Inducing Tropical Cyclones to Undergo Brownian Motion: A Comparison between Itô and Stratonovich in a Numerical Weather Prediction Model

Abstract

tochastic parameterization has become commonplace in numerical weather prediction (NWP) models used for probabilistic prediction. Here a specific stochastic parameterization will be related to the theory of stochastic differential equations and shown to be affected strongly by the choice of stochastic calculus. From an NWP perspective the focus will be on ameliorating a common trait of the ensemble distributions of tropical cyclone (TC) tracks (or position); namely, that they generally contain a bias and an underestimate of the variance. With this trait in mind the authors present a stochastic track variance inflation parameterization. This parameterization makes use of a properly constructed stochastic advection term that follows a TC and induces its position to undergo Brownian motion. A central characteristic of Brownian motion is that its variance increases with time, which allows for an effective inflation of an ensemble?s TC track variance. Using this stochastic parameterization the authors present a comparison of the behavior of TCs from the perspective of the stochastic calculi of Itô and Stratonovich within an operational NWP model. The central difference between these two perspectives as pertains to TCs is shown to be properly predicted by the stochastic calculus and the Itô correction. In the cases presented here these differences will manifest as overly intense TCs, which, depending on the strength of the forcing, could lead to problems with numerical stability and physical realism.