Stochastic simulations of the Madden-Julian oscillation activity

The Madden-Julian oscillation (MJO) is the most prominent form of tropical intraseasonal variability. This study investigated the following questions. Do inter-annual-to-decadal variations in tropical sea surface temperature (SST) lead to substantial changes in MJO activity? Was there a change in the MJO in the 1970s? Can this change be associated to SST anomalies? What was the level of MJO activity in the pre-reanalysis era? These questions were investigated with a stochastic model of the MJO. Reanalysis data (1948-2008) were used to develop a nine-state first order Markov model capable to simulate the non-stationarity of the MJO. The model is driven by observed SST anomalies and a large ensemble of simulations was performed to infer the activity of the MJO in the instrumental period (1880-2008). The model is capable to reproduce the activity of the MJO during the reanalysis period. The simulations indicate that the MJO exhibited a regime of near normal activity in 1948-1972 (3.4 events year(-1)) and two regimes of high activity in 1973-1989 (3.9 events) and 1990-2008 (4.6 events). Stochastic simulations indicate decadal shifts with near normal levels in 1880-1895 (3.4 events), low activity in 1896 1917 (2.6 events) and a return to near normal levels during 1918-1947 (3.3 events). The results also point out to significant decadal changes in probabilities of very active years (5 or more MJO events): 0.214 (1880-1895), 0.076 (1896-1917), 0.197 (1918-1947) and 0.193 (1948-1972). After a change in behavior in the 1970s, this probability has increased to 0.329 (1973-1989) and 0.510 (1990-2008). The observational and stochastic simulations presented here call attention to the need to further understand the variability of the MJO on a wide range of time scales.

Estimation or simulation? That is the question

The issue of smoothing in kriging has been addressed either by estimation or simulation. The solution via estimation calls for postprocessing kriging estimates in order to correct the smoothing effect. Stochastic simulation provides equiprobable images presenting no smoothing and reproducing the covariance model. Consequently, these images reproduce both the sample histogram and the sample semivariogram. However, there is still a problem, which is the lack of local accuracy of simulated images. In this paper, a postprocessing algorithm for correcting the smoothing effect of ordinary kriging estimates is compared with sequential Gaussian simulation realizations. Based on samples drawn from exhaustive data sets, the postprocessing algorithm is shown to be superior to any individual simulation realization yet, at the expense of providing one deterministic estimate of the random function.

Reaction-diffusion stochastic lattice model for a predator-prey system

We have the purpose of analyzing the effect of explicit diffusion processes in a predator-prey stochastic lattice model. More precisely we wish to investigate the possible effects due to diffusion upon the thresholds of coexistence of species, i. e., the possible changes in the transition between the active state and the absorbing state devoid of predators. To accomplish this task we have performed time dependent simulations and dynamic mean-field approximations. Our results indicate that the diffusive process can enhance the species coexistence.

Bending of stochastic Kirchhoff plates on Winkler foundations via the Galerkin method and the Askey-Wiener scheme

In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical results are presented. The Lax-Milgram lemma is used to express the conditions for existence and uniqueness of the solution. Uncertainties in plate and foundation stiffness are modeled by respecting these conditions, hence using Legendre polynomials indexed in uniform random variables. The space of approximate solutions is built using results of density between the space of continuous functions and Sobolev spaces. Approximate Galerkin solutions are compared with results of Monte Carlo simulation, in terms of first and second order moments and in terms of histograms of the displacement response. Numerical results for two example problems show very fast convergence to the exact solution, at excellent accuracies. The Askey-Wiener Galerkin scheme developed herein is able to reproduce the histogram of the displacement response. The scheme is shown to be a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2009 Elsevier Ltd. All rights reserved.

Chaos-Galerkin solution of stochastic Timoshenko bending problems

This paper presents an accurate and efficient solution for the random transverse and angular displacement fields of uncertain Timoshenko beams. Approximate, numerical solutions are obtained using the Galerkin method and chaos polynomials. The Chaos-Galerkin scheme is constructed by respecting the theoretical conditions for existence and uniqueness of the solution. Numerical results show fast convergence to the exact solution, at excellent accuracies. The developed Chaos-Galerkin scheme accurately approximates the complete cumulative distribution function of the displacement responses. The Chaos-Galerkin scheme developed herein is a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2011 Elsevier Ltd. All rights reserved.

Galerkin Solution of Stochastic Beam Bending on Winkler Foundations

In this paper, the Askey-Wiener scheme and the Galerkin method are used to obtain approximate solutions to stochastic beam bending on Winkler foundation. The study addresses Euler-Bernoulli beams with uncertainty in the bending stiffness modulus and in the stiffness of the foundation. Uncertainties are represented by parameterized stochastic processes. The random behavior of beam response is modeled using the Askey-Wiener scheme. One contribution of the paper is a sketch of proof of existence and uniqueness of the solution to problems involving fourth order operators applied to random fields. From the approximate Galerkin solution, expected value and variance of beam displacement responses are derived, and compared with corresponding estimates obtained via Monte Carlo simulation. Results show very fast convergence and excellent accuracies in comparison to Monte Carlo simulation. The Askey-Wiener Galerkin scheme presented herein is shown to be a theoretically solid and numerically efficient method for the solution of stochastic problems in engineering.

