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The real butterfly effect

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2014 Nonlinearity 27 R123
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| London Mathematical Society

Nonlinearity 27 (2014) R123R141

Nonlinearity
doi:10.1088/0951-7715/27/9/R123

Invited Article

The real butterfly effect

1,2

T N Palmer1 , A Doring
and G Seregin3
1
2
3

Department of Physics, University of Oxford, Parks Rd, Oxford, OX1 3PU, UK

Department of Physics, University of Erlangen-Nurnberg, Staudstrasse 7, 91058, Germany
Mathematical Institute, University of Oxford, Woodstock Rd, Oxford, OX2 6GG, UK

E-mail: t.n.palmer@atm.ox.ac.uk

Received 4 February 2014, revised 13 July 2014

Accepted for publication 14 July 2014
Published 19 August 2014
Recommended by K Julien
Abstract

Historical evidence is reviewed to show that what Ed Lorenz meant by the

iconic phrase the butterfly effect is not at all captured by the notion of sensitive
dependence on initial conditions in low-order chaos. Rather, as presented in
his 1969 Tellus paper, Lorenz intended the phrase to describe the existence of
an absolute finite-time predicability barrier in certain multi-scale fluid systems,
implying a breakdown of continuous dependence on initial conditions for large
enough forecast lead times. To distinguish from mere sensitive dependence,
the effect discussed in Lorenzs Tellus paper is referred to as the real butterfly
effect. Theoretical evidence for such a predictability barrier in a fluid described
by the three-dimensional NavierStokes equations is discussed. Whilst it is
still an open question whether the NavierStokes equation has this property,
evidence from both idealized atmospheric simulators and analysis of operational
weather forecasts suggests that the real butterfly effect exists in an asymptotic
sense, i.e. for initial-time atmospheric perturbations that are small in scale and
amplitude compared with (weather) scales of interest, but still large in scale and
amplitude compared with variability in the viscous subrange. Despite this, the
real butterfly effect is an intermittent phenomenon in the atmosphere, and its
presence can be signalled a priori, and hence mitigated, by ensemble forecast
methods.
Keywords: butterfly effect, finite-time predictability, chaos, surface quasigeostrophic equations
Mathematics Subject Classification: 37L99

1. Introduction

The butterfly effect is one of the most iconic phrases in 20th century science. As described in
numerous textbooks and as understood by almost all those who work in nonlinear dynamics,
0951-7715/14/090123+19$33.00

2014 IOP Publishing Ltd & London Mathematical Society

Printed in the UK

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Nonlinearity 27 (2014) R123

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the expression encapsulates the more technical notion of sensitive dependence on initial
conditions in chaos theory. The expression is generally attributed to Ed Lorenz as a metaphor
for the unpredictability of low-order chaotic systems, as described in his seminal 1963
paper [18].
As is often the case, the truth of the matter has become distorted by the passage of
time. The phrase the butterfly effect was coined by Gleick in his popular book on Chaos
[6]. Gleicks inspiration was the title of a presentation which Lorenz gave at a scientific
meeting in 1972, based on relatively recent research [19] on loss of predictability in multiscale fluid systems. Crucially, the type of unpredictability described in this research was
much more radical than mere sensitive dependence on initial conditions. In particular,
this research led Lorenz to speculate on the existence of an absolute horizon for loss of
predictabilitya horizon which could not be extended in time by reducing uncertainty in the
initial conditions. The Lorenz 1963 system cannot exhibit this type of unpredictability because,
although sensitive to initial conditions, solutions nevertheless depend continuously on initial
conditions.
In section 2 these historical developments are described in more detail. In section 3
results are presented from an idealized nonlinear simulator of three-dimensional turbulence
which provides some evidence for the finite-time loss of predictability described by Lorenz.
In section 4 evidence is discussed for whether the effect about which Lorenz speculated is a
provable property of the three-dimensional NavierStokes equations. We conclude it is still
an open question.
Since the butterfly effect is almost universally considered synonymous with sensitive
dependence on initial conditions, in this paper we introduce the expression the real butterfly
effect to describe what Lorenz really had in mind. In section 5 we reformulate the real
butterfly effect in terms of what is described as asymptotic ill conditioning and conclude that
it is a real effect and extremely relevant to modern-day weather prediction. On the other hand,
it appears only intermittently and its effect and can be largely mitigated through ensemble
forecast techniques. Some concluding remarks are made in section 6.
2. The real butterfly effect: an historical analysis

The opening chapter of James Gleicks influential book popularizing the science of chaos
is entitled The Butterfly Effect. Gleick describes the now well-known story of how
meteorologist and founding father of chaos theory, Ed Lorenz, discovered the sensitive
dependence on initial conditions of solutions of his seminal 1963 model of low-order
chaos
x = (y x)
y = x(r z) y
z = xy bz.

(2.1)

