46 resultados para Oscillatory Singular Integrals
Resumo:
The ECMWF ensemble weather forecasts are generated by perturbing the initial conditions of the forecast using a subset of the singular vectors of the linearised propagator. Previous results show that when creating probabilistic forecasts from this ensemble better forecasts are obtained if the mean of the spread and the variability of the spread are calibrated separately. We show results from a simple linear model that suggest that this may be a generic property for all singular vector based ensemble forecasting systems based on only a subset of the full set of singular vectors.
Resumo:
A key aspect in designing an ecient decadal prediction system is ensuring that the uncertainty in the ocean initial conditions is sampled optimally. Here, we consider one strategy to address this issue by investigating the growth of optimal perturbations in the HadCM3 global climate model (GCM). More specically, climatically relevant singular vectors (CSVs) - the small perturbations which grow most rapidly for a specic initial condition - are estimated for decadal timescales in the Atlantic Ocean. It is found that reliable CSVs can be estimated by running a large ensemble of integrations of the GCM. Amplication of the optimal perturbations occurs for more than 10 years, and possibly up to 40 years. The identi ed regions for growing perturbations are found to be in the far North Atlantic, and these perturbations cause amplication through an anomalous meridional overturning circulation response. Additionally, this type of analysis potentially informs the design of future ocean observing systems by identifying the sensitive regions where small uncertainties in the ocean state can grow maximally. Although these CSVs are expensive to compute, we identify ways in which the process could be made more ecient in the future.
Resumo:
The design of high-voltage equipment encompasses the study of oscillatory surges caused by transients such as those produced by switching. By obtaining a model, the response of which reconstructs that observed in the actual system, simulation studies and critical tests can be carried out on the model rather than on the equipment itself. In this paper, methods for the construction of simplified models are described and it is shown how the use of a complex model does not necessarily result in superior response pattern reconstruction.
Resumo:
In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems that have a singular measure. Using the block maxima approach described in Faranda et al. [2011] we show that, numerically, the Extreme Value distribution for these maps can be associated to the Generalised Extreme Value family where the parameters scale with the information dimension. The numerical analysis are performed on a few low dimensional maps. For the middle third Cantor set and the Sierpinskij triangle obtained using Iterated Function Systems, experimental parameters show a very good agreement with the theoretical values. For strange attractors like Lozi and H\`enon maps a slower convergence to the Generalised Extreme Value distribution is observed. Even in presence of large statistics the observed convergence is slower if compared with the maps which have an absolute continuous invariant measure. Nevertheless and within the uncertainty computed range, the results are in good agreement with the theoretical estimates.
Resumo:
This paper extends the singular value decomposition to a path of matricesE(t). An analytic singular value decomposition of a path of matricesE(t) is an analytic path of factorizationsE(t)=X(t)S(t)Y(t) T whereX(t) andY(t) are orthogonal andS(t) is diagonal. To maintain differentiability the diagonal entries ofS(t) are allowed to be either positive or negative and to appear in any order. This paper investigates existence and uniqueness of analytic SVD's and develops an algorithm for computing them. We show that a real analytic pathE(t) always admits a real analytic SVD, a full-rank, smooth pathE(t) with distinct singular values admits a smooth SVD. We derive a differential equation for the left factor, develop Euler-like and extrapolated Euler-like numerical methods for approximating an analytic SVD and prove that the Euler-like method converges.