic capture, as described in Section 3, the explanation seemed to be taken as an acknowledge of a need and problem, when often they were provided in good faith, as explanation and teaching [Me2011, Tr2013, En2014].

Other factors besides the overwhelming one of oceanic capture contribute as well. If there is a great deal of melting in the polar regions, this process captures heat from the oceans. Evaporation captures heat in water. No doubt these return, due to the water cycle and latent heat of water, but the point is there is much opportunity for transfer of radiative forcing and carrying it appreciable distances.

Note that, given the overall temperature anomaly series, such as Figure 6, and specific series, such as the one for Moscow in Figure 7, moderation in warming is not definitive. It is a statistical question, and, pretending for the moment we know nothing of geophysics, a difficult one. But there certainly is no any problem with accounting for the Earth’s energy budget overall, even if the distribution of energy over its surface cannot be specifically explained [Ki1997, Tr2009, Pi2012]. This is not a surprise, since the equipartition theorem of physics fails to apply to a system which has not achieved thermal equilibrium.

An interesting discrepancy is presented in a pair of papers in 2013 and 2014. The first, by Fyfe, Gillet, and Zwiers, has the (somewhat provocative) title “Overestimated global warming over the past 20 years”. (Supplemental material is also available and is important to understand their argument.) It has been followed by additional correspondence from Fyfe and Gillet (“Recent observed and simulated warming”) applying the same methods to argue that even with the Pacific surface temperature anomalies and explicitly accommodating the coverage bias in the HadCRUT4 dataset, as emphasized by Kosaka and Xie there remain discrepancies between the surface temperature record and climate model ensemble runs. In addition, Fyfe and Gillet dismiss the problems of coverage cited by Cowtan and Way, arguing they were making “like for life” comparisons which are robust given the dataset and the region examined with CMIP5 models.

How these scientific discussions present that challenge and its possible significance is a story of trends, of variability, and hopefully of what all these investigations are saying in common, including the important contribution of climate models.

Next Time

Next time I’ll talk about ways of estimating trends, what these have to say about global warming, and the work of Fyfe, Gillet, and Zwiers comparing climate models to HadCRUT4 temperature data.

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1. Credentials. I have taken courses in geology from Binghamton University, but the rest of my knowledge of climate science is from reading the technical literature, principally publications from the American Geophysical Union and the American Meteorological Society, and self-teaching, from textbooks like Pierrehumbert. I seek to find ways where my different perspective on things canhelp advance and explain the climate science enterprise. I also apply my skills to working local environmental problems, ranging from inferring people’s use of energy in local municipalities, as well as studying things like trends in solid waste production at the same scales using Bayesian inversions. I am fortunate that techniques used in my professional work and those in these problems overlap so much. I am a member of the American Statistical Association, the American Geophysical Union, the American Meteorological Association, the International Society for Bayesian Analysis, as well as the IEEE and its signal processing society.
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West Antarctic Ice Sheet News

You may have heard the news: two teams of scientists claiming that the West Antarctic Ice Sheet has been irreversibly destablized, leading to a slow-motion process that in some number of centuries will cause 3 meters of sea level rise.

“Today we present observational evidence that a large section of the West Antarctic Ice Sheet has gone into irreversible retreat,” an author of one of the papers, Eric Rignot, a glaciologist at NASA’s Jet Propulsion Laboratory, said at a news conference recently. “It has passed the point of no return.”

A little context might help.

The West Antarctic Ice Sheet is the ice sheet that covers Antarctica on the Western Hemisphere side of the Transantarctic Mountains. The bed of this ice sheet lies well below sea level. The ice gradually flows into floating ice shelves such as the Ross Ice Shelf and Ronne Ice Shelf, and also glaciers that dump ice into the Amundsen Sea. Click on the map to make it bigger, so you can see all these features.

The West Antarctic Ice Sheet contains about 2.2 million cubic kilometers of ice, enough to raise the world’s oceans about 4.8 meters if it all melted. To get a sense of how big it is, let’s visit a crack in one of its outlet glaciers.

In 2011, scientists working in Antarctica discovered a massive crack across the Pine Island Glacier, a major glacier in the West Antarctic Ice Sheet. The crack was 30 kilometers long, 80 meters wide and 60 meters deep. The pictures above and below show this crack—the top one is from NASA, the bottom one was taken by an explorer named Forrest McCarthy.

By July 2013, the crack expanded to the point where a slab of ice 720 square kilometers in size broke off and moved into the Amundsen Sea.

However, this event is not the news! The news is about what’s happening at the bottom of the glaciers of the West Antarctic Ice Sheet.

The West Antarctic Ice Sheet sits in a bowl-shaped depression in the earth, with the bottom of the ice below sea level. Warm ocean water is causing the ice sitting along the rim of the bowl to thin and retreat. As the edge of the ice moves away from the rim and enters deeper water, it can retreat faster.

So, there could be a kind of tipping point, where the West Antarctic Ice Sheet melts faster and faster as its bottom becomes exposed to more water. Scientists have been concerned about this for decades. But now two teams of scientists claim that tipping point has been passed.

Here’s a video that illustrates the process:

And here’s a long quote from a short ‘news and analysis’ article by Thomas Sumner in the 16 May 2014 issue of Science:

A disaster may be unfolding—in slow motion. Earlier this week, two teams of scientists reported that Thwaites Glacier, a keystone holding the massive West Antarctic Ice Sheet together, is starting to collapse. In the long run, they say, the entire ice sheet is doomed. Its meltwater would raise sea levels by more than 3 meters.

