Global and Planetary Change 41 (2004) 95 109

www.elsevier.com/locate/gloplacha

Abrupt climate change: chaos and order at orbital

and millennial scales
J.A. Rial *
Wave Propagation Laboratory, Geological Sciences Department, University of North Carolina, Chapel Hill, NC 27599-3315, USA
Accepted 1 October 2003

Abstract
Successful prediction of future global climate is critically dependent on understanding its complex history, some of which is
displayed in paleoclimate time series extracted from deep-sea sediment and ice cores. These recordings exhibit frequent
episodes of abrupt climate change believed to be the result of nonlinear response of the climate system to internal or external
forcing, yet, neither the physical mechanisms nor the nature of the nonlinearities involved are well understood. At the orbital
(104 105 years) and millennial scales, abrupt climate change appears as sudden, rapid warming events, each followed by
periods of slow cooling. The sequence often forms a distinctive saw-tooth shaped time series, epitomized by the deep-sea
records of the last million years and the Dansgaard Oeschger (D/O) oscillations of the last glacial. Here I introduce a simplified
mathematical model consisting of a novel arrangement of coupled nonlinear differential equations that appears to capture some
important physics of climate change at Milankovitch and millennial scales, closely reproducing the saw-tooth shape of the deepsea sediment and ice core time series, the relatively abrupt mid-Pleistocene climate switch, and the intriguing D/O oscillations.
Named LODE for its use of the logistic-delayed differential equation, the model combines simplicity in the formulation (two
equations, small number of adjustable parameters) and sufficient complexity in the dynamics (infinite-dimensional nonlinear
delay differential equation) to accurately simulate details of climate change other simplified models cannot. Close agreement
with available data suggests that the D/O oscillations are frequency modulated by the third harmonic of the precession forcing,
and by the precession itself, but the entrained response is intermittent, mixed with intervals of noise, which corresponds well
with the idea that the climate operates at the edge between chaos and order. LODE also predicts a persistent f 1.5 ky oscillation
that results from the frequency modulated regional climate oscillation.
D 2004 Elsevier B.V. All rights reserved.
Keywords: climate change; paleoclimatology; Dansgaard Oeschger oscillation; complexity; emergent behavior

1. Introduction
Paleoclimate records over many time scales exhibit
episodes of rapid, abrupt climate change, which may
be defined as sudden climate transitions occurring at
* Tel.: +1-919-966-4553; fax: +1-919-966-4519.
E-mail address: jar@email.unc.edu (J.A. Rial).
0921-8181/$ - see front matter D 2004 Elsevier B.V. All rights reserved.
doi:10.1016/j.gloplacha.2003.10.004

rates faster than their known or suspected cause

(Rahmstorf, 2001; National Academy of Sciences,
2002). Abrupt climate change is believed to be the
result of instabilities, threshold crossings, and other
types of nonlinear behavior of the global climate
system (Jouzel et al., 1994; Clark et al., 1999; Alley
et al., 1999; Rahmstorf, 2000), but neither the physical mechanisms involved nor the nature of the non-

96

J.A. Rial / Global and Planetary Change 41 (2004) 95109

linearities are well understood. Fig. 1 shows selected

examples of abrupt climate change in the form of
rapid warming episodes followed by much slower
cooling episodes. Each warming/cooling sequence
usually repeats at nearly equal time intervals, giving
the time series a characteristic quasi-periodic sawtooth appearance that, remarkably, appears independent of time scale (as shown in the enlargement) and
displays an unclear relation to astronomical forcing.
Throughout most of the paleoclimate proxy data
there is a frequent repetition of this same theme:
sudden and fast warming followed by much slower
cooling. Since many of these abrupt warming events

have happened often in the recent past, it is reasonable

to expect them in the near future, hence the urgent
need to improve our understanding of the physical
processes involved. By itself, Fig. 1 already provokes
a number of obvious and stimulating questions, such
as, why are warming episodes generally so much
faster than cooling ones (saw-tooth)? How can rapid
climate change be triggered by slow change in orbital
parameters? Does self-similarity of response mean
similarity of processes regardless of timescale? What
nonlinear processes are at work? Do the ice core
records reflect a climate system operating between
order and chaos?

Fig. 1. Samples of climate change across different time scales and proxy records. Note that the saw-tooth shape, which is created by the fast
warming/slow cooling sequence, appears to be independent of time scale, showing an intriguing self-similarity. Main warming periods are
indicated by colored vertical stripes. This same theme of fast warming followed by slower cooling is repeated throughout the paleoclimate
records. Data from Raymo (1997), GRIP Project Members (1993), Petit et al. (1999), Sachs and Lehman (1999). (Figure from Rial et al. (2004),
with permission from Kluwer Science Publishers).

J.A. Rial / Global and Planetary Change 41 (2004) 95109

This paper describes a simplified dynamic model

of the climate system that successfully reproduces the
time series in Fig. 1 and suggests answers to some of
the questions posed above. From orbital to millennial
time scales the model appears to capture some of the
essential physics of global climate change, closely
replicating the familiar saw-tooth shape of the time
series, the mid-Pleistocene climate switch and the
intriguing Dansgaard Oeschger oscillations, all of
which exemplify abrupt climate change.
Many simplified climate models consist of two or
more coupled ordinary differential equations controlled by a few carefully selected parameters. A
typical model may consist of an energy balance
equation (Budyko et al., 1987; Schneider, 1992)
coupled to an equation describing the dynamics of
ice sheets (e.g., Ghil and Childress, 1987). It is
generally acknowledged that the best models will
be those that contain a minimum of adjustable parameters (Saltzman, 2002) and are robust with respect to
changes in those parameters. For over two decades,
and in spite of their obvious limitations, simplified
climate models have helped understand the driving
forces of long-term climate variability, and explain
many features of the paleoclimate record (e.g., Ghil
and Tavantzis, 1983; Kallen et al., 1980; Oerlemans,
1982; Saltzman and Sutera, 1987; Saltzman and
Maasch, 1991; Saltzman and Verbitsky, 1994; Ghil,
1994; Li et al., 1998; Berger et al., 1999; and many
others).

