15DECEMBER2006 MONAHAN AND FYFE 6409 On the Nature of Zonal Jet EOFs ADAM H. MONAHAN SchoolofEarthandOceanSciences,UniversityofVictoria,Victoria,BritishColumbia,andEarthSystemEvolutionProgram, CanadianInstituteforAdvancedResearch,Toronto,Ontario,Canada JOHN C. FYFE CanadianCentreforClimateModellingandAnalysis,MeteorologicalServiceofCanada,UniversityofVictoria,Victoria, BritishColumbia,Canada (Manuscriptreceived28November2005,infinalform6April2006) ABSTRACT Analyticresultsareobtainedforthemeanandcovariancestructureofanidealizedzonaljetthatfluc- tuatesinstrength,position,andwidth.Throughasystematicperturbationanalysis,theleadingempirical orthogonalfunctions(EOFs)andprincipalcomponent(PC)timeseriesareobtained.TheseEOFsarebuilt of linear combinations of basic patterns corresponding to monopole, dipole, and tripole structures. The analyticresultsdemonstratethatingeneraltheindividualEOFmodescannotbeinterpretedintermsof individual physical processes. In particular, while the dipole EOF (similar to the leading EOF of the midlatitudezonalmeanzonalwind)describesfluctuationsinjetpositiontoleadingorder,itstimeseriesalso containscontributionsfromfluctuationsinstrengthandwidth.NosimpleinterpretationsoftheotherEOFs intermsofstrength,position,orwidthfluctuationsarepossible.Implicationsoftheseresultsfortheuseof EOFanalysistodiagnosephysicalprocessesofvariabilityarediscussed. 1. Introduction respond to individual physical modes only in a very limited class of physical systems (those governed by Empirical orthogonal function (EOF) analysis, also linear dynamics for which the linear operator com- known as principal component analysis (PCA), is a mutes with its adjoint). In general, observed geophysi- standard technique for decomposing an observed geo- cal flows do not belong to this class of systems (e.g., physical field into a set of orthogonal spatial patterns FarrellandIoannou1996;Penland1996;Palmer1999). with associated temporally uncorrelated time series. In particular, if the underlying physical processes are These spatial patterns (denoted the EOFs) are ob- localized, nonstationary, not mutually orthogonal, or tainedastheeigenvectorsofthecovariancematrix(or nonlinearly coupled, they will generally be spread sometimesthecorrelationmatrix)ofthefield,whilethe across a number of EOF modes (e.g., Ambaum et al. timeseries(denotedtheprincipalcomponents,orPCs) 2001;DommengetandLatif2002;Fyfe2003;Monahan ariseastheprojectioncoefficientsofthecorresponding et al. 2003; Fyfe and Lorenz 2005). Individual EOF EOF pattern on the original field. It is common to in- modes cannot in general be expected to correspond to terpret individual EOF/PC pairs (together referred to individual physical processes. as a mode) as corresponding to distinct physical pro- In particular, EOF analysis has been used to study cesses, where the term physical process is used in this the low-frequency (10–100 days) variability of the ex- studytodenoteadegreeoffreedomofthesystemwith tratropical atmosphere (e.g., Barnston and Livezey a clear physical interpretation. It was emphasized by 1987; Thompson and Wallace 2000). In both hemi- North(1984),however,thatindividualEOFmodescor- spheres, throughout the troposphere, it is found that the meridional spatial structure of the dominant EOF modeofthezonalmeanzonalwindisadipolecentered Corresponding author address: Adam H. Monahan, School of at approximately the latitude of the core of the time- EarthandOceanSciences,UniversityofVictoria,P.O.Box3055, meanjet.Thisstructureisgenerallyinterpretedasrep- STNCSC,VictoriaBCV8W3P6,Canada. E-mail:[email protected] resenting meridional displacements of the eddy-driven ©2006AmericanMeteorologicalSociety JCLI3960 6410 JOURNAL OF CLIMATE VOLUME19 jet (the so-called zonal index), while higher-order position, while the case of correlated fluctuations in EOFs (when they are considered) are interpreted as strengthandwidthisconsideredinsection7.TheEOF reflecting changes in jet strength or width (e.g., Feld- structure for simultaneous fluctuations in strength, po- steinandLee1998;Feldstein2000;DeWeaverandNi- sition,andwidthisdiscussedinsection8.Adiscussion gam2000;Codron2005;Vallisetal.2004).Wittmanet and conclusions are presented in section 9. al. (2005) consider numerical simulations of the EOF structure of an idealized midlatitude zonal jet [as in 2. The idealized Gaussian jet Fyfe(2003)andFyfeandLorenz(2005)]characterized by Gaussian fluctuations in strength, position, and Following Fyfe (2003), Fyfe and Lorenz (2005), and width(denoted,respectively,aspulsing,wobbling,and Wittman et al. (2005), we consider our fundamental bulging). It is shown that a meridional dipole arises as dynamical