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Springer Atmospheric Sciences
John M. Lewis
Rafal Jabrzemski
Forecast Error
Correction
using
Dynamic Data
Assimilation
More information about this series at http://www.springer.com/series/10176

John M. Lewis • Rafal Jabrzemski
Forecast Error Correction

using Dynamic Data
Assimilation
123
Sivaramakrishnan Lakshmivarahan John M. Lewis
School of Computer Science National Severe Storms Laboratory
University of Oklahoma Norman, OK, USA
Norman, OK, USA
Desert Research Institute
Rafal Jabrzemski Reno, NV, USA
Oklahoma Climatological Survey
University of Oklahoma
Norman, OK, USA
ISSN 2194-5217 ISSN 2194-5225 (electronic)

ISBN 978-3-319-39995-9 ISBN 978-3-319-39997-3 (eBook)
DOI 10.1007/978-3-319-39997-3
Library of Congress Control Number: 2016940961
© Springer International Publishing Switzerland 2017

This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of
the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,
broadcasting, reproduction on microfilms or in any other physical way, and transmission or information
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now known or hereafter developed.
The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication
does not imply, even in the absence of a specific statement, that such names are exempt from the relevant
protective laws and regulations and therefore free for general use.
The publisher, the authors and the editors are safe to assume that the advice and information in this book
are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or
the editors give a warranty, express or implied, with respect to the material contained herein or for any
errors or omissions that may have been made.
Printed on acid-free paper
This Springer imprint is published by Springer Nature

The registered company is Springer International Publishing AG Switzerland
Yoshikazu Sasaki (1927–2015), Father of Variational Data
Assimilation in Meteorology
Preface
In this book, we focus on deterministic forecasting based on governing dynamical

equations (typically in the form of differential equations). These equations require
specification of a control vector for their solution (initial conditions, boundary
conditions, physical and/or empirical parameters). Defining forecast error is central
to our study as the book title implies. An all-inclusive definition of forecast error is
difficult to formulate. Therefore, we find it best to define this error categorically: (1)
error due to incorrectly specified terms in the governing equations (or the absence
of important terms in these equations), (2) inexact numerical approximations to the
analytic form of the dynamical equations including artificial amplification/damping
of solutions in the numerical integration process, and (3) uncertainty in the elements
of control. That is, error in prediction results from incorrect dynamical laws,
numerical inexactitude, and uncertainty in control. And the true test of forecast
goodness rests on comparing the forecast with accurate observations. Ofttimes, we
are unable to definitively determine the source(s) of error. But given this error, we
ask the question: Can we improve the forecast by altering the control vector or
empirically correcting the dynamical law? And just as important a question, can we
determine the relative impact of the various elements of control on the forecast of
interest?
Immediately we see that there is a desire to determine sensitivity of forecast to
elements of control—labeled forecast uncertainty. This uncertainty is then used to
find optimal elements of control—values of the elements that minimize the sum of
squared differences between the forecast and observations and ideal placement of
observations in space-time. Clearly, this path blends sensitivity with least squares fit
of model to observations. A methodology that considers all of the factors mentioned
above is called the forecast sensitivity method (FSM), a relatively new form of
dynamic data assimilation that is the centerpiece of this book.
There is a rich history of work in both sensitivity analysis (SA) and dynamic
data assimilation (DDA). Sensitivity analysis has been a mainstay of both dynamical
systems and biostatistical systems. The works of Gregor Mendel and Ronald Fisher
are excellent examples of sensitivity in the field of population genetics—necessarily
in the form of statistics for hybridization of peas in Mendel’s case and statistics of
vii
viii Preface
crop production in Fisher’s case. Henri Poincaré was the pioneer in the uncertainty
of dynamical forecasts with respect to elements of control. Even in the absence
of computational power in the late nineteenth century, he clearly understood the
extreme sensitivity of the three-body problem’s solution to slight changes in initial
conditions (presented as an exercise in this book). One of the most frequently quoted
sentences in his studies was “La prediction deviant impossible” [The prediction
becomes impossible]. Lorenz (1995) took this to mean that Poincaré was close to
discovering the theory of chaos. These issues in deterministic forecasting have led
to the investigation of predictability limits, that point in time when the forecast
is no better than “climatology” (the average state of affairs in the system). In
engineering and control theory, Hendrik Bode, a research mathematician at Bell
Laboratories, developed sensitivity analysis in service to feedback control that he
studied during WWII when he addressed problems of gunnery control. His classic
work is titled Network Analysis and Feedback Amplifier Design (Bode et al. 1945).
The two-volume treatise on Sensitivity and Uncertainty Analysis by Cacuci (2003)
and Cacuci et al. (2005) deals extensively with the discussion of adjoint sensitivity
and its applications to geosciences. For other applications of sensitivity analysis
to engineering systems, refer to Cruz (1982), Deif (2012), Eslami (2013), Fiacco
(1984), Frank (1978), Kokotovic and Rutman (1965), Ronen (1988), Rozenwasser
and Yusupov (1999), Saltelli et al. (2000, 2004, 2008), and Sobral (1968).
In regard to DDA, celebrated mathematician Carl Gauss did his fundamental
work on least squares fitting of observations to models in the first decade of the
nineteenth century (Gauss 1809) (a discussion of his problem is found in this book).
This method has never fallen out of use. Gauss’s work was expanded from particle
dynamics to continuous media through the work of Alfred Clebsch (Clebsch 1857).
In the 1950s, Japanese meteorologist Yoshi Sasaki used Gauss’ fundamental idea
in combination with the Clebsch transformation to develop DDA for numerical
weather prediction (NWP). This methodology has come to be called variational
analysis in meteorology and in abbreviated form 4D-VAR (Sasaki 1958). Lewis
et al. (2006) review variational analysis in the context of NWP. Also refer to Lewis
and Lakshmivarahan (2008) for more details. A resource for numerous papers in
sensitivity analysis can be found in Rabitz et al. (1983), Nago (1971) and Tomović
and Vukobratovíc (1972).
As might be expected, there is equivalence between classic Gaussian least
squares methodology (variational analysis) and FSM. We carefully examine this
connection in the book and offer several problems (and demonstrations) that explore
this connection along with advantages/disadvantages of these DDA methods.
The book is partitioned into two sections: Part I, a general theory of FSM with
a variety of practical problems that give substance to the theory, and Part II, an
in-depth analysis of FSM applied to well-known geophysical dynamics problems—
the dynamics of shallow water waves and air-sea interaction under the condition of
a convective boundary layer. Recently, FSM has been applied to solve estimation
problems in ecology, hydrology, and interdependent security analysis. For lack of
space, we could not include these interesting applications.
Preface ix
A good working knowledge at the BS level of the standard calculus sequence,

differential equations, linear algebra, and a good facility with programming con-
stitute adequate prerequisites for a course based on this book. We have used this
book as a secondary text along with parts of our earlier book (Lewis et al. 2006)
in a senior/first year-graduate-level course devoted to solving static and dynamic
deterministic inverse problems at the University of Oklahoma, Norman, Oklahoma,
and at the University of Nevada, Reno, Nevada, USA.
We have strived to eliminate typographical errors, and we would very much
appreciate hearing from readers who identify remaining errors.
Norman, OK, USA Sivaramakrishnan Lakshmivarahan

Reno, NV, USA John M. Lewis
Norman, OK, USA Rafal Jabrzemski
Acknowledgments
Our interest in forward sensitivity-based approach to forecast error correction

began almost a decade ago. During the development of this methodology, we
have interacted and gained from the discussions with several of our colleagues
and students. We wish to thank Qin Xu, National Severe Storms Laboratory,
Norman, Oklahoma, for his constant support; he has been the sounding board who
steered us in the right direction with a multitude of questions and comments. We
are deeply indebted to Bill Stockwell (formerly of Desert Research Institute) of
Howard University for many hours of discussions relating to the role of parameter
sensitivity analysis in reaction kinetics and atmospheric chemistry. We (SL) wish
to record our sincere thanks to Elaine Spiller and Adam Mallen, Marquette
University, and Amit Apte, International Center for Theoretical Studies (ICTS)
Bangalore, for their interest and comments on the earlier versions of the results
in Chap. 7. We have benefitted immensely from the questions and comments from
the seminar participants at the National Center for Atmospheric Research (NCAR),
Marquette University; TIFR, the Center for Applicable Mathematics, Bangalore,
India; the Center for Atmospheric and Ocean Studies (CAOS), Indian Institute of
Science, Bangalore, India; the Meteorological Research Center (MRI), Tsukuba,
Japan; the Desert Research Institute (DRI), Reno, Nevada, USA; and Texas A&M
University, College Station, Texas, USA. We are grateful to Jeff Anderson (NCAR);
Amit Apte (ICTS); Mythily Ramaswamy (TIFR); M. Vanninathan (TIFR); A.S.
Vasudeva Murthy (TIFR); Ravi Nanjundiah, J. Srinivasan, S.K. Satheesh, and
Ashwin Seshadri (CAOS and Divecha Center for Climate Change, IISc, Bangalore,
India); Elaine Spiller (Marquette University); K. Saito (MRI); and I. Szunyogh
(Texas A&M) for all their interest, help, and hospitality. We wish to record our
sincere appreciation for Yiqi Luo and his team at the ECO Lab, University of
Oklahoma (OU), for providing the data and the impetus to apply FSM-based
method to assimilate data into the terrestrial carbon ecosystem (TECO) model. Our
thanks are to Randy Kolar, Kendra Dersback, and Baxter Vieux, Civil Engineering,
OU, and Tom Landers and Kash Barker, Industrial and Systems Engineering, OU,
for encouraging their PhD students to apply FSM-based approach to estimation
problems in hydrology and interdependent risk analysis.
xi
xii Acknowledgments
We are particularly grateful to several graduate students at the University of

Oklahoma for using FSM in their MS thesis and PhD dissertations. Phan (2011)
worked on applying FSM to assimilate data into a class of carbon sequestration
models called TECO model for his MS thesis. As a part of their PhD dissertations,
Tromble (2011) used FSM to estimate parameters to analyze food inundation using
the ADCIRC hydrodynamic model, Looper (2013) used FSM to calibrate a class of
distributed hydrologic model, and Pant (2012) used FSM to estimate parameters in
a class of dynamic risk input-output model.
Junjun Hu, Humberto A. Vergara, and Hongcheng Qi offered several suggestions
to improve the presentations in Part I of this book. Parts of the book were used in
the course Scientific Computing-I during the fall of 2015 at OU. We thank all the
students in this class for their enthusiasm, especially Blake James for his comments
on Part I.
The authors wish to record their thanks to the management team in the National
Severe Storms Laboratory, Norman, Oklahoma, for all their support and encour-
agement and at the National Oceanic and Atmospheric Administration (NOAA)
management, in particular Patrina Gregory and Hector Benitez, for crafting a
contract that is faithful to legal requirements for copyright of work by a US federal
government employee (JL). In addition, authors (RJ) would also like to express their
thanks for support from the Oklahoma Mesonet.
It has been a pleasure to work with the Springer team, especially to Ron
Doering—thank you all for the interest, help, and understanding right from the
inception.
Contents
Part I Introduction to Forward Sensitivity Method