Here X = (x, y, z) is the state vector of the Lorenz system, whilst , r and b are positive
parameters. What was Gleicks inspiration for this iconic phrase? It came from the title of a
presentation which Lorenz gave at a meeting of the American Association for the Advancement
of Science (AAAS) in December 1972. The title of the presentation was Does the Flap of a
Butterflys Wings in Brazil set off a Tornado in Texas?.
That Ed Lorenz himself saw the phrase the butterfly effect as describing the phenomena
described in this AAAS presentation is consistent with the fact that the first appendix to his
popular 1993 book The Essence of Chaos [20], which reproduces in original form the text of
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this AAAS presentation, is also entitled The Butterfly Effect 4 . Below, a key part of this
presentation is reproduced verbatim. From this it will be seen that what Lorenz understood by
the butterfly effect is in fact something much more radical than mere sensitive dependence
on initial conditions.
To set the scene, Lorenz is discussing the predictability of weather systems in a session
devoted to an international weather research programme called The Global Atmospheric
Research Programme. Consider a cyclonic weather system with an overall scale of a thousand
kilometres. A key question is to ask how far ahead could such a weather system be predicted:
one day, one week, one month? In considering the answer to this question, Lorenz noted that
embedded within this weather system may be mesoscale structures whose scales are hundreds
of kilometres or less and embedded within these mesoscale structures may be individual cloud
systems with scales of kilometres. Within a cloud, the saturated air can be highly turbulent
with sub-cloud eddies having scales of metres or less. Lorenz asks the question: what is crucial
for determining the overall predictability of the cyclonic weather system? Is it uncertainties in
the initial state on the scale of the weather system itself, or uncertainties in the initial state on
the scale of the sub-cloud turbulence. At this point it is worth quoting directly from appendix 1
of The Essence of Chaos:
(1) Small errors in the coarser structure of the weather patternthose features which
are readily resolved by conventional observing networkstend to double in
about three days. As the errors become larger, the growth rate subsides. This
information alone would allow us to extend the range of acceptable prediction
by three days every time we cut the observation error in half, and would offer the
hope of eventually making good forecasts several weeks in advance.
(2) Small errors in the finer structuree.g. the positions of individual cloudstend
to grow much more rapidly, doubling in hours or less. This limitation alone would
not seriously reduce our hopes for extended-range forecasting, since ordinarily
we do not forecast the finer structure at all.
(3) Errors in the finer structure, having attained appreciable size, tend to induce
errors in the coarser structure. This result, which is less firmly established than
the previous ones, implies that after a day or so there will be appreciable errors
in the coarser structure, which will thereafter grow just as if they had been
present initially. Cutting the observation error in the finer structure in half
a formidable taskwould extend the range of acceptable prediction of even the
coarser structure only by hours or less. The hopes for predicting two weeks or
more in advance are thus greatly diminished.
The cognoscenti in the audience would have known that in this presentation Lorenz was
actually giving a highly simplified version of his technical paper The predictability of a flow
which possesses many scales of motion, published in 1969 (and hence only a few years before
the AAAS meeting) in the Scandinavian journal Tellus. The following words are taken directly
from the abstract of the 1969 paper.
It is proposed that certain formally deterministic fluid systems which possess many
scales of motion are observationally indistinguishable from indeterministic systems;
4 As discussed by Lorenz in [20], this title was actually created by the Session Chair, meteorologist Phil Merilees
(who was unable to contact Lorenz at the time the programme titles had to be submitted). However, Merliees title
was quite appropriate because Lorenz himself had used the symbolism of flaps of seagulls wings as characterizing the
potential unpredictability of weather. If Merilees title had actually used the symbolism of seagulls and the seagull
effect had instead become common currency in describing sensitive dependence in low-order chaos, the discussion
below would still be just as relevant.

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specifically that two states of the system differing initially by a small observational
error will evolve into two states differing as greatly as randomly chosen states of
the system within a finite time interval, which cannot be lengthened by reducing the
amplitude of the initial error.
The crucial words which distinguish the type of systems considered in the 1969 paper from
those for whom the 1963 model is a prototype, occur at the endfor these systems a reduction
in amplitude of initial error will not reduce the amplitude of the forecast error, after a certain
finite time.
Low-order chaos cannot have this property of finite-time loss of predictability: for example,
even though the Lorenz 1963 system exhibits sensitive dependence on initial conditions, it
nevertheless exhibits continuous dependence on initial conditions. Put simply, one can predict
as far ahead as one wants in the Lorenz 1963 system, providing uncertainty in the initial
conditions is small enough. To show that the Lorenz 1963 system has the property of continuous
dependence on initial conditions, consider first the energy identity:
1
|X|2 + x 2 + y 2 + bz2 = ( + r)xy,
2 t
where |X| is the length of the state vector X. Since the rate of growth of |X| is determined by
terms which are no more than quadratic in the state variables, very rough arguments show that
there exists a positive constant c1 , depending on , r, and b such that
|X(t)|
|X0 | exp (c1 t)
for all t  0, where X0 = (x0 , y0 , z0 ) denote initial conditions. Of course, Lorenz showed
something much strongeri.e. that trajectories cannot escape to infinity as t . More
precisely, there exists a ball of R3 centred at the origin such that the rest of the trajectory X(t),
starting from some t0  0, remains in this ball. The radius of this ball is determined by , r
and b only. In the language of dynamical systems, (2.1) has a bounded absorbing set. Now let
X(t) + X(t) be a solution to the Lorenz system with perturbed initial data X0 + X0 so that
X(t) satisfies the perturbed system:
x = (y x),
y = x(r z) xz zx y,
z = xy + yx + xy bz.
The energy identity for the perturbed system can be written as
1
|X|2 + (x)2 + (y)2 + b(z)2 = ( + r)xy + (yz zy)x.
2 t
Consider a time t in the interval [0, T ], then, taking into account the first energy estimate, we
can state that there exists a positive constant c2 (, r, b, X0 , T ) such that
|X(t)|
|X0 | exp (c2 t)

(2.2)

for all t [0, T ]. The latter means that solutions to the Lorenz system depend continuously
on the initial data on the closed interval [0, T ].
A simple scaling argument can be used to understand why the type of nonlinear multiscale systems described by Lorenz in [19] may not necessarily be of this type. Consider a
three-dimensional multi-scale turbulent fluid. Let k denote horizontal eddy wavenumber and
E(k) the corresponding eddy kinetic energy per unit wavenumber. From simple dimensional
arguments a generic timescale (k) k 3/2 E 1/2 can be defined; it is supposed that (k)
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characterizes the time it takes for errors at wavenumber k to grow and infect nonlinearly the
accuracy of simulations at the larger scale k/2.
Now suppose we are only interested in predicting large-scale aspects of the flow (in
Lorenzs terminology, the cyclonic weather pattern, but not the detailed cloud structures
embedded within the cyclone). Let kL denote a characteristic wavenumber of these largescale weather patterns. It can then be asked how long, P , it will take before initial errors at
large wavenumbers 2N kL , N  1, will affect large-scale simulations of the flow. A plausible
estimate of this is given by [17]
P (N ) = (2N kL ) + (2N 1 kL ) + (2N 2 kL ) + . . . (20 kL ) =

N

(2n kL ).

