A linear model for the structure of turbulence beneath surface water waves

The structure of turbulence in the ocean surface layer is investigated using a simplified semi-analytical model based on rapid-distortion theory. In this model, which is linear with respect to the turbulence, the flow comprises a mean Eulerian shear current, the Stokes drift of an irrotational surface wave, which accounts for the irreversible effect of the waves on the turbulence, and the turbulence itself, whose time evolution is calculated. By analysing the equations of motion used in the model, which are linearised versions of the Craik–Leibovich equations containing a ‘vortex force’, it is found that a flow including mean shear and a Stokes drift is formally equivalent to a flow including mean shear and rotation. In particular, Craik and Leibovich’s condition for the linear instability of the first kind of flow is equivalent to Bradshaw’s condition for the linear instability of the second. However, the present study goes beyond linear stability analyses by considering flow disturbances of finite amplitude, which allows calculating turbulence statistics and addressing cases where the linear stability is neutral. Results from the model show that the turbulence displays a structure with a continuous variation of the anisotropy and elongation, ranging from streaky structures, for distortion by shear only, to streamwise vortices resembling Langmuir circulations, for distortion by Stokes drift only. The TKE grows faster for distortion by a shear and a Stokes drift gradient with the same sign (a situation relevant to wind waves), but the turbulence is more isotropic in that case (which is linearly unstable to Langmuir circulations).

A linear model of gravity wave drag for hydrostatic sheared flow over elliptical mountains

An analytical model of orographic gravity wave drag due to sheared flow past elliptical mountains is developed. The model extends the domain of applicability of the well-known Phillips model to wind profiles that vary relatively slowly in the vertical, so that they may be treated using a WKB approximation. The model illustrates how linear processes associated with wind profile shear and curvature affect the drag force exerted by the airflow on mountains, and how it is crucial to extend the WKB approximation to second order in the small perturbation parameter for these effects to be taken into account. For the simplest wind profiles, the normalized drag depends only on the Richardson number, Ri, of the flow at the surface and on the aspect ratio, γ, of the mountain. For a linear wind profile, the drag decreases as Ri decreases, and this variation is faster when the wind is across the mountain than when it is along the mountain. For a wind that rotates with height maintaining its magnitude, the drag generally increases as Ri decreases, by an amount depending on γ and on the incidence angle. The results from WKB theory are compared with exact linear results and also with results from a non-hydrostatic nonlinear numerical model, showing in general encouraging agreement, down to values of Ri of order one.

The structure of the optimal income tax in the quasi-linear model

Existing numerical characterizations of the optimal income tax have been based on a limited number of model specifications. As a result, they do not reveal which properties are general. We determine the optimal tax in the quasi-linear model under weaker assumptions than have previously been used; in particular, we remove the assumption of a lower bound on the utility of zero consumption and the need to permit negative labor incomes. A Monte Carlo analysis is then conducted in which economies are selected at random and the optimal tax function constructed. The results show that in a significant proportion of economies the marginal tax rate rises at low skills and falls at high. The average tax rate is equally likely to rise or fall with skill at low skill levels, rises in the majority of cases in the centre of the skill range, and falls at high skills. These results are consistent across all the specifications we test. We then extend the analysis to show that these results also hold for Cobb-Douglas utility.

Improving power and accuracy of genome-wide association studies via a multi-locus mixed linear model methodology

Genome-wide association studies (GWAS) have been widely used in genetic dissection of complex traits. However, common methods are all based on a fixed-SNP-effect mixed linear model (MLM) and single marker analysis, such as efficient mixed model analysis (EMMA). These methods require Bonferroni correction for multiple tests, which often is too conservative when the number of markers is extremely large. To address this concern, we proposed a random-SNP-effect MLM (RMLM) and a multi-locus RMLM (MRMLM) for GWAS. The RMLM simply treats the SNP-effect as random, but it allows a modified Bonferroni correction to be used to calculate the threshold p value for significance tests. The MRMLM is a multi-locus model including markers selected from the RMLM method with a less stringent selection criterion. Due to the multi-locus nature, no multiple test correction is needed. Simulation studies show that the MRMLM is more powerful in QTN detection and more accurate in QTN effect estimation than the RMLM, which in turn is more powerful and accurate than the EMMA. To demonstrate the new methods, we analyzed six flowering time related traits in Arabidopsis thaliana and detected more genes than previous reported using the EMMA. Therefore, the MRMLM provides an alternative for multi-locus GWAS.