2. LODE: a model based on the logistic delay

differential equation
Here I introduce a conceptual, deterministic (and
chaotic) climate model that simulates ice sheet dynamics using a nonlinear, logistic delay-differential
equation (DDE) borrowed from ecology (e.g. Hutchinson, 1948; May, 1973; Driver, 1977). DDEs have
been used recently to model the irregular oscillations
of ENSO (Battisti and Hirst, 1989; Tziperman et al.,
1994), and in paleoclimatology a Verhulst (logistic)
DDE was introduced by Rial and Anaclerio (2000) to
simulate the ice ages. The model introduce here is a
generalization of the latter approach, with the logistic
equation tightly coupled to a standard energy balance
equation that accounts for global surface temperature

97

change. The model structure and dynamics are suggested by the close analogy between the growth and
decay of the ice caps under a changing environment
and the evolution of a single-species population of
organisms subject to variations in the availability of
resources. Governed internally by competing positive
and negative delayed feedbacks and externally by
(usually periodic) environmental influences, both processes develop quasiperiodic oscillations showing
only partial resemblance to the forcing (e.g., Gurney
and Nisbet, 1998; Rial, 1999). Heretofore called
LODE for its use of the logistic-delay differential
equation, the model is written as:



dLt
Lt  s
lLt  s 1 
dt
Kt

dT t
Q1  aL  A BT t
dt

where L(t) represents a dimension of the ice cap

comparable to the d18O proxy, such as ice volume.
l is the ice sheets time equilibration constant in
ky 1, and K(t) = 1 + e(t)T(t) is the temperature-dependent carrying capacity of the system (1 ky = 1000
years). Internal or external forcing is introduced
through the function e(t), which amplitude-modulates
T(t), as described by Eq. (3) below. As shall be
discussed in detail later, the most important characteristic of LODE is that it transforms amplitude
modulation of the global temperature T(t) into frequency modulation of ice volume L(t), which is
consistent with evidence of frequency modulation in
many paleoclimate proxies and explains the spectral
presence of frequencies not in the astronomical forcing and the absence of others that should be present
(Rial, 1999). The term inside square brackets in Eq.
(1) represents the negative feedback (decrease in
atmospheric moisture as L(t) grows large and temperature decreases), while the outside product is the
positive feedback (exponential ice growth when L(t)
is small). Both feedbacks are delayed by time s, which
is a parameterized measure of the systems thermal
and mechanical inertia.
Global heating or cooling is described by the LHS
of Eq. (2), and depends on L(t) through the planetary

98

J.A. Rial / Global and Planetary Change 41 (2004) 95109

albedo a(L). C is the heat capacity of the system, 4Q

the solar constant and A, B are satellite-determined
constants that include the greenhouse effect of the
atmosphere (Budyko et al., 1987). The equation is
calibrated so that for L(t) = 1 the albedo a(L) = 0.3 and
T(t) = 15 jC.
To simulate forcing, I use the general representation:
(
et e0 1

N
X

)
ai cosxi t /i

ut

i1

where e0 is a small quantity with respect to unity

( < 0.1) and the sum is over the Fourier components
of any known or assumed external (astronomical)
forcing (Berger and Loutre, 1991). The cosine functions amplitude-modulate the global temperature T(t)
and therefore the carrying capacity K(t). The function
u(t) represents any other internal or external forcing
not accounted for by the first term, and will be of
use in the simulation of the mid-Pleistocene transition, to be discussed later. Solutions of nonlinear
systems of the forms (1) (2) with simpler external
forcing are known to include ultra-harmonic and
sub-harmonic responses (Gurney and Nisbet, 1998)
and synchronization (phase and frequency locking),
for all of which there appears to be abundant
evidence in the paleoclimate record (Clark et al.,
1999; Imbrie et al., 1993; Rial, 1999; Ghil and
Childress, 1987; Hagelberg et al., 1994, etc.) The
system of Eqs. (1) and (2) combines two desirable
characteristics: simplicity in the formulation (small
number of parameters, few equations) and enough
complexity of the dynamics (infinite-dimensional
delay differential equation).

2.1. The physics of LODE

In its simplest form, the carrying capacity K(t) is
unity and the delay s is zero. LODE then reduces
to a description of the competition between what
can be construed as the ice-albedo positive feedback, represented by the linear term on the RHS of
Eq. (1), and the precipitation-temperature negative
feedback, represented by the quantity within square
brackets. The familiar elementary solutions are
sigmoidal growth or exponential decay functions,
depending on whether the initial value L(0) is less
or greater than unity (e.g., Boyce and DiPrima,
1997).
At the next level of complexity, a positive time
delay s transforms Eq. (1) into a delay-differential
equation, one that contains much richer and varied
solutions, including damped oscillatory and steadystate periodic (Gopalsamy, 1992). The delayed
equation yields damped oscillations of L(t) about
the carrying capacity for small s. If s becomes long
compared to the natural response time of the
system, the oscillations will become strong, and
will grow in amplitude, period and duration (Gurney and Nisbet, 1998). As in the logistic equation
for growth (May, 1973), here the product sl is a
bifurcation parameter, which when crossing the
threshold value p/2 makes the solutions to Eqs.
(1) and (2) undergo a Hopf bifurcation (Marsden
and McCracken, 1976) and settle to a stable limit
cycle with fundamental period P f 4s. Thus, given
an astronomical periodicity say, 95 ky, a model
climate system can be easily constructed that oscillates at a similar period by selecting the delay s to
be f 24 ky; which makes the climates period