(2.3)

n=0

Now the kinetic energy E(k) of nonlinear multi-scale systems often exhibits power-law
structure [21]. For rapidly rotating almost two-dimensional fluid systems forced at largescale, e.g. as described by the quasi-geostrophic equations, E(k) k 3 implying that (k) is
actually independent of k. In such systems, P (N ) diverges as N . This is consistent
with continuous dependence on initial conditions: providing the initial error is at a sufficiently
small scale and hence is sufficiently small in amplitude, it can take an arbitrarily long time
before the initial error infects scales greater than the minimum scale of interest kL .
On the other hand, for a fully three-dimensional fluid system, then E(k) k 5/3 consistent
with the famous Kolmogorov scaling. For such a system (k) k 2/3 and P (N ) is
convergent (to about 2.7 (kL )) as N . This is precisely the situation described more
qualitatively in Lorenzs AAAS paperthe paper which spawned the phrase the butterfly
effect. In particular, if the weather scale of interest is equal to 1000 km and an inherent
predictability time (kL ) 3 days, then a cloud scale with a length scale of 1 km will have a
inherent predicability time 3/4 h. Going further, the same scaling estimate implies a sub-cloud
eddy with scale 1 m would have an inherent predictability time of less than a minute. Hence,
according to this scaling argument, if we invested in an observing system which measured
the initial state perfectly down to scales of 1 m, we would add less than half a minute to the
predictability time of the weather scale of interest, compared with an observing system with
resolution 1 km.
Figure 1, from [19], illustrates this graphically. To produce this result, Lorenz considers
the two-dimensional vorticity equation
t + J (, ) = 0

2 = ,

(2.4)

which is linearized about a reference solution. An equation for the evolution of error variance is
then derived with expectations over ensembles of errors and over reference states. Assumptions
of isotropy and homogeneity are made, implying that solutions depend only on k. Also,
fourth order moments, which arise as products of quadratic functions of the reference solution
multiplied by quadratic functions of the error terms, are assumed to be factorizable as products
of expectations of quadratics. The reader is referred to [19] for details of the derivation of this
quasi-empirical equation. However, the key equation for error growth which results from this
analysis is given by
n


d 2 Zk
=
Ckl Zl ,
(2.5)
dt 2
l=1
where Zk is the ensemble-mean of the kinetic energy of the error fields as a function of
wavenumber k, and Ckl is a (highly asymmetric) array of spectral interaction coefficients.
Nonlinearity is represented in the model by simply cutting off the growth of error when it
reaches saturation, i.e. the value of the background kinetic energy. This sudden imposition of
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5 days
1 day
15 m
5 hrs

0.4
0

1.2

39

156

625

2500

5000

10000

20000

40000

1 hr

Kilometres

Figure 1. The key figure from [19] illustrating what Lorenz himself meant by the

butterfly effect. The bounding curve at the top shows the saturation energy as a function
of horizontal scale. The other curves show the evolution of error, where initial error is
contained in very small scales only. The error growth curves coincide with the bounding
curve at their intersection with the bounding curve. Areas are proportional to energy.
According to the figure, a further halving of initial error would add minutes or less to the
overall predictability time of the large scales. Reproduced with permission from [19].

nonlinearity has recently been improved by Durran and Gingrich [4], without any dramatic
change in results.
Figure 1 shows a bounding curve which describes an assumed background kinetic energy
spectrum as a function of horizontal scale. The other curves show the growth in amplitude
and spatial scale of the energy of forecast error, with initial error restricted to very large
wavenumbers. The error is shown at forecast times of 15 min, 1 h, 5 h, 1 day and 5 days.
The error curves coincide with the thick bounding curve to the right of their intersection with
the bounding curve. On the basis of this model, a typical weather scale would have an
absolute predictability of about 1 day, whilst the largest planetary scales in the atmosphere
would have an absolute predictability of about 10 days. According to the real butterfly effect,
these predicability estimates would not be extended in any significant way, by making the
initial error smaller.
Over the years, as numerical weather prediction systems have become more and more
sophisticated, Lorenzs predictability estimates have been shown to be unduly pessimistic
these days individual weather systems can often be predicted with skill a week or more
ahead [30]. This implies either that one or more of the assumptions used by Lorenz in his 1969
paper must be incorrect, or that the phenomenon is not as ubiquitous as Lorenz may have thought
it was. Some of these issues are discussed in more detail below. However, for now, as a result
of the fact that Lorenzs analysis was not rigorous, and because estimates of predictability
appeared unduly pessimistic, the 1969 paper is not so well known to recent generations of
meteorologists as it was in the early 1970s. On top of this, with the mathematicians discovery
of the 1963 paper in the 1970s, the 1969 paper has been utterly eclipsed by the 1963 paper.
However, as will be discussed in the next section, with minor modifications, the basic concept
illustrated in the 1969 paper is not at all discredited. The real butterfly effect is still alive and
flapping!
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Figure 2. Variance power spectra of wind and potential temperature based on aircraft

observations. The spectra of meridional wind and temperature are shifted by one and
two decades to the right, respectively. Lines with slopes 3 and 5/3 are entered at the
same relative coordinates for each variable, for comparison. Reproduced from [24].
American Meteorological Society. Used with permission.