One team combined data on the recent retreat of the 182,000-square-kilometer Thwaites Glacier with a model of the glacier’s dynamics to forecast its future. In a paper on page 735, they report that in as few as 2 centuries Thwaites Glacier’s edge will recede past an underwater ridge now stalling its retreat. Their models suggest that the glacier will then cascade into rapid collapse. The second team, writing in Geophysical Research Letters, describes recent radar mapping of West Antarctica’s glaciers and confirms that the 600-meter-deep ridge is the final obstacle before the bedrock underlying the glacier dips into a deep basin.

Because inland basins connect Thwaites Glacier to other major glaciers in the region, both research teams say its collapse would flood West Antarctica with seawater, prompting a near-complete loss of ice in the area over hundreds of years.

“The next stable state for the West Antarctic Ice Sheet might be no ice sheet at all,” says the Science paper’s lead author, glaciologist Ian Joughin of the University of Washington, Seattle. “Very crudely, we are now committed to global sea level rise equivalent to a permanent Hurricane Sandy storm surge,” says glaciologist Richard Alley of Pennsylvania State University, University Park, referring to the storm that ravaged the Caribbean and the U.S. East Coast in 2012. Alley was not involved in either study.

Where Thwaites Glacier meets the Amundsen Sea, deep warm water burrows under the ice sheet’s base, forming an ice shelf from which icebergs break off. When melt and iceberg creation outpace fresh snowfall farther inland, the glacier shrinks. According to the radar mapping released this week in Geophysical Research Letters from the European Remote Sensing satellite, from 1992 to 2011 Thwaites Glacier retreated 14 kilometers. “Nowhere else in Antarctica is changing this fast,” says University of Washington Seattle glaciologist Benjamin Smith, co-author of the Science paper.

To forecast Thwaites Glacier’s fate, the team plugged satellite and aircraft radar maps of the glacier’s ice and underlying bedrock into a computer model. In simulations that assumed various melting trends, the model accurately reproduced recent ice-loss measurements and churned out a disturbing result: In all but the most conservative melt scenarios, a glacial collapse has already started. In 200 to 500 years, once the glacier’s “grounding line”—the point at which the ice begins to float—retreats past the ridge, the glacier’s face will become taller and, like a tower of blocks, more prone to collapse. The retreat will then accelerate to more than 5 kilometers per year, the team says. “On a glacial timescale, 200 to 500 years is the blink of an eye,” Joughin says.

And once Thwaites is gone, the rest of West Antarctica would be at risk.

Eric Rignot, a climate scientist at the University of California, Irvine, and the lead author of the GRL study, is skeptical of Joughin’s timeline because the computer model used estimates of future melting rates instead of calculations based on physical processes such as changing sea temperatures. “These simulations ought to go to the next stage and include realistic ocean forcing,” he says. If they do, he says, they might predict an even more rapid retreat.

I haven’t had time to carefully read the relevant papers, which are these:

• Eric Rignot, J. Mouginot, M. Morlighem, H. Seroussi and B. Scheuchl, Widespread, rapid grounding line retreat of Pine Island, Thwaites, Smith and Kohler glaciers, West Antarctica from 1992 to 2011, Geophysical Research Letters, accepted 12 May 2014.

• Ian Joughin, Benjamin E. Smith and Brooke Medley, Marine ice sheet collapse potentially underway for the Thwaites glacier basin, West Antarctica, Science, 344 (2014), 735–738.

I would like to say something more detailed about them someday.

The paper by Eric Rignot et al. is freely available—just click on the title. Unfortunately, you can’t read the other paper unless you have a journal subscription. Sumner’s article which I quoted is also not freely available. I wish scientists and the journal Science took more seriously their duty to make important research available to the public.

Here’s a video that shows Pine Island Glacier, Thwaites Glacier and some other nearby glaciers:

Hexagonal Hyperbolic Honeycombs

This post is just for fun.

Roice Nelson likes geometry, and he makes plastic models of interesting objects using a 3d printer. He recently created some great pictures of ‘hexagonal hyperbolic honeycombs’. With his permission, I wrote about them on my blog Visual Insight. Here I’ve combined those posts into a single more polished article.

But the pictures are the star of the show. They deserve to be bigger than the 450-pixel width of this blog, so please click on them and see the full-sized versions!

The {6,3,3} honeycomb

 

This is the {6,3,3} honeycomb.

How do you build this structure? Take 4 rods and glue them together so their free ends lie at the corners of a regular tetrahedron. Make lots of copies of this thing. Then stick them together so that as you go around from one intersection to the next, following the rods, the shortest possible loop is always a hexagon!

This is impossible in ordinary flat 3-dimensional space. But you can succeed if you work in hyperbolic space, a non-Euclidean space where the angles of a triangle add up to less than 180°. The result is the {6,3,3} honeycomb, shown here.

Of course, this picture has been projected onto your flat computer screen. This distorts the rods, so they look curved. But they’re actually straight… inside curved space.

The {6,3,3} honeycomb is an example of a ‘hyperbolic honeycomb’. In general, a 3-dimensional honeycomb is a way of filling 3d space with polyhedra. It’s the 3-dimensional analogue of a tiling of the plane. Besides honeycombs in 3d Euclidean space, we can also have honeycombs in 3d hyperbolic space. The {6,3,3} honeycomb is one of these.

But actually, when I said a honeycomb is a way of filling 3d space with polyhedra, I was lying slightly. It’s often true—but not in this example!

For comparison, in the {5,3,4} honeycomb, space really is filled with polyhedra:

You can see a lot of pentagons, and if you look carefully you’ll see these pentagons are faces of dodecahedra:

In the honeycomb, these dodecahedra fill hyperbolic space.

But in the {6,3,3} honeycomb, all the hexagons lie on infinite sheets. You can see one near the middle of this picture:

These sheets of hexagons are not polyhedra in the usual sense, because they have infinitely many polygonal faces! So, the {6,3,3} honeycomb is called a paracompact honeycomb.

But what does the symbol {6,3,3} mean?