object to be a jet in the zonal mean zonal the leading EOF of pure wobbling motion, and that wind with a simple Gaussian profile, (cid:1) (cid:2) neitherpulsingnorbulging(bothofwhicharesymmet- (cid:5)(cid:1)(cid:4)(cid:2)(cid:1)t(cid:2)(cid:6)2 ric about the jet axis) produces dipole EOF patterns u(cid:1)(cid:1),t(cid:2)(cid:3)U(cid:1)t(cid:2)exp (cid:4) , (cid:1)1(cid:2) (whichareasymmetricaboutthejetaxis).Ameridional 2(cid:3)2(cid:1)t(cid:2) dipolewasalsofoundinthestudyofGerberandVallis where the U(t), (cid:7)(t), and (cid:8)(t) are the jet strength, po- (2005) as the leading EOF of a one-dimensional spa- sition, and width, respectively. We proceed to investi- tially stochastic process that conserves momentum. gate the statistical structure of u((cid:9), t) by assuming The present study takes as its starting point the ide- U(cid:1)t(cid:2)(cid:3)U (cid:10)(cid:4)(cid:1)t(cid:2), (cid:1)2(cid:2) alized midlatitude jet considered in Wittman et al. 0 (2005),andobtainsanalyticexpressionsforthe(covari- (cid:2)(cid:1)t(cid:2)(cid:3)(cid:1) (cid:10)(cid:5)(cid:1)t(cid:2), (cid:1)3(cid:2) 0 ancebased)EOFsandPCsintermsofthefluctuations in jet strength, position, and width. These analytic re- (cid:3)(cid:4)1(cid:1)t(cid:2)(cid:3)(cid:3)0(cid:4)1(cid:5)1(cid:10)(cid:6)(cid:1)t(cid:2)(cid:6), (cid:1)4(cid:2) sultsallowunambiguousdiagnosesoftherelationships where(cid:11)(t),(cid:12)(t),and(cid:13)(t)areindividuallyGaussiantime between the EOF modes and the underlying physical series with mean zero, that is, (cid:3) (cid:4) processes.ItwillbeshownthatwhiletheleadingEOFs aremadeupofasmallnumberofbasicspatialpatterns, 1 (cid:4)2 and are therefore simple in structure, the associated p(cid:1)(cid:4)(cid:2)(cid:3)(cid:14)2(cid:7)(cid:8)2exp (cid:4)2(cid:8)2 , (cid:1)5(cid:2) timeseriesinextricablycoupletheunderlyingprocesses (cid:3) (cid:4) ofjetvariability.Inparticular,adipoleisshowntoarise 1 (cid:5)2 as an EOF of the fluctuating jet under quite general p(cid:1)(cid:5)(cid:2)(cid:3)(cid:14)2(cid:7)w2exp (cid:4)2w2 , (cid:1)6(cid:2) conditions,buttheassociatedPCtimeseriesmixesfluc- (cid:3) (cid:4) tuations in jet strength, position, and width. Further- 1 (cid:6)2 more, because the EOFs associated with one physical p(cid:1)(cid:6)(cid:2)(cid:3)(cid:14)2(cid:7)(cid:9)2exp (cid:4)2(cid:9)2 . (cid:1)7(cid:2) processarenotorthogonaltothoseassociatedwithan- other,theseEOFswillbeseentobemixedwhenboth (Table 1 summarizes these and other symbols used in processes are present simultaneously. It will be shown thisstudy.)Wedonotassumethatthejointdistribution thatinthisidealized(butphysicallymotivated)system, p((cid:11), (cid:12), (cid:13)) can be factored as the product of the indi- while some EOF modes may be associated with indi- vidual distributions p((cid:11))p((cid:12))p((cid:13)): in other words, we vidualphysicalprocessestoaleading-orderapproxima- allow in general for dependence between these vari- tion, this association cannot generally be made. In the ables.Forthepurposesofcalculatingmeansandcova- physically motivated context of the fluctuating zonal riances of the zonal wind, while cross correlations be- jet,thepresentstudyreinforcestheconclusionsofear- tween (cid:11)(t), (cid:12)(t), and (cid:13)(t) are important, the temporal lierstudiesthatdemonstrateddifficultiesinassociating autocorrelationstructuresofthesetimeseriesareirrel- individual physical processes with individual EOF evant. Note that the expression for the inverse width modes (e.g., Ambaum et al. 2001; Dommenget and [Eq. (4)] allows (cid:8) to become negative, which is of Latif 2002). courseunphysical;inpractice,thestandarddeviationof Section 2 describes the idealized fluctuating midlati- (cid:13)is sufficiently small that the probability of negative tudejetconsideredinthisstudy.TheEOFsofthejetin values of the jet width is negligible. the case of pure fluctuations in strength, position, and Observational justification for these approximations widthareconsideredrespectivelyinsections3,4,and5. is provided in Fig. 1, the top panel of which shows the Section6describesthecovariancestructureinthepres- leading EOFs of daily National Centers for Environ- ence of simultaneous fluctuations in both strength and mental Prediction–National Center for Atmospheric 15DECEMBER2006 MONAHAN AND FYFE 6411 TABLE1.Listofsymbolsusedinthisstudy. Symbol Units Definition t s Time (cid:9) deg Latitude u((cid:9),t) ms(cid:4)1 Jet U(t) ms(cid:4)1 Jetpeak U ms(cid:4)1 Time-meanjetpeak 0 (cid:11)(t) ms(cid:4)1 Fluctuationsinjetpeak:U(t)(cid:3)U (cid:10)(cid:11)(t) 0 (cid:18) ms(cid:4)1 Standarddeviationof(cid:11) l — (cid:18)/U 0 (cid:8)(t) deg Jetwidth (cid:8) deg Time-meanjetwidth 0 (cid:13)(t) — (Scaled)fluctuationsin(inverse)jetwidth: (cid:8)(cid:4)1(t)(cid:3)(cid:8)(cid:4)1[1(cid:10)(cid:13)(t)] 0 (cid:19) — Standarddeviationof(cid:13) (cid:7)(t) deg Jetcentrallatitude (cid:9) deg Time-meanjetcentrallatitude 0 (cid:12)(t) deg Fluctuationsinjetcentrallatitude: (cid:7)(t)(cid:3)(cid:9) (cid:10)(cid:12)(t) 0 w deg Standarddeviationof(cid:12) h — w/(cid:8) (cid:15) — Cor0relationof(cid:13)and(cid:11) FIG. 1. Leading EOFs of daily Southern Hemisphere winter f((cid:9)) — ithbasisfunction[cf.Eqs.