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.

A dynamic causal model of the coupling between pulse stimulation and neural activity

We present a dynamic causal model that can explain context-dependent changes in neural responses, in the rat barrel cortex, to an electrical whisker stimulation at different frequencies. Neural responses were measured in terms of local field potentials. These were converted into current source density (CSD) data, and the time series of the CSD sink was extracted to provide a time series response train. The model structure consists of three layers (approximating the responses from the brain stem to the thalamus and then the barrel cortex), and the latter two layers contain nonlinearly coupled modules of linear second-order dynamic systems. The interaction of these modules forms a nonlinear regulatory system that determines the temporal structure of the neural response amplitude for the thalamic and cortical layers. The model is based on the measured population dynamics of neurons rather than the dynamics of a single neuron and was evaluated against CSD data from experiments with varying stimulation frequency (1–40 Hz), random pulse trains, and awake and anesthetized animals. The model parameters obtained by optimization for different physiological conditions (anesthetized or awake) were significantly different. Following Friston, Mechelli, Turner, and Price (2000), this work is part of a formal mathematical system currently being developed (Zheng et al., 2005) that links stimulation to the blood oxygen level dependent (BOLD) functional magnetic resonance imaging (fMRI) signal through neural activity and hemodynamic variables. The importance of the model described here is that it can be used to invert the hemodynamic measurements of changes in blood flow to estimate the underlying neural activity.

Approximate Gauss-Newton methods for nonlinear least squares problems

The Gauss–Newton algorithm is an iterative method regularly used for solving nonlinear least squares problems. It is particularly well suited to the treatment of very large scale variational data assimilation problems that arise in atmosphere and ocean forecasting. The procedure consists of a sequence of linear least squares approximations to the nonlinear problem, each of which is solved by an “inner” direct or iterative process. In comparison with Newton’s method and its variants, the algorithm is attractive because it does not require the evaluation of second-order derivatives in the Hessian of the objective function. In practice the exact Gauss–Newton method is too expensive to apply operationally in meteorological forecasting, and various approximations are made in order to reduce computational costs and to solve the problems in real time. Here we investigate the effects on the convergence of the Gauss–Newton method of two types of approximation used commonly in data assimilation. First, we examine “truncated” Gauss–Newton methods where the inner linear least squares problem is not solved exactly, and second, we examine “perturbed” Gauss–Newton methods where the true linearized inner problem is approximated by a simplified, or perturbed, linear least squares problem. We give conditions ensuring that the truncated and perturbed Gauss–Newton methods converge and also derive rates of convergence for the iterations. The results are illustrated by a simple numerical example. A practical application to the problem of data assimilation in a typical meteorological system is presented.

Relationships between lightning and properties of convective cloud clusters

Satellite observations of convective system properties and lightning flash rate are used to investigate the ability of potential lightning parameterizations to capture both the dominant land-ocean contrast in lightning occurrence and regional differences between Africa, the Amazon and the islands of the maritime continent. As found in previous studies, the radar storm height is tightly correlated with the lightning flash rate. A roughly second order power-law fit to the mean radar echo top height above the 0C isotherm is shown to capture both regional and land-ocean contrasts in lightning occurrence and flash rate using a single set of parameters. Recent developments should soon make it possible to implement a parameterization of this kind in global models. Parameterizations based on cloud top height, convective rain rate and convective rain fraction all require the use of separate fits over land and ocean and fail to capture observed differences between continental regions.

Boundary value problems for third-order linear PDEs in time-dependent domains

We present the extension of a methodology to solve moving boundary value problems from the second-order case to the case of the third-order linear evolution PDE qt + qxxx = 0. This extension is the crucial step needed to generalize this methodology to PDEs of arbitrary order. The methodology is based on the derivation of inversion formulae for a class of integral transforms that generalize the Fourier transform and on the analysis of the global relation associated with the PDE. The study of this relation and its inversion using the appropriate generalized transform are the main elements of the proof of our results.

