An analysis of arithmetic averaging in approximate Riemann solvers with an application to steady, supercritical flows

An analysis of various arithmetic averaging procedures for approximate Riemann solvers is made with a specific emphasis on efficiency and a jump capturing property. The various alternatives discussed are intended for future work, as well as the more immediate problem of steady, supercritical free-surface flows. Numerical results are shown for two test problems.

An efficient numerical method for compressible flows of a real gas using arithmetic averaging

An efficient numerical method is presented for the solution of the Euler equations governing the compressible flow of a real gas. The scheme is based on the approximate solution of a specially constructed set of linearised Riemann problems. An average of the flow variables across the interface between cells is required, and this is chosen to be the arithmetic mean for computational efficiency, which is in contrast to the usual square root averaging. The scheme is applied to a test problem for five different equations of state.

An efficient numerical scheme for the two-dimensional shallow water equations using arithmetic averaging

A finite difference scheme based on flux difference splitting is presented for the solution of the two-dimensional shallow water equations of ideal fluid flow. A linearised problem, analogous to that of Riemann for gas dynamics is defined, and a scheme, based on numerical characteristic decomposition is presented for obtaining approximate solutions to the linearised problem, and incorporates the technique of operator splitting. An average of the flow variables across the interface between cells is required, and this average is chosen to be the arithmetic mean for computational efficiency leading to arithmetic averaging. This is in contrast to usual ‘square root’ averages found in this type of Riemann solver, where the computational expense can be prohibitive. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids nonphysical, spurious oscillations. An extension to the two-dimensional equations with source terms is included. The scheme is applied to the one-dimensional problems of a breaking dam and reflection of a bore, and in each case the approximate solution is compared to the exact solution of ideal fluid flow. The scheme is also applied to a problem of stationary bore generation in a channel of variable cross-section. Finally, the scheme is applied to two other dam-break problems, this time in two dimensions with one having cylindrical symmetry. Each approximate solution compares well with those given by other authors.

An analysis of the impact of R&D on productivity using Bayesian model averaging with a reversible jump algorithm.

A Bayesian Model Averaging approach to the estimation of lag structures is introduced, and applied to assess the impact of R&D on agricultural productivity in the US from 1889 to 1990. Lag and structural break coefficients are estimated using a reversible jump algorithm that traverses the model space. In addition to producing estimates and standard deviations for the coe¢ cients, the probability that a given lag (or break) enters the model is estimated. The approach is extended to select models populated with Gamma distributed lags of di¤erent frequencies. Results are consistent with the hypothesis that R&D positively drives productivity. Gamma lags are found to retain their usefulness in imposing a plausible structure on lag coe¢ cients, and their role is enhanced through the use of model averaging.

Bayesian model averaging and identification of structural breaks in time series

Bayesian Model Averaging (BMA) is used for testing for multiple break points in univariate series using conjugate normal-gamma priors. This approach can test for the number of structural breaks and produce posterior probabilities for a break at each point in time. Results are averaged over specifications including: stationary; stationary around trend and unit root models, each containing different types and number of breaks and different lag lengths. The procedures are used to test for structural breaks on 14 annual macroeconomic series and 11 natural resource price series. The results indicate that there are structural breaks in all of the natural resource series and most of the macroeconomic series. Many of the series had multiple breaks. Our findings regarding the existence of unit roots, having allowed for structural breaks in the data, are largely consistent with previous work.

On the regulation of spatial externalities: coexistence between GM and conventional crops in the EU and the 'newcomer principle'

Pollen-mediated gene flow is one of the main concerns associated with the introduction of genetically modified (GM) crops. Should a premium for non-GM varieties emerge on the market, ‘contamination’ by GM pollen would generate a revenue loss for growers of non-GM varieties. This paper analyses the problem of pollen-mediated gene flow as a particular type of production externality. The model, although simple, provides useful insights into coexistence policies. Following on from this and taking GM herbicide-tolerant oilseed rape (Brassica napus) as a model crop, a Monte Carlo simulation is used to generate data and then estimate the effect of several important policy variables (including width of buffer zones and spatial aggregation) on the magnitude of the externality associated with pollen-mediated gene flow.