Fig. 2. LODE closely reproduces the saw-tooth shape of the data. Numerical experiments with LODE provide an explanation: letting the
feedback delay time s increase while the ice sheets time response constant l is kept fixed increases the saw-tooth asymmetry while the
abruptness (the slope of the warming episode) increases. For instance, with 1/l = 11 ky and s = 23 ky, the duration of the warming episode is
about 1/5 of the total sequence (i.e., 20 ky out of 100 ky), very close to that observed in typical deepsea records (Fig. 1). The saw-tooth in the
model is thus the direct consequence of the feedback delay being much longer than the response time. Physically this means that the feedback
delay includes not only the thermal but also the mechanical inertia of the ice sheet. (b) The model also reproduces the so-called mid-Pleistocene
transition (MPT), which in the scale of the last three million years can be considered as an abrupt climate change. Around 950 ky ago, the then
predominant 41 ky glaciation period switched to a f 100 ky period, of greater amplitude, apparently without a corresponding change in the
forcing. LODE transforms amplitude modulation into frequency modulation, so that to simulate the frequency switch at the MPT it suffices to
modulate the temperature T(t) with the smoothed step function shown. The amplitude change gets transformed into a proportional frequency
change. (c) and (d) show an example of a complete simulation of the time series and its power spectrum compared to deep-sea sediment data
(Site 849 arbitrarily chosen for comparison. Compare with Fig. 4a). Note the near absence of power at 413 ky in both theoretical and observed
spectra. Both the theoretical waveform and spectrum are qualitatively and quantitatively close to their observed counterparts.

J.A. Rial / Global and Planetary Change 41 (2004) 95109

f 96 ky and the product sl slightly larger than the

bifurcation threshold p/2, since lf 1/14 ky (Imbrie
et al., 1993). This is a model climate system that
oscillates close enough to the astronomical forcing to
synchronize and resonate with it. Further, the amplitude ratio of maximum to minimum L(t) is as large as
3 10 for values of sl slightly above the bifurcation

99

threshold (May, 1973), which explains the large ice

volume changes from glacial to interglacial.
Further, LODE will synchronize with an external
forcing frequency that may be just close enough to
1/P (Pikovsky et al., 2001). In fact, numerical experiments show that LODE synchronizes and resonates
with forcing that is within 15% of its natural
frequency 1/P. The implications for modeling are

100

J.A. Rial / Global and Planetary Change 41 (2004) 95109

clear: one does not need to know the exact resonant

frequency of the actual climate system, little external
forcing can produce a strong climate response at a
given period, and resonance of the climate system
with the astronomical forcing is robust to variations
in the models parameters.
Perhaps the most important nonlinear feature of
LODE is its property of transforming amplitude
modulation into frequency modulation. This effect
develops as T(t) computed in Eq. (2) feeds back into
Eq. (1), whose solution in turn provides the updated
input to Eq. (2) through the albedo. Since there is
evidence in the paleoclimate record that the climate
system somehow induces frequency modulation of the
astronomical forcing (Rial, 1999; Rial and Anaclerio,
2000) it is important to understand at least how the
model does it. To illustrate, Fig. 3 shows two different
(normalized) outcomes from LODE whose only difference is in the amplitude-modulating coefficient e(t)
of T(t). To keep matters simple, e(t) is set to be a
numerical constant, first equal to 0.15, say. This
produces a climate model that oscillates with a period
of 90 units. With all other factors the same, an
increase of e(t) to 0.85 shortens the period to 40 units,
as shown. This happens because the increase in e
raises the mean value of K(t), which is the threshold
across which dL(t)/dt changes sign. The higher value
of the threshold makes the growth rate higher because
the nonlinear quadratic term in Eq. (1) decreases. A
faster growth rate will go over the threshold at an
earlier time and thus the change in sign of dL/dt will
occur sooner than before, also pulling L(t) down in a
shorter time (Fig. 3). Physically, the equations produce short glacial periods as global temperature
increases and longer glacial periods as temperature

drops, which is the expected behavior. Therefore, in

general, when the carrying capacity K(t) changes with
time, the frequencies will increase or decrease in
proportion to its changing amplitude, resulting in
frequency modulation of L(t).

3. Comparison to data and validation of LODE

In what follows proxy paleoclimate data in the
form of d18O time series from deep-sea sediments and
from ice cores are compared to the synthetic time
series L(t) representing normalized ice volume. It is
important to state that these comparisons are legitimate, since variations in the isotopic compositions
(dD and d18O) of the ice roughly coincide with
variations of d18O in sea water, and both are linked
to the waxing and waning of continental ice sheets, a
fact that has permitted researchers to place records
from ice cores and deep-sea sediments in a common
temporal framework over the last 420,000 years (Petit
et al., 1999).
3.1. The saw-tooth, a manifestation of abrupt climate
change
The importance of the delay s in Eq. (1) cannot be
overstated. If s < 1/l the solution to Eq. (1) is a
quickly damped single sinusoid. Increasing ls
increases the duration of the sinusoid, which
approaches steady state near the bifurcation threshold.
At the bifurcation, ls (which physically is the ratio of
the delay response of the ice sheet to its thermal
equilibrium time) is equal to p/2. Beyond this threshold the time series becomes saw-toothed (Fig. 2a,b)

Fig. 3. Example of amplitude modulation transformed into frequency modulation by LODE. Amplitude increase (decrease) of K(t) results in
frequency increase (decrease) of the signal (see text for details). P is the fundamental period of the output response (in arbitrary units).

J.A. Rial / Global and Planetary Change 41 (2004) 95109

reflecting the thermal asymmetry of the equation.

