An advanced regularization methodology for use in watershed model calibration

A calibration methodology based on an efficient and stable mathematical regularization scheme is described. This scheme is a variant of so-called Tikhonov regularization in which the parameter estimation process is formulated as a constrained minimization problem. Use of the methodology eliminates the need for a modeler to formulate a parsimonious inverse problem in which a handful of parameters are designated for estimation prior to initiating the calibration process. Instead, the level of parameter parsimony required to achieve a stable solution to the inverse problem is determined by the inversion algorithm itself. Where parameters, or combinations of parameters, cannot be uniquely estimated, they are provided with values, or assigned relationships with other parameters, that are decreed to be realistic by the modeler. Conversely, where the information content of a calibration dataset is sufficient to allow estimates to be made of the values of many parameters, the making of such estimates is not precluded by preemptive parsimonizing ahead of the calibration process. White Tikhonov schemes are very attractive and hence widely used, problems with numerical stability can sometimes arise because the strength with which regularization constraints are applied throughout the regularized inversion process cannot be guaranteed to exactly complement inadequacies in the information content of a given calibration dataset. A new technique overcomes this problem by allowing relative regularization weights to be estimated as parameters through the calibration process itself. The technique is applied to the simultaneous calibration of five subwatershed models, and it is demonstrated that the new scheme results in a more efficient inversion, and better enforcement of regularization constraints than traditional Tikhonov regularization methodologies. Moreover, it is argued that a joint calibration exercise of this type results in a more meaningful set of parameters than can be achieved by individual subwatershed model calibration. (c) 2005 Elsevier B.V. All rights reserved.

The cost of uniqueness in groundwater model calibration

Calibration of a groundwater model requires that hydraulic properties be estimated throughout a model domain. This generally constitutes an underdetermined inverse problem, for which a Solution can only be found when some kind of regularization device is included in the inversion process. Inclusion of regularization in the calibration process can be implicit, for example through the use of zones of constant parameter value, or explicit, for example through solution of a constrained minimization problem in which parameters are made to respect preferred values, or preferred relationships, to the degree necessary for a unique solution to be obtained. The cost of uniqueness is this: no matter which regularization methodology is employed, the inevitable consequence of its use is a loss of detail in the calibrated field. This, ill turn, can lead to erroneous predictions made by a model that is ostensibly well calibrated. Information made available as a by-product of the regularized inversion process allows the reasons for this loss of detail to be better understood. In particular, it is easily demonstrated that the estimated value for an hydraulic property at any point within a model domain is, in fact, a weighted average of the true hydraulic property over a much larger area. This averaging process causes loss of resolution in the estimated field. Where hydraulic conductivity is the hydraulic property being estimated, high averaging weights exist in areas that are strategically disposed with respect to measurement wells, while other areas may contribute very little to the estimated hydraulic conductivity at any point within the model domain, this possibly making the detection of hydraulic conductivity anomalies in these latter areas almost impossible. A study of the post-calibration parameter field covariance matrix allows further insights into the loss of system detail incurred through the calibration process to be gained. A comparison of pre- and post-calibration parameter covariance matrices shows that the latter often possess a much smaller spectral bandwidth than the former. It is also demonstrated that, as all inevitable consequence of the fact that a calibrated model cannot replicate every detail of the true system, model-to-measurement residuals can show a high degree of spatial correlation, a fact which must be taken into account when assessing these residuals either qualitatively, or quantitatively in the exploration of model predictive uncertainty. These principles are demonstrated using a synthetic case in which spatial parameter definition is based oil pilot points, and calibration is Implemented using both zones of piecewise constancy and constrained minimization regularization. (C) 2005 Elsevier Ltd. All rights reserved.