REMOTE SENSING OF AEOLIAN DUST PRODUCTION AND DISTRIBUTION

Airborne dust is of concern due to hazards in the localities affected by erosion, transport and deposition, but it is also of global concern due to uncertainties over its role in radiative forcing of climate. In order to model the environmental impact of dust, we need a better knowledge of sources and transport processes. Satellite remote sensing has been instrumental in providing this knowledge, through long time series of observations of atmospheric dust transport. Three remote sensing methodologies have been used, and are reviewed briefly in this paper. Firstly the use of observations from the Total Ozone Mapping Spectrometer (TOMS), secondly the use of the Infrared Difference Dust Index (IDDI) from Meterosat infrared data, thirdly the use of MODIS images from the rapid response system. These data have highlighted the major global sources of dust, mist of which are associated with endoreic drainage basins in deserts, which held lakes during Quaternary humid climate phases, and identified the Bodele Depression in Tchad as the dustiest place on Earth.

Predicting the profile of nutrients available for absorption: from nutrient requirement to animal response and environmental impact

Current feed evaluation systems for dairy cattle aim to match nutrient requirements with nutrient intake at pre-defined production levels. These systems were not developed to address, and are not suitable to predict, the responses to dietary changes in terms of production level and product composition, excretion of nutrients to the environment, and nutrition related disorders. The change from a requirement to a response system to meet the needs of various stakeholders requires prediction of the profile of absorbed nutrients and its subsequent utilisation for various purposes. This contribution examines the challenges to predicting the profile of nutrients available for absorption in dairy cattle and provides guidelines for further improved prediction with regard to animal production responses and environmental pollution. The profile of nutrients available for absorption comprises volatile fatty acids, long-chain fatty acids, amino acids and glucose. Thus the importance of processes in the reticulo-rumen is obvious. Much research into rumen fermentation is aimed at determination of substrate degradation rates. Quantitative knowledge on rates of passage of nutrients out of the rumen is rather limited compared with that on degradation rates, and thus should be an important theme in future research. Current systems largely ignore microbial metabolic variation, and extant mechanistic models of rumen fermentation give only limited attention to explicit representation of microbial metabolic activity. Recent molecular techniques indicate that knowledge on the presence and activity of various microbial species is far from complete. Such techniques may give a wealth of information, but to include such findings in systems predicting the nutrient profile requires close collaboration between molecular scientists and mathematical modellers on interpreting and evaluating quantitative data. Protozoal metabolism is of particular interest here given the paucity of quantitative data. Empirical models lack the biological basis necessary to evaluate mitigation strategies to reduce excretion of waste, including nitrogen, phosphorus and methane. Such models may have little predictive value when comparing various feeding strategies. Examples include the Intergovernmental Panel on Climate Change (IPCC) Tier II models to quantify methane emissions and current protein evaluation systems to evaluate low protein diets to reduce nitrogen losses to the environment. Nutrient based mechanistic models can address such issues. Since environmental issues generally attract more funding from governmental offices, further development of nutrient based models may well take place within an environmental framework.

The addition reaction between silylene and ethyne: further isotope studies, pressure dependence studies, and quantum chemical calculations

Time-resolved kinetic studies of the reaction of dideutero-silylene, SiD2, generated by laser flash photolysis of phenylsilane-d(3), have been carried out to obtain rate constants for its bimolecular reaction with C2H2. The reaction was studied in the gas phase over the pressure range 1-100 Torr in SF6 bath gas, at five temperatures in the range 297-600 K. The second-order rate constants obtained by extrapolation to the high-pressure limits at each temperature fitted the Arrhenius equation log(k(infinity)/cm(3) molecule(-1) s(-1)) = (-10.05 +/- 0.05) + (3.43 +/- 0.36 kJ mol(-1))/RT ln 10. The rate constants were used to obtain a comprehensive set of isotope effects by comparison with earlier obtained rate constants for the reactions of SiH2 with C2H2 and C2D2. Additionally, pressure-dependent rate constants for the reaction of SiH2 with C2H2 in the presence of He (1-100 Tort) were obtained at 300, 399, and 613 K. Quantum chemical (ab initio) calculations of the SiC2H4 reaction system at the G3 level support the initial formation of silirene, which rapidly isomerizes to ethynylsilane as the major pathway. Reversible formation of vinylsilylene is also an important process. The calculations also indicate the involvement of several other intermediates, not previously suggested in the mechanism. RRKM calculations are in semiquantitative agreement with the pressure dependences and isotope effects suggested by the ab initio calculations, but residual discrepancies suggest the possible involvement of the minor reaction channel, SiH2 + C2H2 - SWPO + C2H4. The results are compared and contrasted with previous studies of this reaction system.