That is, the cooling-to-warming duration ratio in each
period is p/2 at the bifurcation and grows as the
bifurcation parameter increases. For instance, it can
be numerically shown that for fixed feedback delay s,
an increase in l makes the warming time grow
increasingly shorter (the ice responds faster but feedback is comparatively slow), which makes the sawtooth become increasingly pronounced. The reverse is
also true; that is, an increasing delay with fixed time
response makes the warming duration as short as onetenth of the total warming/cooling period, as is
typically observed in deep-sea sediment records (see
Fig. 4).
Mathematically, it is the excitation of the higher
harmonics P/n (n = 2,3,4,. . .) of the fundamental period P = 4s what creates the characteristic saw-tooth
shape of the time series beyond the p/2 threshold.
Physically, it is the difference between response time
1/l and the feedback delay s what results in the sawtooth asymmetry of the time series. It is reasonable
that the feedback delay is longer than the equilibration
time response since it is assumed that the former
includes the mechanical as well as the thermal inertia
of the ice cap-controlled climate system. The mechanical inertia contribution to the delay represents the
bulk motion dynamics of the ice sheet, which likely
depends on the geology and topography of the underlying substratum as well as on the internal deformation and internal friction of the ice mass (e.g., Clark et
al., 1999).
As shown in Fig. 4 LODE closely reproduces
the saw-tooth waveform in several distinct timescales and varied data sets. Therefore, if LODE
correctly describes this aspect of the paleoclimate,
the saw-tooth is a consequence of the characteristic
thermomechanical constants of the system, and does
not require external (orbital) forcing to occur,
though external forcing may intensify the asymmetry of the saw-tooth, as suggested by numerical
experiments.
3.2. Modeling the Mid-Pleistocene climate transition
(MPT)
Around 950 ky ago, the then predominant 41 ky
glaciation period switched to a f 100 ky period, of
greater amplitude, apparently without a corresponding

101

change in the orbital forcing (Clark et al., 1999). This

still unexplained switch in periodicity is usually called
the mid-Pleistocene transition (MPT), which in the
scale of the last three million years can be considered
as an abrupt climate change (see reviews by Hinnov,
2000; Elkibbi and Rial, 2001). At the MPT it is
estimated that the ice mass increased by about
1.05F0.201019 kg, equivalent to an ice sheet area
expansion of 3.1F0.7 10 12 m 2 (Mudelsee and
Schultz, 1997). This unprecedented expansion resulted in the great ice ages of the late Pleistocene
and Holocene, with their characteristic glacial interglacial intervals of nearly 100 ky and typical sawtooth waveform.
LODEs nonlinear transformation of amplitude
modulation into frequency modulation is the key to
the simulation of the MTP frequency switch. The
simulation uses the hyperbolic tangent function:
ut e1 1  e2 tanhgt  t0 
utHt0 e1 1  e2
utbt0 e1 1  e2

that acts a s a smooth step (see Fig. 2b). Here t0 is the

age of the MPT (f 920 ka), and e1 and e2 are positive
constants selected to produce the appropriate frequencies before and after t0, as illustrated in Fig. 4a. The
factor g controls the sharpness of the transition; its
value is estimated from Mudelsee and Schultz (1997)
and provides a good fit to the data.
The behavior of the model is very similar to that
illustrated in Fig 3. If u(t) f 0 the model climate
system oscillates at its longest period, which for
s f 24 ky is f 95 ky, but as the step is passed, a
higher value is given to u(t) causing the free period to
shorten to f 45 ky when u(t) f 1. This means that
by judiciously selecting e1 and e2 in Eq. (4) it is
possible to switch the natural frequency of the system
and construct a model that oscillates with frequencies
close to those present in the external forcing. Small
discrepancies between the climate frequencies and the
astronomical forcing frequencies are of no consequence since the former will synchronize to the

102

J.A. Rial / Global and Planetary Change 41 (2004) 95109

J.A. Rial / Global and Planetary Change 41 (2004) 95109

Milankovitch forcing periods of 95 and 41 ky (this is

analogous with the synchronization of the circadian
biological clock to the 24-h day cycle; see for instance
Pikovsky et al., 2001). Then, if the climate system
works like LODE, the paleoclimate time series data
show not the actual climate systems internal free
periods (which one can only guess) but the periods
of the orbital forcing, after synchronization with the
climate has taken place. Although this is a mechanistic and simplistic view, in which the climate is
represented by a nonlinear oscillator responding to
external forcing, it appears to be validated by the
paleoclimate data, as shown in Fig. 4 and as will be
discussed in what follows.
The way LODE causes the climate system to
switch frequency at the MPT makes physical sense
since, by design, the simulated MPT change to longer
period also causes the coupling between Eqs. (1) and
(2) to weaken (the coupling parameter is smaller) and
consequently, the ice sheet growth rate dL(t)/dt
becomes less strongly dependent on global temperature. This resembles the actual climate if one assumes
that large enough ice sheets created their own climate,
driving the temperature T(t) to a lower equilibrium
level after the MPT. In the model of course the switch
is accomplished by the ad-hoc function (4) which
could be thought of as an external forcing. There was
in fact a drop in mean global insolation at f 1000 ka
(Berger and Loutre, 1991), such that the insolation
since the MPT has been at a lower mean level than it
was before the MPT. The step-like drop is noticeable
in low-pass filtered insolation time series. It is tempting to speculate that this subtle astronomically induced cooling was amplified by feedbacks, and drove
the system into a much colder regime that trigger long
period glaciations of the last million years. Long
period changes in orbital forcing may indeed cause
substantial changes in ice response. For instance, a
rare orbital congruence of minima in obliquity and
eccentricity that occurred f 23 Ma may have favored