(11)–(13)] (May–September) 500-hPa zonal mean zonal wind (1958–2003). Ci((cid:9),(cid:9)) (ms(cid:4)1)2 Jetcovariancefunction (top)FollowingthefittingprocedureinaccordwithEqs.(l)–(7). E(i)(1(cid:9)) 2 — ithEOFspatialpattern (bottom)Notfollowingthefittingprocedure.Solidcurves:E(1). (cid:22)(i)(t) ms(cid:4)1 ithPCtimeseries Dashedcurves:E(2). (cid:23)(i) (ms(cid:4)1)2 ithPCtimeseriesvariance sition.Ofcourse,angularmomentumconservationona spherical domain implies that poleward (equatorward) Research (NCEP–NCAR) reanalysis (Kalnay et al. displacements of the jet should be associated with in- 1996) Southern Hemisphere winter (May–September) creased(decreased)jetstrength;thelackofcorrelation 500-hPazonalmeanzonalwindafterfittingtothepro- betweenU(t)and(cid:7)(t)indicatesthatthisrelationshipis file (1) (following the direct procedure in appendix B) weaker than that between U(t) and (cid:8)(t). Under these andthenreconstructing(cid:12)(t)and(cid:13)(t)tobeindividually assumptions the system is completely described in Gaussian with observed variances. Additionally, in or- terms of the following best-fit parameters: U (cid:17) 23.3 0 der to preserve the observed correlation between ms(cid:4)1,(cid:18)(cid:17)2.7ms(cid:4)1,(cid:9) (cid:17)(cid:4)47.5degree(deg),w(cid:17)2.7 strength and inverse width, we set (cid:11)(t) (cid:3) (cid:15)(cid:13)(t) (cid:10) (cid:16)(t) deg,(cid:8)(cid:4)1(cid:17)0.095deg(cid:4)10,(cid:19)(cid:17)0.165,and(cid:15)(cid:17)13.1ms(cid:4)1. [where(cid:16)(t)isasmallresidualthatwillbeneglected].As 0 We now compare the leading EOFs obtained in this discussedinFyfeandLorenz(2005),theobservedcor- way with the leading EOFs of the unfit zonal mean relation between strength and inverse width reflects zonalwinds(Fig.1,bottom).Weseethatdespiteallthe conservation of momentum: ratherstringentapproximationsimposedby(1)–(7)the (cid:5) M(cid:1)t(cid:2)(cid:3) (cid:10) u(cid:1)(cid:1),t(cid:2)d(cid:1)(cid:3)(cid:14)2(cid:7)(cid:3)0U10(cid:10)(cid:10)(cid:6)(cid:4)(cid:1)(cid:1)tt(cid:2)(cid:2) (cid:1)8(cid:2) tizweodsmetosdoeflldeoaedsinaggEoOodFsjocbomofpcaarpetvuerirnygwtehlel:mtheeanideaanld- (cid:4)(cid:10) covariance structure of the original data. (where the sphericity of the domain has been ne- Having specified the statistical structure of the fluc- glected).Wenotethatthereisnomanifestdependence tuations in jet strength, position, and width, we can between either strength and position or width and po- calculate the time mean of u((cid:9), t) as (cid:5) (cid:6) (cid:7) (cid:1)(cid:1)(cid:4)(cid:1) (cid:4)(cid:5)(cid:2)2(cid:1)1(cid:10)(cid:6)(cid:2)2 (cid:20)u(cid:1)(cid:1)(cid:2)(cid:21)(cid:3) p(cid:1)(cid:4),(cid:5),(cid:6)(cid:2)(cid:1)U (cid:10)(cid:4)(cid:2)exp (cid:4) 0 d(cid:4)d(cid:5)d(cid:6), (cid:1)9(cid:2) 0 2(cid:3)2 0 and the spatial covariance function of u((cid:9), t) as wheretheanglebrackets(cid:20)·(cid:21)denotetheexpectation(or averaging)operator[andweusethesimplifiednotation C(cid:1)(cid:1),(cid:1)(cid:2)(cid:3)(cid:20)u(cid:1)(cid:1)(cid:2)u(cid:1)(cid:1)(cid:2)(cid:21)(cid:4)(cid:20)u(cid:1)(cid:1)(cid:2)(cid:21)(cid:20)u(cid:1)(cid:1)(cid:2)(cid:21), (cid:1)10(cid:2) (cid:20)u((cid:9))(cid:21) (cid:3) (cid:20)u((cid:9), t)(cid:21)]. Once the covariance function has 1 2 1 2 1 2 6412 JOURNAL OF CLIMATE VOLUME19 FIG.2.Plotsofthefunctionsf0((cid:9)),f1((cid:9)),andf2((cid:9))[Eqs.(11)–(13)]fromwhichtheleadingEOFsareconstructed,rescaledtobe ofunitnorm. been calculated, the eigenvalue problem for the EOFs theearthwillbeneglected:thejetwillbetakentoexist can be posed as an integral equation as described in on an infinite domain. appendixA.FortheanalysisofC((cid:9),(cid:9))thatfollowsit 1 2 is useful to define the functions 3. Fluctuations in jet strength alone (cid:3) (cid:4) (cid:6) (cid:7) 1 1(cid:11)2 (cid:1)(cid:1)(cid:4)(cid:1)(cid:2)2 Consider first the case in which only fluctuations in f0(cid:1)(cid:1)(cid:2)(cid:3) (cid:14)(cid:7)(cid:3) exp (cid:4) 2(cid:3)20 , (cid:1)11(cid:2) strength are nonzero (i.e., (cid:18)(cid:26) 0, w (cid:3) 0, (cid:19)(cid:3) 0). The (cid:3) 0(cid:4) (cid:6) (cid:7) 0 (cid:6) (cid:7) time-mean je(cid:5)t is (cid:6) (cid:7) 1 1(cid:11)2 (cid:1)(cid:1)-(cid:1)(cid:2) (cid:1)(cid:1)(cid:4)(cid:1)(cid:2)2 (cid:10) (cid:1)(cid:1)(cid:4)(cid:1)(cid:2)2 f1(cid:1)(cid:1)(cid:2)(cid:3) (cid:14)(cid:7)(cid:3)0 H1 (cid:14)2(cid:3)00 exp (cid:4) 2(cid:3)020 , (cid:20)u(cid:1)(cid:1)(cid:2)(cid:21)(cid:3) (cid:4)(cid:10)p(cid:1)(cid:6)(cid:4)(cid:2)(cid:1)U0(cid:10)(cid:4)(cid:2)exp(cid:7) (cid:4) 2(cid:3)020 d(cid:4) (cid:1)12(cid:2) (cid:1)(cid:1)(cid:4)(cid:1)(cid:2)2 (cid:3) (cid:4) (cid:6) (cid:7) (cid:6) (cid:7) (cid:3)U exp (cid:4) 0 . (cid:1)14(cid:2) f (cid:1)(cid:1)(cid:2)(cid:3) 1 1(cid:11)2H (cid:1)(cid:1)(cid:4)(cid:1)0(cid:2) exp (cid:4)(cid:1)(cid:1)(cid:4)(cid:1)0(cid:2)2 , 0 2(cid:3)02 2 3(cid:14)(cid:7)(cid:3) 2 (cid:14)2(cid:3) 2(cid:3)2 0 0 0 (cid:1)13(cid:2) whereH (x)(cid:3)2xandH (x)(cid:3)4x2(cid:4)2aretheHermite 1 2 polynomialsoforder1and2(Arfken1985).Thefunc- tions f((cid:9)) are normalized to have unit square norm: i (cid:24)(cid:25) f2((cid:9))d(cid:9)(cid:3) 1, i (cid:3) 0, 1, 2. Plots of these functions –(cid:25) i aregiveninFig.2.Itisworthnotingthatdespitetheir resemblance to parabolic cylinder functions (e.g., Gill 1982),thesefunctionsarenotmutuallyorthogonal.By symmetry,f ((cid:9))isorthogonaltobothf ((cid:9))andf ((cid:9)), 1 0 2 butf ((cid:9))andf ((cid:9))arenotmutuallyorthogonal,thatis, (cid:24)(cid:25) f0((cid:9))f ((cid:9))d2(cid:9)(cid:3) (cid:4)1/(cid:14)3. Figure 3 provides a geo- –(cid:25) 0 2 metric representation of the vector space spanned by these functions. Wenowproceedtodevelopanalyticexpressionsfor thecovariancefunctionandEOFsofthefluctuatingjet forprogressivelycomplexformsofvariability:first,in- dividual fluctuations in strength, position, and width; and second, simultaneous fluctuations in strength and position, and in strength and width. While these indi- FIG.3.Geometricillustrationofthevectors(infunctionspace) vidual examples do not describe the full covariance f0((cid:9)),f1((cid:9)),andf2((cid:9)).Becausef0((cid:9))andf2((cid:9))arenotorthogo- nal, they cannot simultaneously be eigenvectors of a symmetric structureofthefullyvariablejet,theyrepresentimpor- functionsuchasthecovariance.Ifbothofthesevectorscontribute tant limiting cases that can be used to understand the totheleadingEOFs,theseEOFsmustbeorthogonallinearcom- more complex case. In this analysis, the sphericity of binationsofthesevectors. 15DECEMBER2006 MONAHAN AND FYFE 6413 Inthiscasethetime-meanjetisidenticaltotheinstan- Notethatthisprovidesananalyticdemonstrationofthe taneous jet with time-mean strength. The covariance result found numerically in Wittman et al. (2005). function is (cid:6) (cid:7) (cid:6) (cid:7) (cid:1)(cid:1) (cid:4)(cid:1)(cid:2)2 (cid:1)(cid:1) (cid:4)(cid:1)(cid:2)2 4. Fluctuations in jet position alone C(cid:1)(cid:1),(cid:1)(cid:2)(cid:3)(cid:8)2exp (cid:4) 1 0 exp (cid:4) 2 0 1 2 2(cid:3)2 2(cid:3)2 Now consider the case in which only fluctuations in 0 0 jetpositionarenonzero(i.e.,(cid:18)(cid:3)0,w(cid:26)0,(cid:19)(cid:3)0).The (cid:1)15(cid:2) time-mean jet is (cid:14) (cid:5) (cid:1) (cid:2) (cid:3) (cid:7)(cid:3)0(cid:8)2f0(cid:1)(cid:1)1(cid:2)f0(cid:1)(cid:1)2(cid:2). (cid:1)16(cid:2) (cid:10) (cid:5)(cid:1)(cid:1)(cid:4)(cid:1)(cid:2)(cid:4)(cid:5)(cid:6)2 (cid:20)u(cid:1)(cid:1)(cid:2)(cid:21)(cid:3) p(cid:1)(cid:5)(cid:2)U exp (cid:4) 0 d(cid:5) Thus, the integral equation defining the eigenvalue (cid:4)(cid:10) 0 (cid:6) 2(cid:3)02 (cid:7) problem for the EOFs [Eq. (A1) in the appendix] is cthhearfaucntecrtiiozendf0b(y(cid:9)a),kwehrnicehl tishattheisretfroivreialtlhyeseopnalyraebilgeenin- (cid:3)(cid:14)U(cid:3)020(cid:3)(cid:10)0 w2exp (cid:4)2(cid:1)(cid:1)(cid:1)(cid:3)02(cid:4)(cid:10)(cid:1)w0(cid:2)22(cid:2) . (cid:1)18(cid:2) functionassociatedwithanonzeroeigenvalue(Arfken In this case the time-mean jet differs from the instan- 1985). In the presence of Gaussian fluctuations in the taneousjetatthetime-meanposition.Inparticular,the jet strength alone, the leading (and only) EOF is the jetwobblingarounditsmeanpositionproducesamean monopole jetthatisweakerandwiderthantheinstantaneousjet E(cid:1)1(cid:2)(cid:1)(cid:1)(cid:2)(cid:3)f (cid:1)(cid:1)(cid:2). (cid:1)17(cid:2) at the mean position. The covariance function is 0 (cid:6) (cid:7) (cid:3) (cid:4) (cid:6) (cid:7) U2(cid:3) (cid:3)2(cid:10)w2 2w2 U2(cid:3)2 (cid:3)2 C(cid:1)x,y(cid:2)(cid:3)(cid:14)(cid:3)020(cid:10)02w2exp (cid:4)(cid:3)020(cid:10)2w2(cid:1)x2(cid:10)y2(cid:2) exp (cid:3)02(cid:10)2w2xy (cid:4)(cid:3)02(cid:10)0 w02exp (cid:4)(cid:3)02(cid:10)0w2(cid:1)x2(cid:10)y2(cid:2) , (cid:1)19(cid:2) where we have defined the new coordinates (cid:1) (cid:4)(cid:1) y(cid:3) 2 0. (cid:1)21(cid:2) (cid:14) 2(cid:3) 0 (cid:1) (cid:4)(cid:1) x(cid:3) (cid:14)1 