Phase diagram for a class of spin-1/2 Heisenberg models interpolating between the square-lattice, the triangular-lattice, and the linear-chain limits

We study the spin-1/2 Heisenberg models on an anisotropic two-dimensional lattice which interpolates between the square lattice at one end, a set of decoupled spin chains on the other end, and the triangular-lattice Heisenberg model in between. By series expansions around two different dimer ground states and around various commensurate and incommensurate magnetically ordered states, we establish the phase diagram for this model of a frustrated antiferromagnet. We find a particularly rich phase diagram due to the interplay of magnetic frustration, quantum fluctuations, and varying dimensionality. There is a large region of the usual two-sublattice Neel phase, a three-sublattice phase for the triangular-lattice model, a region of incommensurate magnetic order around the triangular-lattice model, and regions in parameter space where there is no magnetic order. We find that the incommensurate ordering wave vector is in general altered from its classical value by quantum fluctuations. The regime of weakly coupled chains is particularly interesting and appears to be nearly critical. [S0163-1829(99)10421-1].

Free energy approximations in simple lattice proteins

This work addresses the question of whether it is possible to define simple pairwise interaction terms to approximate free energies of proteins or polymers. Rather than ask how reliable a potential of mean force is, one can ask how reliable it could possibly be. In a two-dimensional, infinite lattice model system one can calculate exact free energies by exhaustive enumeration. A series of approximations were fitted to exact results to assess the feasibility and utility of pairwise free energy terms. Approximating the true free energy with pairwise interactions gives a poor fit with little transferability between systems of different size. Adding extra artificial terms to the approximation yields better fits, but does not improve the ability to generalize from one system size to another. Furthermore, one cannot distinguish folding from nonfolding sequences via the approximated free energies. Most usefully, the methodology shows how one can assess the utility of various terms in lattice protein/polymer models. (C) 2001 American Institute of Physics.

Ladder operators for integrable one-dimensional lattice models

A generalised ladder operator is used to construct the conserved operators for any one-dimensional lattice model derived from the Yang-Baxter equation. As an example, the low order conserved operators for the XYh model are calculated explicitly.

Testing predictions of macroscopic binary diffusion coefficients using lattice models with site heterogeneity

Quantitatively predicting mass transport rates for chemical mixtures in porous materials is important in applications of materials such as adsorbents, membranes, and catalysts. Because directly assessing mixture transport experimentally is challenging, theoretical models that can predict mixture diffusion coefficients using Only single-component information would have many uses. One such model was proposed by Skoulidas, Sholl, and Krishna (Langmuir, 2003, 19, 7977), and applications of this model to a variety of chemical mixtures in nanoporous materials have yielded promising results. In this paper, the accuracy of this model for predicting mixture diffusion coefficients in materials that exhibit a heterogeneous distribution of local binding energies is examined. To examine this issue, single-component and binary mixture diffusion coefficients are computed using kinetic Monte Carlo for a two-dimensional lattice model over a wide range of lattice occupancies and compositions. The approach suggested by Skoulidas, Sholl, and Krishna is found to be accurate in situations where the spatial distribution of binding site energies is relatively homogeneous, but is considerably less accurate for strongly heterogeneous energy distributions.

Excitation spectra of the spin-1/2 triangular-lattice Heisenberg antiferromagnet

We use series expansion methods to calculate the dispersion relation of the one-magnon excitations for the spin-(1)/(2) triangular-lattice nearest-neighbor Heisenberg antiferromagnet above a three-sublattice ordered ground state. Several striking features are observed compared to the classical (large-S) spin-wave spectra. Whereas, at low energies the dispersion is only weakly renormalized by quantum fluctuations, significant anomalies are observed at high energies. In particular, we find rotonlike minima at special wave vectors and strong downward renormalization in large parts of the Brillouin zone, leading to very flat or dispersionless modes. We present detailed comparison of our calculated excitation energies in the Brillouin zone with the spin-wave dispersion to order 1/S calculated recently by Starykh, Chubukov, and Abanov [Phys. Rev. B74, 180403(R) (2006)]. We find many common features but also some quantitative and qualitative differences. We show that at temperatures as low as 0.1J the thermally excited rotons make a significant contribution to the entropy. Consequently, unlike for the square lattice model, a nonlinear sigma model description of the finite-temperature properties is only applicable at temperatures < 0.1J. Finally, we review recent NMR measurements on the organic compound kappa-(BEDT-TTF)(2)Cu-2(CN)(3). We argue that these are inconsistent with long-range order and a description of the low-energy excitations in terms of interacting magnons, and that therefore a Heisenberg model with only nearest-neighbor exchange does not offer an adequate description of this material.