103

ice-sheet expansion on Antarctica (Zachos et al.,

2001).
In Fig. 2c the synthetic time series for L(t) computed with LODE is very similar to the data, both
qualitatively and quantitatively after the relevant astronomical (Milankovitch) frequencies 413, 120 and
41 ky (in their known proportions) are included in the
forcing.
Comparison with diverse paleoclimate data is
shown in Fig. 4a,b. Besides the switch in frequency
at the MPT this figure shows that LODE closely
fits the saw-tooth shape and the variable duration of
the f 100 ky glaciation cycles. The fact that the
duration of these cycles is variable (Raymo, 1997)
and closely fitted by LODE further supports the
idea that frequency modulation is a better choice
than amplitude modulation as the cause of the
multi-peak spectral characteristics of the data (Rial,
1999, 2004).
3.3. Modeling the Dansgaard Oeschger oscillations
Perhaps the most puzzling feature of recent paleoclimate records, highly relevant to understanding
future global climate change, is the fast-warming/
slow-cooling sequence found in the d18O time series
of Greenlands ice cores known as the Dansgaard
Oeschger (D/O) oscillations (Jouzel et al., 1994;
Alley et al., 1999). The D/O typically show very
sudden, 6 10 jC warming episodes lasting a few
centuries or perhaps even a few decades, followed
by millennia of relatively slow cooling. Remarkably,
reconstructed sea surface temperatures (SST) in the
tropical Atlantic (Fig. 1) mimic the D/O record in the
30 60 ka interval, and similar recordings are found
in the subtropical Pacific and tropical Indian oceans
(Rahmstorf, 2001; Sachs and Lehman, 1999). Initially the D/O appeared to represent regional climatic
fluctuations dominated by the response of the Greenlands ice cap and the north Atlantic, but their

Fig. 4. (a) Comparison between the LODE results (L(t), red) and selected deep-sea sediment d18O time series. The synthetic time series is the
same in all cases, constructed as in Fig. 2c. Note the close fit to the saw-tooth shaped amplitudes. The shift in frequency around 950 ka is
difficult to fit in its detail, but periods and waveforms before and after the switch are closely matched. (b) Fits to Site607 d18O time series and to
the temperature record (Deuterium) from Vostok ice core. The latter is compared with both LODEs calculated temperature T(t) and ice volume
L(t) (same L(t) as that compared to Site607). T(t) fits the Vostok temperature record slightly better than L(t), which gives some credence to the
model. All parameters are the same.

104

J.A. Rial / Global and Planetary Change 41 (2004) 95109

Fig. 5. The power spectrum (FFT of autocorrelation) of the Dansgaard Oeschger oscillations between 29 and 45 ka (GRIP record) is consistent
with that of a frequency modulated signal (red bars) with a 7.5 ky period signal, (the main forcing of the D/O) modulating a carrier of 2.75 ky.
The separation between peaks in the spectrum is nearly constant and equal to f 1/7.5 ky 1.

ultimate cause is still a mystery (Rahmstorf, 2003).

Recently, the global reach of the D/O has been
documented (Leuschner and Sirocko, 2000), while
Hinnov et al. (2002) have demonstrated statistical
coherence of D/O cycles between the North and
South hemispheres. Interestingly, the D/O quasi-periodic oscillations from 45 to 29 ka are consistent
with frequency modulation of a f 2.7 3 ky carrier
by a f 7.5 ky modulator (see Fig. 5).

Hence, to simulate the D/O, the prominent 2.75 ky

oscillation (Fig. 5) is taken to be the natural period of
the regional climate system dominated by the Greenland ice cap. This is assumed to be the case because it
is consistent with the fact that the resonant f 95 ky
period of the global ice sheets (Imbrie et al., 1993) is
longer by a factor of 30, nearly the proportion of
global ice volume to Greenlands ice volume during
the last glacial, which was f 1/30 times the volume

Fig. 6. (a) Fitting the details of the D/O oscillations in the GRIP ice core interval 29 45 ka is accomplished by assuming forcing by the third
harmonic (7.5 8 ky) of the 23 ky precession signal. By assuming the ice system to have a 3 ky natural period, amplitude modulation of T(t) by
the 7.5 ky forcing is transformed into frequency modulation, which also generates strong oscillations at 1 2 ky. (b) Oscillations similar to those
in (a) but seemingly stretched in time and centered at 80 ka are easily fit by a simple expansion of the time scale, consistent with forcing by the
precessions 23 ky component. Note how the general aspect of the GRIP signal is that of a mixture of ordered forcing and chaotic behavior,
typical of what is understood to be a complex system (Rind, 1999), where order can emerge spontaneously out of chaos. c,d) Comparison of
LODEs results with the Vostok (Deuterium) and Greenland GISP2 records. Note that the same synthetic time series that fit the Greenland
records consistently fit Antarcticas, and although the latter is much noisier, the amplitude and relative phases of the computed time series are
consistent with those of Greenlands. Figures on selected peaks correspond to the numbered interstadials (Dansgaard et al., 1993).