1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1 Predictability Limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Sources of Error that Limit Predictability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.3 Data Assimilation in Service to Prediction . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4 Overview and Goals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.5 A Classification of Forecast Dynamics and Errors . . . . . . . . . . . . . . . . . . . 9
1.5.1 Forecast Dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.5.2 Forecast Errors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.6 Organization of the Monograph . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.7.1 Demonstrations and Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
2 Forward Sensitivity Method: Scalar Case. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.1 Evolution of First-Order Sensitivities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
2.2 First-Order Sensitivities Used in FSM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.2.1 First-Order Analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.3 Evolution of Second-Order Sensitivities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.3.1 Evolution of @2 x.t/=@x2 .0/ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.3.2 Evolution of @2 x.t/=@˛ 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.3.3 Evolution of @2 x.t/=@˛@x.0/ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
2.4 Data Assimilation Using FSM: A Second-Order Method . . . . . . . . . . . . 35
2.5 FSM: Discrete Time Formulation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.5.1 Discrete Evolution of First-Order Forward Sensitivities . . . . . 37
2.5.2 Discrete Evolution of Second-Order Forward Sensitivity . . . . 41
2.6 Sensitivity to Initial Conditions and Lyapunov Index . . . . . . . . . . . . . . . . 42
2.6.1 Continuous Time Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
2.6.2 Discrete Time Model. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
xiii
xiv Contents
2.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
2.7.1 Demonstrations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
2.8 Notes and References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
3 On the Relation Between Adjoint and Forward Sensitivity . . . . . . . . . . . . . 57
3.1 On the Structure of Adjoint Sensitivity. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
3.1.1 Adjoint Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58
3.1.2 Computing rx.0/ J in (3.1.20) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
3.1.3 Computation of r˛ J in (3.1.22) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
3.1.4 4D-VAR method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
3.2 On the Relation Between FSM and 4D-VAR . . . . . . . . . . . . . . . . . . . . . . . . . 65
3.3 Investigation of the Impact of Observations Using
4D-VAR and FSM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
3.3.1 Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
3.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
3.4.1 Demonstrations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
4 Forward Sensitivity Method: General Case. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
4.1 Dynamics of Evolution of First Order Forward Sensitivities. . . . . . . . . 93
4.1.1 Dynamics of Evolution of u1 .k/ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
4.1.2 Dynamics of Evolution of v1 .k/ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
4.1.3 Propagation of Perturbation and Forward Sensitivity . . . . . . . . 96
4.2 On the Relation Between Adjoint and Forward Sensitivities. . . . . . . . . 97
4.3 Data Assimilation Using FSM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
4.3.1 Case 1 Single Observation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
4.3.2 Case 2: Multiple Observations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
4.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 103
4.4.1 Demonstrations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104
5 Forecast Error Correction Using Optimal Tracking . . . . . . . . . . . . . . . . . . . . . 107
5.1 Pontryagin’s Minimum Principle (PMP) in Discrete Time . . . . . . . . . . . 108
5.1.1 Condition 1: Model Dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
5.1.2 Condition 2: Co-State or Adjoint Dynamics . . . . . . . . . . . . . . . . . . 111
5.1.3 Condition 3: Stationarity Condition . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
5.1.4 Condition 4: Boundary Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
5.2 Connection to 4D-VAR . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
5.2.1 Condition 1: Model Dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
5.2.2 Condition 2: Co-State or Adjoint Dynamics . . . . . . . . . . . . . . . . . . 116
5.2.3 Condition 3: Boundary Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
5.3 Optimal Tracking: Linear Case . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
5.3.1 Structure of the Optimal Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
5.3.2 The TPBVP. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
5.3.3 Affine Relation Between k and xk . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
5.3.4 Conversion of TPBVP to Two Initial Value Problems . . . . . . . 119
Contents xv
5.3.5 Structure of the Off-Line Optimal Control. . . . . . . . . . . . . . . . . . . . 120

5.3.6 Optimal Trajectory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
5.3.7 Identification of Model Error . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
5.4 Computation of Model Errors. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
5.4.1 Gradient of ˛.S; x/ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
5.4.2 Gradient of ˇ.S; x; y/ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
5.4.3 Gradient of Q.S/ . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
5.5 An Application: Linear Advection Equation Model and Its Solution 124
5.5.1 The Low-Order Model (LOM) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
5.5.2 Solution of LOM(n) in (5.5.8) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
5.5.3 Identification of Model Error . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
5.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
5.6.1 Demonstrations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137
Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 142
Part II Applications of Forward Sensitivity Method

6 The Gulf of Mexico Problem: Return Flow Analysis . . . . . . . . . . . . . . . . . . . . 149
6.1 Observations in Support of Mixed Layer Modeling . . . . . . . . . . . . . . . . . . 152
6.2 The Five Variable Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
6.3 Evolution of Forward Sensitivities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
6.3.1 Sensitivity with Respect to the Parameters . . . . . . . . . . . . . . . . . . . 160
6.3.2 Sensitivity with Respect to Initial Conditions . . . . . . . . . . . . . . . . 163
6.3.3 Sensitivity at the End of the Simulation. . . . . . . . . . . . . . . . . . . . . . . 190
6.4 Data Assimilation Using Forward Sensitivity Method:
Numerical Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
6.4.1 Observations at Multiple Time . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
6.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203
7 Lagrangian Tracer Dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
7.1 Shallow Water Model and Tracer Dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . 208
7.1.1 Low-Order Model (LOM) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
7.1.2 Solution of LOM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
7.1.3 Tracer Dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211
7.2 Analysis of Equilibria of Tracer Dynamics . . . . . . . . . . . . . . . . . . . . . . . . . . . 212
7.2.1 Case 1: Equilibria in Geostrophic Mode . . . . . . . . . . . . . . . . . . . . . . 212
7.2.2 Case 2: Equilibria in Inertia-Gravity Mode . . . . . . . . . . . . . . . . . . . 214
7.2.3 Case 3: Equilibria in General Case . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217
7.2.4 Conditions for the Sign Definiteness of i .t/ . . . . . . . . . . . . . . . . 221
7.3 Analysis of Bifurcation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
7.3.1 Case 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 224
7.3.2 Case 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
7.4 Dynamics of Evolution of Forward Sensitivities. . . . . . . . . . . . . . . . . . . . . . 227
xvi Contents
7.5 Sensitivity Plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236

7.5.1 Sensitivity to Initial Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236
7.5.2 Sensitivity to Parameters. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236
7.6 Data Assimilation Using FSM . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236
7.6.1 Methodology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 243
7.6.2 Data Assimilation Experiment. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 244
Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 249
Epilogue . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 251
A Basic Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255

A.1 Basic Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
A.2 Inner Product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
A.3 Gradient, Jacobian, Hessian. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255
A.4 Taylor Expansion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
A.5 First Variations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
A.6 Conditions for Minima . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 258
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 265
Part I
Introduction to Forward Sensitivity
Method
Chapter 1
Introduction
1.1 Predictability Limits
As neophytes in science, we wondered about predictability. On the one hand, we

knew that an eclipse of the sun could be predicted with great accuracy years in
advance; yet, some of us wondered why the 2–3 day forecasts of rain or snow
were so suspect. Even before we took university courses on the subject, we could
speculate, and often incorrectly, as to the reasons that underlie marked difference in
predictability of these events.
In this regard, it is instructive to examine the thoughts and ideas of one of the
twentieth century’s most celebrated contributors to the theory of dynamical-system
predictability—Edward Lorenz. He was drawn to mathematics as a young man and
was headed for a Ph.D. in mathematics at Harvard after completing his M.A. degree
under the direction of George Birkoff in 1940 (Fig. 1.1).
WW II interrupted his career plan. With the likelihood of being drafted into
military service, he opted for training as a weather forecaster in the U.S. Army
Air Corps. Upon completion of the 9-month training in the so-called Cadet program
at MIT, he served as a weather officer in the Pacific Theatre. At war’s end and
with honorable discharge from the Army, he contemplated his future—continuation
for the doctorate in mathematics at Harvard or a change of direction toward
meteorology. After a long conversation with Professor Henry Houghton, chair of
the meteorology department at MIT, he decided to enroll as a graduate student in
meteorology at MIT. His view of weather prediction in 1947 follows:
. . . not knowing about chaos and those things then [late 1940s]1 , I had the feeling that this
[weather forecasting] was a problem that could be solved, but the reason we didn’t make
perfect forecasts was that they hadn’t mastered the technique yet.
(Lorenz, 2002, personal communication)
1
The authors have inserted bracketed information in the quotations.
© Springer International Publishing Switzerland 2017 3

S. Lakshmivarahan et al., Forecast Error Correction using Dynamic Data
Assimilation, Springer Atmospheric Sciences, DOI 10.1007/978-3-319-39997-3_1
4 1 Introduction
Fig. 1.1 Edward Lorenz is

shown in a kimono at the First
Conference on Numerical
Weather Prediction (Tokyo,
Japan 1960) (Courtesy of
G.W. Platzman)
And Lorenz was referring to the subjective method of forecasting where expe-
rience and synoptic typing—categorization of flow structures—were the basis
of forecasting. But shortly after he entered graduate school at MIT, the first
numerical weather prediction (NWP) experiments took place at Princeton’s Institute
of Advanced study under the direction of Jule Charney. And indeed, by 1950,
Charney and his team succeeded in making two successful 24-h forecasts of the
transient features of the large-scale flow using a simplified dynamical model. The
success set the meteorological world abuzz where speculation ran the gamut from
unbridled optimism to skepticism. By the mid-1950s, operational prediction of these
large-scale waves took place in both Sweden and the USA. But identification and
correction of systematic errors became the major theme of operational forecasting
during the late 1950s into the early 1960s2 . Among the most obvious problems was
the unrepresentativeness of observations used to initialize the models—for example,
the presence of only single upper-air observations over the oceanic regions bounding
the USA—from ship Papa (approximately 400 km south of Adak, Alaska) and ship
Charlie (between Greenland and Iceland). Nevertheless, there was hopefulness that
a more representative set of observations would go far to improve the forecasts and
extend the useful range of prediction. But by the early 1960s, this hopefulness was
dealt a severe blow.
As reviewed in Lorenz’s scientific biography The Essence of Chaos (Lorenz
1995), he discovered that inadvertent introduction of minor truncation error into
a low-order nonlinear model of the atmosphere led to exponential growth of the
error to such a degree that the noise (error) overpowered the atmospheric signal and
rendered the simulated forecast useless within a relatively short period of time. This
experience led him to question the feasibility of extended-range weather prediction
2
See Lewis (2005) for details on the first years of operational NWP.
1.1 Predictability Limits 5
(forecasts on the order of weeks to months). To solidify his conjecture on the