Stabilization of native protein fold by intein-mediated covalent cyclization

A mutant version of the N-terminal domain of Escherichia coli DnaB helicase was used as a model system to assess the stabilization against unfolding gained by covalent cyclization. Cyclization was achieved in vivo by formation of an amide bond between the N and C termini with the help of a split mini-intein. Linear and circular proteins were constructed to be identical in amino acid sequence. Mutagenesis of Phe102 to Glu rendered the protein monomeric even at high concentration. A difference in free energy of unfolding, DeltaDeltaG, between circular and linear protein of 2.3(+/-0.5) kcal mol(-1) was measured at 10degreesC by circular dichroism. A theoretical estimate of the difference in conformational entropy of linear and circular random chains in a three-dimensional cubic lattice model predicted DeltaDeltaG = 2.3 kcal mol(-1), suggesting that stabilization by protein cyclization is driven by the reduced conformational entropy of the unfolded state. Amide-proton exchange rates measured by NMR spectroscopy and mass spectrometry showed a uniform, approximately tenfold decrease of the exchange rates of the most slowly exchanging amide protons, demonstrating that cyclization globally decreases the unfolding rate of the protein. The amide proton exchange was found to follow EX1 kinetics at near-neutral pH, in agreement with an unusually slow refolding I measured by stopped-flow circular dichroism. rate of less than 4 min(-1) The linear and circular proteins differed more in their unfolding than in their folding rates. Global unfolding of the N-terminal domain of E. coli DnaB is thus promoted strongly by spatial separation of the N and C termini, whereas their proximity is much less important for folding. (C) 2005 Elsevier Ltd. All rights reserved.

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

A modelling approach to estimate the effect of exotic pollinators on exotic weed population dynamics: bumblebees and broom in Australia

The role of mutualisms in contributing to species invasions is rarely considered, inhibiting effective risk analysis and management options. Potential ecological consequences of invasion of non-native pollinators include increased pollination and seed set of invasive plants, with subsequent impacts on population growth rates and rates of spread. We outline a quantitative approach for evaluating the impact of a proposed introduction of an invasive pollinator on existing weed population dynamics and demonstrate the use of this approach on a relatively data-rich case study: the impacts on Cytisus scoparius (Scotch broom) from proposed introduction of Bombus terrestris. Three models have been used to assess population growth (matrix model), spread speed (integrodifference equation), and equilibrium occupancy (lattice model) for C. scoparius. We use available demographic data for an Australian population to parameterize two of these models. Increased seed set due to more efficient pollination resulted in a higher population growth rate in the density-independent matrix model, whereas simulations of enhanced pollination scenarios had a negligible effect on equilibrium weed occupancy in the lattice model. This is attributed to strong microsite limitation of recruitment in invasive C. scoparius populations observed in Australia and incorporated in the lattice model. A lack of information regarding secondary ant dispersal of C. scoparius prevents us from parameterizing the integrodifference equation model for Australia, but studies of invasive populations in California suggest that spread speed will also increase with higher seed set. For microsite-limited C. scoparius populations, increased seed set has minimal effects on equilibrium site occupancy. However, for density-independent rapidly invading populations, increased seed set is likely to lead to higher growth rates and spread speeds. The impacts of introduced pollinators on native flora and fauna and the potential for promoting range expansion in pollinator-limited 'sleeper weeds' also remain substantial risks.