J.A. Rial / Global and Planetary Change 41 (2004) 95109

of the entire ice sheets (Saltzman, 2002). Therefore,

an equally linear estimate for Greenlands time response constant would be 14 ky/30 or about 0.47 ky,

105

which happens to work well in the model. Thus, all

the physical parameters used to simulate the D/O
oscillations are scaled-down by a factor of 30. This

106

J.A. Rial / Global and Planetary Change 41 (2004) 95109

means that in Eq. (1) one takes s = P/4 = 0.7 ky, and to
cross the bifurcation threshold the product sl must be
greater than p/2, so 1/l can be set to f 0.48 ky, which
is, not coincidentally, about 1/30 of that of the global
ice volumes 14 ky. Although the assumption that the
thermal constants are linearly related to the ice caps
volume is probably violated, it is possible that any
nonlinearity is small, since the computed periods and
phases of the component oscillations are very close to
the actual ones (Fig. 5).
The segment of the D/O between 29 and 45 ka, that
consists of at least two distinct groups of regular
oscillations with periods ranging from f 3 ky to
f 1.5 ky, is closely reproduced by LODE (Fig. 6).
These periods are determined by spectral analyses of
the two time series GISP and GRIP, which have
slightly different timescales, hence the uncertainty.
The estimated Fourier periods are 7.5, 3 and 1.67
ky, which are probably correct within 10%. Fig. 5
shows clearly that the spectral peak spacing is approximately 7.5 8 ky, suggesting frequency modulation by that period, which being numerically close to
one-third of the 23 ky suggests that the ice cap is
forced by the third harmonic of the precession-induced insolation. This behavior is not unusual; in
nonlinear self-excited mechanical, electrical and biological systems, frequency entrainment to subharmonics and high-harmonics of the forcing is well
known (e.g., Minorsky, 1962; Stoker, 1950; Pikovsky
et al., 2001). The theoretical possibility exists of
course that the D/O might be entrained by the fifth
harmonic of the obliquity (41 ky/5f8 ky), but a 1:3
frequency entrainment ratio is generally more likely to
occur than a 1:5 one (Pikovsky et al., 2001). In
practice, climate variability in the sub-Milankovitch
band found in deep-sea sediment records has been
identified and interpreted (Hagelberg et al., 1994) as
higher harmonics of the precession band.
For ages older than 45 ka the record of the D/O
becomes less structured; but beginning at 65 ka an
almost identical sequence of oscillations as that
between 36 and 45 ka can be seen, though it lasts
almost exactly three times longer (f 23 ky). The
waveform is, significantly, a stretched version of
those in the 36 45 ka interval (Fig. 6b). Why would
the climate system behave in this way is not a simple
matter to understand. The modeling results can be
interpreted as indicating that the ice cap and its

regional climate respond to the forcing in a sort of

capture and escape mode (Simiu, 2002), sometimes
being captured (entrained) by the precession and
sometimes by its higher harmonics. Which response
actually occurs may be controlled (triggered) by ambient noise. From the point of view of nonlinear
dynamics it appears as if the GRIP record of the last
f 100 ky shows a climate system operating at the
edge between order and chaos, that is, between a
recognizable (albeit nonlinear) response to the astronomical forcing, and chaotic noise.
Recently, a different explanation of the D/O oscillations has been proposed based on the process known
as stochastic resonance, or SR (Alley et al., 2001;
Ganopolski and Rahmstorf, 2001, 2002). To explain
the D/O, SR requires the presence of a weak f 1.5 ky
signal (of unknown origin) that becomes perceptible
due to the presence of an appropriate level of noise.
Based on the close match with the data (Fig. 6a d) I
suggest however that the D/O signal may rather be
linked to orbital forcing (precession-induced insolation), and that the f 1.5 ky oscillation (Bond et al.,
1997) is caused by frequency modulation of the 2.7 3
ky natural period of the ice cap by the 7.5 ky
harmonic of the precession (1/1.58 = 1/2.75 + 2/7.5).
Precession forcing would also explain why, though
the response is strongest in the Arctic, the noisier
Antarctic record of temperature shows similar oscillations, which, though weaker and phase shifted, seem
closely reproduced with the same time series that fit
the D/O in the Artic (Fig. 6c,d).
LODEs success at reproducing abrupt climate
change at many scales suggests that climate variability
at orbital and millennial scales results from an astronomically forced complex climate system with emergent behavior (Rind, 1999) typified by the sudden
warming events that characterize abrupt climate
change. LODEs results do not rule out SR, but point
to the possibility that rather than a single harmonic
signal at 1.5 ky, there may be a more complex signal
in the record, perhaps enhanced by SR, but of external
origin.

4. Concluding remarks
Summarizing, LODE provides useful insights into
the nature of abrupt climate change. The mysterious

J.A. Rial / Global and Planetary Change 41 (2004) 95109

saw-tooth appears to be just the consequence of the

difference between the thermal inertia of the ice and
the thermo-mechanical feedback response of the ice
cap, so it is of internal origin (although it may be
enhanced by external forcing). If LODE correctly
mimics it, the climate system transforms amplitude
modulation of global temperature into frequency
modulation of global ice extent. This is fully consistent with the observations (Rial, 1999, 2003) and with
the well-known absence of spectral power at 413 ky
(Imbrie et al., 1993) that is replicated in the synthetic
spectrum of Fig. 2d. The key assumption in the model
is that the carrying capacity K(t) is modulated by the
global temperature, which turns out to produce the
correct frequency behavior of the system, as shown by
the close simulation of the mid-Pleistocene frequency
shift (Figs. 2b,c and 4).
The modeling results also suggest that although the
D/O oscillations are entrained by the third harmonic
of the precession forcing, and by the precession itself,
the response is intermittent, occurring in relatively
short intervals, as shown in Fig. 6a,b. Only during
these intervals LODE can closely replicate the data,
which corresponds well with the idea that the climate
is a complex system (Rind, 1999), where order can
emerge spontaneously from chaos. It is apparent that
through frequency modulation of the Greenland ice
caps natural oscillation by the third harmonic of the
precession forcing, LODE generates a persistent spectral sideband with period of f 1.5 ky (Fig. 5). Could
such be the origin of the D/O mystery 1470 year
cycle? In fact, it has been proposed that the high
stability of this 1470year precise clock oscillation
points to an origin outside of the climate system
(Rahmstorf, 2003). The LODE results are consistent
with this idea, inasmuch as the mystery oscillation
results from frequency modulation by an external
driver. But the complexity of the climate system
strongly contributes too, through its highly nonlinear
response, which causes synchronization, entrainment
of high harmonics and frequency modulation.
4.1. Internal vs. external forcing
What has been described in the foregoing indicates
that, if it behaves at all like LODE, the earths climate,
while weakly driven by external astronomical forcing,
generates most of the intriguing features (including