It’s an example of a Schläfli symbol. It’s defined in a recursive way. The symbol for the hexagon is {6}. The symbol for the hexagonal tiling of the plane is {6,3} because 3 hexagons meet at each vertex. Finally, the hexagonal tiling honeycomb has symbol {6,3,3}, because 3 hexagonal tilings meet at each edge of this honeycomb.

So, we can build a honeycomb if we know its Schläfli symbol. And there’s a lot of information in this symbol.

For example, just as the {6,3} inside {6,3,3} describes the hexagonal tilings inside the {6,3,3} honeycomb, the {3,3} describes the vertex figure of this honeycomb: that is, the way the edges meet at each vertex. {3,3} is the Schläfli symbol for the regular tetrahedron, and in the {6,3,3} honeycomb each vertex has 4 edges coming out, just like the edges going from the center of a tetrahedron to its corners!

The {6,3,4} honeycomb

 

This is the {6,3,4} honeycomb.

How do you build this structure? Make 3 intersecting rods at right angles to each other. Make lots of copies of this thing. Then stick them together so that as you go around from one intersection to the next, following the rods, the shortest possible loop is always a hexagon!

This is impossible in ordinary flat 3-dimensional space. You can only succeed if the shortest possible loop is a square. Then you get the familiar cubic honeycomb, also called the the {4,3,4} honeycomb:

To get hexagons instead of squares, space needs to be curved! You can succeed if you work in hyperbolic space, where it’s possible to create a hexagon whose internal angles are all 90°. In ordinary flat space, only a square can have all its internal angles be 90°.

Here’s the tricky part: the hexagons in the {6,3,4} honeycomb form infinite sheets where 3 hexagons meet at each corner. You can see one of these sheets near the center of the picture. The corners of the hexagons in one sheet lie on a flat plane in hyperbolic space, called a horosphere.

That seems to make sense, because in flat space hexagons can have all their internal angles be 120°… so three can meet snugly at a corner. But I just said these hexagons have 90° internal angles!

Puzzle 1. What’s going on? Can you resolve the apparent contradiction?

The Schläfli symbol of this honeycomb is {6,3,4}, and we can see why using ideas I’ve already explained. It’s made of hexagonal tilings of the plane, which have Schläfli symbol {6,3} because 3 hexagons meet at each vertex. On the other hand, the vertex figure of this honeycomb is an octahedron: if you look at the picture you can can see that each vertex has 6 edges coming out, just like the edges going from the center of an octahedron to its corners. The octahedron has Schläfli symbol {3,4}, since it has 4 triangles meeting at each corner. Take {6,3} and {3,4} and glue them together and you get {6,3,4}!

We can learn something from this. Since this honeycomb has Schläfli symbol {6,3,4}, it has 4 hexagonal tilings meeting at each edge! That’s a bit hard to see from the picture.

All the honeycombs I’ve been showing you are ‘regular’. This is the most symmetrical kind of honeycomb. A flag in a honeycomb is a vertex lying on an edge lying on a face lying on a cell (which could be a polyhedron or an infinite sheet of polygons). A honeycomb is regular if there’s a symmetry sending any flag to any other flag.

The {6,3,3} and {6,3,4} honeycombs are also ‘paracompact’. Remember, this means they have infinite cells, which in this case are the hexagonal tilings {6,3}. There are 15 regular honeycombs in 3d hyperbolic space, of which 11 are paracompact. For a complete list of regular paracompact honeycombs, see:

• Regular paracompact honeycombs, Wikipedia.

The {6,3,5} honeycomb

 

This is the {6,3,5} honeycomb. It’s built from sheets of regular hexagons, and 5 of these sheets meet along each edge of the honeycomb. That explains the Schläfli symbol {6,3,5}.

If you look very carefully, you’ll see 12 edges coming out of each vertex here, grouped in 6 opposite pairs. These edges go out from the vertex to its 12 neighbors, which are arranged like the corners of a regular icosahedron!

In other words, the vertex figure of this honeycomb is an icosahedron. And even if you can’t see this in the picture, you can deduce that it’s true, because {3,5} is the Schläfli symbol for the regular icosahedron, and it’s sitting inside {6,3,5}, at the end.

But now for a puzzle. This is for people who like probability theory:

Puzzle 2. Say you start at one vertex in this picture, a place where edges meet. Say you randomly choose an edge and walk down it to the next vertex… each edge being equally likely. Say you keep doing this. This is the most obvious random walk you can do on the {6,3,5} honeycomb. Is the probability that eventually you get back where you started equal to 1? Or is it less than 1?

If that’s too hard, try the same sort of question with the usual cubical honeycomb in ordinary flat 3d space. Or the square lattice on the plane!

In one dimension, where you just take steps back and forth on the integers, with equal chances of going left or right each time, you have a 100% chance of eventually getting back where you started. But the story works differently in different dimensions—and it also depends on whether space is flat, spherical or hyperbolic.

The {6,3,6} honeycomb

 

This is the {6,3,6} honeycomb. It has a lot of sheets of regular hexagons, and 6 sheets meet along each edge of the honeycomb.

The {6,3,6} honeycomb has a special property: it’s ‘self-dual’. The tetrahedron is a simpler example of a self-dual shape. If we draw a vertex in the middle of each face of the tetrahedron, and draw an edge crossing each edge, we get a new shape with a face for each vertex of the tetrahedron… but this new shape is again a tetrahedron!

If we do a similar thing one dimension up for the {6,3,6} honeycomb, this amounts to creating a new honeycomb with:

• one vertex for each infinite sheet of hexagons in the original honeycomb;

• one edge for each hexagon in the original honeycomb;

• one hexagon for each edge in the original honeycomb;

• one infinite sheet of hexagons for each vertex in the original honeycomb.

But this new honeycomb turns out to be another {6,3,6} honeycomb!