Influence of intrapulpal pressure simulation on the bond strength of adhesive systems to dentin

The purpose of this study was to evaluate the influence of intrapulpal pressure simulation on the bonding effectiveness of etch & rinse and self-etch adhesives to dentin. Eighty sound human molars were distributed into eight groups, according to the permeability level of each sample, measured by an apparatus to assess hydraulic conductance (Lp). Thus, a similar mean permeability was achieved in each group. Three etch & rinse adhesives (Prime & Bond NT - PB, Single Bond -SB, and Excite - EX) and one self-etch system (Clearfil SE Bond - SE) were employed, varying the presence or absence of an intrapulpal pressure (IPP) simulation of 15 cmH2O. After adhesive and restorative procedures were carried out, the samples were stored in distilled water for 24 hours at 37°C, and taken for tensile bond strength (TBS) testing. Fracture analysis was performed using a light microscope at 40 X magnification. The data, obtained in MPa, were then submitted to the Kruskal-Wallis test ( a = 0.05). The results revealed that the TBS of SB and EX was significantly reduced under IPP simulation, differing from the TBS of PB and SE. Moreover, SE obtained the highest bond strength values in the presence of IPP. It could be concluded that IPP simulation can influence the bond strength of certain adhesive systems to dentin and should be considered when in vitro studies are conducted.

Evaluation of thermal simulation of households in the metropolitan region of São Paulo, Brazil

Abstract This paper aims at assessing the performance of a program of thermal simulation (Arquitrop) in different households in the city of Sao Paulo, Brazil. The households were selected for the Wheezing Project which followed up children under 2 years old to monitor the occurrence of respiratory diseases. The results show that in all three study households there is a good approximation between the observed and the simulated indoor temperatures. It was also observed a fairly consistent and realistic behavior between the simulated indoor and the outdoor temperatures, describing the Arquitrop model as an efficient estimator and good representative of the thermal behavior of households in the city of Sao Paulo. The worst simulation is linked to the poorest type of construction. This may be explained by the bad quality of the construction, which the Architrop could not simulate adequately

The Process of Simulation Authoring/Creation by Chemistry Teachers: A Service Learning Experience

Two case studies are presented to describe the process of public school teachers authoring and creating chemistry simulations. They are part of the Virtual Didactic Laboratory for Chemistry, a project developed by the School of the Future of the University of Sao Paulo. the documental analysis of the material produced by two groups of teachers reflects different selection process for both themes and problem-situations when creating simulations. The study demonstrates the potential for chemistry learning with an approach that takes students' everyday lives into account and is based on collaborative work among teachers and researches. Also, from the teachers' perspectives, the possibilities of interaction that a simulation offers for classroom activities are considered.

Study of the antimicrobial peptide indolicidin and a mutant in micelle medium by molecular dynamics simulation

The antimicrobial peptide indolicidin (IND) and the mutant CP10A in hydrated micelles were studied using molecular dynamics simulations in order to observe whether the molecular dynamics and experimental data could be sufficiently correlated and a detailed description of the interaction of the antimicrobial peptides with a model of the membrane provided by a hydrated micelle system could be obtained. In agreement with the experiments, the simulations showed that the peptides are located near the surface of the micelles. Peptide insertions agree with available experimental data, showing deeper insertion of the mutant compared with the peptide IND. Major insertion into the hydrophobic core of the micelle by all tryptophan and mutated residues of CP10A in relation to IND was observed. The charged residues of the terminus regions of both peptides present similar behavior, indicating that the major differences in the interactions with the micelles of the peptides IND and CP10A occur in the case of the hydrophobic residues.

Crossover between the extended and localized regimes in stochastic partially self-avoiding walks in one-dimensional disordered systems

Consider N sites randomly and uniformly distributed in a d-dimensional hypercube. A walker explores this disordered medium going to the nearest site, which has not been visited in the last mu (memory) steps. The walker trajectory is composed of a transient part and a periodic part (cycle). For one-dimensional systems, travelers can or cannot explore all available space, giving rise to a crossover between localized and extended regimes at the critical memory mu(1) = log(2) N. The deterministic rule can be softened to consider more realistic situations with the inclusion of a stochastic parameter T (temperature). In this case, the walker movement is driven by a probability density function parameterized by T and a cost function. The cost function increases as the distance between two sites and favors hops to closer sites. As the temperature increases, the walker can escape from cycles that are reminiscent of the deterministic nature and extend the exploration. Here, we report an analytical model and numerical studies of the influence of the temperature and the critical memory in the exploration of one-dimensional disordered systems.