fate of long-range weather forecasting, he searched for a more realistic nonlinear
fluid-dynamical model—and he found it in 1962 while visiting his colleague Barry
Saltzman at Travelers Research in Hartford, Connecticut. The model was a 2-d
simulation of convection—roll convection between two parallel plates—published
under the title Finite Amplitude Convection as an Initial Value Problem-I (Saltzman
1962). Using this simple yet non-trivial model, Lorenz was able to demonstrate the
extreme sensitivity of the solution to uncertainty in the initial conditions. These
small perturbations (under a specific set of choices for the non-dimensional param-
eters of the problem) yielded drastically different evolutions of the system—later
referred to as chaotic regimes. Other choices of the parameters led to periodic and
non-chaotic systems—very predictable. Lorenz’s seminal contribution to the theory
of predictability stemmed from this investigation as found in Deterministic Non-
periodic Flow (Lorenz 1963).
The chaotic systems have come to be called “unstable systems”—systems
unforgiving of inaccuracy in initial conditions. Those systems that are forgiving
of modest uncertainty in initial conditions are referred to as “stable systems”. It
is the basis for understanding the very accurate prediction of solar eclipses, for
example, and the imprecise prediction of rainfall. As we look at the contributions
to the predictability question in meteorology, there is a preponderance of papers
dealing with forecast uncertainty in response to uncertainty in the control vector
(initial conditions, boundary conditions, and parameterizations). Little attention
has been paid to errors in prediction that result from physical deficiencies in
the models—inexact parameterizations for example. We consider this question in
Chap. 6.
Determination of predictability limits from realistic atmospheric model simu-
lations came in the mid- to late-1960s. The plans for extended-range prediction
(the order of weeks) came with the goals of the Global Atmospheric Research
Program (GARP), and this dictated predictability tests with the existing general
circulation (GC) models (models at Geophysical Fluid Dynamics Laboratory
(GFDL), Lawrence Livermore Laboratory (LLL), and University of California Los
Angeles (UCLA)). The growth rate of error was found by creating an analogue
pair—the control or base state and the forecast that stemmed from a perturbation
to control (to the base state initial condition). Divergence of this analogue pair
produced the growth rate. The doubling time for error was 5 days when averaged
over the three models (Charney 1969). These models produced results that were
better than climatology out to about 2 weeks. Akio Arakawa, one of the modelers
involved in the study, remembers the situation as follows:
The report (Charney 1966, 1969)[GARP Topics, Bull. Amer. Meteor. Soc.] represents one
of the major steps toward the planning of GARP. It showed, for the first time, using realistic
models of the atmosphere, the existence of a deterministic predictability limit the order
of 2 weeks. The report says that the limit is strictly 2 weeks, which became a matter of
controversy later. To me, there is no reason that it is a fixed number. It should depend on
many factors, such as the part of the space/time spectrum, climate and weather regimes,
region of the globe and height in the vertical, season, etc. The important indication of
6 1 Introduction
the report is that the limit is not likely to be the order of days or the order of months for
deterministic prediction of middle-latitude synoptic disturbances.
A. Arakawa, quote found in Lewis (2005)
One of the most impressive and influential studies of predictability limit for weather
prediction models came with Lorenz’s study in the early 1980s that made use
of operational NWP products at the European Centre for Medium-range Weather
Forecasts (ECMWF) (Lorenz 1982). He found good analogue pairs—forecasts
starting a day apart and verifying at the same time. He used the 24-h global forecast
of geopotential at 500 mbar as one member of the pair and the verifying analysis
of this forecast as the other member. The operational forecast products for nearly
the entire winter of 1980–1981 served as the basis for calculating the divergence of
analogue pairs from the ESMWF. He found the doubling time of error (the r.m.s.
difference in the analogue pairs) to be 2.5 days. The predictability limit was found
to be 2 weeks. An excellent review of Lorenz’s work and subsequent tests of the
limit at ECMWF are found in Simmons and Hollingsworth (2002).
1.2 Sources of Error that Limit Predictability
We have already mentioned the unrepresentativeness of observations as a source

of error in specifying the initial conditions of a dynamical model that in turn
contribute to the model’s forecast error. Using the 2.5-day doubling time for error
as found by Lorenz (1982), the initial error increases by a factor of 4 by day 5
and by a factor of 16 by day 10. Thus, an initial R.M.S. error of 0:2 ıC turns
into an error of 0:8 ıC by day 5 and 3:2 ıC by day 10. As mentioned earlier,
immediately after the advent of the operational NWP, research centered on the
sources of numerical errors took center stage. In the immediate aftermath of
operational NWP, investigations of these errors took center stage. A pedagogical
review of the issues surrounding these types of errors is found in Richtmyer and
Morton (1967). Finding the source of “noodling” in NWP models—unstable short
waves without physical meaning—proved to be one of the most difficult problems
faced by modelers. Nearly 5 years after the advent of operational NWP, Phillips
(1959) uncovered the mystery—aliasing errors in response to nonlinear interaction
between meteorological waves. Waves were created that could not be resolved
by the model. Smoothing was suggested as a means for removing the instability
that came from these short waves, but Arakawa designed finite-difference schemes
that were true to the conservation principles of the model and thereby removed
instability and permitted long-term integration without need of artificial smoothing
(Arakawa 1966; Lilly 1997). A much more subtle—difficult to determine—source
of error in dynamical model prediction is absence or improper account for important
physical processes. For example, the turbulent transfer of heat and water vapor at
the sea-air interface is most important for short-range forecasts and climatological
long-term forecasts. Yet, it is a turbulent process in the atmosphere and the exact
1.3 Data Assimilation in Service to Prediction 7
quantitative expression for the process escapes us. Further, proper account for the
change of phase of water substance in condensation and evaporation involves an
unbelievable wide range of spatial and temporal scales that makes it difficult to
capture its quantitative form. In short, cloud formation and dissipation, so essential
to forecasting, is poorly parameterized. And in this age of emphasis on prediction of
small-scale phenomena—environments of severe storms and flow in mountainous
terrain—there is a need for boundary conditions on the nested small-scale grids.
Proper account for transport of constituents between the large- and small- domains
is fraught with complications. Thus, the uncertainty in the elements of control: the
initial condition, the parameterizations, and boundary conditions, when coupled
with an imperfect observational system and numerical approximations lead to
forecast error. Despite these ubiquitous sources of error, there is proof that weather
predictions have improved steadily over the past half century due in large part to the
global observations from satellites. An impressive summary is found in Simmons
and Hollingsworth (2002) that compares the predictability limits that came with
Lorenz’s monumental study at ECMWF in the early 1980s and the latest operational
predictions. Most obvious is the extension of the predictability limit to 2 weeks in
the southern hemisphere in response to the availability of more and better satellite
observations over the ocean dominated hemisphere.
1.3 Data Assimilation in Service to Prediction
Data Assimilation is a somewhat confusing term, due in part to the various strategies
(and associated labels) that serve to connect models with data. The confusion can
be ameliorated to a degree if we first focus on the seminal contribution that defined
the method—Gauss’s work in 1801 that described his mathematical method of
predicting the time and place of reappearance of a celestial object after it came
into conjunction with the sun (later identified as an asteroid and Ceres was its
given name). The strategic prediction rested on the theory of least squares fit
under constraint3 A detailed account of this historical event and formulation of the
mathematical problem is found in Lewis et al. (2006). In these past 200 years, this
cardinal theory has assumed a variety of forms. But fundamentally, each form is
either classified as stochastic-dynamic or deterministic. Gauss’s formulation was
deterministic—strict belief in the governing constraint followed by minimization of
the sum of squared differences between forecasts and observations. The stochastic-
dynamic version assumes uncertainty in the constraint. A pedagogical development
of both approaches is found in Lewis et al. (2006). In this monograph, we will adopt
3
History of science and mathematics has accorded Adrian Legendre and Carl Gauss (shown in
Fig. 1.2) with co-discovery of least squares fit under constraint—Legendre’s contribution with
application to geodesy published in 1805 and Gauss’ application to astronomy published in 1809
(Gauss 1809). In Gauss’s case, it was the fit of telescopic observations of the planetoid to Kepler’s
Laws.
8 1 Introduction
Fig. 1.2 Carl Gauss and Adrien Legendre, co-discoverers of the least squares method (pen and
ink drawing by the author, J. Lewis)
the deterministic method of data assimilation. Specifically, we will use two methods
with strong overlap/equality: (1) four-dimensional variational method (4D-VAR),
and the forward sensitivity method (FSM).
The basis of 4D-VAR follows Yoshi Sasaki’s contributions to meteorological data
assimilation (Sasaki 1958, 1970a,b,c). The method has been applied to operations
(Lewis 1972) but it also has a natural appeal for construction of reanalysis data
sets—a recently developed methodology to perform analysis on historical data sets
that combine forecast products with observations. These data sets are especially
valuable to researchers who have interest in particular events from the past. The
FSM was developed by Lakshmivarahan and Lewis (2010) with the intention
of integrating model sensitivity into the process of least squares fit of model to
observations. It is relatively easy to implement compared to 4D-VAR, but it is
computationally more expensive. One of the advantages of FSM compared to other
methods of data assimilation is that it offers guidance on placement of observations
that give better corrections to control. In fact, if the data assimilation methodology
is unable to reach a minimum of the cost function, FSM can often provide reasons
based on inadequacy of observation placement.
We review Sasaki’s work and carefully develop the theory underlying FSM since
it is less well known to the modeling and data assimilation community. We also
introduce the reader to Pontryagin’s minimization principle, a deterministic least
squares assimilation method that has been a mainstay in control theory—especially
as a tool that can make adjustments to control that govern the path of rockets and
other space-vehicles. This minimization principle has been applied to meteorology
(Lakshmivarahan et al. 2013) and it offers a strategy for uncovering systematic error
in models—in large part due to poorly parametrized physical process.
1.5 A Classification of Forecast Dynamics and Errors 9
1.4 Overview and Goals
As we have seen in our historical review, knowledge of model predictability

and its limit is central to understanding the propagation of model error. Are we
dealing with an unstable or stable system, and what is the doubling time of error?
Through numerical experiment we can estimate this doubling time. And then,
application of data assimilation serves to correct the model error. In Part I, theory
of data assimilation is presented—4D-VAR, FSM, and Pontryagin’s minimization
principle. At various junctures in the presentation, a variety of problems are
introduced that demonstrate the power of correcting forecast errors by 4D-VAR
and FSM. Among these problems are the following: (1) Poincaré’s restricted 3-
body problem, a classic unstable system still undergoing investigation by scholars
interested in Chaos, (2) Gauss’s stable problem of finding the path of Ceres, and (3)
the stable dynamics of oceanic inertia oscillations under the influence of friction, as
studied by oceanographers Gustafson and Kullenberg.
In Part II, we apply our methods to real-world problems that we have faced in
our own research. Specifically, we examine the problem of air mass modification
over the Gulf of Mexico—a problem that still presents challenges to severe storm
forecasters. We then examine the “shallow water” problem, a dynamical system
that has seen wide application in the study of gravity wave propagation associated
with tsunamis and seiches. Our goal is to offer guidance to researchers that need to
correct model error. We have viewed the problem from a macroscopic perspective
where predictability and its limit is central to devising a correction strategy. And
this strategy rests on deterministic data assimilation as found in 4D-VAR, FSM, and
Pontryagin’s minimum principle.
1.5 A Classification of Forecast Dynamics and Errors
In this section we start by introducing the basic notation (also refer to Appendix A
at the end of the book) and provide a useful classification of forecast errors.
1.5.1 Forecast Dynamics
Let x.t/ 2 Rn denote the state and let ˛ 2 Rp denote the parameters of a
deterministic dynamical system, where x.t/ D .x1 .t/; x2 .t/; : : : ; xn .t//T and ˛ D
T
˛1 .t/; ˛2 .t/; : : : ; ˛p .t/ are column vectors, n and p are positive integers, t 0
denotes the time, and superscript T denotes the transpose of the vector or matrix.
Let f W Rn Rp R ! Rn be a mapping, where f.x; ˛; t/ D .f1 ; f2 ; : : : ; fn /T with
fi D fi .x; ˛; t/ for 1 i n: The vector spaces Rn and Rp are called the model
space and parameter space, respectively.
10 1 Introduction
Consider a dynamical system described by a system of ordinary nonlinear

