Glasses with flat lenses show a symmetric world: rise and fall, heat and cold look the same. For decades, climatologists have viewed El Niño through such glasses, using linear inverse models. These captured the rhythm of oscillations but missed that the warm phase of El Niño is typically sharper and stronger than the cold La Niña. The skew remained beyond the visible.
The new work proposes bending the lens: adding quadratic terms to the stochastic differential equation. If a linear model is a flat pane, a quadratic one is a curved lens that focuses not only the mean but also the asymmetry. The parameters of such a lens are estimated from correlation functions of observed data up to fourth order. It is like determining the shape of a lens by how it refracts light from different angles.
The method was tested on a two-dimensional synthetic system without chaos and on the three-dimensional Lorenz system with chaos. On real El Niño 3.4 data from 1979 to 2021, the new lens produced skewed distributions: the Wasserstein distance for sea surface temperature dropped from 0.0949 for linear models to 0.0555 for the nonlinear one with colored noise. The skew that was once invisible has now emerged.
Climatologists can now examine the asymmetry of other atmospheric and oceanic regimes, no longer settling for symmetric pictures. The lens has become more precise, and the world through it is closer to reality.
The minimum dimension for chaos in an autonomous differentiable system is three, so the authors first test the method on a two-dimensional system (where chaos is absent) and then on the three-dimensional Lorenz system.