Anomalous Excitation Spectra of Frustrated Quantum Antiferromagnets

We use series expansions to study the excitation spectra of spin-1/2 antiferromagnets on anisotropic triangular lattices. For the isotropic triangular lattice model (TLM), the high-energy spectra show several anomalous features that differ strongly from linear spin-wave theory (LSWT). Even in the Neel phase, the deviations from LSWT increase sharply with frustration, leading to rotonlike minima at special wave vectors. We argue that these results can be interpreted naturally in a spinon language and provide an explanation for the previously observed anomalous finite-temperature properties of the TLM. In the coupled-chains limit, quantum renormalizations strongly enhance the one-dimensionality of the spectra, in agreement with experiments on Cs2CuCl4.

The lattice solid model to simulate the physics of rocks and earthquakes: Incorporation of friction

The particle-based lattice solid model developed to study the physics of rocks and the nonlinear dynamics of earthquakes is refined by incorporating intrinsic friction between particles. The model provides a means for studying the causes of seismic wave attenuation, as well as frictional heat generation, fault zone evolution, and localisation phenomena. A modified velocity-Verlat scheme that allows friction to be precisely modelled is developed. This is a difficult computational problem given that a discontinuity must be accurately simulated by the numerical approach (i.e., the transition from static to dynamical frictional behaviour). This is achieved using a half time step integration scheme. At each half time step, a nonlinear system is solved to compute the static frictional forces and states of touching particle-pairs. Improved efficiency is achieved by adaptively adjusting the time step increment, depending on the particle velocities in the system. The total energy is calculated and verified to remain constant to a high precision during simulations. Numerical experiments show that the model can be applied to the study of earthquake dynamics, the stick-slip instability, heat generation, and fault zone evolution. Such experiments may lead to a conclusive resolution of the heat flow paradox and improved understanding of earthquake precursory phenomena and dynamics. (C) 1999 Academic Press.

Ferromagnetism, paramagnetism, and a Curie-Weiss metal in an electron-doped Hubbard model on a triangular lattice

Motivated by the unconventional properties and rich phase diagram of NaxCoO2 we consider the electronic and magnetic properties of a two-dimensional Hubbard model on an isotropic triangular lattice doped with electrons away from half-filling. Dynamical mean-field theory (DMFT) calculations predict that for negative intersite hopping amplitudes (t < 0) and an on-site Coulomb repulsion, U, comparable to the bandwidth, the system displays properties typical of a weakly correlated metal. In contrast, for t > 0 a large enhancement of the effective mass, itinerant ferromagnetism, and a metallic phase with a Curie-Weiss magnetic susceptibility are found in a broad electron doping range. The different behavior encountered is a consequence of the larger noninteracting density of states (DOS) at the Fermi level for t > 0 than for t < 0, which effectively enhances the mass and the scattering amplitude of the quasiparticles. The shape of the DOS is crucial for the occurrence of ferromagnetism as for t > 0 the energy cost of polarizing the system is much smaller than for t < 0. Our observation of Nagaoka ferromagnetism is consistent with the A-type antiferromagnetism (i.e., ferromagnetic layers stacked antiferromagnetically) observed in neutron scattering experiments on NaxCoO2. The transport and magnetic properties measured in NaxCoO2 are consistent with DMFT predictions of a metal close to the Mott insulator and we discuss the role of Na ordering in driving the system towards the Mott transition. We propose that the Curie-Weiss metal phase observed in NaxCoO2 is a consequence of the crossover from a bad metal with incoherent quasiparticles at temperatures T > T-* and Fermi liquid behavior with enhanced parameters below T-*, where T-* is a low energy coherence scale induced by strong local Coulomb electron correlations. Our analysis also shows that the one band Hubbard model on a triangular lattice is not enough to describe the unusual properties of NaxCoO2 and is used to identify the simplest relevant model that captures the essential physics in NaxCoO2. We propose a model which allows for the Na ordering phenomena observed in the system which, we propose, drives the system close to the Mott insulating phase even at large dopings.