differential equations of the form
dx
D f .x; ˛; t/ (1.5.1)
dt
or in component form
dxi
D fi .x; ˛; t/ (1.5.2)
dt
where dx=dt denotes the time derivative of the state x.t/, with x.0/ 2 Rn the given
initial condition. The control vector for the model is given by c D .x.0/; ˛/ 2 Rn
Rp ; the combination of initial condition and parameters referred to as the control
space. It is tacitly assumed that the map of f in (1.5.1) and (1.5.2) is such that the
solution x.t/ D x .t; x.0/; ˛/ D x.t; c/ exists and it is further assumed that x.t/
has a smooth dependence on the control vector c such that the first k. 1/ partial
derivatives of x.t/ with respect to the components of c also exist. The solution x.t/
of (1.5.1) is known as the deterministic forecast of the state of the system at time
t > 0: If the map f./ in (1.5.1) and (1.5.2) depends explicitly on t, then this system
is called a time varying or nonautonomous system; if f./ does not depend on t, then
the system is known as a time invariant or autonomous system.
Let z.t/ 2 Rm be the observation vector obtained from the field measurements
at time t 0: Let h W Rn ! Rm be the mapping from the model space Rn to the
observation space Rm .
If xO .t/ denotes the (unknown) true state, then we assume that z.t/ is given by
z.t/ D h.Ox.t/ C .t/; (1.5.3)
where .t/ 2 Rm is the additive (unobservable and unavoidable) noise. The mapping
h./ is known as the forward operator or the observation operator. It is further
assumed that .t/ is a white Gaussian noise with mean zero possessing a known
covariance matrix R.t/ 2 Rmm : That is, .t/ N.0; R.t//:
1.5.2 Forecast Errors
The forecast error ep .t/ 2 Rm is defined as follows:
ep .t/ z.t/ h .x.t// D b.t/ C .t/; (1.5.4)
the sum of a deterministic part
b.t/ D h .Ox.t// h .x.t// ; (1.5.5)

1.6 Organization of the Monograph 11
and the random part .t/ induced by the observation noise. Our immediate goal is
to analyze and isolate sources and types of forecast errors.
First, if the model map f./ and the forecast operator h./ are without error, that
is, exact, and if the control vector c is also error free, then the deterministic forecast
x.t/ must be correct in the sense that x.t/ D xO .t/, the true state. Then from (1.5.4),
the forecast error is purely random or white Gaussian noise (error of first kind).
That is
ep .t/ D .t/: (1.5.6)
If f./ and h./ are known perfectly but c has an error, then the forecast x.t/ will have
a deterministic error induced by the incorrect control vector (error of the second
kind). In such case, we can, in principal, decompose the forecast error as a sum
ep .t/ D b.c; t/ C .t/: (1.5.7)
where the deterministic part b.c; t/ D h .Ox.t// .x.t// is purely a function of the
error in the control vector. Finally, if f; h and c are all in error, then the forecast error
eF is given by
eF D b .c; f; h; t/ C .t/ (1.5.8)
where the deterministic part represents the resulting combined errors in f; h and c
(error of the third kind).
1.6 Organization of the Monograph
The book is divided into two parts. Part I develops the theory of forecast error
corrections and Part II deals with applications. Correcting errors of the first kind
is well established and has hinged on the work of pioneers like Carl Gauss and
Ronald Fisher. In Chaps. 2–4 we develop the theory for correcting the forecast error
of the second kind using the forward sensitivity method (FSM). The more difficult
case of correcting forecast errors of the third kind using the celebrated Pontryagin’s
Minimum Principle (PMP) is covered in Chap. 5. Part II contains two chapters. In
Chap. 6 we demonstrate the power of FSM method by applying it to the return-flow
problem over the Gulf of Mexico. dealing with the Lagrangian flow of cold air over
the warm waters of the Gulf of Mexico. The last chapter (Chap. 7) again deals with
the application FSM to another version of the Lagrangian flow described by the
linear shallow water model.
12 1 Introduction
1.7 Exercises
1.7.1 Demonstrations and Problems
Demonstration: Population Dynamics
Background: The U.S. Census Bureau conducts a survey of the country’s

population every 10 years (at the start of decades) as mandated by the U.S.
Constitution, Article I, Sect. 2. The first U.S. census was conducted in 1790 and
led to a count of 3.9 million (3.9 M) people. The 2010 census (the 23rd census)
counted 309 M people, a 10 % increase over the 2000 census, and nearly an 80-
fold increase in the U.S. population over 220 years. The primary motivation for
the census is to apportion seats in Congress (the House of Representatives) for
each state in accord with the population of each state. California has the most
seats in the House of Representatives (52) while Alaska has the fewest (1).
There are 435 seats in the House.
The statistics on population during the several decades following the first
census are given in Table PD.1.
Evolution of the population follows the exponential model where increase
in population over a certain interval of time is proportional to the population
that existed at the start of that interval. The governing equation takes the form
dP.t/
D P.t/; where P .0/ D P .t D 0/ ; (PD.1)
dt
where P is population and > 0 is a proportionality constant.

The evolution of population is given by
P.t/ D P.0/et
where a value of D 0:30 per decade reasonably well represents the

population growth during the first several decades of the census. Thus, values
of t in Table PD.1 are the integers 1,2,. . . (shown in the first column)
representative of decades.
Problem PD.1. Define analogues as the population forecast from 1790 to
1800 and the “analysis” (the census at 1800). Find the doubling time of the
initial error (difference between the “analysis” at 1800 and the forecast from
1790 to 1800). Plot the forecast to visually display the increase error for this
unstable system.
1.7 Exercises 13
Table PD.1 Census data

(1790–1830) Decade Year Count
0 1790 3.9 M
1 1800 5.3 M
2 1810 7.2 M
3 1820 9.6 M
4 1830 12.8 M
Solution:
Forecast to 1800: 5.2644 M, Analysis at 1800: 5.30 M,
Initial Error: 5.30 - 5.2644 = 0.0356 M (= 35,600).
Evolution of the difference (D)
D D 0:00356 e0:3t :
Solve for t when D D 2.0:0356/ t D ln 2=0:3 D 2:31 decades or 23:1 years.
Demonstration: Burgers’ Laminar-Turbulent Model
J.M. Burgers was a Dutch hydrodynamicist who explored turbulent flow with
simplified dynamical model that brought understanding to experiments with
turbulent motion such as Osborne Reynolds classic experiment with flow in
long narrow pipes. In his paper Mathematical Examples Illustrating Relations
Occurring in Theory of Turbulent Fluid Motion (Burgers 1939), he introduced
several of these dynamical models. The one we choose to study is labeled “First
Preliminary Example” (Burgers 1939, pp. 9–12). Here he is interested in the
interplay between laminar and turbulent flow. The governing equations are
dU
D P U W 2
dt
(BLT.1)
dW
D UW W
dt
where U represents laminar velocity and W represents the turbulent velocity—
function of time t only, P represents an external force (such as pressure) and
is a coefficient of friction.
14 1 Introduction
w
1.2
Solution to Burgers’
Equations for
Laminar - Turbulent
Flow
1.0 Turbulent Velocity
W
p = 0.5 k = 0.5
0.8
0.6 t = 20
t=0
0.4
0.2
Laminar Velocity U
0.0 U
0.0 0.2 0.4 0.6 0.8 1.0 1.2
Fig. BLT.1 Trajectories of fluid in terms of the laminar and turbulent motion components
The energy equation for this flow regime is

d 1 2
.U C W / D PU .U 2 C W 2 /:
2
(BLT.2)
dt 2
The term PU is work done by the external force and .U 2 CW 2 / represents
the dissipation of energy in the system due to both laminar and turbulent flow.
We look at the case where P > 2 and in this regime there are two
stable points (stable
p stationary solutions where the motion becomes steady)—
at UD; W D ˙ P 2 —and one unstable stationary solution at W D 0;
U D P= (where a perturbation about this point diverges from the point).
Figure BLT.1 shows the trajectory of two fluid parcels, one that starts at
(U D 1:0; W D 0:5) and the other that starts at (U D 1:1; W D 0:6). Both
fluid particles converge to the stable stationary point (U D 0:5; W D 0:5)
when the pressure P D 0:5 and the frictional coefficient D 0:5. This regime
exhibits convergence of solutions.
Problem PBLT.1. p In the example shown, the “distance” between initial
conditions is 0:1 2. Find the time required to decrease this distance by a factor
of 2.
1.7 Exercises 15
Demonstration: Restricted 3-Body Problem
In mid-to late-nineteenth century George William Hill, a mathematician with a

strong interest in celestial mechanics, made an exhaustive study of the orbital
dynamics of the moon in response to the action of gravitational attraction to
both earth and sun. It was a classic 3-body problem that could be simplified
assuming the moon exerted no effect on the motion of the sun and little
effect on the motion of earth. It inspired others, especially Henri Poincaré to
examine the even simpler problem of a satellite in the neighborhood of two
massive heavenly bodies where the satellite exerts no influence on either of
the two massive bodies. This problem became known as the restricted 3-body
problem—where the dynamics of this system have been clearly derived and
discussed in Keith Symon’s book Mechanics (Symon 1971). We have followed
Symon’s development and put the governing equations in non-dimensional
form.
Some simplifying assumptions beyond those mentioned above follow:
(1) the two massive bodies move in a circular path about their center of gravity
(the classic 2-body problem), and (2) the satellite and the massive bodies
remain in the same plane. The accompanying figure displays the forces acting
on the satellite (S) where the trajectory is referred to the rotating rectangular
Cartesian coordinate system of the 2-body problem—that is, the rotation rate of
the two heavenly bodies under the action of the mutual gravitational attraction.
The x- and y-axes pass through the center of gravity (CG) of the system—the
axes rotate at the rate determined by the 2-body problem dynamics and we take
this rotation to be counterclockwise.
To place the problem in a practical/realistic setting, let us assume the
massive bodies have mass M1 and M2 , the heavier M1 D 6 1024 kg (roughly
the mass of earth) and the lighter body’s mass is M2 D 2:57 1024 kg. Further,
let’s assume the bodies are a distance L apart D 2:86 107 km ( 20 % of the
astronomical Unit (A.U.)—where 1 A.U. is the nominal distance between earth
and sun. On the diagram in Fig. 3BP.1, this distance is represented as 1.0 (non
dimensional). From the dynamics of the two-body problem, the rotation rate is
2
2 2 G GM
˝ D D .M1 C M2 / D 3 ; (3BP.1)
T L3 L
where M is the sum of masses and G is the gravitational constant