0, (cid:1)20(cid:2) Defining the parameter h (cid:3) w/(cid:8)0 the covariance func- 2(cid:3) tion can be expressed 0 (cid:6) (cid:7) U2 1(cid:10)h2 C(cid:1)x,y(cid:2)(cid:3)(cid:14)1(cid:10)0 2h2exp (cid:4)1(cid:10)2h2(cid:1)x2(cid:10)y2(cid:2) (cid:1) (cid:3) (cid:4) (cid:6) (cid:7)(cid:2) (cid:14) 2h2 1(cid:10)2h2 h4 (cid:27) exp xy (cid:4) exp (cid:1)x2(cid:10)y2(cid:2) . (cid:1)22(cid:2) 1(cid:10)2h2 1(cid:10)h2 (cid:1)1(cid:10)h2(cid:2)(cid:1)1(cid:10)2h2(cid:2) Thiscovariancefunctionisnotobviouslyseparablefor give h2 (cid:3) 0.066), expanding the quantity in square generalvaluesofh.However,inthelimitofsmallfluc- brackets in (22) in powers of h2 yields tuationsinposition(h2K1;the500-hPaSHestimates (cid:3) (cid:4) (cid:6) (cid:7) (cid:14) 2h2 1(cid:10)2h2 h4 1 1 exp xy (cid:4) exp (cid:1)x2(cid:10)y2(cid:2) (cid:3) (cid:1)h2(cid:4)2h4(cid:2)H(cid:1)x(cid:2)H(cid:1)y(cid:2)(cid:10) h4H(cid:1)x(cid:2)H(cid:1)y(cid:2)(cid:10)O(cid:1)h6(cid:2), 1(cid:10)2h2 1(cid:10)h2 (cid:1)1(cid:10)h2(cid:2)(cid:1)1(cid:10)2h2(cid:2) 2 1 1 8 2 2 (cid:1)23(cid:2) 6414 JOURNAL OF CLIMATE VOLUME19 so (cid:6) (cid:7) (cid:6) (cid:7) U2 1(cid:10)h2 1 1 C(cid:1)x,y(cid:2)(cid:3)(cid:14)1(cid:10)0 2h2exp (cid:4)1(cid:10)2h2(cid:1)x2(cid:10)y2(cid:2) (cid:27) 2(cid:1)h2(cid:4)2h4(cid:2)H1(cid:1)x(cid:2)H1(cid:1)y(cid:2)(cid:10)8h4H2(cid:1)x(cid:2)H2(cid:1)y(cid:2)(cid:10)O(cid:1)h6(cid:2) . (cid:1)24(cid:2) The covariance function is manifestly separable in EOF is the tripole f ((cid:9)), precisely in accordance with 2 terms of the functions the numerical results of Wittman et al. (2005). (cid:3) (cid:4) Having obtained analytic expressions for the EOFs, 1(cid:10)h2 Q1(cid:1)x(cid:2)(cid:3)exp (cid:4)1(cid:10)2h2x2 H1(cid:1)x(cid:2) it is possible to(cid:5)calculate the PC time series as (cid:10) (cid:12)(cid:1)i(cid:2)(cid:1)t(cid:2)(cid:3) E(cid:1)i(cid:2)(cid:1)(cid:1)(cid:2)(cid:5)u(cid:1)(cid:1),t(cid:2)(cid:4)(cid:20)u(cid:1)(cid:1)(cid:2)(cid:21)(cid:6)d(cid:1). (cid:1)30(cid:2) (cid:3)e(cid:4)x2H (cid:1)x(cid:2)(cid:5)1(cid:10)O(cid:1)h2(cid:2)(cid:6), (cid:1)25(cid:2) (cid:4)(cid:10) (cid:3) 1 (cid:4) 1(cid:10)h2 To leading o(cid:3)rder, t(cid:4)hese are respectively Q2(cid:1)x(cid:2)(cid:3)exp (cid:4)1(cid:10)2h2x2 H2(cid:1)x(cid:2) (cid:14)(cid:7) 1(cid:11)2 (cid:12)(cid:1)1(cid:2)(cid:1)t(cid:2)(cid:3) U (cid:5)(cid:1)t(cid:2)(cid:10)O(cid:1)h2(cid:2), (cid:1)31(cid:2) 2(cid:3) 0 (cid:3)e(cid:4)x2H2(cid:1)x(cid:2)(cid:5)1(cid:10)O(cid:1)h2(cid:2)(cid:6), (cid:1)26(cid:2) (cid:3)3(cid:14)0(cid:7)(cid:4)1(cid:11)2 U where the O(h2) terms are corrections to the width of (cid:12)(cid:1)2(cid:2)(cid:1)t(cid:2)(cid:3) (cid:3) 4(cid:3)0 (cid:5)(cid:5)(cid:1)t(cid:2)2(cid:4)w2(cid:6)(cid:10)O(cid:1)h4(cid:2). theGaussianenvelope,whichforh2K1alterthewidth 0 0 but not the shape of the functions Q (x) and Q (x). (cid:1)32(cid:2) 1 2 Changing coordinates back to (cid:9), (cid:9), the covariance WhilethePCtimeseriesareuncorrelatedbyconstruc- 1 2 function can be written tion,(cid:22)(1)(t)and(cid:22)(2)(t)areclearlynotindependent:their (cid:14) (cid:6) joint distribution is parabolic. Statistical independence (cid:7)(cid:3)U2 C(cid:1)(cid:1),(cid:1)(cid:2)(cid:3) 0 0 (cid:1)h2(cid:4)2h4(cid:2)f (cid:1)(cid:1)(cid:2)f (cid:1)(cid:1)(cid:2) oftwovariablesX1andX2requiresthattheconditional 1 2 2 1 1 1 2 distribution p(X |X ) is equal to the marginal distribu- (cid:7) 2 1 3 tion p(X2) alone; that is, that knowledge of X1 has no (cid:10) h4f (cid:1)(cid:1)(cid:2)f (cid:1)(cid:1)(cid:2)(cid:10)O(cid:1)h6(cid:2) (cid:5)1(cid:10)O(cid:1)h2(cid:2)(cid:6). effectonthedistributionofX (andviceversa).Thisis 4 2 1 2 2 2 clearlynotthecasefor(cid:22)(1)(t)and(cid:22)(2)(t).Fortheprob- (cid:1)27(cid:2) lemunderconsideration,ateverytimet,thewindfield is specified by the single number (cid:12)(t). Because varia- As discussed in appendix A, because the functions f ((cid:9))andf ((cid:9))aremutuallyorthogonal,itfollowsthat tionsinthejetprojectonaspectrumofEOFs,thePC 1 2 of all of these EOFs must be determined uniquely by thesefunctionsarealsoEOFs.Furthermore,theorder- the scalar time series (cid:12)(t), and cannot be mutually in- ing of the EOFs is clear from the expansion in powers dependent. This result was first obtained by Fyfe and of h: Lorenz (2005) using a Taylor series expansion of the E(cid:1)1(cid:2)(cid:1)(cid:1)(cid:2)(cid:3)f (cid:1)(cid:1)(cid:2), (cid:1)28(cid:2) wobbling jet; the above analysis formalizes the argu- 1 ment. E(cid:1)2(cid:2)(cid:1)(cid:1)(cid:2)(cid:3)f (cid:1)(cid:1)(cid:2) (cid:1)29(cid:2) 2 [where the O(h2) correction terms arising from the 5. Fluctuations in jet width alone width of the Gaussian envelope