Multi-variate factorisation of numerical simulations

Abstract. Factorisation is widely used in the analysis of numerical simulations. It allows changes in properties of a system to be attributed to changes in multiple variables associated with that system. There are many possible factorisation methods; here we discuss three previously-proposed factorisations that have been applied in the field of climate modelling: the linear factorisation, the Stein and Alpert (1993) factorisation, and the Lunt et al (2012) factorisation. We show that, when more than two variables are being considered, none of these three methods possess all three properties of uniqueness , symmetry , and completeness . Here, we extend each of these factorisations so that they do possess these properties for any number of variables, resulting in three factorisations – the linear-sum factorisation, the shared-interaction factorisation, and the scaled-total factorisation. We show that the linear-sum factorisation and the shared-interaction factorisation reduce to be identical. We present the results of the factorisations in the context of studies that used the previously-proposed factorisations. This reveals that only the linear-sum/shared-interaction factorisation possesses a fourth property – boundedness , and as such we recommend the use of this factorisation in applications for which these properties are desirable.