(D 6:67 1011 s2 kg1 m3 ).
16 1 Introduction
y 1.0
Cf Co Poincare’s 3 - body Problem

0.8
S
0.6
(u, v)
0.4
r
0.2
F2 F1 x
-1.0 -0.5 0.5 1.0

M2 M1
CG
-0.2
-0.4
Fig. 3BP.1 Forces acting on the satellite in the presence of the two massive heavenly bodies
Thus T 40 years. Let M1 be located at .x; y/ D .x1 ; 0/ where x1 > 0, and

M2 located at .x; y/ D .x2 ; 0/ where x2 < 0, where .x; y/ D .0; 0/ is the center
of gravity (CG). Under the assumption of circular rotation of the two massive
bodies about their CG, x1 D MM2 x2 , and since L D x1 x2 ; x1 D L where
D MM2 D 2:57 8:57
D 0:30 and x2 D . 1/L, the masses M1 and M2 are
located at 0:3 L and 0:7 L, respectively. Choosing the spatial scale to be L,
the nondimensional form of x1 and x2 , are and 1, respectively. The
y-dimension is similarly scaled. The scale for time is the period of rotation,
T D 40 years.
In the rotating coordinate system, the forces on the satellite are the
gravitational attraction forces F1 (toward M1 ) and F2 (toward M2 ). The velocity
2
of the satellite is represented by u D dx
dt
and v D dydt
, and the acceleration ddt2x
2
and ddt2y . In the coordinate system under counterclockwise rotation, the Coriolis
force (Co) is directed to the right of the velocity vector, and the centrifugal
force (Cf) is directed outward along the line running from CG to the position
of the satellite. The force diagram is shown in Fig. 3BP.1.
We can take the second-order ordinary differential equations (ODE’s) of
motion—the Newtonian equations of motion—and reconfigure them as a set
of four ODE’s through the action of defining a new set of variables—all non
dimensional. The spatial variables are scaled by L and the velocities are scaled
by L=T. The new variables are:
• 1 .t/ W x—coordinate of the satellite
• 2 .t/ W u, the satellite’s velocity component in the x-direction
• 3 .t/ W y—coordinate
• 4 .t/ W v, the satellite’s velocity component in the y-direction
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Thumb, best gum-stick, 1067.
Tight bands, belts, and hats, 1124.
Tight lacing, the ill effects of, 1330.
Times for suckling an infant, 1035.
Tobacco smoking for boys, 1380.
cases illustrating the danger of, 1381.
Toe-nails, the right way of cutting, 1130.
Tongue-tied, an infant, 1034.
“Tooth-cough,” 1074.
Tooth-powder, an excellent, 1364.
Top crust of bread as infant’s food, 1039.
Tous-les-mois, 1037.
Toys, children’s, 1181.
painted with arsenic, 1155, 1180.
Trade or profession for delicate youth, 1358.
Treatment of a delicate child, 1263.
of some urgent serious diseases, 1087, 1196.
Truth, the love of, 1167.
Tub, commencement of washing infant in, 1017.
Tumbling and rolling of a child, 1176.
Vaccination, 1056.
Veal for a child, 1141.
Vegetables for a child, 1142.
Ventilation, and on stopping of chimneys, 1171, 1266.
and sleep, 1359.
of a nursery, 1151.
Violet powder, 1020.
Walking, on the early, of infants, 1172.
exercise, value of, 1338.
in his sleep, a child, 1193.
Warm baths for children, 1294.
external applications, 1295.
Warts, 1394.
Washing of a child, 1120.
an infant, 1016.
a new-born infant’s head with brandy, 1018.
a nursery floor, 1154.
Wasp, the sting of a, 1312.
Water, on the importance of good, 1143.
on the brain, 1199.
-closet, on going regularly to, 1387, 1389.
cold and warm, for ablution, 1119.
Weaned child, the diet of a, 1054.
Weaning, proper time and manner of, 1053, 1054.
Weather, on a child almost living in the air in fine, 1175.
on sending a child out in wet, 1175.
Weight of new-born infants (note), 1080.
Wet-flannel application, 1296.
Wet-nurse, 1045.
for feeble babe, 1049.
“Wetting the bed” during sleep, 1277.
Wheezing of a new-born infant, 1085.
White lily leaf for bruises, 1299.
Windows of a nursery, 1156.
Windpipe, foreign substance in, 1317.
Wine for children and youths, 1146, 1335.
Winter clothing, 1130.
Woolen garments, 1126, 1327.
Worms, 1282.
quack medicines for, 1283.
THE END.
1. Shakspeare.
2. Martial.
3. The Nurse; a Poem. Translated from the Italian of Luigi Tansillo by William
Roscoe.
4. Good Words, July, 1862.
5. Emerson.
6. Douglas Jerrold.
7. Shakspeare.
8. Chesterfield.
9. From a notice of this work in The Reader of 14th February 1863.
10. “The whole world around us, and the whole world within us, are ruled by
law.”—The Duke of Argyle, Good Words, January, 1865.
11. The Family Friend, vol. i. London: Houlston & Stoneman.
12. “The indulgences and vices of prosperity are far more fatal than the
privations entailed by any English form of distress.”—The Times, Feb. 3d, 1868.
13. From a notice of this work in The Reader of 14th February 1863.
14. Which may be procured of any respectable ironmonger.
15. A nursery-basin (Wedgewood’s make is considered the best) holding six or
eight quarts of water, according to the size of the patient—whether she be either a
little or a large woman. It will only be necessary to fill it about one-third full with
water: this, of course, is only for the sitz-bath—the sitting-bath. The same basin for
the previous washing ought to have been three parts full of water.
16. Rock-salt makes the strongest bath, but is much more difficult to dissolve
in the water than either table salt or bay salt—the two latter being so readily
dissolved.
17. Armstrong.
18. There is an admirable review in the Spectator (Feb. 17th, 1866) of a work
on The Breakfast Book, in which the reviewer proves the importance of people
making good and substantial breakfasts, and in which he indicates the kinds most
suitable for the purpose. I have, in the text, availed myself of many of his valuable
suggestions.
19. For the preservation of the teeth and gums, see Pye Chavasse’s Advice to a
Mother on the Management of her Children, under the head of “On the Teeth and
the Gums.”
20. Armstrong.
21. Armstrong.
22. Milton.
23. Longfellow.
24. Coleridge.
25. Byron.
26. Pye Chavasse’s Advice to a Mother, Ninth Edition.
27. Ecclesiastes, v. 12.
28. Light. By Forbes Winslow, M.D.
29. I have entered so fully into the evil effects of tight lacing in my other book,
Advice to a Mother, that I consider it quite unnecessary to say more in this place
on the subject. Moreover, it is not so necessary now as in the early editions of my
two works to dwell upon the subject, as, I am happy to say, the evil effects of tight
lacing are at the present time better understood. Stays used to be formidable-
looking apparatuses; indeed, they were instruments of torture. Now they are more
simple, and therefore more suitable.
30. From a notice of this work in The Reader of 14th of February, 1863.
31. Cowper.
32. From a notice of this work in The Reader of 14th of February, 1868.
33. Poems, by the author of The Patience of Hope.
34. Longfellow.
35. “Hold idleness to be the mother of sin; it both robs thee of the good thou
hast and hinders thee of what thou hast not.”—“On some Guesses at Truth,” in
Good Words, June, 1862.
36. Cowper.
37. Tennyson.
38. Proverbs, xxxi. 17.
39. Dr. Samuel Johnson.
40. “A pale, delicate face, and clear eyes, indicative of consumption, are the
fashionable desiderata at present for complexion.”—Dublin University Magazine.
41. Byron.
42. Sir Egerton Brydges.
43. Dr. Grosvenor.
44. “In the human female, the period of puberty, or of commencing aptitude
for procreation, is usually between the thirteenth and sixteenth years. It is
generally thought to be somewhat earlier in warm climates than in cold, and in
densely populated manufacturing towns than in thinly populated agricultural
districts. The mental and bodily habits of the individual have also considerable
influence upon the time of its occurrence; girls brought up in the midst of luxury or
sensual indulgence undergoing this change earlier than those reared in hardihood
and self-denial.”—Dr. Carpenter’s Human Physiology.
45. “Some curious facts come to light in the Scotch Registrar-General’s report
in reference to prolific mothers. One mother, who was only eighteen, had four
children; one, who was twenty-two, had seven children; and of two who were only
thirty-four, one had thirteen and the other fourteen children; and, on the other
hand, two women became mothers as late in life as at fifty-one, and four at fifty-
two; and one mother was registered as having given birth to a child in the fifty-
seventh year of her age.”
46. British Medical Journal, Nov. 21st, 1863.
47. It is very unusual, in this climate, for a girl to become a mother until she be
seventeen or eighteen years of age. A case has just occurred, however (1864),
where a girl became a mother before she reached her fourteenth year. In his last
report to the Registrar-General, the registrar for Park district, Sheffield, says: “I
have registered the birth of a child in my district this quarter, the age of the mother
being only thirteen years and ten months. She was employed in a cotton mill in the
neighborhood of Manchester.”
48. De Quincey.
49. Exposition of the Signs and Symptoms of Pregnancy.
50. “The catamenial discharge, as it issues from the uterus [womb], appears to
be nearly or quite identical with ordinary blood; but in its passage through the
vagina it becomes mixed with the acid mucus exuded from its walls, which usually
deprives it of the power of coagulating. If the discharge should be profuse,
however, a portion of its fibrin remains unaffected, and clots are formed.”—Dr.
Carpenter’s Human Physiology.
51. Dr. David D. Davis was physician-accoucheur in attendance at the birth of
her present Majesty.
52. With regard to the origin of the word enceinte, Dr. Montgomery, in his
valuable Exposition of the Signs and Symptoms of Pregnancy, observes: “Many a
one who confesses, with a smile or a blush, that she is enceinte, would do well to
remember the origin of the word she uses. It was the habit of the Roman ladies to
wear a tight girdle or cincture round their waists; but when pregnancy occurred,
they were required by law—at least that of opinion—to remove this restraint; and
hence a woman so situated was said to be incincta, or unbound, and hence also the
adoption of the term enceinte to signify a state of pregnancy.”
53. “William Hunter had such faith in this sign that he always asserted he
could judge by it alone whether or not a woman was pregnant.”—Signs and
Diseases of Pregnancy. (Dr. Tanner.)
54. Dr. Denman.
55. This work is exclusively intended for the perusal of wives; I beg, however,
to observe that there is one sign of pregnancy which I have not pointed out, but
which to a medical man is very conclusive; I mean the sounds of the fœtal heart,
indicated by the stethoscope. Moreover, there are other means besides the
stethoscope known to a doctor, by which he can with certainty tell whether a
woman be pregnant or otherwise, but which would be quite out of place to describe
in a popular work of this kind.
56. The bidet may be procured of a cabinet-maker, the sitz-bath of a
furnishing ironmonger.
57. Burton.
58. Abernethy.
59. Popular Science Review.
60. These pills and all medicines prescribed in this book ought to be prepared
by a chemist.
61. The hot-water bag, or bottle as it is sometimes called, is composed of
vulcanized india-rubber, and is made purposely to hold very hot water. The bag
ought not to be more than half filled with water, as it will then better adapt itself to
the shape of the bowels. The water must be hot, but not boiling hot; if it should be
very hot, the bag ought to be wrapped in flannel.
62. Take four poppy-heads and four ounces of chamomile blows, and boil
them in four pints of water for half an hour, to make the fomentation, which
should then be strained, and made quite hot in a saucepan when required.
63. Waring’s Manual of Therapeutics.
64. Let the ointments be made by a druggist.
65. Which may be procured either of a medical man or of any respectable
surgical-instrument-maker.
66. Domette is a mixture of flannel and cotton. One of good quality should be
used for the purpose.
67. Ten grains of powdered alum to half an ounce of chloroform.
68. Camphor julep may be made by putting a few lumps of camphor in a wide-
mouthed bottle of cold water; cork it up, and let it stand for a few days; then strain
it, sweeten it with lump sugar, and it will be fit for use.
69. A hot-water bag is composed of vulcanized india-rubber, and is made
purposely to hold very hot water—boiling water. It ought only to be half filled with
water, in order that it may adapt itself to the surface of the stomach. The
temperature of the water need only be hot, and not boiling hot. It is a most
delightful stomach warmer and comforter, and should be in every house where
there is a family. One great advantage of it is, that it is, in a few minutes, ready for
use. It may be procured at any respectable india-rubber warehouse.
70. Dissolve half a teaspoonful of powdered alum in a quarter of a pint of tepid
water, to make the injection.
71. Which may be procured either of a surgical-instrument-maker or of an
india-rubber manufacturer. The best kind of india-rubber vaginal syringe is the
one purposely made for the patient to use herself.
72. See pages 43, 124, and 172.
73. See page 166.
74. Which sitz-bath may be procured of any respectable tinman or furnishing
ironmonger.
75. Tanner, On Signs and Diseases of Pregnancy.
76. I say usually, for the duration of gestation is very uncertain. Dr. Reid gives
(in The Lancet of July 20th, 1850) an interesting table of the duration of
pregnancy. The table comprises 500 cases; out of which numbers, nearly the half
terminated in labor in the fortieth and forty-first weeks. The following is the order
in which they occurred:
23 cases in the 37th week.