3. The surface quasi-geostrophic equations

As discussed by Rotunno and Snyder [29] at the time Lorenz was writing his 1969 paper,
it was only just becoming apparent that the observed energy spectrum of the atmospheric
circulation on weather (and larger timescales) is much closer to a k 3 power-law behaviour
than a k 5/3 behaviour [31], consistent with the energy spectrum of an almost two-dimensional
system forced at the large-scale. Hence, Lorenzs use of a two-dimensional vorticity equation
to represent k 5/3 behaviour is inconsistent with these observations. Moreover, as discussed
above, in a k 3 system, the predictability time can be made arbitrarily long by making initial
error sufficiently small. In particular, the predictability time of a k 3 system can be much
longer than that of a k 5/3 system. This would seem to explain the pessimistic predicability
estimates in Lorenzs 1969 paper.
However, as estimates of atmospheric energy spectra were obtained over a range of
horizontal scales, from thousands of kilometres to kilometres, it was clear (see figure 2) that
the observed power-law structure makes a transition from k 3 to k 5/3 at scales of around
100 km. At this scale the effects of Earths rotation become less dominant on circulations,
and their structure becomes increasingly three dimensional. These days, the truncation scales
of global numerical weather prediction models (typically around 1020 km) lie well within
the k 5/3 range. One can therefore speculate that the real butterfly effect remains relevant to
modern-day prediction, in the sense that a decrease in initial error made by decreasing model
resolution may not increase the predictability of weather scales of interest.
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But how can this be tested? The so-called surface quasi-geostrophic (SQG) equations [1]
have been studied intensely since the mid-90s, see e.g. [7]. The equations provide an interesting
toy model that exhibit multi-scale physics and turbulence-like behaviour with a k 5/3 energy
spectrum. These equations describe the evolution of some boundary temperature field under
advection by an internal 3D fluid, which itself satisfies a strong (zero potential vorticity)
constraint. Hence, although the SQG equations are formally 2D and therefore computationally
tractable, they describe the energy-cascade dynamics of a 3D turbulent fluid (in particular,
therefore, they should not be confused with the more familiar quasi-geostrophic equations)
which mimics the 3D Euler equations [22]. The SQG equations are
D

=
+ v = 0,
Dt
t
where the 2D velocity, v = (v1 , v2 ), is determined by by a stream function ,



(v1 , v2 ) =
= ,
,
x2 x1

(3.6)

(3.7)

and satisfies
1

() 2 = .

(3.8)

Thus can be inferred from the scalar by


1
=
(x + y, t) dy.
2
|y|
R

(3.9)

In the presence of topography h, we replace by + ch in (3.6), where c is a constant, so that

D

=
+ v ( + ch) = 0.
(3.10)
Dt
t
There are a number of physical, geometric and analytic analogies between the SQG equations
and the 3D Euler equations which make numerical investigations with the SQG equations
appropriate. In particular, the vector field is analogous to the vorticity in 3D
incompressible flow, and the level sets of are analogous to vortex lines for 3D Euler equations.
For certain initial conditions, the size of | | grows fast, and it is an open question whether
a singularity can form in finite time. For more details, the reader is referred to [22].
Rotunno and Snyder repeated the analysis in Lorenzs 1969 paper, but now using the SQG
equations. Key results from that study are shown in figure 3. In figure 3(a) parametrized
error growth for the SQG system is shown. Figure 3(b) shows the same for two-dimensional
turbulence with a k 3 spectrum. Unlike figure 1 for the Lorenz 1969 system, the error growth
is shown with linear forecast time increments. For SQG, consistent with the real butterfly
effect, the convergence to a finite-time horizon at t = 2 is clear. By contrast in the 2D system
there is no convergence at t = 2or indeed any other timeand hence no real butterfly effect,
even though the 2D system still exhibits sensitive dependence on initial conditions, and hence
chaos.
Rotunno and Snyders study continued to use Lorenzs parametrized error growth model.
It is of interest to assess evidence for the real butterfly effect in the SQG system without
resorting to such a parametrized error growth model. Here the growth of small initial-condition
perturbations in the SQG model is shown 5 . To do this, a long reference integration was made
with a truncation wavenumber k = 127 with fractal surface topography h defined by a simple
midpoint displacement algorithm. Perturbations were added to states from the reference run
5

Here we use the spectral implementation www.cims.nyu.edu/shafer/tools/index.html of the SQG equations by

Shafer Smith at the Courant Institute.
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(a) SQG

(b) 2DV

t=2
t=2

5/3

t=0
t=0
1

104 1

104

A reworking of figure 1, using the surface quasi-geostrophic equations

as well as the two-dimensional vorticity equations. Evolution of error energy per
unit wavenumber as a function of time, for linear increments in time (a) surface
quasi-geostrophic turbulence and (b) two-dimensional turbulence. The heavy solid
line indicates the base-state kinetic energy spectra per unit wavenumber. Reproduced
from [29]. American Meteorological Society. Used with permission.
Figure 3.