have been neglected]. Consider the case in which only fluctuations in jet For small fluctuations in jet position (relative to jet width are nonzero (i.e., (cid:18) (cid:3) 0, w (cid:3) 0, (cid:19) (cid:26) 0). The width),thefirstEOFisthedipolef ((cid:9))andthesecond time-mean jet is 1 (cid:5) (cid:6) (cid:7) (cid:1) (cid:2) (cid:10) (cid:1)1(cid:10)(cid:6)(cid:2)2 U (cid:3) (cid:1)(cid:1)(cid:4)(cid:1)(cid:2)2 (cid:20)u(cid:1)(cid:1)(cid:2)(cid:21)(cid:3) (cid:4)(cid:10)p(cid:1)(cid:6)(cid:2)U0exp (cid:4) 2(cid:3)02 (cid:1)(cid:1)(cid:4)(cid:1)0(cid:2)2 d(cid:6)(cid:3)(cid:14)(cid:3)02(cid:10)(cid:9)02(cid:1)(cid:1)0 (cid:4)(cid:1)0(cid:2)2exp (cid:4)2(cid:5)(cid:3)02(cid:10)(cid:9)2(cid:1)(cid:1)0(cid:4)(cid:1)0(cid:2)2(cid:6) . (cid:1)33(cid:2) As was the case with fluctuations in position, the mean jet is not equal to the instantaneous jet at mean width. The covariance function is 15DECEMBER2006 MONAHAN AND FYFE 6415 (cid:1) (cid:2) U2 x2(cid:10)y2 C(cid:1)x,y(cid:2)(cid:3)(cid:14)(cid:1)1(cid:10)(cid:9)2x20(cid:2)(cid:1)1(cid:10)(cid:9)2y2(cid:2)exp (cid:4)2(cid:5)1(cid:10)(cid:9)2(cid:1)x2(cid:10)y2(cid:2)(cid:6) (cid:3)(cid:8) (cid:1) (cid:6) (cid:7)(cid:2)(cid:4) (cid:9)4x2y2 1 (cid:9)2x2y2 1 1 (cid:27) 1(cid:10) (cid:4)exp (cid:4) (cid:10) , (cid:1)34(cid:2) 1(cid:10)(cid:9)2(cid:1)x2(cid:10)y2(cid:2) 21(cid:10)(cid:9)2(cid:1)x2(cid:10)y2(cid:2) 1(cid:10)(cid:9)2x2 1(cid:10)(cid:9)2y2 where Aswasthecasewithfluctuationsinpositionalone,this covariancefunctionisnotobviouslyseparableforgen- x(cid:3)(cid:1)(cid:1) (cid:4)(cid:1)(cid:2)(cid:11)(cid:3), (cid:1)35(cid:2) 1 0 0 eralvaluesof(cid:19).However,for(cid:19)2K1(the500-hPaSH y(cid:3)(cid:1)(cid:1) (cid:4)(cid:1)(cid:2)(cid:11)(cid:3). (cid:1)36(cid:2) estimates give (cid:19)2 (cid:3) 0.027), 2 0 0 (cid:1) (cid:2) U2 x2(cid:10)y2 C(cid:1)x,y(cid:2)(cid:3)(cid:14)(cid:1)1(cid:10)(cid:9)2x20(cid:2)(cid:1)1(cid:10)(cid:9)2y2(cid:2)exp (cid:4)2(cid:5)1(cid:10)(cid:9)2(cid:1)x2(cid:10)y2(cid:2)(cid:6) (cid:5)(cid:9)2x2y2(cid:10)O(cid:1)(cid:9)4(cid:2)(cid:6), (cid:1)37(cid:2) so to O((cid:19)4), (cid:6) (cid:7)(cid:6) (cid:7) (cid:14) 3 (cid:7)(cid:3)U2 2 2 C(cid:1)(cid:1),(cid:1)(cid:2)(cid:3) 0 0(cid:9)2 f (cid:1)(cid:1)(cid:2)(cid:10) f (cid:1)(cid:1)(cid:2) f (cid:1)(cid:1)(cid:2)(cid:10) f (cid:1)(cid:1)(cid:2) (cid:10)O(cid:1)(cid:9)4(cid:2). (cid:1)38(cid:2) 1 2 4 2 1 (cid:14)3 0 1 2 2 (cid:14)3 0 2 The leading EOF for pure fluctuations in jet width is 6. Independent fluctuations in strength and therefore position 2 E(cid:1)1(cid:2)(cid:1)(cid:1)(cid:2)(cid:3)f (cid:1)(cid:1)(cid:2)(cid:10) f (cid:1)(cid:1)(cid:2) (cid:1)39(cid:2) Wenowturntothecaseinwhichonlyfluctuationsin 2 (cid:14) 0 3 widtharezero(i.e.,(cid:18)(cid:26)0,w(cid:26)0,(cid:19)(cid:3)0),andwhere,as [againuptoO((cid:19)2)correctiontermsassociatedwiththe suggested by the observations, the fluctuations in widthoftheGaussianenvelope].ThisEOF,illustrated strength and position are independent, that is, in Fig. 4, is in excellent agreement with the leading (cid:3) (cid:4) (cid:3) (cid:4) EOFofpurefluctuationsinjetwidthobtainednumeri- 1 (cid:4)2 (cid:5)2 p(cid:1)(cid:4),(cid:5)(cid:2)(cid:3)p(cid:1)(cid:4)(cid:2)p(cid:1)(cid:5)(cid:2)(cid:3) exp (cid:4) exp (cid:4) . cally in Wittman et al. (2005). 2(cid:7)(cid:8)w 2(cid:8)2 2w2 Theorientationsinthespacespannedbyf ((cid:9)),f ((cid:9)), 0 1 and f ((cid:9)) of the leading EOFs for the cases of pure (cid:1)40(cid:2) 2 fluctuationsinjetstrength,position,andwidtharepre- sented in Fig. 5. Then the time-mean jet is (cid:5) (cid:5) (cid:1) (cid:2) (cid:6) (cid:7) (cid:10) (cid:10) (cid:5)(cid:1)(cid:1)(cid:4)(cid:1)(cid:2)(cid:4)(cid:5)(cid:6)2 U (cid:3) (cid:1)(cid:1)(cid:4)(cid:1)(cid:2)2 (cid:20)u(cid:1)(cid:1)(cid:2)(cid:21)(cid:3) (cid:4)(cid:10) (cid:4)(cid:10)(cid:1)U0(cid:10)(cid:4)(cid:2)exp (cid:4) 2(cid:3)002 p(cid:1)(cid:4),(cid:5)(cid:2)d(cid:4)d(cid:5)(cid:3)(cid:14)(cid:3)020(cid:10)0w2exp (cid:4)2(cid:1)(cid:3)02(cid:10)w02(cid:2) . (cid:1)41(cid:2) Not surprisingly, the mean jet depends on fluctuations ordinates x and y as in Eqs. (20) and (21), the covari- in jet position but not in jet strength. Defining the co- ance function is (cid:6) (cid:7) U2 1(cid:10)h2 C(cid:1)x,y(cid:2)(cid:3)(cid:14)1(cid:10)0 2h2exp (cid:4)1(cid:10)2h2(cid:1)x2(cid:10)y2(cid:2) (cid:1) (cid:3) (cid:4) (cid:6) (cid:7)(cid:2) (cid:14) 2h2 1(cid:10)2h2 h4 (cid:27) (cid:1)1(cid:10)l2(cid:2)exp xy (cid:4) exp (cid:1)x2(cid:10)y2(cid:2) , (cid:1)42(cid:2) 1(cid:10)2h2 1(cid:10)h2 (cid:1)1(cid:10)h2(cid:2)(cid:1)1(cid:10)2h2(cid:2) 6416 JOURNAL OF CLIMATE VOLUME19 FIG.4.LeadingEOFofpureGaussianfluctuationsinjetwidth [Eq.