48 „ „ 38th „
81 „ „ 39th „
131 „ „ 40th „
112 „ „ 41st „
63 „ „ 42d „
28 „ „ 43d „
8 „ „ 44th „
6 „ „ 45th „
The above is merely a summary of Dr. Reid’s valuable table.

77. We are informed by Jourdan and other French writers that Fernel acted on
the knowledge of this fact when consulted by Henry II. of France as to the best
means of rendering his queen, Catherine de Medicis, fruitful. He advised the king
to visit her only immediately after the cessation of the menstrual discharge, the
adoption of which advice was attended with success, and the queen, after years of
disappointment, gave birth to a son.—Dr. Montgomery.
78. On the Signs and Diseases of Pregnancy.
79. Braithwaite’s Retrospect. A Synopsis of Dr. Packman’s Paper on
Impregnation, in The Lancet, July 18th, 1863.
80. Belforest. A Tale of English Country Life. By the author of Mary Powell.
London: Richard Bentley.
81. Not Proven. London: Hurst & Blackett.
82. “He that goeth about as a tale-bearer revealeth secrets.”—Prov. xx 19.
83. The Rev. J. G. Wood’s Duties of the Hospital Chaplain, in the
Churchman’s Family Magazine.
84. Higginson’s syringe may be procured either of Weiss & Son, Strand,
London, or of any other respectable surgical-instrument-maker. There are other
india-rubber apparatuses besides Higginson’s which will answer a similar purpose.
Sometimes they are made with two separate and distinct india-rubber pipes, the
one of which is to be used in the administration of an enema, and the other either
for giving an injection up the vagina, or for washing out the vagina with warm
water. The best quality of apparatus ought always to be chosen. It might be
procured either of a surgical-instrument-maker or at an india-rubber warehouse.
C. Mackintosh & Co.’s Patent Vaginal Syringe (No. 2 size) is a capital vaginal
syringe; but it will only act as a vaginal, while Higginson’s and some others will act
a double purpose—as an enema and as a vaginal syringe.
85. Pye Chavasse’s Advice to a Mother. Ninth edition.
86. A System of Midwifery. By E. Rigby, M.D.
87. “Adam’s children must work, Eve’s children must suffer.”—“On some
Guesses at Truth,” in Good Words, June, 1862. Young, in his Night Thoughts,
beautifully expresses the common lot of woman to suffer:
“’Tis the common lot;