This is hard to visualize, at least for me, but it implies something cool. Just as each sheet of hexagons has infinitely many hexagons on it, each vertex has infinitely many edges going through it.

This self-duality comes from the symmetry of the Schläfli symbol {6,3,6}: if you reverse it, you get the same thing!

Okay. I’ve showed you regular hyperbolic honeycombs where 3, 4, 5, or 6 sheets of hexagons meet along each edge. Sometimes in math patterns go on forever, but sometimes they end—just like life itself. And indeed, we’ve reached the end of something here! You can’t build a regular honeycomb in hyperbolic space with 7 sheets of hexagons meeting at each edge.

Puzzle 3. What do you get if you try?

I’m not sure, but it’s related to a pattern we’ve been seeing. The hexagonal hyperbolic honeycombs I’ve shown you are the ‘big brothers’ of the tetrahedron, the octahedron, the icosahedron and the triangular tiling of the plane! Here’s how it goes:

• You can build a tetrahedron where 3 triangles meet at each corner:

For this reason, the Schläfli symbol of the tetrahedron is {3,3}. You can build a hyperbolic honeycomb where the edges coming out of any vertex go out to the corners of a tetrahedron… and these edges form hexagons. This is the {6,3,3} honeycomb.

• You can build an octahedron where 4 triangles meet at each corner:

The Schläfli symbol of the octahedron is {3,4}. You can build a hyperbolic honeycomb where the edges coming out of any vertex go out to the corners of an octahedron… and these edges form hexagons. This is the {6,3,4} honeycomb.

• You can build an icosahedron where 5 triangles meet at each corner:

The Schläfli symbol of the icosahedron is called {3,5}. You can build a hyperbolic honeycomb where the edges coming out of any vertex go out to the corners of an icosahedron… and these edges form hexagons. This is the {6,3,5} honeycomb.

• You can build a tiling of a flat plane where 6 triangles meet at each corner:

This triangular tiling is also called {3,6}. You can build a hyperbolic honeycomb where the edges coming out of any vertex go out to the corners of a triangular tiling… and these edges form hexagons. This is the {6,3,6} honeycomb.

The last one is a bit weird! The triangular tiling has infinitely many corners, so in the picture here, there are infinitely many edges coming out of each vertex.

But what happens when we get to {6,3,7}? That’s the puzzle.

Coxeter groups

I’ve been telling you about Schläfli symbols, but these are closely related to another kind of code, which is deeper and in many ways better. It’s called a Coxeter diagram. The Coxeter diagram of the {6,3,3} honeycomb is

●—6—o—3—o—3—o

What does this mean? It looks a lot like the Schläfli symbol, and that’s no coincidence, but there’s more to it.

The symmetry group of the {6,3,3} honeycomb is a discrete subgroup of the symmetry group of hyperbolic space. This discrete group has generators and relations summarized by the unmarked Coxeter diagram:

o—6—o—3—o—3—o

This diagram says there are four generators obeying relations encoded in the edges of the diagram:

together with relations

and

Marking the Coxeter diagram in different ways lets us describe many honeycombs with the same symmetry group as the hexagonal tiling honeycomb—in fact, 2⁴ – 1 = 15 of them, since there are 4 dots in the Coxeter diagram! For the theory of how this works, illustrated by some simpler examples, try this old post of mine:

• Symmetry and the Fourth Dimension (Part 9).

or indeed the whole series. The series is far from done; I have a pile of half-written episodes that I need to finish up and publish. This post should, logically, come after all those… but life is not fully governed by logic.

Similar remarks apply to all the hexagonal hyperbolic honeycombs I’ve shown you today:

{6,3,3} honeycomb

●—6—o—3—o—3—o
3 hexagonal tilings meeting at each edge
vertex figure: tetrahedron

 

{6,3,4} honeycomb

●—6—o—3—o—4—o
4 hexagonal tilings meeting at each edge
vertex figure: octahedron

 

{6,3,5} honeycomb

●—6—o—3—o—5—o
5 hexagonal tilings meeting at each edge
vertex figure: icosahedron

 

{6,3,6} honeycomb

●—6—o—3—o—6—o
6 hexagonal tilings meeting at each edge
vertex figure: hexagonal tiling

Finally, one more puzzle, for people who like algebra and number theory:

Puzzle 4. The symmetry group of 3d hyperbolic space, not counting reflections, is . Can you explicitly describe the subgroups that preserve the four hexagonal hyperbolic honeycombs?

For the case of {6,3,3}, Martin Weissman gave an answer on G+:

Well, it’s , of course!

Since he’s an expert on arithmetic Coxeter groups, this must be about right! Theorem 10.2 in this paper he showed me:

• Norman W. Johnson and Asia Ivic Weiss, Quadratic integers and Coxeter Groups, Canad. J. Math. Vol. 51 (1999), 1307–1336.

is a bit more precise. It gives a nice description of the even part of the Coxeter group discussed in this article, that is, the part generated by products of pairs of reflections. To get this group, we start with 2 × 2 matrices with entries in the Eisenstein integers: the integers with a cube root of -1 adjoined. We look at the matrices where the absolute value of the determinant is 1, and then we ‘projectivize’ it, modding out by its center. That does the job!

They call the even part of the Coxeter group [3,3,6]⁺, and they call the group it’s isomorphic to , where is their notation for the Eisenstein integers, also called . The weird little line over the is a notation of theirs: stands for 2 × 2 matrices with determinant 1, but is their notation for 2 × 2 matrices whose determinant has absolute value 1.

Can you say more about this case? What about the other cases?

The Stochastic Resonance Program (Part 1)

guest post by David Tanzer

At the Azimuth Code Project, we are aiming to produce educational software that is relevant to the Earth sciences and the study of climate. Our present software takes the form of interactive web pages, which allow you to experiment with the parameters of models and view their outputs. But to fully understand the meaning of a program, we need to know about the concepts and theories that inform it. So we will be writing articles to explain both the programs themselves and the math and science behind them.

