Lorenz 96 model

The Lorenz 96 model is a dynamical system formulated by Edward Lorenz in 1996.[1] It is defined as follows. For :

where it is assumed that and . Here is the state of the system and is a forcing constant. is a common value known to cause chaotic behavior.

It is commonly used as a model problem in data assimilation.[2]

Python simulation
Plot of the first three variables of the simulation
from mpl_toolkits.mplot3d import Axes3D
from scipy.integrate import odeint
import matplotlib.pyplot as plt
import numpy as np

# These are our constants
N = 36  # Number of variables
F = 8  # Forcing

def lorenz96(x, t):
    """Lorenz 96 model."""
    # Compute state derivatives
    d = np.zeros(N)
    # First the 3 edge cases: i=1,2,N
    d[0] = (x[1] - x[N-2]) * x[N-1] - x[0]
    d[1] = (x[2] - x[N-1]) * x[0] - x[1]
    d[N-1] = (x[0] - x[N-3]) * x[N-2] - x[N-1]
    # Then the general case
    for i in range(2, N-1):
        d[i] = (x[i+1] - x[i-2]) * x[i-1] - x[i]
    # Add the forcing term
    d = d + F

    # Return the state derivatives
    return d

x0 = F * np.ones(N)  # Initial state (equilibrium)
x0[19] += 0.01  # Add small perturbation to 20th variable
t = np.arange(0.0, 30.0, 0.01)

x = odeint(lorenz96, x0, t)

# Plot the first three variables
fig = plt.figure()
ax = fig.gca(projection='3d')
ax.plot(x[:, 0], x[:, 1], x[:, 2])
ax.set_xlabel('$x_1$')
ax.set_ylabel('$x_2$')
ax.set_zlabel('$x_3$')
plt.show()

References
  1. Lorenz, Edward (1996). "Predictability – A problem partly solved" (PDF). Seminar on Predictability, Vol. I, ECMWF.
  2. Ott, Edward; et al. "A Local Ensemble Kalman Filter for Atmospheric Data Assimilation". arXiv:physics/0203058.
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