In this shape, or in that, has fate entailed
The mother’s throes on all of woman born,
Not more the children than sure heirs of pain.”
88. “Through thee have I been holden up ever since I was born: thou art he
that took me out of my mother’s womb; my praise shall be always of thee.”—The
Psalms of David, lxxi. 5.
89. Dr. David D. Davis used, in his valuable lectures, strongly to reprobate
meddlesome midwifery: he justly observed that “accoucheurs were only life-
guardsmen to women.” A life-guardsman, while on duty at the palace, does not
interfere with every passer-by, but only removes those who obstruct the way.
90. Dr. George Smith, of Madras, communicated an interesting case of the
kind to the Edinburgh Medical Journal (November, 1862).
91. “Like as a woman with child, that draweth near the time of her delivery, is
in pain, and crieth out in her pangs.”—Isa. xxvi. 17.
92. A two-ounce pot of unsalted or prepared lard, as it is usually called,
should, previously to the labor, be procured from a chemist.
93. And may be procured at any india-rubber warehouse or at a baby-linen
establishment.
94. Dryden.
95. St. John, xvi. 21.
96. Dr. Kidd on Chloroform, in the Medical Press and Circular, March 14th,
1866.
97. Dr. Kidd, in Dublin Quarterly. Dr. Kidd is an authority on chloroform.
98. The Theory and Practice of Midwifery. By Fleetwood Churchill, M.D.
99. “Dr. Vose (of Liverpool) said, that once, when in the remote valleys of
Westmoreland and Cumberland, he used to ask the people how they got on without
medical aid, particularly in regard to midwifery cases. People wondered that he
should ask. He found that they had no midwives even; when a woman begins her
troubles, they told him, they give her warm beer; if she is worse, more warm beer;
but if that fails, then ‘she maun dee.’ So they give stimulants from the first. One
word in the paper read seemed to contain the gist of the matter; we must treat the
patients according to ‘common sense.’”—Diet Suitable after Childbirth. British
Medical Journal, December 12th, 1863.
100. As a rule, the “waters break” just before the head is born, then there is no
fear of a membrane covering the mouth, as the head passes through the ruptured
membrane. “In other instances, the membrane does not burst before the expulsion
of the head of the fœtus [child] externally, which it covers, and in such cases the
infant is said by nurses to be born with a caul, and this is advertised in the London
newspapers in our day, and sold at a high price by midwives, as it is superstitiously
supposed to prevent shipwreck.”—Ryan’s Manual of Midwifery.
101. Shakspeare.
102. See page 232, paragraph 554.
103. The female slipper may be procured either at any respectable
earthenware warehouse, or of a surgical-instrument-maker.
104. “The female slipper,” and the French bed-pan and the bed-pan of the
Liverpool Northern Hospital, may be procured either at any respectable
earthenware warehouse or of a surgical-instrument-maker.
105. Boil two handfuls of marshmallows and two handfuls of chamomile blows
in two quarts of water for a quarter of an hour, and strain.
106. Which may be obtained either of a surgical-instrument-maker or at an
india-rubber warehouse.
107. There are few persons who know how to make beef-tea: let me tell you of
a good way. Let the cook mince very fine—as fine as sausage-meat—one pound of
the shoulder blade of beef, taking care that every particle of fat be removed; then
let her put the meat either into a saucepan or into a digester with three pepper
corns and a pint and a half of cold water; let it be put on the fire to boil; let it slowly
boil for an hour, and then let it be strained; and you will have most delicious beef-
tea, light and nourishing, grateful to the stomach and palate. When cold, carefully
skim any remaining fat (if there be any) from it, and warm it up when wanted. It is
always well, when practicable, to make beef-tea the day before it is wanted, in
order to be able to skim it when quite cold. It may be served up with a finger or two
of dry toast, and with salt to suit the taste. Sometimes a patient prefers the beef-tea
without the pepper corns; when such be the case, let the pepper corns be omitted.
If you wish your beef-tea to be particularly strong and nourishing, and if you
have any beef bones in the house, let them be broken up and slowly boiled in a
digester for a couple of hours, or even longer, with the finely minced-up beef.
108. A knuckle of veal boiled in new milk makes a light and nourishing food
for a delicate lying-in woman. Milk is an admirable article of food for the lying-in
room.
109. Letter from Edward Crossman, Esq., in British Medical Journal, Nov.
19th, 1864.
110. Barley-water and new milk, in equal proportions, was Dr. Gooch’s favorite
beverage for a lying-in woman. “After the fifth day,” he says, “the patient should be
quite well, and your visits are merely for the purpose of watching her. Women now
generally wish for wine or porter. I usually mix good barley-water with milk (equal
parts), making barley gruel; and, presenting this beverage, I tell them, this is your
wine and your porter too; it will relieve your thirst and sinking at the stomach, and
will manufacture milk better than anything else.”
111. Erasmus Darwin.
112. The Nurse: a Poem.
113. Advice to a Mother on the Management of her Children; the ninth
edition. By Pye Henry Chavasse F.R.C.S.
114. From an admirable paper on Health of Body and Mind, in Good Words,
Jan. 1st, 1866.
115. Good Words, October, 1861.
116. Wordsworth.
117. Prior.
118. Milton.
119. Fenton.
120. Burton.
121. Carlyle’s Inaugural Address at his installation as Rector of the University
of Edinburgh.
122. Either of which may be procured of any respectable surgical-instrument-
maker.
123. For much valuable information on this subject, see A New and Rational
Explanation of the Diseases peculiar to Infants and Mothers. By Thomas Ballard,
M.D.
124. Two tablespoonfuls of olive oil, two tablespoonfuls of table salt, and a pint
of warm oatmeal gruel.
125. Dr. William Parr On the Mortality of Children.
126. Advice to a Mother on the Management of her Children; the ninth
edition. By Pye Henry Chavasse, F.R.C.S.
127. Advice to a Mother on the Management of her Children the ninth edition.
By Pye Henry Chavasse, F.R.C.S.
128. Pye Chavasse’s Advice to a Mother.
129. Romeo and Juliet.
130. Good Words, Dr. W. Lindsay Alexander, March, 1861.
131. Woman’s Mission.
132. Tupper.
133. A nursery-basin (Wedgwood’s make is considered the best) holding either
six or eight quarts of water, and which will be sufficiently large to hold the whole
body of the child. The basin is generally fitted into a wooden frame, which will
raise it to a convenient height for the washing of the baby.
134. Sir Charles Locock strongly recommends that an infant should be washed
in a tub from the very commencement. He says: “All those that I superintend
begin with a tub.”—Letter to the Author.
135. Mrs. Baines (who has written so much and so well on the Management of
Children), in a Letter to the Author, recommends flannel to be used in the first
washing of an infant, which flannel ought afterward to be burned; and that the
sponge should be only used to complete the process, to clear off what the flannel
had already loosened. She also recommends that every child should have his own
sponge, each of which should have a particular distinguishing mark upon it, as she
considers the promiscuous use of the same sponge to be a frequent cause of
ophthalmia (inflammation of the eyes). The sponges cannot be kept too clean.
136. In one case related by Koop (Journ. de Pharm., xx. 603), a child was
destroyed by it.
137. 2 Kings, v. 13, 14.
138. Communicated by Sir Charles Locock to the Author.
139. “The Princess of Wales might have been seen on Thursday taking an
airing, in a brougham in Hyde Park, with her baby—the future King of England—
on her lap, without a nurse, and accompanied only by Mrs. Bruce. The Princess
seems a very pattern of mothers, and it is whispered among the ladies of the Court
that every evening the mother of this young gentleman may be seen in a flannel
dress, in order that she may properly wash and put on baby’s night-clothes and see
him safely in bed. It is a pretty subject for a picture.”—Pall Mall Gazette.
141. “Tous-les-mois” is the starch obtained from the tuberous roots of various
species of canna; and is imported from the West Indies. It is very similar to arrow-
root. I suppose it is called “tous-les-mois,” as it is good to be eaten all the year
round.
142. If there is any difficulty in obtaining prepared oatmeal, Robertson’s
Patent Groats will answer equally as well.
143. British Medical Journal, Dec. 18, 1858.
144. The Cook’s Guide. By C. E. Francatelli.
145. I consider it to be of immense importance to the infant, that the milk be
had from ONE cow. A writer in the Medical Times and Gazette, speaking on this
subject, makes the following sensible remarks: “I do not know if a practice
common among French ladies, when they do not nurse, has obtained the attention
among ourselves which it seems to me to deserve. When the infant is to be fed with
cow milk, that from various cows is submitted to examination by the medical man,
and if possible, tried on some child, and when the milk of any cow has been
chosen, no other milk is ever suffered to enter the child’s lips, for a French lady
would as soon offer to her infant’s mouth the breasts of half a dozen wet-nurses in
the day, as mix together the milk of various cows, which must differ even as the
animals themselves, in its constituent qualities. Great attention is also paid to the
pasture, or other food of the cow thus appropriated.”—December 29, 1860.
146. For further reasons why artificial food is not desirable at an early period
of infancy, see answer to 35th question, p. 1043.
147. The Nurse, a Poem. Translated from the Italian of Luigi Tansillo. By
William Roscoe.
148. Liebig, the great chemist, asserts that a small quantity of table salt to the
food is essential to the health of children.
149. It now and then happens that if the milk be not boiled, the motions of an
infant are offensive; when such is the case let the milk be boiled, but not otherwise.
150. “It should be thin, and of a bluish-white color, sweet to the taste, and
when allowed to stand should throw up a considerable quantity of cream.”—
Maunsell and Evenson on the Diseases of Children.
151. Sir Charles Locock considers that a woman who menstruates during
lactation is objectionable as a wet-nurse, and “that as a mother with her first child
is more liable to that objection, that a second or third child’s mother is more
eligible than a first.”—Letter to the Author.
152. “The child is poisoned.”
“Poisoned! by whom?”
“By you. You have been fretting.”
“Nay, indeed, mother. How can I help fretting?”
“Don’t tell me, Margaret. A nursing mother has no business to fret. She must
turn her mind away from her grief to the comfort that lies in her lap. Know you not
that the child pines if the mother vexes herself?”—The Cloister and the Hearth. By
Charles Reade.
153. The previous boiling of the milk will prevent the warmth of the bed
turning the milk sour, which it would otherwise do.
154. For the first three or four months never, if you can possibly avoid it, give
artificial food to an infant who is sucking. There is nothing, in the generality of
cases, that agrees, for the first few months, like the mother’s milk alone.
155. Communicated by Sir Charles Locock to the author.
156. Dendy. Lancet, October 25, 1851.
157. Dr. George Gregory.
158. Sir Charles Locock, in a Letter to the Author.
159. For the precautions to be used in putting a child into a warm bath, see the
answer to question on “Warm Baths.”
160. No family, where there are young children, should be without
Fahrenheit’s thermometer.
161. Ingoldsby Legends.
162. The young of animals seldom suffer from cutting their teeth—and what is
the reason? Because they live in the open air and take plenty of exercise, while
children are frequently cooped up in close rooms and are not allowed the free use
of their limbs. The value of fresh air is well exemplified in the Registrar-General’s
Report for 1843: he says that in 1,000,000 deaths from all diseases, 616 occur in
the town from teething, while 120 only take place in the country from the same
cause.
163. See answer to Question 63.
164. “‘Soothing Syrup.’ Some of them probably contain opiates, but a perfectly
safe and useful one is a little nitrate of potassa in syrup of roses—one scruple to
half an ounce.”—Communicated by Sir Charles Locock to the Author.
165. “I should put this in capitals, it is so important and so often mistaken.”—
C. Locock.
166. I have somewhere read that if a cage, containing a canary, be suspended
at night within a bed where a person is sleeping, and the curtains be drawn closely
around, that the bird will, in the morning, in all probability be found dead!
167. The Nurse, a Poem.
168. It may be interesting to a mother to know the average weight of new-born
infants. There is a paper on the subject in the Medical Circular (April 10, 1861),
and which has been abridged in Braithwaite’s Retrospect of Medicine (July and
December, 1861). The following are extracts: “Dr. E. von Siebold presents a table of
the weights of 3000 infants (1586 male and 1414 female), weighed immediately
after birth. From this table (for which we have not space) it results that by far the
greater number of the children (2215) weighed between 6 and 8 lbs. From 5¾ to 6
lbs. the number rose from 99 to 268; and from 8 to 8¼ lbs. they fell from 226 to
67, and never rose again at any weight to 100. From 8¾ to 9½ lbs. they sank from
61 to 8, rising, however, at 9½ lbs to 21. Only six weighed 10 lbs., one 10¾ lbs.,
and two 11 lbs. The author has never but once met with a child weighing 11¾ lbs.
The most frequent weight in the 3000 was 7 lbs., numbering 426. It is a
remarkable fact, that until the weight of 7 lbs. the female infants exceeded the
males in number, the latter thenceforward predominating.... From these
statements, and those of various other authors here quoted, the conclusion may be
drawn that the normal weight of a mature new-born infant is not less than 6 nor
more than 8 lbs., the average weight being 6½ or 7 lbs., the smaller number
referring to female and the higher to male infants.”
169. Hints on Household Management. By Mrs. C. L. Balfour Partridge,
London.
170. In a Letter to the Author.
171. Letter to the Author.
172.
Take of—Tincture of aloes, half an ounce;

Soap liniment, one ounce:
Make a liniment.
174.
Take of—Powdered Turkey Rhubarb, half a scruple;

Carbonate of Magnesia, one scruple;
Simple Syrup, three drachms;
Dill Water, eight drachms:
Make a Mixture. One or two teaspoonfuls (according to the age of the