Decadal predictability of the Atlantic Ocean in a coupled GCM: forecast skill and optimal perturbations using Linear Inverse Modelling

The decadal predictability of three-dimensional Atlantic Ocean anomalies is examined in a coupled global climate model (HadCM3) using a Linear Inverse Modelling (LIM) approach. It is found that the evolution of temperature and salinity in the Atlantic, and the strength of the meridional overturning circulation (MOC), can be effectively described by a linear dynamical system forced by white noise. The forecasts produced using this linear model are more skillful than other reference forecasts for several decades. Furthermore, significant non-normal amplification is found under several different norms. The regions from which this growth occurs are found to be fairly shallow and located in the far North Atlantic. Initially, anomalies in the Nordic Seas impact the MOC, and the anomalies then grow to fill the entire Atlantic basin, especially at depth, over one to three decades. It is found that the structure of the optimal initial condition for amplification is sensitive to the norm employed, but the initial growth seems to be dominated by MOC-related basin scale changes, irrespective of the choice of norm. The consistent identification of the far North Atlantic as the most sensitive region for small perturbations suggests that additional observations in this region would be optimal for constraining decadal climate predictions.

A comparison of two methods for developing the linearization of a shallow-water model

We develop the linearization of a semi-implicit semi-Lagrangian model of the one-dimensional shallow-water equations using two different methods. The usual tangent linear model, formed by linearizing the discrete nonlinear model, is compared with a model formed by first linearizing the continuous nonlinear equations and then discretizing. Both models are shown to perform equally well for finite perturbations. However, the asymptotic behaviour of the two models differs as the perturbation size is reduced. This leads to difficulties in showing that the models are correctly coded using the standard tests. To overcome this difficulty we propose a new method for testing linear models, which we demonstrate both theoretically and numerically. © Crown copyright, 2003. Royal Meteorological Society

Design and analysis of climate model experiments for the efficient estimation of anthropogenic signals

Presented herein is an experimental design that allows the effects of several radiative forcing factors on climate to be estimated as precisely as possible from a limited suite of atmosphere-only general circulation model (GCM) integrations. The forcings include the combined effect of observed changes in sea surface temperatures, sea ice extent, stratospheric (volcanic) aerosols, and solar output, plus the individual effects of several anthropogenic forcings. A single linear statistical model is used to estimate the forcing effects, each of which is represented by its global mean radiative forcing. The strong colinearity in time between the various anthropogenic forcings provides a technical problem that is overcome through the design of the experiment. This design uses every combination of anthropogenic forcing rather than having a few highly replicated ensembles, which is more commonly used in climate studies. Not only is this design highly efficient for a given number of integrations, but it also allows the estimation of (nonadditive) interactions between pairs of anthropogenic forcings. The simulated land surface air temperature changes since 1871 have been analyzed. The changes in natural and oceanic forcing, which itself contains some forcing from anthropogenic and natural influences, have the most influence. For the global mean, increasing greenhouse gases and the indirect aerosol effect had the largest anthropogenic effects. It was also found that an interaction between these two anthropogenic effects in the atmosphere-only GCM exists. This interaction is similar in magnitude to the individual effects of changing tropospheric and stratospheric ozone concentrations or to the direct (sulfate) aerosol effect. Various diagnostics are used to evaluate the fit of the statistical model. For the global mean, this shows that the land temperature response is proportional to the global mean radiative forcing, reinforcing the use of radiative forcing as a measure of climate change. The diagnostic tests also show that the linear model was suitable for analyses of land surface air temperature at each GCM grid point. Therefore, the linear model provides precise estimates of the space time signals for all forcing factors under consideration. For simulated 50-hPa temperatures, results show that tropospheric ozone increases have contributed to stratospheric cooling over the twentieth century almost as much as changes in well-mixed greenhouse gases.

Linear-wavelet models applied to the identification of a two-link manipulator

This paper shows that a wavelet network and a linear term can be advantageously combined for the purpose of non linear system identification. The theoretical foundation of this approach is laid by proving that radial wavelets are orthogonal to linear functions. A constructive procedure for building such nonlinear regression structures, termed linear-wavelet models, is described. For illustration, sim ulation data are used to identify a model for a two-link robotic manipulator. The results show that the introduction of wavelets does improve the prediction ability of a linear model.