In this two-part series, I’ll explain this program:

• Stochastic resonance.

Check it out—it runs on your browser! It was created by Allan Erskine and Glyn Adgie. In the Azimuth blog article Increasing the Signal-to-Noise Ratio with More Noise, Glyn Adgie and Tim van Beek give a nice explanation of the idea of stochastic resonance, which includes some clear and exciting graphs.

My goal today is give a compact, developer-oriented introduction to stochastic resonance, which will set the context for the next blog article, where I’ll dissect the program itself. By way of introduction, I am a software developer with research training in computer science. It’s a new area for me, and any clarifications will be welcome!

The concept of stochastic resonance

Stochastic resonance is a phenomenon, occurring under certain circumstances, in which a noise source may amplify the effect of a weak signal. This concept was used in an early hypothesis about the timing of ice-age cycles, and has since been applied to a wide range of phenomena, including neuronal detection mechanisms and patterns of traffic congestion.

Suppose we have a signal detector whose internal, analog state is driven by an input signal, and suppose the analog states are partitioned into two regions, called “on” and “off” — this is a digital state, abstracted from the analog state. With a light switch, we could take the force as the input signal, the angle as the analog state, and the up/down classification of the angle as the digital state.

Consider the effect of a periodic input signal on the digital state. Suppose the wave amplitude is not large enough to change the digital state, yet large enough to drive the analog state close to the digital state boundary. Then, a bit of random noise, occurring near the peak of an input cycle, may “tap” the system over to the other digital state. So we will see a probability of state-transitions that is synchronized with the input signal. In a complex way, the noise has amplified the input signal.

But it’s a pretty funky amplifier! Here is a picture from the Azimuth library article on stochastic resonance:

Stochastic resonance has been found in the signal detection mechanisms of neurons. There are, for example, cells in the tails of crayfish that are tuned to low-frequency signals in the water caused by predator motions. These signals are too weak to cross the firing threshold for the neurons, but with the right amount of noise, they do trigger the neurons.

See:

• Stochastic resonance, Azimuth Library.

• Stochastic resonance in neurobiology, David Lyttle.

Bistable stochastic resonance and Milankovitch theories of ice-age cycles

Stochastic resonance was originally formulated in terms of systems that are bistable — where each digital state is the basin of attraction of a stable equilibrium.

An early application of stochastic resonance was to a hypothesis, within the framework of bistable climate dynamics, about the timing of the ice-age cycles. Although it has not been confirmed, it remains of interest (1) historically, (2) because the timing of ice-age cycles remains an open problem, and (3) because the Milankovitch hypothesis upon which it rests is an active part of the current research.

In the bistable model, the climate states are a cold, “snowball” Earth and a hot, iceless Earth. The snowball Earth is stable because it is white, and hence reflects solar energy, which keeps it frozen. The iceless Earth is stable because it is dark, and hence absorbs solar energy, which keeps it melted.

The Milankovitch hypothesis states that the drivers of climate state change are long-duration cycles in the insolation — the solar energy received in the northern latitudes — caused by periodic changes in the Earth’s orbital parameters. The north is significant because that is where the glaciers are concentrated, and so a sufficient “pulse” in northern temperatures could initiate a state change.

Three relevant astronomical cycles have been identified:

• Changing of the eccentricity of the Earth’s elliptical orbit, with a period of 100 kiloyears

• Changing of the obliquity (tilt) of the Earth’s axis, with a period of 41 kiloyears

• Precession (swiveling) of the Earth’s axis, with a period of 23 kiloyears

In the stochastic resonance hypothesis, the Milankovitch signal is amplified by random events to produce climate state changes. In more recent Milankovitch theories, a deterministic forcing mechanism is used. In a theory by Didier Paillard, the climate is modeled with three states, called interglacial, mild glacial and full glacial, and the state changes depend on the volume of ice as well as the insolation.

See:

• Milankovitch cycle, Azimuth Library.

• Mathematics of the environment (part 10), John Baez. This gives an exposition of Paillard’s theory.

Bistable systems defined by a potential function

Any smooth function with two local minima can be used to define a bistable system. For instance, consider the function :

To define the bistable system, construct a differential equation where the time derivative of x is set to the negative of the derivative of the potential at x:

So, for instance, where the potential graph is sloping upward as increases, is negative, and this sends ‘downhill’ towards the minimum.

The roots of yield stable equilibria at 1 and -1, and an unstable equilibrium at 0. The latter separates the basins of attraction for the stable equilibria.

Discrete stochastic resonance

Now let’s look at a discrete-time model which exhibits stochastic resonance. This is the model used in the Azimuth demo program.

We construct the discrete-time derivative, using the potential function, a sampled sine wave, and a normally distributed random number:

where is a constant and is restricted to multiples of

This equation is the discrete-time counterpart to a continuous-time stochastic differential equation.

Next time, we will look into the Azimuth demo program itself.

Quantum Frontiers in Network Science

guest post by Jacob Biamonte

There’s going to be a workshop on quantum network theory in Berkeley this June. The event is being organized by some of my collaborators and will be a satellite of the biggest annual network science conference, NetSci.

A theme of the Network Theory series here on Azimuth has been to merge ideas appearing in quantum theory with other disciplines. Remember the first post by John which outlined the goal of a general theory of networks? Well, everyone’s been chipping away at this stuff for a few years now and I think you’ll agree that this workshop seems like an excellent way to push these topics even further, particularly as they apply to complex networks.