Fossil groups in the Millennium Simulation Evolution of the brightest galaxies

Aims. We create a catalogue of simulated fossil groups and study their properties, in particular the merging histories of their first-ranked galaxies. We compare the simulated fossil group properties with those of both simulated non-fossil and observed fossil groups. Methods. Using simulations and a mock galaxy catalogue, we searched for massive (>5 x 10(13) h(-1) M-circle dot) fossil groups in the Millennium Simulation Galaxy Catalogue. In addition, we attempted to identify observed fossil groups in the Sloan Digital Sky Survey Data Release 6 using identical selection criteria. Results. Our predictions on the basis of the simulation data are: (a) fossil groups comprise about 5.5% of the total population of groups/clusters with masses larger than 5 x 10(13) h(-1) M-circle dot. This fraction is consistent with the fraction of fossil groups identified in the SDSS, after all observational biases have been taken into account; (b) about 88% of the dominant central objects in fossil groups are elliptical galaxies that have a median R-band absolute magnitude of similar to-23.5-5 log h, which is typical of the observed fossil groups known in the literature; (c) first-ranked galaxies of systems with M > 5 x 10(13) h(-1) M-circle dot, regardless of whether they are either fossil or non-fossil, are mainly formed by gas-poor mergers; (d) although fossil groups, in general, assembled most of their virial masses at higher redshifts in comparison with non-fossil groups, first-ranked galaxies in fossil groups merged later, i.e. at lower redshifts, compared with their non-fossil-group counterparts. Conclusions. We therefore expect to observe a number of luminous galaxies in the centres of fossil groups that show signs of a recent major merger.

Fossil groups in the Millennium simulation Their environment and its evolution

Context. Fossil systems are defined to be X- ray bright galaxy groups ( or clusters) with a two- magnitude difference between their two brightest galaxies within half the projected virial radius, and represent an interesting extreme of the population of galaxy agglomerations. However, the physical conditions and processes leading to their formation are still poorly constrained. Aims. We compare the outskirts of fossil systems with that of normal groups to understand whether environmental conditions play a significant role in their formation. We study the groups of galaxies in both, numerical simulations and observations. Methods. We use a variety of statistical tools including the spatial cross- correlation function and the local density parameter Delta(5) to probe differences in the density and structure of the environments of "" normal"" and "" fossil"" systems in the Millennium simulation. Results. We find that the number density of galaxies surrounding fossil systems evolves from greater than that observed around normal systems at z = 0.69, to lower than the normal systems by z = 0. Both fossil and normal systems exhibit an increment in their otherwise radially declining local density measure (Delta(5)) at distances of order 2.5 r(vir) from the system centre. We show that this increment is more noticeable for fossil systems than normal systems and demonstrate that this difference is linked to the earlier formation epoch of fossil groups. Despite the importance of the assembly time, we show that the environment is different for fossil and non- fossil systems with similar masses and formation times along their evolution. We also confirm that the physical characteristics identified in the Millennium simulation can also be detected in SDSS observations. Conclusions. Our results confirm the commonly held belief that fossil systems assembled earlier than normal systems but also show that the surroundings of fossil groups could be responsible for the formation of their large magnitude gap.

Combining Monte Carlo simulation and density-functional theory to describe the spectral changes of Na(2) in liquid helium

Spectral changes of Na(2) in liquid helium were studied using the sequential Monte Carlo-quantum mechanics method. Configurations composed by Na(2) surrounded by explicit helium atoms sampled from the Monte Carlo simulation were submitted to time-dependent density-functional theory calculations of the electronic absorption spectrum using different functionals. Attention is given to both line shift and line broadening. The Perdew, Burke, and Ernzerhof (PBE1PBE, also known as PBE0) functional, with the PBE1PBE/6-311++G(2d,2p) basis set, gives the spectral shift, compared to gas phase, of 500 cm(-1) for the allowed X (1)Sigma(+)(g) -> B (1)Pi(u) transition, in very good agreement with the experimental value (700 cm(-1)). For comparison, cluster calculations were also performed and the first X (1)Sigma(+)(g) -> A (1)Sigma(+)(u) transition was also considered.

Time correlation function in systems with two coexisting biological species

We study a stochastic lattice model describing the dynamics of coexistence of two interacting biological species. The model comprehends the local processes of birth, death, and diffusion of individuals of each species and is grounded on interaction of the predator-prey type. The species coexistence can be of two types: With self-sustained coupled time oscillations of population densities and without oscillations. We perform numerical simulations of the model on a square lattice and analyze the temporal behavior of each species by computing the time correlation functions as well as the spectral densities. This analysis provides an appropriate characterization of the different types of coexistence. It is also used to examine linked population cycles in nature and in experiment.