Learning in neural networks and stochastic approximation methods with averaging

The problem of adjusting the weights (learning) in multilayer feedforward neural networks (NN) is known to be of a high importance when utilizing NN techniques in various practical applications. The learning procedure is to be performed as fast as possible and in a simple computational fashion, the two requirements which are usually not satisfied practically by the methods developed so far. Moreover, the presence of random inaccuracies are usually not taken into account. In view of these three issues, an alternative stochastic approximation approach discussed in the paper, seems to be very promising.

Disentangling multi-level systems: averaging, correlations and memory

We consider two weakly coupled systems and adopt a perturbative approach based on the Ruelle response theory to study their interaction. We propose a systematic way of parameterizing the effect of the coupling as a function of only the variables of a system of interest. Our focus is on describing the impacts of the coupling on the long term statistics rather than on the finite-time behavior. By direct calculation, we find that, at first order, the coupling can be surrogated by adding a deterministic perturbation to the autonomous dynamics of the system of interest. At second order, there are additionally two separate and very different contributions. One is a term taking into account the second-order contributions of the fluctuations in the coupling, which can be parameterized as a stochastic forcing with given spectral properties. The other one is a memory term, coupling the system of interest to its previous history, through the correlations of the second system. If these correlations are known, this effect can be implemented as a perturbation with memory on the single system. In order to treat this case, we present an extension to Ruelle's response theory able to deal with integral operators. We discuss our results in the context of other methods previously proposed for disentangling the dynamics of two coupled systems. We emphasize that our results do not rely on assuming a time scale separation, and, if such a separation exists, can be used equally well to study the statistics of the slow variables and that of the fast variables. By recursively applying the technique proposed here, we can treat the general case of multi-level systems.

Realistic mean field forward predictions for the integration of co-registered EEG/fMRI

Brain activity can be measured non-invasively with functional imaging techniques. Each pixel in such an image represents a neural mass of about 105 to 107 neurons. Mean field models (MFMs) approximate their activity by averaging out neural variability while retaining salient underlying features, like neurotransmitter kinetics. However, MFMs incorporating the regional variability, realistic geometry and connectivity of cortex have so far appeared intractable. This lack of biological realism has led to a focus on gross temporal features of the EEG. We address these impediments and showcase a "proof of principle" forward prediction of co-registered EEG/fMRI for a full-size human cortex in a realistic head model with anatomical connectivity, see figure 1. MFMs usually assume homogeneous neural masses, isotropic long-range connectivity and simplistic signal expression to allow rapid computation with partial differential equations. But these approximations are insufficient in particular for the high spatial resolution obtained with fMRI, since different cortical areas vary in their architectonic and dynamical properties, have complex connectivity, and can contribute non-trivially to the measured signal. Our code instead supports the local variation of model parameters and freely chosen connectivity for many thousand triangulation nodes spanning a cortical surface extracted from structural MRI. This allows the introduction of realistic anatomical and physiological parameters for cortical areas and their connectivity, including both intra- and inter-area connections. Proper cortical folding and conduction through a realistic head model is then added to obtain accurate signal expression for a comparison to experimental data. To showcase the synergy of these computational developments, we predict simultaneously EEG and fMRI BOLD responses by adding an established model for neurovascular coupling and convolving "Balloon-Windkessel" hemodynamics. We also incorporate regional connectivity extracted from the CoCoMac database [1]. Importantly, these extensions can be easily adapted according to future insights and data. Furthermore, while our own simulation is based on one specific MFM [2], the computational framework is general and can be applied to models favored by the user. Finally, we provide a brief outlook on improving the integration of multi-modal imaging data through iterative fits of a single underlying MFM in this realistic simulation framework.