states at four different times ti (0) along the trajectory (defined by ti (0) = 1, 1.5, 2 and 2.5
million timesteps from the start of the reference integration). For each ti (0), three differently
sized perturbations pj were formed by taking the difference between the reference integration
at ti (0) and the reference integration at ti (0) + 2 million timesteps, and filtering this difference
so that only components with wavenumber greater than kj remain. Here k1 = 15, k2 = 31
and k3 = 63. As an example, figure 4 shows and at t0 = 1 million timesteps. In order
to define perturbation amplitude, all fields were first filtered to retain only wavenumbers 15 or
less (these, it is assumed, correspond to the larger-scale weather patterns of interest). Then,
for each grid point, the square of the difference between the perturbed and the unperturbed
streamfunction field was taken, the values averaged over all grid points, and the square root
taken. Results are shown in figure 5.
A number of points can be made. Firstly it can be seen that the growth of perturbations is
dependent on the initial condition ti (0). This is to be expected in any nonlinear system. (Let
X = F [X] denote a nonlinear dynamical system. Small perturbations evolve according to the
linearized equation X = dF /dX X. Since F is at least quadratic in X, then J is at least
linear, and hence dependent on X.) Secondly, it can be seen that for all four initial conditions,
a reduction in the amplitude of the initial perturbation from k1 = 15 to k2 = 31 does lead
to a reduction in the amplitude of the evolved perturbation, at least to about 4000 timesteps.
However, in three of the four cases (figure 5 top left, top right and bottom left), a further
reduction in the amplitude of the initial perturbation from k2 = 31 to k2 = 63 leads to almost
no further drop in evolved perturbation amplitude. For the fourth initial condition (figure 5
bottom right), this further reduction in amplitude does lead to a long-term reduction in the
amplitude of the perturbation. Overall, these results are consistent with behaviour expected
as a result of the real butterfly effect. However, in order to provide results which can be
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Figure 4. Model state after 1M timesteps. Top: field. Bottom: field.

compared more directly with those from [29], a much larger number of initial conditions and
with a much higher resolution version of this model will be needed. It is intended to perform
such experiments and report on the results in due course. Nevertheless, a consequence of
figure 5, which could not have been obtained from the parametrized error model, is that the
real butterfly effect is likely to be an intermittent phenomenon in practice. This in turn raises
an important practical question as to whether it is possible to mitigate the impact of such
situations by flagging a priori the possibility that a given initial state is likely to be particularly
sensitive to rapidly growing small-scale perturbations. This issue is addressed further in
section 5.
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0.01

0.01

0.008

0.008

0.006

0.006

0.004

0.004

0.002

0.002

5000

10000

0.01

0.01

0.008

0.008

0.006

0.006

0.004

0.004

0.002

0.002

5000

10000

5000

10000

5000

10000

Figure 5. Growth of perturbations pj , j = 1 . . . 3 from initial conditions ti (0),

i = 1 . . . 4. Solid: j = 1 corresponding to initial perturbations truncated to wavenumber
15. Dotted: j = 2 corresponding to initial perturbations truncated to wavenumber 31.
Dashed: j = 3 corresponding to initial perturbations truncated to wavenumber 63.

4. The NavierStokes equations

Referring back to the quote in section 2 from the abstract of [19], the real butterfly effect posits
that two states of the atmosphere, differing initially by a small perturbation field, will evolve
into two states differing as much as randomly chosen states of the system within a finite time
interval, and that this time interval cannot be lengthened by reducing the amplitude of the initial
error. One could imagine that this small perturbation projects entirely onto scales within the
viscous subrange. Surely, when the perturbation is this small, the real butterfly effect cannot
be literally true. Can it?
Lorenz was aware that his parametried analysis of the real butterfly effect was not rigorous,
commenting the following.
We have not been able to prove or disproof our conjecture, since in order to render the
appropriate equations tractable we have been forced to introduce certain statistical
assumptions which cannot be rigorously defended.
The question therefore arises: is the real butterfly effect a property of the full NavierStokes
equations? To answer this, recall that a mathematical model of some physical phenomenon is
well posed if it has the properties that
solutions exist,
solutions are unique,
solutions depend continuously on the initial data in some reasonable topology.
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As discussed above, the real butterfly effect in its literal sense can be associated with a
breakdown of continuous dependence, and hence a breakdown of well-posedness. Is the
initial-boundary value problem for the 3D NavierStokes equations ill posed?
The classical initial-boundary value problem for the NavierStokes system describing the
flow of a viscous incompressible fluid in a domain  of the three-dimensional Euclidian space
R3 can be formulated as follows: find the velocity field u(x, t) = (u1 (x, t), u2 (x, t), u3 (x, t))
and the pressure field p(x, t) that satisfy the NavierStokes equations
t u(x, t) + u(x, t) u(x, t) u(x, t) = p,

div u(x, t) = 0

(4.11)

for all x  and for all instances of time t > 0, subject to the homogeneous Dirichlet
boundary condition
u(x, t) = 0

(4.12)

for all x belonging to the boundary  of the domain  and for all t > 0, and the initial
condition
u(x, 0) = u0 (x)

(4.13)

for all x . It is supposed that u0 is a given smooth divergence-free field vanishing on the
boundary and the viscosity is a positive parameter.
Before discussing continuous dependence on initial conditions, there is a more basic issue
to consider: whether or not there exists a unique flow u starting with the initial velocity u0 and
smoothly evolving in time from t = 0 to . This is one of seven millennium problems stated
by the Clay Mathematical Institute in 2000, see [5]. It is still an open problem.
On the other hand, providing

| u0 (x)|2 dx < ,
(4.14)


then it can be shown that there exists a positive time T , depending on u0 and , and a pair of
smooth functions u and p satisfying the NavierStokes equations in  (0, T ). For t < T
the smooth function u is known as a strong solution to the NavierStokes equations.
Denote by T the longest time that such a strong solution u to (4.11)(4.13) exists. Then
the millennium problem may be reformulated by asking whether T = or T < . It can
be shown that T = , implying a unique global strong solution, providing the quantity on the
left-hand side of inequality (4.14), is sufficiently small. Conversely, the necessary condition
for T < is that
lim sup |u(x, t)| = .