107

abrupt climate change) of the time series through

internal nonlinear processing of the forcing. The
built-in nonlinear drivers of the models nonlinearity
are the delayed feedbacks and the coupling between
temperature and ice extent. These are apparently
enough to simulate the important features in the time
series, including the saw-tooth shape, the MPT, the D/
O oscillations and the frequency modulation of the
external forcing.
In spite of its obvious limitations, it is possible
that LODE captures some essential physics of the
climate system. The D/O records are fascinatingly
mysterious, and one is driven to think that these
time series reflect the typical behavior of a complex
climate system, whose emergent behavior may in
fact be the frequent abrupt and sharp warming
episodes.

Acknowledgements
The work reported here was supported by grant
ATM #0241274 from the National Science Foundations Paleoclimate program. It is a pleasure to
acknowledge useful comments by Bruce Bills and
the thoughtful, thorough revision of the manuscript by
Linda Hinnov.

References
Alley, R.B., Clark, P.U., Keiwin, L.D., Webb, R.S., 1999. Making
sense of millennial-scale climate change. In: Clark, R.B., Webb,
P.U., Keiwin, L.D. (Eds.), Mechanisms of Global Climate
Change at Millennial Time Scales. AGU Geophysical Monograph, vol. 112, pp. 385 394.
Alley, R.B., Anandakrishnan, S., Jung, P., 2001. Stochastic resonance in the North Atlantic. Paleoceanography 16, 190 198.
Battisti, D.S., Hirst, A., 1989. Interannual variability in the tropical
atmosphere/ocean system: influence of the basic state and ocean
geometry. J. Atmos. Sci. 46, 1687 1712.
Berger, A., Loutre, M.F., 1991. Insolation values for the climate of
the last 10 million of years. Quat. Sci. Rev. 10 (4), 297 317.
Berger, A., Li, X.S., Loutre, M.F., 1999. Modeling northern hemisphere ice volume over the last 3 Ma. Quat. Sci. Rev. 18, 1 11.
Bond, G., Showers, W., Cheseby, M., Lotti, R., Almasi, P., de
Menocal, P., Priore, P., Cullen, H., Hajdas, I., Bonani, G.,
1997. A pervasive millennial-scale cycle in North Atlantic Holocene and glacial times. Science 278, 1257 1266.
Boyce, W.E., DiPrima, R.C., 1997. Elementary Differential Equations, sixth ed. Wiley, New York, NY.

108

J.A. Rial / Global and Planetary Change 41 (2004) 95109

Budyko, M., Ronov, A.B., Yanshin, A.L., 1987. History of the

Earths Atmosphere. Springer-Verlag, New York, NY.
Clark, P.U., Alley, R.B., Pollard, D., 1999. Northern Hemisphere
ice sheet influences on global climate change. Science 286,
1104 1111.
Dansgaard, W., Johnsen, S.J., Clausen, H.B., Dahl-Jensen, D., Gundestrup, N.S., Hammer, C.V., Hvidberg, C.S., Stefensen, J.P.,
Sveinbjornsdottir, A.E., Jouzel, J., Bond, G., 1993. Evidence
for general instability of past climate from a 250 kyr ice-core
record. Nature 364, 218 220.
Driver, R.D., 1977. Ordinary and Delay Differential Equations.
Springer-Verlag, New York, NY.
Elkibbi, M., Rial, J.A., 2001. An outsiders review of the astronomical theory of the climate: is the eccentricity-driven insolation the main driver of the ice ages? Earth-Sci. Rev. 56,
161 177.
Ganopolski, A., Rahmstorf, S., 2001. Rapid changes of glacial
climate simulated in a coupled climate model. Nature 409,
153 158.
Ganopolski, A., Rahmstorf, S., 2002. Abrupt glacial climate changes
due to stochastic resonance. Phys. Rev. Lett. 88 (3), 1 4.
Ghil, M., 1994. Cryothermodyamics: the chaotic dynamics of paleoclimate. Physica, D 77, 130 159.
Ghil, M., Tavantzis, J., 1983. Global Hopf bifurcation in a simple
climate model. SIAM J. Appl. Math. 43, 1019 1041.
Ghil, M., Childress, S., 1987. Topics in Geophysical Fluid Dynamics: Atmospheric Dynamics, Dynamo Theory and Climate Dynamics. Springer-Verlag, New York, NY. 485 pp.
Gopalsamy, K., 1992. Stability and Oscillations in Delay Differential Equations of Population Dynamics. Kluwer Academic Publishing, Boston.
GRIP Project Members, 1993. Climate instability during the last
interglacial period recorded in the GRIP ice core. Nature 364,
203 207.
Gurney, W.S.C., Nisbet, R.M., 1998. Ecological Dynamics. Oxford
Univ. Press, New York, NY.
Hagelberg, T.K., Bond, G., deMenocal, P., 1994. Milankovitch
band forcing of sub-Milankovitch climate variability during
the Pleistocene. Paleoceanography 9, 545 558.
Hinnov, L.A., 2000. New perspectives on orbitally forced stratigraphy. Annu. Rev. Earth Planet. Sci. 28, 419 475.
Hinnov, L.A., Schulz, M., Yiou, P., 2002. Interhemispheric spacetime attributes of the Dansgaard Oeschger oscillations between
0 100 ka. Quat. Sci. Rev. 21, 1213 1228.
Hutchinson, G.E., 1948. Circular causal systems in ecology. Ann.
N.Y. Acad. Sci. 50, 221 246.
Imbrie, J., Berger, A., Boyle, E.A., Clemens, S.C., Duffy, A.,
Howard, W.R., Kukla, G., Kutzbach, J., Martinson, D.G., McIntyre, A., Mix, A.C., Molfino, B., Morley, J.J., Peterson, L.C.,
Pisias, N.G., Prell, W.L., Raymo, M.E., Shackleton, N.J., Toggweiler, J.R., 1993. On the structure and origin of major glaciation cycles 2. The 100,000-year cycle. Paleoceanography 8 (6),
699 735.
Jouzel, J., Lorius, C., Johnsen, S., Grootes, P., 1994. Climate instabilities: Greenland and antarctic records. C. R. Acad. Sci. Paris t.
319 (serie II), 65 77.
Kallen, E., Crafoord, C., Ghil, M., 1980. Free oscillations in a