The event is being organized by Mauro Faccin, Filippo Radicchi and Zoltán Zimborás. You might recall when Tomi Johnson first explained to us some ideas connecting quantum physics with the concepts of complex networks (see Quantum Network Theory Part 1 and Part 2). Tomi’s going to be speaking at this event. I understand there is even still a little bit of space left to contribute talks and/or to attend. I suspect that those interested can sort this out by emailing the organizers or just follow the instructions to submit an abstract.

They have named their event Quantum Frontiers in Network Science or QNET for short. Here’s their call.

Quantum Frontiers in Network Science

This year the biggest annual network science conference, NetSci will take place in Berkeley California on 2-6 June. We are organizing a one-day Satellite Workshop on Quantum Frontiers in Network Science (QNET).

A grand challenge in contemporary complex network science is to reconcile the staple “statistical mechanics based approach” with a theory based on quantum physics. When considering networks where quantum coherence effects play a non-trivial role, the predictive power of complex network science has been shown to break down. A new theory is now being developed which is based on quantum theory, from first principles. Network theory is a diverse subject which developed independently in several disciplines to rely on graphs with additional structure to model complex systems. Network science has of course played a significant role in quantum theory, for example in topics such as tensor network states, chiral quantum walks on complex networks, categorical tensor networks, and categorical models of quantum circuits, to name only a few. However, the ideas of complex network science are only now starting to be united with modern quantum theory. From this respect, one aim of the workshop is to put in contact two big and generally not very well connected scientific communities: statistical and quantum physicists.

The topic of network science underwent a revolution when it was realized that systems such as social or transport networks could be interrelated through common network properties, but what are the relevant properties to consider when facing quantum systems? This question is particularly timely as there has been a recent push towards studying increasingly larger quantum mechanical systems, where the analysis is only beginning to undergo a shift towards embracing the concepts of complex networks.

For example, theoretical and experimental attention has turned to explaining transport in photosynthetic complexes comprising tens to hundreds of molecules and thousands of atoms using quantum mechanics. Likewise, in condensed matter physics using the language of “chiral quantum walks”, the topological structure of the interconnections comprising complex materials strongly affects their transport properties.

An ultimate goal is a mathematical theory and formal description which pinpoints the similarities and differences between the use of networks throughout the quantum sciences. This would give rise to a theory of networks augmenting the current statistical mechanics approach to complex network structure, evolution, and process with a new theory based on quantum mechanics.

Topics of special interest to the satellite include

• Quantum transport and chiral quantum walks on complex networks
• Detecting community structure in quantum systems
• Tensor algebra and multiplex networks
• Quantum information measures (such as entropy) applied to complex networks
• Quantum critical phenomena in complex networks
• Quantum models of network growth
• Quantum techniques for reaction networks
• Quantum algorithms for problems in complex network science
• Foundations of quantum theory in relation to complex networks and processes thereon
• Quantum inspired mathematics as a foundation for network science

Info

QNET will be held at the NetSci Conference venue at the Clark Kerr Campus of the University of California, on June 2nd in the morning (8am-1pm).

Links

• Main conference page: NetSci2014
• Call for abstracts and the program

It sounds interesting! You’ll notice that the list of topics seems reminiscent of some of the things we’ve been talking about right here on Azimuth! A general theme of the Network Theory Series has been geared towards developing frameworks to describe networked systems through a common language and then to map the use of tools and results across disciplines. It seems like a great place to talk about these ideas. Oh, and here’s a current list of the speakers:

• Leonardo Banchi (UCL, London)
• Ginestra Bianconi (London)
• Silvano Garnerone (IQC, Waterloo)
• Laetitia Gauvin (ISI Foundation)
• Marco Javarone (Sassari)
• Tomi Johnson (Oxford)

and again, the organizers are

• Mauro Faccin (ISI Foundation)
• Filippo Radicchi (Indiana University)
• Zoltán Zimborás (UCL)

From the call, we can notice that a central discussion topic at QNET will be about contrasting stochastic and quantum mechanics. Here on Azimuth we like this stuff. You might remember that stochastic mechanics was formulated in the network theory series to mathematically resemble quantum theory (see e.g. Part 12). This formalism was then employed to produce several results, including a stochastic version of Noether’s theorem by John and Brendan in Parts 11 and 13—recently Ville has also written Noether’s Theorem: Quantum vs Stochastic. Several other results were produced by relating quantum field theory to Petri nets from population biology and to chemical reaction networks in chemistry (see the Network Theory homepage). It seems to me that people attending QNET will be interested in these sorts of things, as well as other related topics.

One of the features of complex network science is that it is often numerically based and geared directly towards interesting real-world applications. I suspect some interesting results should stem from the discussions that will take place at this workshop.

By the way, here’s a view of downtown San Francisco at dusk from Berkeley Hills California from the NetSci homepage:

Noether’s Theorem: Quantum vs Stochastic

guest post by Ville Bergholm

In 1915 Emmy Noether discovered an important connection between the symmetries of a system and its conserved quantities. Her result has become a staple of modern physics and is known as Noether’s theorem.

The theorem and its generalizations have found particularly wide use in quantum theory. Those of you following the Network Theory series here on Azimuth might recall Part 11 where John Baez and Brendan Fong proved a version of Noether’s theorem for stochastic systems. Their result is now published here:

• John Baez and Brendan Fong, A Noether theorem for stochastic mechanics, J. Math. Phys. 54:013301 (2013).

One goal of the network theory series here on Azimuth has been to merge ideas appearing in quantum theory with other disciplines. John and Brendan proved their stochastic version of Noether’s theorem by exploiting ‘stochastic mechanics’ which was formulated in the network theory series to mathematically resemble quantum theory. Their result, which we will outline below, was different than what would be expected in quantum theory, so it is interesting to try to figure out why.