(39)].NormalizationasinFig.2. where l (cid:3) (cid:18)/U . As was the case of fluctuations in jet 0 positionalone,thiscovariancefunctionbecomesmani- festly separable when we assume that h is small and expand in powers of h: C(cid:1)x,y(cid:2)(cid:3)U02(cid:6)exp(cid:5)(cid:4)(cid:1)x2(cid:10)y2(cid:2)(cid:6) anFdIfG.((cid:9)5.)TohfethoerlieeandtaintigoEnsOiFnstfhoersthpeacceassepsaonfnpedurbeyfluf0c(t(cid:9)ua),tifo1n((cid:9)si)n, 2 1 jetstrength,position,andwidth. (cid:27) l2(cid:10) (cid:1)h2(cid:10)l2h2(cid:4)2h4(cid:2)H (cid:1)x(cid:2)H (cid:1)y(cid:2) 2 1 1 (cid:7) 1 (cid:10) h4H (cid:1)x(cid:2)H (cid:1)y(cid:2)(cid:10)h.o.t. (cid:5)1(cid:10)O(cid:1)h2(cid:2)(cid:6), 8 2 2 where we have also assumed that l is “small.” Trans- (cid:1)43(cid:2) forming back to the original coordinates we obtain (cid:6) (cid:7) (cid:14) 1 3 C(cid:1)(cid:1),(cid:1)(cid:2)(cid:3) (cid:7)(cid:3)U2 l2f (cid:1)(cid:1)(cid:2)f (cid:1)(cid:1)(cid:2)(cid:10) (cid:1)h2(cid:10)l2h2(cid:2)f (cid:1)(cid:1)(cid:2)f (cid:1)(cid:1)(cid:2)(cid:10) h4f (cid:1)(cid:1)(cid:2)f (cid:1)(cid:1)(cid:2) (cid:10)h.o.t. (cid:1)44(cid:2) 1 2 0 0 0 1 0 2 2 1 1 1 2 8 2 1 2 2 FIG.6.ComponentsoftheEOFsspannedbyf0((cid:9))andf2((cid:9))forfluctuationsinbothjetstrengthandposition, for(a)theEOFwiththelargervariance(cid:23)((cid:10))and(b)theEOFwiththesmallervariance(cid:23)((cid:4)). 15DECEMBER2006 MONAHAN AND FYFE 6417 (wherethehigher-ordertermsincludesmallcorrections resulting from the width of the Gaussian envelope, which will be neglected). The covariance function is clearly separable in f((cid:9)), j (cid:3) 0, 1, 2. As noted earlier, j whilef ((cid:9))isorthogonaltobothf ((cid:9))andf ((cid:9)),f ((cid:9)) 1 0 2 0 and f ((cid:9)) are not mutually orthogonal. Thus, while 2 f ((cid:9))isoneofthethreeleadingEOFsofthecovariance 1 function (44), the other two will be orthogonal linear combinations of f ((cid:9)) and f ((cid:9)), 0 2 E(cid:1)(cid:28)(cid:2)(cid:1)(cid:1)(cid:2)(cid:3)(cid:13)(cid:1)(cid:28)(cid:2)f (cid:1)(cid:1)(cid:2)(cid:10)(cid:13)(cid:1)(cid:28)(cid:2)f (cid:1)(cid:1)(cid:2), (cid:1)45(cid:2) 0 0 2 2 where the plus (minus) superscript labels the EOF as- sociated with the larger (smaller) variance. The EOF problemcanthenberecastasatwo-dimensionaleigen- value problem, details of which are given in appendix A.Figure6displaysplotsof(cid:29)(0(cid:28))and(cid:29)(2(cid:28))asfunctions valFuIeGs.o7f.tHhyebrraitdioE3OhF4/s8lE2(e(cid:10)q)uoaflttohe0.c3o(vtahriinanscoelidfucnucrtvioen),(14(4t)hifcokr oftheratio3h4/8l2.Forsmallvaluesoftheratio,thatis, curve),and3(dashedcurve). forh4Kl2,(cid:29)((cid:10))(cid:9)1and(cid:29)((cid:10))(cid:9)0.TheEOFE((cid:10))((cid:9))is 0 2 therefore approximately equal to f ((cid:9)), the leading 0 tify the leading EOFs, but their ordering as well. It is EOFforpurefluctuationsinjetstrength(uptoasign, straightforward to show [appendix A, Eq. (A7)] that always arbitrary for EOFs). For large values of the ra- the ratio of the variance of the PC time series associ- tio, that is, for h4 k l2, (cid:29)(2(cid:10)) (cid:9) 1 and (cid:29)(0(cid:10)) (cid:9) 0. In this atedwiththeeigenvectorE((cid:4))((cid:9))tothatoftheeigen- limit, E((cid:10))((cid:9)) (cid:9) f ((cid:9)), the second EOF for pure fluc- 2 vectorf ((cid:9))is(atmost)oforderh2,sof ((cid:9))isalways tuationsinjetposition.However,forintermediateval- a highe1r-order EOF than E((cid:4))((cid:9)). The1 ordering of ues of the ratio, E((cid:10))((cid:9)) is necessarily a mixture of E((cid:10))((cid:9))relativetof ((cid:9))dependsontherelativemag- f ((cid:9))andf ((cid:9)),thatis,ahybridstructurethatdoesnot 1 0 2 nitudes of the variance of the PC corresponding to correspond to an EOF found in either of the cases of E((cid:10))((cid:9)): purejetpositionorstrengthfluctuations(Fig.7).Forall (cid:6) (cid:8)(cid:3) (cid:4) (cid:7) values of the ratio 3h4/8l2, E((cid:4))((cid:9)) is also a hybrid of (cid:14)(cid:7)(cid:3)U2 3h4 3h4 2 the vectors f ((cid:9)) and f ((cid:9)). Fluctuations in both (cid:14)(cid:1)(cid:10)(cid:2)(cid:3) 0 0 l2(cid:10) (cid:10) l2(cid:10) (cid:4)l2h4 0 2 2 8 8 strength and position are combined inextricably in the structureoftheEOFs.ThestructureofthedipoleEOF (cid:1)46(cid:2) of jet position variations, on the other hand, is unaf- fected by fluctuations in the jet strength. (appendix A), and that of the PC corresponding to Notethatthesecalculationsallowusnotonlytoiden- f ((cid:9)), (cid:14)(cid:30)(cid:8)U2h2/2: 1 0 0 (cid:10) 2(cid:14)(cid:1)(cid:10)(cid:2) (cid:5)f1(cid:1)(cid:1)(cid:2),E(cid:1)(cid:10)(cid:2)(cid:1)(cid:1)(cid:2),E(cid:1)(cid:4)(cid:2)(cid:1)(cid:1)(cid:2)(cid:6) if (cid:14)(cid:7)(cid:3)U2(cid:15)h2 (cid:5)E(cid:1)1(cid:2)(cid:1)(cid:1)(cid:2),E(cid:1)2(cid:2)(cid:1)(cid:1)(cid:2),E(cid:1)3(cid:2)(cid:1)(cid:1)(cid:2)(cid:6)(cid:3) 0 0 (cid:1)47(cid:2) 2(cid:14)(cid:1)(cid:10)(cid:2) (cid:5)E(cid:1)(cid:10)(cid:2)(cid:1)(cid:1)(cid:2),f1(cid:1)(cid:1)(cid:2),E(cid:1)(cid:4)(cid:2)(cid:1)(cid:1)(cid:2)(cid:6) if (cid:14)(cid:7)(cid:3)U2(cid:16)h2. 