child) to be taken every four hours, until relief be obtained—first shaking the
bottle.
175. See Symptoms and Treatment of Dysentery.
176. For a rhubarb and magnesia mixture prescription, see page 1099 (note).
177. Let the mixture be made by a chemist.
179. Let this mixture, or any other medicine I may prescribe, be always made
by a respectable chemist.
180. My friend, the late Dr. Baly, who had made dysentery his particular
study, considered the combination of opium and castor oil very valuable in
dysentery.
181. See the Treatment of Dysentery.
182. Tennyson.
184. See Infancy—Ablution, page 1016.
185. The Lancet, April 25, 1857.
186. The Foot and its Covering. By James Dowie. London, 1861.
187. The Psalms of David, cxliv. 12.
188. How is milk, in the making of cheese, converted into curds? By rennet.
What is rennet? The juice of a calf’s maw or stomach. The moment the milk enters
the human maw or stomach, the juice of the stomach converts it into curds—into
solid food, just as readily as when it enters a calf’s maw or stomach, and much
more readily than by rennet, as the fresh juice is stronger than the stale. An
ignorant mother often complains that because, when her child is sick, the milk
curdles, that it is a proof that it does not agree with him! If, at those times, it did
not curdle, it would, indeed, prove that his stomach was in a wretchedly weak
state; she would, then, have abundant cause to be anxious.
189. The Times, September 19, 1864.
190. The Lancet, December 18, 1858.
191. Ibid.
192. Although caraway seeds whole are unwholesome, yet caraway-tea, made
as recommended at page 1097, is an excellent remedy to disperse wind.
193. Christian’s Mistake. By the author of “John Halifax Gentlemen.”
194. “Pure air and water are practically the two great elements of health.”—
The Times.
195. The Times.
196. “Two little girls died in London last week from sucking some lucifer
matches.”—The Birmingham Daily Gazette, June 21, 1864.
197. The Times, October 5, 1863.
198. Shakspeare.
199. A Woman’s Thoughts about Women.
200. Tales of a Wayside Inn. By Henry Wadsworth Longfellow.
201. Douglas Jerrold
202. Tennyson.
203. Sir Walter Scott.
204. “But we were gentle among you, even as a woman cherisheth her
children.”—I. Thess. ii. 7.
205. Household Verses on Health and Happiness. London: Jarrold & Sons. I
should advise every mother to purchase a copy of this delightful little book. Unlike
a great deal of poetry, it is both useful and truthful.
206. Life’s Problems. London: Bell & Dalby.
207. The Leadbeater Papers. London: Bell & Dalby.
208. Romans, xii. 10.
209. A Woman’s Thoughts about Women.
210. The Protoplast.
211. Wordsworth.
212. Goldsmith.
213. From an excellent article About Toys, by J. Hamilton Fyfe, in Good
Words for December, 1862, which I should strongly advise a mother to read.
214. The Saturday Review, December 13, 1862.
215. “According to Aristotle, more care should be taken of the body than of the
mind for the first seven years; strict attention to diet be enforced, etc.... The eye
and ear of the child be most watchfully and severely guarded against
contamination of every kind, and unrestrained communication with servants be
strictly prevented. Even his amusements should be under due regulation, and
rendered as interesting and intellectual as possible.”—The Rev. John Williams, in
his Life and Actions of Alexander the Great.
216. Tennyson.
217. Sir Charles Locock in a Letter to the Author.
218. Geo. M’Donald, M.A.
219. Medical Times and Gazette.
220. In case of a sudden attack of croup, instantly give a teaspoonful of
ipecacuanha wine, and repeat it every five minutes until free vomiting be excited.
221. See “Warm baths”—directions and precautions to be observed.
222. Essays and Notes. Churchill.
223. If you put your finger into the mouth of a child laboring under
inflammation of the lungs, it is like putting your finger into a hot apple-pie, the
heat is so great.
224. See page 1210.
225. Diphtheria: by Ernest Hart. A valuable pamphlet on the subject. Dr.
Wade, of Birmingham, has also written an interesting and useful monograph on
diphtheria. I am indebted to the above authors for much valuable information.
226. “Now all my carefully conducted inquiries induce me to believe that the
disease comes from drain-poison. All the cases into which I could fully inquire
have brought conviction to my mind that there is a direct law of sequence in some
peculiar conditions of atmosphere between diphtheria and bad drainage; and if
this be proved by subsequent investigations, we may be able to prevent a disease
which, in too many cases, our known remedies cannot cure.”—W. Carr, Esq.,
Blackheath. British Medical Journal, Dec. 7, 1861.
227. Let the infusion of roses be made merely with the rose-leaves and boiling
water.
228. See page 1221.
229. See page 1210.
230. Edinburgh Medical Journal.
231. On the 4th of March, 1856, I had the honor to read a Paper on the
Treatment of Scarlet Fever before the members of Queen’s College Medico-
Chirurgical Society, Birmingham,—which Paper was afterward published in the
Association Journal (March 15, 1856); and in Braithwaite’s Retrospect of Medicine
(January-June, 1856); and in Ranking’s Half-Yearly Abstract of the Medical
Sciences (July-December, 1856); besides in other publications. Moreover, the
Paper was translated into German, and published in Canstatt’s Jahresbericht, iv.
456, 1859.
232. In the Times of September 4, 1863, is the following, copied from the
Bridgewater Mercury:
“Gross Superstition.—In one of the streets of Taunton there resides a man
and his wife who have the care of a child. This child was attacked with scarlatina,
and to all appearance death was inevitable. A jury of matrons was, as it were,
impaneled, and, to prevent the child ‘dying hard,’ all the doors in the house, all the
drawers, all the boxes, all the cupboards were thrown wide open, the keys taken
out, and the body of the child placed under a beam, whereby a sure, certain, and
easy passage into eternity could be secured. Watchers held their vigils throughout
the weary night, and in the morning the child, to the surprise of all, did not die,
and is now gradually recovering.”
These old women—this jury of matrons—stumbled on the right remedy, “all
the doors in the house ... were thrown wide open,” and thus they thoroughly
ventilated the apartment. What was the consequence? The child who, just before
the opening of the doors, had all the appearances “that death was inevitable,” as
soon as fresh air was let in, showed symptoms of recovery, “and in the morning the
child, to the surprise of all, did not die, and is now gradually recovering.” There is
nothing wonderful—there is nothing surprising to my mind—in all this. Ventilation
—thorough ventilation—is the grand remedy for scarlatina! Oh, that there were in
scarlet fever cases a good many such old women’s—such a “jury of matrons”—
remedies! We should not then be horrified, as we now are, at the fearful records of
death, which the Returns of the Registrar-General disclose!
233. For the prescription of the acidulated infusion of roses with syrup, see
page 1221.
234. On the importance, the vital importance, of the wearing of flannel next to
the skin, see Flannel Waistcoats.
235. If any of my medical brethren should do me the honor to read these
pages, let me entreat them to try my plan of treating scarlet fever, as my success
has been great. I have given full and minute particulars, in order that they and
mothers (if mothers cannot obtain medical advice) may give my plan a fair and
impartial trial. My only stipulations are that they must begin with my treatment,
and not mix any other with it, and carry out my plan to the very letter. I then, with
God’s blessing, shall not fear the result; but shall rejoice that I have been of some
little service in my generation.
236. “It would be well if we were to use whitewash in many cases where great
cleanness of surface cannot be obtained. We remove in this way, by an easy
method, much of the dullness and still more of the unwholesomeness of dirt.”—Dr.
Angus Smith, in Good Words, April, 1861.
237. Quarterly Report of the Board of Health upon Sickness in the
Metropolis.
238. Vesicles. Small elevations of the cuticle, covering a fluid which is
generally clear and colorless at first, but becomes afterward whitish and opaque, or
pearly.—Watson.
239. See page 1221.
240. For the prescription of the ipecacuanha wine mixture, see page 1210.
241. For the treatment of bronchitis, see page 1214.
242. The above extract from Tennyson is, in my humble opinion, one of the
most beautiful pieces of poetry in the English language. It is a perfect gem, and a
volume in itself, so truthful, so exquisite, so full of the most valuable reflections:
for instance—(1) “The little rift within the lute,”—the little tubercle within the lung,
“that by-and-by will make the music mute, and ever widening slowly silence all,”
and the patient eventually dies of consumption. (2) The little rent—the little rift of
a very minute vessel in the brain, produces an attack of apoplexy, and the patient
dies. (3) Each and all of us, in one form or another, sooner or later will have “the
little rift within the lute.” But why give more illustrations? a little reflection will
bring numerous examples to my fair reader’s memory.
243. Four poppy-heads and four ounces of chamomile blows to be boiled in
four pints of water for half an hour, and then strained to make the decoction.
245. Infusion of senna may be procured of any respectable druggist. It will
take about one or two tablespoonfuls, or even more, of the infusion (according to
the age of the child and the obstinacy of the bowels), to act as an aperient. Of
course you yourself will be able, from time to time, as the need arises, to add the
milk and the sugar, and thus to make it palatable. It ought to be given warm, so as
the more to resemble tea.
246. A Manual of Practical Therapeutics. By Edward John Waring, F.R.C.S.
London: John Churchill and Sons.
247. One part of bran to three parts of flour, mixed together and made into
bread.
248. See page 1094.
249. An enema apparatus is an important requisite in every nursery; it may be
procured of any respectable surgical-instrument-maker. The india-rubber enema
bottle is, for a child’s use, a great improvement on the old syringe, as it is not so
likely to get out of order, and, moreover, is more easily used.
250. Blackwood, December, 1861.
251. If any of my medical brethren should perchance read these
Conversations, I respectfully and earnestly recommend them to take more pains in
making medicines for children pleasant and palatable. I am convinced that, in the
generality of instances, provided a little more care and thought were bestowed on
the subject, it may be done; and what an amount of both trouble and annoyance it
would save! It is really painful to witness the struggles and cries of a child when
nauseous medicine is to be given; the passion and the excitement often do more
harm than the medicine does good.
252. George M‘Donald, M.A.
253. Nurses at these times ought to wear slippers, and not shoes.
254. Household Verses on Health and Happiness. London: Jarrold & Sons. A
most delightful little volume.
255. Which fine-tooth comb ought not to be used at any other time except for
the purpose of examination, as the constant use of a fine-tooth comb would scratch
the scalp, and would encourage a quantity of scurf to accumulate.
256. Where milk does not agree, it may generally be made to do so by the
addition of one part of lime-water to seven parts of new milk. Moreover, the lime
will be of service in hardening his bones; and in these cases, the bones require
hardening.
257. Which may be procured at any respectable india-rubber warehouse.
258.
Take of—Spirits of Turpentine, three drachms;

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Forecast Error Correction using

Dynamic Data Assimilation 1st Edition

Error Correction Coding Mathematical Methods and

Error Correction Coding and Decoding Bounds Codes

Cryptology and Error Correction An Algebraic

Accurate Results in the Clinical Laboratory-A Guide to

Ultimate Enterprise Data Analysis and Forecasting using

Data Assimilation for Atmospheric Oceanic and

Data Assimilation for the Geosciences. From Theory to

Introduction to error analysis the science of

More information about this series at http://www.springer.com/series/10176

Forecast Error Correction

ISSN 2194-5217 ISSN 2194-5225 (electronic)

Library of Congress Control Number: 2016940961

© Springer International Publishing Switzerland 2017

Printed on acid-free paper

This Springer imprint is published by Springer Nature

In this book, we focus on deterministic forecasting based on governing dynamical

A good working knowledge at the BS level of the standard calculus sequence,

Norman, OK, USA Sivaramakrishnan Lakshmivarahan

Our interest in forward sensitivity-based approach to forecast error correction

We are particularly grateful to several graduate students at the University of

Part I Introduction to Forward Sensitivity Method

5.3.5 Structure of the Off-Line Optimal Control. . . . . . . . . . . . . . . . . . . . 120

Part II Applications of Forward Sensitivity Method

7.5 Sensitivity Plots . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236

A Basic Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 255

1.1 Predictability Limits

As neophytes in science, we wondered about predictability. On the one hand, we

© Springer International Publishing Switzerland 2017 3

Fig. 1.1 Edward Lorenz is

(forecasts on the order of weeks to months). To solidify his conjecture on the

1.2 Sources of Error that Limit Predictability

We have already mentioned the unrepresentativeness of observations as a source

1.3 Data Assimilation in Service to Prediction

1.4 Overview and Goals

As we have seen in our historical review, knowledge of model predictability

1.5 A Classification of Forecast Dynamics and Errors

1.5.1 Forecast Dynamics

Consider a dynamical system described by a system of ordinary nonlinear

z.t/ D h.Ox.t/ C .t/; (1.5.3)

1.5.2 Forecast Errors

The forecast error ep .t/ 2 Rm is defined as follows:

ep .t/  z.t/  h .x.t// D b.t/ C .t/; (1.5.4)

the sum of a deterministic part

b.t/ D h .Ox.t//  h .x.t// ; (1.5.5)

ep .t/ D .t/: (1.5.6)

ep .t/ D b.c; t/ C .t/: (1.5.7)

eF D b .c; f; h; t/ C .t/ (1.5.8)

1.6 Organization of the Monograph

1.7.1 Demonstrations and Problems

Demonstration: Population Dynamics

Background: The U.S. Census Bureau conducts a survey of the country’s

where P is population and > 0 is a proportionality constant.

where a value of D 0:30 per decade reasonably well represents the

Table PD.1 Census data

Solve for t when D D 2.0:0356/ t D ln 2=0:3 D 2:31 decades or 23:1 years.

Demonstration: Burgers’ Laminar-Turbulent Model

The energy equation for this flow regime is

Demonstration: Restricted 3-Body Problem

In mid-to late-nineteenth century George William Hill, a mathematician with a

where M is the sum of masses and G is the gravitational constant

Cf Co Poincare’s 3 - body Problem

ep .t/ z.t/ h .x.t// D b.t/ C .t/; (1.5.4)

b.t/ D h .Ox.t// h .x.t// ; (1.5.5)

Thus T 40 years. Let M1 be located at .x; y/ D .x1 ; 0/ where x1 > 0, and