Recently Jacob Biamonte, Mauro Faccin and myself have been working to try to get to the bottom of these differences. What we’ve done is prove a version of Noether’s theorem for Dirichlet operators. As you may recall from Parts 16 and 20 of the network theory series, these are the operators that generate both stochastic and quantum processes. In the language of the series, they lie in the intersection of stochastic and quantum mechanics. So, they are a subclass of the infinitesimal stochastic operators considered in John and Brendan’s work.

The extra structure of Dirichlet operators—compared with the wider class of infinitesimal stochastic operators—provided a handle for us to dig a little deeper into understanding the intersection of these two theories. By the end of this article, astute readers will be able to prove that Dirichlet operators generate doubly stochastic processes.

Before we get into the details of our proof, let’s recall first how conservation laws work in quantum mechanics, and then contrast this with what John and Brendan discovered for stochastic systems. (For a more detailed comparison between the stochastic and quantum versions of the theorem, see Part 13 of the network theory series.)

The quantum case

I’ll assume you’re familiar with quantum theory, but let’s start with a few reminders.

In standard quantum theory, when we have a closed system with states, the unitary time evolution of a state is generated by a self-adjoint matrix called the Hamiltonian. In other words, satisfies Schrödinger’s equation:

The state of a system starting off at time zero in the state and evolving for a time is then given by

The observable properties of a quantum system are associated with self-adjoint operators. In the state the expected value of the observable associated to a self-adjoint operator is

This expected value is constant in time for all states if and only if commutes with the Hamiltonian :

In this case we say is a ‘conserved quantity’. The fact that we have two equivalent conditions for this is a quantum version of Noether’s theorem!

The stochastic case

In stochastic mechanics, the story changes a bit. Now a state is a probability distribution: a vector with nonnegative components that sum to 1. Schrödinger’s equation gets replaced by the master equation:

If we start with a probability distribution at time zero and evolve it according to this equation, at any later time have

We want this always be a probability distribution. To ensure that this is so, the Hamiltonian must be infinitesimal stochastic: that is, a real-valued matrix where the off-diagonal entries are nonnegative and the entries of each column sum to zero. It no longer needs to be self-adjoint!

When is infinitesimal stochastic, the operators map the set of probability distributions to itself whenever and we call this family of operators a continuous-time Markov process, or more precisely a Markov semigroup.

In stochastic mechanics, we say an observable is a real diagonal matrix, and its expected value is given by

where is the vector built from the diagonal entries of More concretely,

where is the th component of the vector

Here is a version of Noether’s theorem for stochastic mechanics:

Noether’s Theorem for Markov Processes (Baez–Fong). Suppose is an infinitesimal stochastic operator and is an observable. Then

if and only if

and

for all and all obeying the master equation.   █

So, just as in quantum mechanics, whenever the expected value of will be conserved:

for any and all However, John and Brendan saw that—unlike in quantum mechanics—you need more than just the expectation value of the observable to be constant to obtain the equation You really need both

together with

for all initial data to be sure that

So it’s a bit subtle, but symmetries and conserved quantities have a rather different relationship than they do in quantum theory.

A Noether theorem for Dirichlet operators

But what if the infinitesimal generator of our Markov semigroup is also self-adjoint? In other words, what if is both an infinitesimal stochastic matrix but also its own transpose: ? Then it’s called a Dirichlet operator… and we found that in this case, we get a stochastic version of Noether’s theorem that more closely resembles the usual quantum one:

Noether’s Theorem for Dirichlet Operators. If is a Dirichlet operator and is an observable, then

Proof. The direction is easy to show, and it follows from John and Brendan’s theorem. The point is to show the direction. Since is self-adjoint, we may use a spectral decomposition:

where are an orthonormal basis of eigenvectors, and are the corresponding eigenvalues. We then have:

where the third equivalence is due to the vectors being linearly independent. For any infinitesimal stochastic operator the corresponding transition graph consists of connected components iff we can reorder (permute) the states of the system such that becomes block-diagonal with blocks. Now it is easy to see that the kernel of is spanned by eigenvectors, one for each block. Since is also symmetric, the elements of each such vector can be chosen to be ones within the block and zeros outside it. Consequently

implies that we can choose the basis of eigenvectors of to be the vectors which implies

Alternatively,

implies that

where we have used the above sequence of equivalences backwards. Now, using John and Brendan’s original proof, we can obtain   █

In summary, by restricting ourselves to the intersection of quantum and stochastic generators, we have found a version of Noether’s theorem for stochastic mechanics that looks formally just like the quantum version! However, this simplification comes at a cost. We find that the only observables whose expected value remains constant with time are those of the very restricted type described above, where the observable has the same value in every state in a connected component.

Puzzles

Suppose we have a graph whose graph Laplacian matrix generates a Markov semigroup as follows:

Puzzle 1. Suppose that also so that is a Dirichlet operator and hence generates a 1-parameter unitary group. Show that the indegree and outdegree of any node of our graph must be equal. Graphs with this property are called balanced.

Puzzle 2. Suppose that is doubly stochastic Markov semigroup, meaning that for all each row and each column of sums to 1:

and all the matrix entries are nonnegative. Show that the Hamiltonian obeys

and all the off-diagonal entries of are nonnegative. Show the converse is also true.

Puzzle 3. Prove that any doubly stochastic Markov semigroup is of the form where is the graph Laplacian of a balanced graph.

Puzzle 4. Let be a possibly time-dependent observable, and write for its expected value with respect to some initial state evolving according to the master equation. Show that

This is a stochastic version of the Ehrenfest theorem.