0 0 (cid:3) (cid:4) Asitisthefirstofthesetwocasesthatisrelevanttothe (cid:14)(cid:7) 1(cid:11)2 midlatitude tropospheric jets, we will assume this or- (cid:12)(cid:1)1(cid:2)(cid:1)t(cid:2)(cid:3) 2(cid:3) (cid:5)U0(cid:10)(cid:4)(cid:1)t(cid:2)(cid:6)(cid:5)(cid:1)t(cid:2)(cid:10)h.o.t. (cid:1)48(cid:2) 0 dering for the remainder of this section. WhilethespatialpatternofthedipoleEOFarisingin the case of pure jet position fluctuations is unaffected Variationsof(cid:11)(t)changetheoverallamplitudeofu((cid:9),t), by the addition of jet strength fluctuations, the associ- so they must project on the dipole EOF. Clearly, the ated principal component time series couples both time series of the dipole EOF cannot be simply inter- forms of variability: pretedasreflectingvariabilityinjetpositionalone(al- 6418 JOURNAL OF CLIMATE VOLUME19 FIG.8.Scatterplotsofnumericallycalculated(cid:22)(1)(t)/U0vs(cid:22)(2)(t)/U0forh(cid:3)0.26and3h4/8l2(cid:3)0.1,0.25,1,2.5,and10.Darkdots denotethosepointsforwhich(cid:11)(cid:31)0;lightdotsdenotethosepointsforwhich(cid:11) 0. though for relatively weak fluctuations in jet strength nent time series, (cid:22)(2)(t), is even more complicated be- the differences will be small). cause E(2)((cid:9)) is a hybrid of f ((cid:9)) and f ((cid:9)): 0 2 The interpretation of the second principal compo- (cid:1) (cid:2) (cid:3) (cid:4) (cid:12)(cid:1)2(cid:2)(cid:1)t(cid:2)(cid:3)(cid:13)(cid:1)(cid:10)(cid:2)(cid:1)(cid:14)(cid:7)(cid:3)(cid:2)1(cid:11)2 (cid:4)(cid:1)t(cid:2)(cid:4)U0 (cid:5)(cid:5)2(cid:1)t(cid:2)(cid:4)w2(cid:6)(cid:4)(cid:5)2(cid:1)t(cid:2)(cid:4)(cid:1)t(cid:2) (cid:10)(cid:13)(cid:1)(cid:10)(cid:2) 3(cid:14)(cid:7) 1(cid:11)2(cid:5)U0(cid:10)(cid:4)(cid:1)t(cid:2)(cid:6)(cid:5)(cid:5)(cid:1)t(cid:2)2(cid:4)w2(cid:6)(cid:10)h.o.t. 0 0 4(cid:3)2 4(cid:3)2 2 (cid:3) 4(cid:3) 0 0 0 0 (cid:1)49(cid:2) RegardlessofthedegreeofalignmentofE(2)((cid:9))along E(1)((cid:9)) and E(2)((cid:9)). It is also clear that both fluctua- either f ((cid:9)) or f ((cid:9)), the PC time series (cid:22)(2) is an in- tions in strength and position generally project along 0 2 extricablemixtureofvariabilityinbothjetstrengthand E(2)((cid:9)),precludingitsinterpretationintermsofeither position.Onlyinthelimitingcasesoflkh2andlKh2 individually. canthistimeseriesreasonablybeinterpretedasreflect- ing (to leading order) fluctuations in strength or posi- 7. Dependent fluctuations in strength and width tion, respectively. To illustrate this coupling of strength and position Consider now the case in which only fluctuations in fluctuationsinthePCtimeseries,104realizationsofthe positionarezero(i.e.,(cid:18)(cid:26)0,w(cid:26)0,(cid:19)(cid:26)0),andwhere, field(1)withh(cid:3)w/(cid:8) (cid:3)0.26weremadeforarangeof as suggested by the observations, the fluctuations in 0 valuesofl(cid:3)(cid:18)/U [selectedsuchthatf ((cid:9))remainsthe strength and inverse width are correlated, that is, 0 1 leading EOF], and the time series (cid:22)(1) (t) and (cid:22)(2) (t) (cid:11)(t) (cid:3) (cid:15)(cid:13)(t). Then, (cid:1) (cid:2) were calculated. Scatterplots of these time series are (cid:1)(cid:1)(cid:4)(cid:1)(cid:2)2 plotted in Fig. 8, conditioned on the sign of (cid:11)(t) (dark u(cid:1)(cid:1),t(cid:2)(cid:3)(cid:5)U (cid:10)(cid:17)(cid:6)(cid:1)t(cid:2)(cid:6)exp (cid:4) 0 (cid:5)1(cid:10)(cid:6)(cid:1)t(cid:2)(cid:6)2 . for(cid:11)(cid:31)0,lightfor(cid:11) 0).ItisevidentinFig.8that,for 0 2(cid:3)2 0 sufficientlyweakfluctuationsinjetstrength,thedistri- (cid:1)50(cid:2) bution clusters around the parabolic curve associated with the projection of position fluctuations on both The time-mean jet is (cid:5) (cid:3) (cid:4) (cid:10) 1 (cid:6)2 (cid:20)u(cid:1)(cid:1)(cid:2)(cid:21)(cid:3) (cid:4)(cid:10)(cid:14)2(cid:7)(cid:9)2exp (cid:4)2(cid:9)2 u(cid:1)(cid:1),t(cid:2) (cid:6) (cid:7) (cid:6) (cid:7) (cid:3) (cid:17)(cid:9)2(cid:1)(cid:1)(cid:4)(cid:1)(cid:2)2 1 (cid:1)(cid:1)(cid:4)(cid:1)(cid:2)2 (cid:3)(cid:14)(cid:3)2(cid:10)(cid:9)20(cid:1)(cid:1)(cid:4)(cid:1)(cid:2)2 U0(cid:4)(cid:3)2(cid:10)(cid:9)2(cid:1)(cid:1)(cid:4)0(cid:1)(cid:2)2 exp (cid:4)2(cid:3)2(cid:10)(cid:9)2(cid:1)(cid:1)(cid:4)0 (cid:1)(cid:2)2 . (cid:1)51(cid:2) 0 0 0 0 0 0 As before, the mean jet is distinct from the instantaneous jet with mean width. Calculating the covariance function, we find that
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