climate model with ice-sheet dynamics. J. Atmos. Dynamics

36, 2292 2303.
Leuschner, D.C., Sirocko, F., 2000. The low-latitude monsoon climate during Dansgaard Oeschger cycles and Heinrich events.
Quat. Sci. Rev. 19, 243 254.
Li, X.S., Berger, A., Loutre, M.F., 1998. CO2 and Northern Hemisphere ice volume variations over the middle and late Quaternary. Clim. Dyn. 14, 537 544.
Marsden, J.E., McCracken, M., 1976. The Hopf Bifurcation and its
Applications. Springer-Verlag, NY.
May, R.M., 1973. Stability and Complexity in Model Ecosystems.
Princeton Univ. Press, Princeton, NJ.
Minorsky, N., 1962. Nonlinear Oscillations. Van Nostrand-Reinhold, Princeton, NJ.
Mudelsee, M., Schultz, M., 1997. The mid-Pleistocene climate transition: onset of the 100 ka cycle lags ice volume build-up by 280
ka. Earth Planet. Sci. Lett. 151, 117 123.
National Academy of Sciences, 2002. Abrupt Climate Change:
Inevitable Surprises. Web site:http://www.nap.edu/books/
0309074347/html/.
Oerlemans, J., 1982. Glacial cycles and ice-sheet modeling. Clim.
Change 4, 353 374.
Petit, J.R., Jouzel, J., Raynaud, D., Barkov, N.I., et al., 1999. Climate and atmospheric history of the past 420,000 years from the
Vostok ice core, Antarctica. Nature 399, 429 436.
Pikovsky, A., Rosenblum, M., Kurths, J., 2001. Synchronization.
Cambridge Univ. Press, Cambridge, UK.
Rahmstorf, S., 2000. The thermohaline ocean circulation: a system
with dangerous thresholds? Clim. Change 46, 247 256.
Rahmstorf, S., 2001. Abrupt climate change. In: Steele, J., Thorpe,
S., Turekian, K. (Eds.), Encyclopedia of Ocean Sciences. Academic Press, London, pp. 1 6.
Rahmstorf, S., 2003. Timing of abrupt climate change: a precise
clock. Geophys. Res. Lett. 30, 1510 1514.
Raymo, M.E., 1997. The timing of major climate terminations.
Paleoceanography 12, 577 585.
Rial, J.A., 1999. Pacemaking the ice ages by frequency modulation
of Earths orbital eccentricity. Science 285, 564 568.
Rial, J.A., 2003. Earths Orbital Eccentricity and the Rhythm of
the Pleistocene Ice Ages: the Concealed Pacemaker (This
volume).
Rial, J.A., Anaclerio, C.A., 2000. Understanding nonlinear
responses of the climate system to orbital forcing. Quat. Sci.
Rev. 19, 1709 1722.
Rial, J.A., Pielke, R.A., Beniston, M., Claussen, M., Canadell,
J., Cox, P., Held, H., de Noblet, N., Prinn, R., Reynolds,
J.F., Salas, J.D., 2004. Nonlinearities, feedbacks and critical
thresholds within the earths climate system. Clim. Change
(in press).
Rind, D., 1999. Complexity and climate. Science 284, 105 107.
Sachs, J.P., Lehman, S., 1999. Subtropical North Atlantic temperatures 60,000 to 30 000 years ago. Science 286, 756 759.
Saltzman, B., 2002. Dynamical Paleoclimatology. Academic Press,
San Diego, CA.
Saltzman, B., Maasch, K., 1991. A first-order global model of late
Cenozoic climate change. Clim. Change 5, 201 210.
Saltzman, B., Sutera, A., 1987. The mid-Quaternary climate transi-

J.A. Rial / Global and Planetary Change 41 (2004) 95109

tion as the free response of a three-variable dynamical model.
J. Atmos. Sci. 44, 236 241.
Saltzman, B., Verbitsky, M., 1994. Late Pleistocene climate trajectory in the phase space of global ice, ocean state, and CO2:
observations and theory. Paleocenography 9 (6), 767 779.
Schneider, S.H., 1992. Introduction to climate modeling. In: Trenberth, K.E. (Ed.), Climate System Modeling. Cambridge Univ.
Press, Cambridge-New York, pp. 3 23.
Simiu, E., 2002. Chaotic Transitions in Deterministic and Stochastic Dynamical Systems. Princeton Univ. Press, Princeton, NJ.

109

Stoker, J.J., 1950. Nonlinear Vibrations in Mechanical and Electrical Systems. Interscience Publishers, New York. 273 pp.
Tziperman, E., Stone, L., Cane, M.A., Jarosh, H., 1994. El Nino
chaos: overlapping of resonances betwen the seasonal cycle
and the Pacific ocean atmosphere oscillator. Science 264,
72 74.
Zachos, J.C., Shackleton, N., Revenaugh, J.S., Palike, H.,
Flower, B.P., 2001. Climate response to orbital forcing
across the Oligocene Miocene boundary. Science 292,
274 278.