(4.15)

tT 0 x

The time T is also referred to as a blow-up time since it is known that (4.15) is equivalent to

| u(x, t)|2 dx = ,
lim
tT 0 

where u is the vorticity. The short-term existence of strong solutions was proven for the
Cauchy problem, which is the problem defined by (4.11)(4.13) for the case  = R3 , in the
celebrated paper [16]. For a bounded domain , the same type of result was established in [11]
some time later.
Let us explore in more detail the issue of how solutions depend on the initial data. To this
end, consider two strong solutions u1 and u2 with the corresponding initial data u10 and u20
and with blow-up times T1 and T2 . We let v = u1 u2 and T = min (T1 , T2 ). Then directly
from (4.11) one can deduce that


(4.16)
t v
v + (p 1 p 2 ) = div u1 u1 u2 u2 .
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Similar to the analysis in section 2, let us now derive an energy equation. Specifically, if we
multiply (4.16) by v and integrate the product over , the following is found as a result of
integration by parts:


 

1
2
2
t
|v | dx +
| v | dx =
u1 u1 u2 u2 : v dx
2


 
 


2
=
u v : v dx =
v v : u2 dx



 21  
 21
4
2 2


|v | dx
| u | dx .


Using the following multiplicative inequality

 21

 41  
 43

4
2
|v | dx
c
|v | dx
| v |2 dx .


together with the Young inequality, it can be shown





2
c
|v |2 dx +
| v |2 dx
3
|v |2 dx
| u2 |2 dx .
t




Applying Grownwalls lemma, a key inequality
 c  t 
2 
| u2 (x, )|2 dx d
u1 (, t) u2 (, t)2,
u10 u20 2, exp 3
0

valid for all t (0, T ) and for some universal positive constant c is obtained. Here,

 21
|f (x)|2 dx .
f 2, :=

(4.17)

Inequality (4.17) is the equivalent for the NavierStokes equation of what (2.2) is for the
Lorenz 1963 equations. Now, from (4.17), as u10 u20 2, 0 so does u1 (, t)u2 (, t)2, ,
implying unique solutions before the blow-up time. The question we may now ask is whether
inequality (4.17) also implies well posedness on long timescales, i.e. in the sense of the real
butterfly effect. As will be seen, this is a delicate issue, dependent on the choice of distance
function, as discussed below.
As mentioned above, the existence of strong solutions is known only on a short time
interval whose length tends to zero as the Reynolds number goes to infinity. However, as
described more explicitly below, the notion of what is meant by a solution can be weakened,
and existence of so-called weak solutions can be proven over arbitrarily long time intervals.
The existence of such weak LerayHopf solutions to the problem (4.11)(4.13) has been proven
by Leray in [16] for  = R3 and by E. Hopf in [9] for a bounded domain . Weak Leray
Hopf solutions are also called energy solutions, since the fluid kinetic energy and fluid energy
dissipation are bounded. Moreover, the velocity field u obeys the energy inequality
 t


|u(x, t)|2 dx + 2
| u(x, )|2 dx d

|u0 (x)|2 dx
(4.18)
0

for all t  0. Ideally, one would like expression (4.18) to be an equality rather than an
inequality, but u is not smooth enough to allow an equality to be derived from the Navier
Stokes equations directly; this is why such solutions are called weak solutions. In particular,
we do not know whether or not a weak solution u has second derivatives in spatial variables and
first derivatives in time; such derivatives are needed simply to write down the classical system
(4.11). To be precise, weak solutions satisfy the NavierStokes equations in the following
sense:
  

u t w + u : w u u : w dx dt = 0
(4.19)
0

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for any smooth test function w which is divergence free and vanishing in a neighbourhood of
the boundary of the spacetime domain  (0, ). The reason why the function u is still
referred to as a solution to (4.11) is that any smooth solution to (4.11) satisfies the identity
(4.19) and conversely any smooth function satisfying (4.19) also satisfies the classical system
(4.11). We should emphasize that it is not known if a weak solution u is smooth. In other
words, the Millennium NavierStokes problem can be described as that of either showing that
u is smooth, or presenting a counter-example.
For the NavierStokes equations, the ideal choice of phase space (from the physical point of
view) is the space of solenoidal (i.e. divergence free) vector-valued functions which are square
integrable over the domain . We denote this space by H (). Each function u0 from this
space can be approximated by smooth divergence-free functions vanishing in a neighbourhood
of  with respect to the distance of the Lebesgue space L2 (). A metric in this space is
defined with the help of the norm  2, so that the distance between two functions f and g in
L2 () is given by f g2, . The physical relevance of such a space is that it consists of all
solenoidal vector-valued functions having finite kinetic energy. However, it does not appear
possible to prove uniqueness results with this choice. In particular, although there exists at
least one weak LerayHopf solution for each initial data from the space H (), uniqueness
of solutions in the energy class cannot in general be proved even on a short time interval. In
fact, there is a strong belief motivated by very recent result in [10] that there is no continuous
dependence on initial data in H (). That is to say, there might be initial data belonging to
H () providing non-uniqueness on any interval (0, T ) implying, essentially, instantaneous
non-uniqueness.
In summary, we cannot, even formally, define a dynamical system with unique solutions in
the space H () for the three-dimensional NavierStokes equations. However, due essentially
to Leray, the following can be proved. Assume that we have two weak LerayHopf solutions
u1 and u2 starting from initial data u10 and u20 , respectively. Suppose in addition that u2 is
a strong solution to the initial-boundary value problem (4.11)(4.13) on the interval (0, T )
with good initial data u20 satisfying (4.14). Then the estimate (4.17) still holds. This implies
continuous dependence of solutions on the initial data in H (). However, again, this result
is practically useless for large t and small viscosity . Hence, we cannot disprove the real
butterfly effect.
On the other hand, it is very important to note that, in contrast with finite-dimensional
dynamical systems, the choice of phase space for systems generated by partial differential
equations can have a significant impact on the whole mathematical picture. What happens if
we change the phase space? First of all, at least for bounded domains, there is no phase space
different from H () where one could construct a global solution to initial boundary-value
problem (4.11)(4.13). In the case  = R3 , there exist so-called local energy solutions of
Lemarie-Riesset, possessing properties similar to weak LerayHopf solutions, see [14]. In the
case of  = R3 , there exists a literature of work on the so-called mild solutions. These exist
on a short time interval for a wider class of initial data. Moreover, as has been shown in [2],
see theorem 1.1, there exists a global (in time) mild solution u for which a so-called norm
inflation happens. A bit more precisely, given > 0, there exists a mild solution whose initial
data are smooth and their norm in a certain Besov space is less than while the same Besov
norm of the solution u is greater than 1/ for 0 < t < .
Finally, it is worth remarking that in the two-dimensional case things are much better,
see [12]. Weak solutions are unique and smooth for positive values of t. For them, (4.17) takes
the form
c  t 