Mechanisms underlying agonist efficacy

Agonist efficacy is a measure of how well an agonist can stimulate a response system linked to a receptor. Efficacy can be assessed in functional assays and various parameters (E-max, K-A/EC50, E-max center dot K-A/EC50) determined. The E-max center dot K-A/EC50 parameter provides a good estimate of efficacy across the full range of efficacy. A convenient assay for the efficacy of agonists for some receptors is provided by the [S-35]GTP[S] (guanosine 5'-[gamma-[S-35]thio]triphosphate)-binding assay. in this assay, the normal GTP-binding event in GPCR (G-protein-coupled receptor) activation is replaced by the binding of the non-hydrolysable analogue [S-35]GTP[S]. This assay may be used to profile ligands for their efficacy, and an example here is the D-2 dopamine receptor where an efficacy scale has been set up using this assay. The mechanisms underlying the assay have been probed. The time course of [S-35]GTP[S] binding follows a pseudo-first-order reaction with [S-35]GTP[S] binding reaching equilibrium after approx. 3 h. The [S-35]GTP[S]-binding event is the rate-deter mining step in the assay. Agonists regulate the maximal level of [S-35]GTP[S] bound, rather than the rate constant for binding. The [S-35]GTP[S]-binding assay therefore determines agonist efficacy on the basis of the amount of [S-35]GTP[S] bound rather than the rate of binding.

Time-resolved gas-phase kinetic study of the germylene addition reaction, CH3C CCH3

Time-resolved kinetic studies of the reaction of germylene, GeH2, generated by laser. ash photolysis of 3,4-dimethyl-1-germacyclopent-3-ene, have been carried out to obtain rate constants for its bimolecular reaction with 2-butyne, CH3C CCH3. The reaction was studied in the gas phase over the pressure range 1-100 Torr in SF6 bath gas, at five temperatures in the range 300-556 K. The second order rate constants obtained by extrapolation to the high pressure limits at each temperature, fitted the Arrhenius equation: log(k(infinity)/cm(3) molecule(-1) s(-1)) = (-10.46 +/- 10.06) + (5.16 +/- 10.47) kJ mol(-1)/ RT ln 10 Calculations of the energy surface of the GeC4H8 reaction system were carried out employing the additivity principle, by combining previous quantum chemical calculations of related reaction systems. These support formation of 1,2-dimethylvinylgermylene (rather than 2,3-dimethylgermirene) as the end product. RRKM calculations of the pressure dependence of the reaction are in reasonable agreement with this finding. The reactions of GeH2 with C2H2 and with CH3CRCCH3 are compared and contrasted.

The gas-phase reaction between silylene and 2-butyne: kinetics, isotope studies, pressure dependence studies and quantum chemical calculations

Time-resolved kinetic studies of the reactions of silylene, SiH2, and dideutero-silylene, SiD2, generated by laser. ash photolysis of phenylsilane and phenylsilane-d(3), respectively, have been carried out to obtain rate coefficients for their bimolecular reactions with 2-butyne, CH3C CCH3. The reactions were studied in the gas phase over the pressure range 1-100 Torr in SF6 bath gas at five temperatures in the range 294-612 K. The second-order rate coefficients, obtained by extrapolation to the high pressure limits at each temperature, fitted the Arrhenius equations where the error limits are single standard deviations: log(k(H)(infinity)/cm(3) molecule(-1) s(-1)) = (-9.67 +/- 0.04) + (1.71 +/- 0.33) kJ mol(-1)/RTln10 log(k(D)(infinity)/cm(3) molecule(-1) s(-1)) = (-9.65 +/- 0.01) + (1.92 +/- 0.13) kJ mol(-1)/RTln10 Additionally, pressure-dependent rate coefficients for the reaction of SiH2 with 2-butyne in the presence of He (1-100 Torr) were obtained at 301, 429 and 613 K. Quantum chemical (ab initio) calculations of the SiC4H8 reaction system at the G3 level support the formation of 2,3-dimethylsilirene [cyclo-SiH2C(CH3)=C(CH3)-] as the sole end product. However, reversible formation of 2,3-dimethylvinylsilylene [CH3CH=C(CH3)SiH] is also an important process. The calculations also indicate the probable involvement of several other intermediates, and possible products. RRKM calculations are in reasonable agreement with the pressure dependences at an enthalpy value for 2,3-dimethylsilirene fairly close to that suggested by the ab initio calculations. The experimental isotope effects deviate significantly from those predicted by RRKM theory. The differences can be explained by an isotopic scrambling mechanism, involving H - D exchange between the hydrogens of the methyl groups and the D-atoms in the ring in 2,3-dimethylsilirene-1,1-d(2). A detailed mechanism involving several intermediate species, which is consistent with the G3 energy surface, is proposed to account for this.

