A finite integral transform technique for solving the diffusion-reaction equation with Michaelis-Menten kinetics

An approximate analytical technique employing a finite integral transform is developed to solve the reaction diffusion problem with Michaelis-Menten kinetics in a solid of general shape. A simple infinite series solution for the substrate concentration is obtained as a function of the Thiele modulus, modified Sherwood number, and Michaelis constant. An iteration scheme is developed to bring the approximate solution closer to the exact solution. Comparison with the known exact solutions for slab geometry (quadrature) and numerically exact solutions for spherical geometry (orthogonal collocation) shows excellent agreement for all values of the Thiele modulus and Michaelis constant.

Developing community-based watershed management in Greater Sao Paulo: the case of Santo Andre

This paper describes how watershed protection is being combined with settlement upgrading and land-use management within an area that serves as one of Greater Sao Paulo's main sources of fresh water. This is being undertaken in the municipality of San to Andre. Unlike previous watershed protection measures, which proved ineffective, it recognizes the need to combine the protection of water-sheds with the improvement of conditions in existing settlements and guiding, rather than prohibiting, further settlement. The paper describes how, the community-based watershed management involves the inhabitants of illegal settlements and other stakeholders in an adaptive planning framework that first seeks consensus on what is to be planned before developing the plan, its implementation and its operation, maintenance and monitoring.

Methodologies for calibration and predictive analysis of a watershed model

The use of a fitted parameter watershed model to address water quantity and quality management issues requires that it be calibrated under a wide range of hydrologic conditions. However, rarely does model calibration result in a unique parameter set. Parameter nonuniqueness can lead to predictive nonuniqueness. The extent of model predictive uncertainty should be investigated if management decisions are to be based on model projections. Using models built for four neighboring watersheds in the Neuse River Basin of North Carolina, the application of the automated parameter optimization software PEST in conjunction with the Hydrologic Simulation Program Fortran (HSPF) is demonstrated. Parameter nonuniqueness is illustrated, and a method is presented for calculating many different sets of parameters, all of which acceptably calibrate a watershed model. A regularization methodology is discussed in which models for similar watersheds can be calibrated simultaneously. Using this method, parameter differences between watershed models can be minimized while maintaining fit between model outputs and field observations. In recognition of the fact that parameter nonuniqueness and predictive uncertainty are inherent to the modeling process, PEST's nonlinear predictive analysis functionality is then used to explore the extent of model predictive uncertainty.

The transform likelihood ratio method for rare event simulation with heavy tails

We present a novel method, called the transform likelihood ratio (TLR) method, for estimation of rare event probabilities with heavy-tailed distributions. Via a simple transformation ( change of variables) technique the TLR method reduces the original rare event probability estimation with heavy tail distributions to an equivalent one with light tail distributions. Once this transformation has been established we estimate the rare event probability via importance sampling, using the classical exponential change of measure or the standard likelihood ratio change of measure. In the latter case the importance sampling distribution is chosen from the same parametric family as the transformed distribution. We estimate the optimal parameter vector of the importance sampling distribution using the cross-entropy method. We prove the polynomial complexity of the TLR method for certain heavy-tailed models and demonstrate numerically its high efficiency for various heavy-tailed models previously thought to be intractable. We also show that the TLR method can be viewed as a universal tool in the sense that not only it provides a unified view for heavy-tailed simulation but also can be efficiently used in simulation with light-tailed distributions. We present extensive simulation results which support the efficiency of the TLR method.

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.

Efficient accommodation of local minima in watershed model calibration

The Gauss-Marquardt-Levenberg (GML) method of computer-based parameter estimation, in common with other gradient-based approaches, suffers from the drawback that it may become trapped in local objective function minima, and thus report optimized parameter values that are not, in fact, optimized at all. This can seriously degrade its utility in the calibration of watershed models where local optima abound. Nevertheless, the method also has advantages, chief among these being its model-run efficiency, and its ability to report useful information on parameter sensitivities and covariances as a by-product of its use. It is also easily adapted to maintain this efficiency in the face of potential numerical problems (that adversely affect all parameter estimation methodologies) caused by parameter insensitivity and/or parameter correlation. The present paper presents two algorithmic enhancements to the GML method that retain its strengths, but which overcome its weaknesses in the face of local optima. Using the first of these methods an intelligent search for better parameter sets is conducted in parameter subspaces of decreasing dimensionality when progress of the parameter estimation process is slowed either by numerical instability incurred through problem ill-posedness, or when a local objective function minimum is encountered. The second methodology minimizes the chance of successive GML parameter estimation runs finding the same objective function minimum by starting successive runs at points that are maximally removed from previous parameter trajectories. As well as enhancing the ability of a GML-based method to find the global objective function minimum, the latter technique can also be used to find the locations of many non-global optima (should they exist) in parameter space. This can provide a useful means of inquiring into the well-posedness of a parameter estimation problem, and for detecting the presence of bimodal parameter and predictive probability distributions. The new methodologies are demonstrated by calibrating a Hydrological Simulation Program-FORTRAN (HSPF) model against a time series of daily flows. Comparison with the SCE-UA method in this calibration context demonstrates a high level of comparative model run efficiency for the new method. (c) 2006 Elsevier B.V. All rights reserved.

Shift, scaling and derivative properties for the discrete cosine transform

A set of DCT domain properties for shifting and scaling by real amounts, and taking linear operations such as differentiation is described. The DCT coefficients of a sampled signal are subjected to a linear transform, which returns the DCT coefficients of the shifted, scaled and/or differentiated signal. The properties are derived by considering the inverse discrete transform as a cosine series expansion of the original continuous signal, assuming sampling in accordance with the Nyquist criterion. This approach can be applied in the signal domain, to give, for example, DCT based interpolation or derivatives. The same approach can be taken in decoding from the DCT to give, for example, derivatives in the signal domain. The techniques may prove useful in compressed domain processing applications, and are interesting because they allow operations from the continuous domain such as differentiation to be implemented in the discrete domain. An image matching algorithm illustrates the use of the properties, with improvements in computation time and matching quality.

Quantum noise in optical fibers. I. Stochastic equations

We analyze the quantum dynamics of radiation propagating in a single-mode optical fiber with dispersion, nonlinearity, and Raman coupling to thermal phonons. We start from a fundamental Hamiltonian that includes the principal known nonlinear effects and quantum-noise sources, including linear gain and loss. Both Markovian and frequency-dependent, non-Markovian reservoirs are treated. This treatment allows quantum Langevin equations, which have a classical form except for additional quantum-noise terms, to be calculated. In practical calculations, it is more useful to transform to Wigner or 1P quasi-probability operator representations. These transformations result in stochastic equations that can be analyzed by use of perturbation theory or exact numerical techniques. The results have applications to fiber-optics communications, networking, and sensor technology.

Entanglement in a simple quantum phase transition

What entanglement is present in naturally occurring physical systems at thermal equilibrium? Most such systems are intractable and it is desirable to study simple but realistic systems that can be solved. An example of such a system is the one-dimensional infinite-lattice anisotropic XY model. This model is exactly solvable using the Jordan-Wigner transform, and it is possible to calculate the two-site reduced density matrix for all pairs of sites. Using the two-site density matrix, the entanglement of formation between any two sites is calculated for all parameter values and temperatures. We also study the entanglement in the transverse Ising model, a special case of the XY model, which exhibits a quantum phase transition. It is found that the next-nearest-neighbor entanglement (though not the nearest-neighbor entanglement) is a maximum at the critical point. Furthermore, we show that the critical point in the transverse Ising model corresponds to a transition in the behavior of the entanglement between a single site and the remainder of the lattice.