New IPCC Report (Part 8)

guest post by Steve Easterbrook

(8) To stay below 2°C of warming, most fossil fuels must stay buried in the ground

Perhaps the most profound advance since the previous IPCC report is a characterization of our global carbon budget. This is based on a finding that has emerged strongly from a number of studies in the last few years: the expected temperature change has a simple linear relationship with cumulative CO2 emissions since the beginning of the industrial era:

(Figure SPM.10) Global mean surface temperature increase as a function of cumulative total global CO2 emissions from various lines of evidence. Multi-model results from a hierarchy of climate-carbon cycle models for each RCP until 2100 are shown with coloured lines and decadal means (dots). Some decadal means are indicated for clarity (e.g., 2050 indicating the decade 2041−2050). Model results over the historical period (1860–2010) are indicated in black. The coloured plume illustrates the multi-model spread over the four RCP scenarios and fades with the decreasing number of available models in RCP8.5. The multi-model mean and range simulated by CMIP5 models, forced by a CO2 increase of 1% per year (1% per year CO2 simulations), is given by the thin black line and grey area. For a specific amount of cumulative CO2 emissions, the 1% per year CO2 simulations exhibit lower warming than those driven by RCPs, which include additional non-CO2 drivers. All values are given relative to the 1861−1880 base period. Decadal averages are connected by straight lines.

(Click to enlarge.)

The chart is a little hard to follow, but the main idea should be clear: whichever experiment we carry out, the results tend to lie on a straight line on this graph. You do get a slightly different slope in one experiment, the “1% percent CO2 increase per year” experiment, where only CO2 rises, and much more slowly than it has over the last few decades. All the more realistic scenarios lie in the orange band, and all have about the same slope.

This linear relationship is a useful insight, because it means that for any target ceiling for temperature rise (e.g. the UN’s commitment to not allow warming to rise more than 2°C above pre-industrial levels), we can easily determine a cumulative emissions budget that corresponds to that temperature. So that brings us to the most important paragraph in the entire report, which occurs towards the end of the summary for policymakers:

Limiting the warming caused by anthropogenic CO2 emissions alone with a probability of >33%, >50%, and >66% to less than 2°C since the period 1861–1880, will require cumulative CO2 emissions from all anthropogenic sources to stay between 0 and about 1560 GtC, 0 and about 1210 GtC, and 0 and about 1000 GtC since that period respectively. These upper amounts are reduced to about 880 GtC, 840 GtC, and 800 GtC respectively, when accounting for non-CO2 forcings as in RCP2.6. An amount of 531 [446 to 616] GtC, was already emitted by 2011.

Unfortunately, this paragraph is a little hard to follow, perhaps because there was a major battle over the exact wording of it in the final few hours of inter-governmental review of the “Summary for Policymakers”. Several oil states objected to any language that put a fixed limit on our total carbon budget. The compromise was to give several different targets for different levels of risk.

Let’s unpick them. First notice that the targets in the first sentence are based on looking at CO2 emissions alone; the lower targets in the second sentence take into account other greenhouse gases, and other earth systems feedbacks (e.g. release of methane from melting permafrost), and so are much lower. It’s these targets that really matter:

• To give us a one third (33%) chance of staying below 2°C of warming over pre-industrial levels, we cannot ever emit more than 880 gigatonnes of carbon.

• To give us a 50% chance, we cannot ever emit more than 840 gigatonnes of carbon.

• To give us a 66% chance, we cannot ever emit more than 800 gigatonnes of carbon.

Since the beginning of industrialization, we have already emitted a little more than 500 gigatonnes. So our remaining budget is somewhere between 300 and 400 gigatonnes of carbon. Existing known fossil fuel reserves are enough to release at least 1000 gigatonnes. New discoveries and unconventional sources will likely more than double this. That leads to one inescapable conclusion:

Most of the remaining fossil fuel reserves must stay buried in the ground.

We’ve never done that before. There is no political or economic system anywhere in the world currently that can persuade an energy company to leave a valuable fossil fuel resource untapped. There is no government in the world that has demonstrated the ability to forgo the economic wealth from natural resource extraction, for the good of the planet as a whole. We’re lacking both the political will and the political institutions to achieve this. Finding a way to achieve this presents us with a challenge far bigger than we ever imagined.

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You can download all of Climate Change 2013: The Physical Science Basis here. Click below to read any part of this series:

1. The warming is unequivocal.
2. Humans caused the majority of it.
3. The warming is largely irreversible.
4. Most of the heat is going into the oceans.
5. Current rates of ocean acidification are unprecedented.
6. We have to choose which future we want very soon.
7. To stay below 2°C of warming, the world must become carbon negative.
8. To stay below 2°C of warming, most fossil fuels must stay buried in the ground.

Climate Change 2013: The Physical Science Basis is also available chapter by chapter here:

1. Front Matter
2. Summary for Policymakers
3. Technical Summary
   1. Supplementary Material

Chapters

1. Introduction
2. Observations: Atmosphere and Surface
   1. Supplementary Material
3. Observations: Ocean
4. Observations: Cryosphere
   1. Supplementary Material
5. Information from Paleoclimate Archives
6. Carbon and Other Biogeochemical Cycles
   1. Supplementary Material
7. Clouds and Aerosols
   1. Supplementary Material
8. Anthropogenic and Natural Radiative Forcing
   1. Supplementary Material
9. Evaluation of Climate Models
10. Detection and Attribution of Climate Change: from Global to Regional
    1. Supplementary Material
11. Near-term Climate Change: Projections and Predictability
12. Long-term Climate Change: Projections, Commitments and Irreversibility
13. Sea Level Change
    1. Supplementary Material
14. Climate Phenomena and their Relevance for Future Regional Climate Change
    1. Supplementary Material

Annexes

1. Annex I: Atlas of Global and Regional Climate Projections
   1. Supplementary Material: RCP2.6, RCP4.5, RCP6.0, RCP8.5
2. Annex II: Climate System Scenario Tables
3. Annex III: Glossary
4. Annex IV: Acronyms
5. Annex V: Contributors to the WGI Fifth Assessment Report
6. Annex VI: Expert Reviewers of the WGI Fifth Assessment Report