Spectral theory of some non-selfadjoint linear differential operators

We give a characterisation of the spectral properties of linear differential operators with constant coefficients, acting on functions defined on a bounded interval, and determined by general linear boundary conditions. The boundary conditions may be such that the resulting operator is not selfadjoint. We associate the spectral properties of such an operator $S$ with the properties of the solution of a corresponding boundary value problem for the partial differential equation $\partial_t q \pm iSq=0$. Namely, we are able to establish an explicit correspondence between the properties of the family of eigenfunctions of the operator, and in particular whether this family is a basis, and the existence and properties of the unique solution of the associated boundary value problem. When such a unique solution exists, we consider its representation as a complex contour integral that is obtained using a transform method recently proposed by Fokas and one of the authors. The analyticity properties of the integrand in this representation are crucial for studying the spectral theory of the associated operator.

A Riemann-Hilbert problem with a vanishing coefficient and applications to Toeplitz operators

We study the homogeneous Riemann-Hilbert problem with a vanishing scalar-valued continuous coefficient. We characterize non-existence of nontrivial solutions in the case where the coefficient has its values along several rays starting from the origin. As a consequence, some results on injectivity and existence of eigenvalues of Toeplitz operators in Hardy spaces are obtained.

On the generalized eigenvalue problem for the Rossby wave vertical velocity in the presence of mean flow and topography

In a series of papers, Killworth and Blundell have proposed to study the effects of a background mean flow and topography on Rossby wave propagation by means of a generalized eigenvalue problem formulated in terms of the vertical velocity, obtained from a linearization of the primitive equations of motion. However, it has been known for a number of years that this eigenvalue problem contains an error, which Killworth was prevented from correcting himself by his unfortunate passing and whose correction is therefore taken up in this note. Here, the author shows in the context of quasigeostrophic (QG) theory that the error can ulti- mately be traced to the fact that the eigenvalue problem for the vertical velocity is fundamentally a non- linear one (the eigenvalue appears both in the numerator and denominator), unlike that for the pressure. The reason that this nonlinear term is lacking in the Killworth and Blundell theory comes from neglecting the depth dependence of a depth-dependent term. This nonlinear term is shown on idealized examples to alter significantly the Rossby wave dispersion relation in the high-wavenumber regime but is otherwise irrelevant in the long-wave limit, in which case the eigenvalue problems for the vertical velocity and pressure are both linear. In the general dispersive case, however, one should first solve the generalized eigenvalue problem for the pressure vertical structure and, if needed, diagnose the vertical velocity vertical structure from the latter.

Non-steady state heat conduction in composite walls

The problem of heat conduction in one-dimensional piecewise homogeneous composite materials is examined by providing an explicit solution of the one-dimensional heat equation in each domain. The location of the interfaces is known, but neither temperature nor heat flux are prescribed there. Instead, the physical assumptions of their continuity at the interfaces are the only conditions imposed. The problem of two semi-infinite domains and that of two finite-sized domains are examined in detail. We indicate also how to extend the solution method to the setting of one finite-sized domain surrounded on both sides by semi-infinite domains, and on that of three finite-sized domains.

The Landau free energy of hard ellipses obtained from microscopic simulations

Systems of two-dimensional hard ellipses of varying aspect ratios and packing fractions are studied by Monte Carlo simulations in the generalised canonical ensemble. From this microscopic model, we extract a coarse-grained macroscopic Landau-de Gennes free energy as a function of packing fraction and orientational order parameter. We separate the free energy into the ideal orientational entropy of non-interacting two-dimensional spins and an excess free energy associated with excluded volume interactions. We further explore the isotropic-nematic phase transition using our empirical expression for the free energy and find that the nature of the phase transition is continuous for the aspect ratios we studied.

Non-Maxwellian ion velocity distributions observed using EISCAT

Recent observations from the EISCAT incoherent scatter radar have revealed bursts of poleward ion flow in the dayside auroral ionosphere which are consistent with the ionospheric signature of flux transfer events at the magnetopause. These bursts frequently contain ion drifts which exceed the neutral thermal speed and, because the neutral thermospheric wind is incapable of responding sufficiently rapidly, toroidal, non-Maxwellian ion velocity distributions are expected. The EISCAT observations are made with high time resolution (15 seconds) and at a large angle to the geomagnetic field (73.5°), allowing the non-Maxwellian nature of the distribution to be observed remotely for the first time. The observed features are also strongly suggestive of a toroidal distribution: characteristic spectral shape, increased scattered power (both consistent with reduced Landau damping and enhanced electric field fluctuations) and excessively high line-of-sight ion temperatures deduced if a Maxwellian distribution is assumed. These remote sensing observations allow the evolution of the distributions to be observed. They are found to be non-Maxwellian whenever the ion drift exceeds the neutral thermal speed, indicating that such distributions can exist over the time scale of the flow burst events (several minutes).