Linear-wavelet networks

This paper proposes a nonlinear regression structure comprising a wavelet network and a linear term. The introduction of the linear term is aimed at providing a more parsimonious interpolation in high-dimensional spaces when the modelling samples are sparse. A constructive procedure for building such structures, termed linear-wavelet networks, is described. For illustration, the proposed procedure is employed in the framework of dynamic system identification. In an example involving a simulated fermentation process, it is shown that a linear-wavelet network yields a smaller approximation error when compared with a wavelet network with the same number of regressors. The proposed technique is also applied to the identification of a pressure plant from experimental data. In this case, the results show that the introduction of wavelets considerably improves the prediction ability of a linear model. Standard errors on the estimated model coefficients are also calculated to assess the numerical conditioning of the identification process.

Bayesian estimation of the spatial Durbin error model with an application to voter turnout in the 2004 presidential election

The potential for spatial dependence in models of voter turnout, although plausible from a theoretical perspective, has not been adequately addressed in the literature. Using recent advances in Bayesian computation, we formulate and estimate the previously unutilized spatial Durbin error model and apply this model to the question of whether spillovers and unobserved spatial dependence in voter turnout matters from an empirical perspective. Formal Bayesian model comparison techniques are employed to compare the normal linear model, the spatially lagged X model (SLX), the spatial Durbin model, and the spatial Durbin error model. The results overwhelmingly support the spatial Durbin error model as the appropriate empirical model.

Optimal linearization trajectories for tangent linear models

We examine differential equations where nonlinearity is a result of the advection part of the total derivative or the use of quadratic algebraic constraints between state variables (such as the ideal gas law). We show that these types of nonlinearity can be accounted for in the tangent linear model by a suitable choice of the linearization trajectory. Using this optimal linearization trajectory, we show that the tangent linear model can be used to reproduce the exact nonlinear error growth of perturbations for more than 200 days in a quasi-geostrophic model and more than (the equivalent of) 150 days in the Lorenz 96 model. We introduce an iterative method, purely based on tangent linear integrations, that converges to this optimal linearization trajectory. The main conclusion from this article is that this iterative method can be used to account for nonlinearity in estimation problems without using the nonlinear model. We demonstrate this by performing forecast sensitivity experiments in the Lorenz 96 model and show that we are able to estimate analysis increments that improve the two-day forecast using only four backward integrations with the tangent linear model. Copyright © 2011 Royal Meteorological Society

On the approximation of local and linear radiative damping in the middle atmosphere

The validity of approximating radiative heating rates in the middle atmosphere by a local linear relaxation to a reference temperature state (i.e., ‘‘Newtonian cooling’’) is investigated. Using radiative heating rate and temperature output from a chemistry–climate model with realistic spatiotemporal variability and realistic chemical and radiative parameterizations, it is found that a linear regressionmodel can capture more than 80% of the variance in longwave heating rates throughout most of the stratosphere and mesosphere, provided that the damping rate is allowed to vary with height, latitude, and season. The linear model describes departures from the climatological mean, not from radiative equilibrium. Photochemical damping rates in the upper stratosphere are similarly diagnosed. Threeimportant exceptions, however, are found.The approximation of linearity breaks down near the edges of the polar vortices in both hemispheres. This nonlinearity can be well captured by including a quadratic term. The use of a scale-independentdamping rate is not well justified in the lower tropical stratosphere because of the presence of a broad spectrum of vertical scales. The local assumption fails entirely during the breakup of the Antarctic vortex, where large fluctuations in temperature near the top of the vortex influence longwave heating rates within the quiescent region below. These results are relevant for mechanistic modeling studies of the middle atmosphere, particularly those investigating the final Antarctic warming.

Forecasting US output growth with non-linear models in the presence of data uncertainty

We consider the impact of data revisions on the forecast performance of a SETAR regime-switching model of U.S. output growth. The impact of data uncertainty in real-time forecasting will affect a model's forecast performance via the effect on the model parameter estimates as well as via the forecast being conditioned on data measured with error. We find that benchmark revisions do affect the performance of the non-linear model of the growth rate, and that the performance relative to a linear comparator deteriorates in real-time compared to a pseudo out-of-sample forecasting exercise.