A new approach to reduced-order modelling

An error polynomial is defined, the coefficients of which indicate the difference at any instant between a system and a model of lower order approximating the system. It is shown how Markov parameters and time series proportionals of the model can be matched with those of the system by setting error polynomial coefficients to zero. Also discussed is the way in which the error between system and model can be considered as being a filtered form of an error input function specified by means of model parameter selection.

Free gravity waves and balanced dynamics

It is shown how a renormalization technique, which is a variant of classical Krylov–Bogolyubov–Mitropol’skii averaging, can be used to obtain slow evolution equations for the vortical and inertia–gravity wave components of the dynamics in a rotating flow. The evolution equations for each component are obtained to second order in the Rossby number, and the nature of the coupling between the two is analyzed carefully. It is also shown how classical balance models such as quasigeostrophic dynamics and its second-order extension appear naturally as a special case of this renormalized system, thereby providing a rigorous basis for the slaving approach where only the fast variables are expanded. It is well known that these balance models correspond to a hypothetical slow manifold of the parent system; the method herein allows the determination of the dynamics in the neighborhood of such solutions. As a concrete illustration, a simple weak-wave model is used, although the method readily applies to more complex rotating fluid models such as the shallow-water, Boussinesq, primitive, and 3D Euler equations.

Wave-activity conservation laws and stability theorems for semi-geostrophic dynamics: part 2. pseudoenergy-based theory

This paper represents the second part of a study of semi-geostrophic (SG) geophysical fluid dynamics. SG dynamics shares certain attractive properties with the better known and more widely used quasi-geostrophic (QG) model, but is also a good prototype for balanced models that are more accurate than QG dynamics. The development of such balanced models is an area of great current interest. The goal of the present work is to extend a central body of QG theory, concerning the evolution of disturbances to prescribed basic states, to SG dynamics. Part 1 was based on the pseudomomentum; Part 2 is based on the pseudoenergy. A pseudoenergy invariant is a conserved quantity, of second order in disturbance amplitude relative to a prescribed steady basic state, which is related to the time symmetry of the system. We derive such an invariant for the semi-geostrophic equations, and use it to obtain: (i) a linear stability theorem analogous to Arnol'd's ‘first theorem’; and (ii) a small-amplitude local conservation law for the invariant, obeying the group-velocity property in the WKB limit. The results are analogous to their quasi-geostrophic forms, and reduce to those forms in the limit of small Rossby number. The results are derived for both the f-plane Boussinesq form of semi-geostrophic dynamics, and its extension to β-plane compressible flow by Magnusdottir & Schubert. Novel features particular to semi-geostrophic dynamics include apparently unnoticed lateral boundary stability criteria. Unlike the boundary stability criteria found in the first part of this study, however, these boundary criteria do not necessarily preclude the construction of provably stable basic states. The interior semi-geostrophic dynamics has an underlying Hamiltonian structure, which guarantees that symmetries in the system correspond naturally to the system's invariants. This is an important motivation for the theoretical approach used in this study. The connection between symmetries and conservation laws is made explicit using Noether's theorem applied to the Eulerian form of the Hamiltonian description of the interior dynamics.