1
2
1
2
u (, t) u (, t)2,
u0 u0 2, exp
| u2 (x, )|2 dx d
0 
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and according to the energy inequality (4.18), which in the two-dimensional case is, in fact,
the identity, we have


u1 (, t) u2 (, t)2,
u10 u20 2, exp c 2 tu20 2,
for any positive values of t and for some universal constant c. This estimate tells us that in the
two-dimensional case, we do indeed have continuous dependence on the initial data in H ().
Hence, the initial-condition boundary-value problem for 2D NavierStokes is well-posed in
H () and there is no real butterfly effect.
However, there are several other cases including situations with axial symmetry with no
swirl where continuous dependence can be proved [13]. More relevant to the present discussion,
it has been proven recently that strong solutions of the initial-boundary value problem for the
so-called 3D primitive equations, derived using the hydrostatic approximation, are well posed
with H 2 initial data [3]. The primitive equations have been fundamental in the development
of numerical weather prediction. Hence although the reality of the real butterfly effect cannot
be proven or disproven in general, perhaps it is not relevant in practice, in weather prediction.
In the next section we argue otherwise.
5. Relevance of the real butterfly effect in the real world: asymptotic
ill-posedness

One could argue that a literal breakdown of continuous dependence is an irrelevance for our
understanding the real physical world; for perturbations on the scale of individual atmospheric
molecules, the classical NavierStokes equations are not the appropriate equations with which
to describe the evolution of the atmosphere. Moreover, the issue of literal ill posedness is
not directly relevant for realistic weather forecasting; not least, truncation scales of real global
weather and climate models, about 10 km, are at least seven or eight orders of magnitude larger
than scales in the viscous subrange.
However, as discussed later in this section, there is evidence that the predictability of largescale weather patterns can be limited by initial uncertainty near these models truncation scale.
It is worth noting that this truncation scale lies close to the range at which non-hydrostatic
effects are important and where (see section 4) the effects of ill-posedness cannot be ruled
out. This suggests that a redefinition of the real butterfly effect is needed, one which takes into
account that forecast accuracy can be limited by poorly observed circulation patterns which
are much smaller in scale than the large-scale weather systems of interest, and yet are also
much larger than scales in the viscous subrange. In this sense let us redefine the real butterfly
effect through the concept of asymptotic ill posedness. Broadly speaking a prediction will
be said to be asymptotically ill posed if on the one hand P (N ) as N (see
(2.3)), whilst on the other hand P (N ) 0 < as N N0 where Nv  N0  0, but
where 2Nv denotes a wavenumber in the viscous subrange. That is to say, even if the initial
value problem is literally well posed (because of viscous dissipation), it may not be possible
to enhance predictability by reducing initial errors within a subrange comprising scales which
are small compared with the scale of interest, but large compared with scales in the viscous
subrange.
What is the evidence for such asymptotic predictability? Firstly, recall from (2.3) the
argument that in a flow with a k 5/3 energy spectrum, the error growth rates should scale as
k 2/3 . Using high-resolution limited-area simulators, and comparing error growth in global
numerical weather prediction simulators, Hohenegger and Schar [8] have shown that error
growth rates on about 10 km cloud scales is roughly 10 times larger than error growth rates on
about 1000 km weather scales. This is broadly consistent with the scaling exponent above.
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The second aspect of the real butterfly effect relates to the notion of nonlinear upscale error
propagation. What is the evidence for this? In the opening chapter of Gleicks book on Chaos
(whose title is The Butterfly Effect) Gleick mentions that the best weather forecasts in the
world came out of Reading, England, a small college town an hours drive from London. The
European Centre for Medium-Range Weather Forecasts (ECMWF) still produces the worlds
best medium-range6 weather forecasts.
Despite producing the worlds best medium-range weather forecasts, deterministic
forecasts from ECMWF are occasionally very poor indeed. In a recent paper, Rodwell et al [28]
studied common factors that underly exceptionally poor day-6 forecasts over Europe. Typically
the large-scale weather type associated with such poor forecasts comprises a quasi-stationary
anticyclone over Northern Europe and a corresponding quasi-stationary cyclonic low-pressure
system over the Mediterranean (what meteorologists would call a block). A misplacement
of the phase and/or the amplitude of this large-scale weather system in the day-6 forecast
leads to serious errors in near-surface temperature and precipitation. Rodwell et al studied
factors common to the initial conditions of these forecasts. They found that initial errors which
appeared to originate just east of the Rockies in a region of strong convective available potential
energy (CAPE), propagated downstream to Europe in the form of Rossby waves, growing in
amplitude and scale as they propagated. Rodwell et al studied a particular realization of this
generic situation and found that very high-resolution radar data indicated the existence of
intense convective (thunderstorm) activity in the region of strong CAPE. Several reports of
tornado activity were associated with these convective systems.
These mesoscale convective systems are themselves examples of organized convective
cloud systems. A proper simulation of such systems would require much higher resolution
than a global numerical weather prediction model currently has. At the sorts of resolution
(1 km) needed to resolve deep convection, the relevant equations are no longer representable
by the hydrostatic primitive equations. Put another way, by extending down into the nonhydrostatic range, there is strong empirical evidence, consistent with that found in the surface
quasi-geostrophic equations, that the predictability of large-scale weather patterns is sensitive
to initial errors in convective cloud scales, consistent with the real butterfly effect as defined
above.
On the other hand, the Rodwell et al study makes it clear that these forecast busts are the
exception rather than the rule. That is, not all forecast flows have such sensitive dependence
on small-scale uncertainties under the initial conditions. This intermittency is consistent with
what was found in the analysis of the SQG equations in section 3. This raises an important issue
when discussing the relevance of the real butterfly effect. Much of the time, the evolution of
large-scale weather does not appear especially sensitive to small-scale initial error. However,
when it is sensitive, the corresponding (deterministic) forecast can be completely misleading.
From a societal point of view, trust in the science of meteorology can be undermined by a
single exceptional poor forecast. That is to say, a metric of societal usefulness of a set of
forecasts may be better gauged by an L norm, than an L2 norm. On the other hand, if we can
provide some prior estimate of the likely sensitivity of the flow to initial-condition uncertainty,
including small-scale initial-condition uncertainty, then these sensitive forecasts can be flagged
as potentially unreliable in any deterministic sense. For this reason, ensemble prediction
techniques have become universally used in operational numerical weather prediction centres
around the world [25, 27]. These (essentially Monte-Carlo) forecasts allow estimation of the
6 A medium-range forecast is a forecast produced by a global weather forecast mode, and it typically used for
forecasting between about 2 days ahead and 2 weeks ahead. By contrast a short-range forecast is a forecast produced
by a higher resolution regional modelwith lateral boundary conditions from a global modeland typically used for
forecasting up to about 2 days ahead.