A semantic solution to the problem with aesthetic testimony

There is something peculiar about aesthetic testimony. It seems more difficult to gain knowledge of aesthetic properties based solely upon testimony than it is in the case of other types of property. In this paper, I argue that we can provide an adequate explanation at the level of the semantics of aesthetic language, without defending any substantive thesis in epistemology or about aesthetic value/judgement. If aesthetic predicates are given a non-invariantist semantics, we can explain the supposed peculiar difficulty with aesthetic testimony.

Conditioning of the weak-constraint variational data assimilation problem for numerical weather prediction

4-Dimensional Variational Data Assimilation (4DVAR) assimilates observations through the minimisation of a least-squares objective function, which is constrained by the model flow. We refer to 4DVAR as strong-constraint 4DVAR (sc4DVAR) in this thesis as it assumes the model is perfect. Relaxing this assumption gives rise to weak-constraint 4DVAR (wc4DVAR), leading to a different minimisation problem with more degrees of freedom. We consider two wc4DVAR formulations in this thesis, the model error formulation and state estimation formulation. The 4DVAR objective function is traditionally solved using gradient-based iterative methods. The principle method used in Numerical Weather Prediction today is the Gauss-Newton approach. This method introduces a linearised `inner-loop' objective function, which upon convergence, updates the solution of the non-linear `outer-loop' objective function. This requires many evaluations of the objective function and its gradient, which emphasises the importance of the Hessian. The eigenvalues and eigenvectors of the Hessian provide insight into the degree of convexity of the objective function, while also indicating the difficulty one may encounter while iterative solving 4DVAR. The condition number of the Hessian is an appropriate measure for the sensitivity of the problem to input data. The condition number can also indicate the rate of convergence and solution accuracy of the minimisation algorithm. This thesis investigates the sensitivity of the solution process minimising both wc4DVAR objective functions to the internal assimilation parameters composing the problem. We gain insight into these sensitivities by bounding the condition number of the Hessians of both objective functions. We also precondition the model error objective function and show improved convergence. We show that both formulations' sensitivities are related to error variance balance, assimilation window length and correlation length-scales using the bounds. We further demonstrate this through numerical experiments on the condition number and data assimilation experiments using linear and non-linear chaotic toy models.

The tragedy of non-ideal theory

This paper has three aims. First, it argues that the present use of ‘ideal theory’ is unhelpful, and that an earlier and apparently more natural use focusing on perfection would be preferable. Second, it has tried to show that revision of the use of the term would better expose two distinctive normative issues, and illustrated that claim by showing how some contributors to debates about ideal theory have gone wrong partly through not distinguishing them. Third, in exposing those two distinct normative issues, it has revealed a particular way in which ideal theory even under the more specific, revisionary definition will often be central to working out what to do in non-ideal circumstances. By clarifying the terms on which debates over ideal and non-ideal theory should take place, and highlighting the particular problems each deals with, it tries to clear the ground for turning to the actual problem, which is what to do in our non-ideal and often tragic circumstances.

Conditioning and preconditioning of the optimal state estimation problem

Optimal state estimation is a method that requires minimising a weighted, nonlinear, least-squares objective function in order to obtain the best estimate of the current state of a dynamical system. Often the minimisation is non-trivial due to the large scale of the problem, the relative sparsity of the observations and the nonlinearity of the objective function. To simplify the problem the solution is often found via a sequence of linearised objective functions. The condition number of the Hessian of the linearised problem is an important indicator of the convergence rate of the minimisation and the expected accuracy of the solution. In the standard formulation the convergence is slow, indicating an ill-conditioned objective function. A transformation to different variables is often used to ameliorate the conditioning of the Hessian by changing, or preconditioning, the Hessian. There is only sparse information in the literature for describing the causes of ill-conditioning of the optimal state estimation problem and explaining the effect of preconditioning on the condition number. This paper derives descriptive theoretical bounds on the condition number of both the unpreconditioned and preconditioned system in order to better understand the conditioning of the problem. We use these bounds to explain why the standard objective function is often ill-conditioned and why a standard preconditioning reduces the condition number. We also use the bounds on the preconditioned Hessian to understand the main factors that affect the conditioning of the system. We illustrate the results with simple numerical experiments.