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flow-dependent dispersion of forecasts sampled from some initial probability distribution of

initial state. Ensemble forecasts help nullify some of the most damaging ramifications of the
real butterfly effect in weather prediction.
The Rodwell et al study indicated that upscale error growth was important in explaining
some large-scale weather forecast busts. What about short-range forecasts of smaller-scale
weather features? In a recent paper, Durran and Gingrich studied the predictability of shortrange forecasts using the Lorenz [19] model, based on data from ensembles of integrations
of a high resolution limited-area numerical weather prediction simulator. Based on the initial
spread of the operational ensemble forecasts, Durran and Gingrich conclude that it is the
larger-scale initial errors that control forecast error (and hence that small-scale butterflies
are relatively unimportant). However, two caveats need to be made. Firstly, these results
were based on two winter-storm cases. As discussed above, the dependence of large-scale
forecast error on small-scale initial error may actually be quite flow dependent. Secondly, the
EnKF (ensemble Kalman filter), used to generate the ensemble of initial conditions, would not
have included any direct representation of model truncation error. Recent research has shown
that stochastic parametrization techniques can provide a useful way to represent the effects of
truncation error [26]. Including stochastic parametrization in the initial ensemble would tend
to whiten the estimated initial error distribution.

6. Conclusions

In this paper, the historical background to the iconic phrase the butterfly effect has been
presented. This background reveals that what Ed Lorenz himself meant by the phrase is quite
different (and much more radical) than the sense in which it is almost universally used today.
That is to say, Lorenz did not intend the phrase to characterize mere sensitive dependence
on initial conditions in low-order chaos. Rather he intended it to characterize an absolute
finite-time barrier to predictability in certain multi-scale dynamical systems. As has been
discussed, this would imply a breakdown in continuous dependence on initial conditions. It
is easily shown that the Lorenz 1963 system has the property of continuous dependence on
initial conditions. However, it is still an open question as to whether the three-dimensional
NavierStokes equation has this property. From a practical point of view, there is considerable
evidence for the real butterfly effect in an asymptotic sense, implying that predictability cannot
be extended by reducing initial error within a subrange of scales that are small compared with
the larger weather scales of interest, but large compared with scales in the viscous subrange.
Integrations of the surface quasi-geostrophic equations have been used to provide evidence for
the real butterfly effect.
However, there is an extremely important caveat to this conclusion. As described in this
paper, evidence both from idealized models and from operational weather forecasts indicates
that the sensitivity of large-scale weather patterns to small-scale initial error is intermittent.
The developmentin the time since Lorenzs 1969 paper was writtenof flow-dependent
ensemble prediction techniques has provided an important tool for weather forecasters to help
mitigate the butterfly effect (either in its traditional sense, or the sense emphasized in this
paper). In his 1969 paper Lorenz cast doubt on the possibility of being able to make reliable
forecasts two weeks ahead (see section 2). However, with contemporary ensemble prediction
systems it is now possible to make reliable predictions two (and sometimes more) weeks ahead.
In this sense the real butterfly effect is not a show-stopper for all long range prediction. In
fact, using ensemble forecasting methods to flag the intermittent poor forecasts a priori, it
should be possible to improve weather forecasts further by reducing initial error. However, it
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is important to recognize that this can be achieved not only by improving the quality and density
of atmospheric observations, but also by improving the quality and resolution of the models
into which these observations are assimilated. This latter aspect requires further investment in
supercomputing.

Acknowledgments

The authors thank Dr Peter Duben for providing assistance in constructing the fractal
topography used for the surface quasi-geostrophic model integrations. TNP and AD
were supported by the European Research Council Project Number 291406: Towards the
Probabilistic Earth-System Model.

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