Kraichnan–Leith–Batchelor similarity theory and two-dimensional inverse cascades

We study the scaling properties and Kraichnan–Leith–Batchelor (KLB) theory of forced inverse cascades in generalized two-dimensional (2D) fluids (α-turbulence models) simulated at resolution 8192x8192. We consider α=1 (surface quasigeostrophic flow), α=2 (2D Euler flow) and α=3. The forcing scale is well resolved, a direct cascade is present and there is no large-scale dissipation. Coherent vortices spanning a range of sizes, most larger than the forcing scale, are present for both α=1 and α=2. The active scalar field for α=3 contains comparatively few and small vortices. The energy spectral slopes in the inverse cascade are steeper than the KLB prediction −(7−α)/3 in all three systems. Since we stop the simulations well before the cascades have reached the domain scale, vortex formation and spectral steepening are not due to condensation effects; nor are they caused by large-scale dissipation, which is absent. One- and two-point p.d.f.s, hyperflatness factors and structure functions indicate that the inverse cascades are intermittent and non-Gaussian over much of the inertial range for α=1 and α=2, while the α=3 inverse cascade is much closer to Gaussian and non-intermittent. For α=3 the steep spectrum is close to that associated with enstrophy equipartition. Continuous wavelet analysis shows approximate KLB scaling ℰ(k)∝k−2 (α=1) and ℰ(k)∝k−5/3 (α=2) in the interstitial regions between the coherent vortices. Our results demonstrate that coherent vortex formation (α=1 and α=2) and non-realizability (α=3) cause 2D inverse cascades to deviate from the KLB predictions, but that the flow between the vortices exhibits KLB scaling and non-intermittent statistics for α=1 and α=2.

An Ensemble Kalman Smoother for Nonlinear Dynamics

It is for mally proved that the general smoother for nonlinear dynamics can be for mulated as a sequential method, that is, obser vations can be assimilated sequentially during a for ward integration. The general filter can be derived from the smoother and it is shown that the general smoother and filter solutions at the final time become identical, as is expected from linear theor y. Then, a new smoother algorithm based on ensemble statistics is presented and examined in an example with the Lorenz equations. The new smoother can be computed as a sequential algorithm using only for ward-in-time model integrations. It bears a strong resemblance with the ensemble Kalman filter . The difference is that ever y time a new dataset is available during the for ward integration, an analysis is computed for all previous times up to this time. Thus, the first guess for the smoother is the ensemble Kalman filter solution, and the smoother estimate provides an improvement of this, as one would expect a smoother to do. The method is demonstrated in this paper in an intercomparison with the ensemble Kalman filter and the ensemble smoother introduced by van Leeuwen and Evensen, and it is shown to be superior in an application with the Lorenz equations. Finally , a discussion is given regarding the properties of the analysis schemes when strongly non-Gaussian distributions are used. It is shown that in these cases more sophisticated analysis schemes based on Bayesian statistics must be used.

Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia

This paper models the transmission of shocks between the US, Japanese and Australian equity markets. Tests for the existence of linear and non-linear transmission of volatility across the markets are performed using parametric and non-parametric techniques. In particular the size and sign of return innovations are important factors in determining the degree of spillovers in volatility. It is found that a multivariate asymmetric GARCH formulation can explain almost all of the non-linear causality between markets. These results have important implications for the construction of models and forecasts of international equity returns.

Formulaic sequences in native and non-native argumentative writing in German

Whereas there is substantial scholarship on formulaic language in L1 and L2 English, there is less research on formulaicity in other languages. The aim of this paper is to contribute to learner corpus research into formulaic language in native and non-native German. To this effect, a corpus of argumentative essays written by advanced British students of German (WHiG) was compared with a corpus of argumentative essays written by German native speakers (Falko-L1). A corpus-driven analysis reveals a larger number of 3-grams in WHiG than in Falko-L1, which suggests that British advanced learners of German are more likely to use formulaic language in argumentative writing than their native-speaker counterparts. Secondly, by classifying the formulaic sequences according to their functions, this study finds that native speakers of German prefer discourse-structuring devices to stance expressions, whilst British advanced learners display the opposite preferences. Thirdly, the results show that learners of German make greater use of macro-discourse-structuring devices and cautious language, whereas native speakers favour micro-discourse structuring devices and tend to use more direct language. This study increases our understanding of formulaic language typical of British advanced learners of German and reveals how diverging cultural paradigms can shape written native speaker and learner output.

Wiggle-match dating of tree-ring sequences

Given the non-monotonic form of the radiocarbon calibration curve, the precision of single C-14 dates on the calendar timescale will always be limited. One way around this limitation is through comparison of time-series, which should exhibit the same irregular patterning as the calibration curve. This approach can be employed most directly in the case of wood samples with many years growth present (but not able to be dated by dendrochronology), where the tree-ring series of unknown date can be compared against the similarly constructed C-14 calibration curve built from known-age wood. This process of curve-fitting has come to be called "wiggle-matching." In this paper, we look at the requirements for getting good precision by this method: sequence length, sampling frequency, and measurement precision. We also look at 3 case studies: one a piece of wood which has been independently dendrochronologically dated, and two others of unknown age relating to archaeological activity at Silchester, UK (Roman) and Miletos, Anatolia (relating to the volcanic eruption at Thera).

Non-hemagglutinating flaviviruses: molecular mechanisms for the emergence of new strains via adaptation to European ticks

Tick-borne encephalitis virus (TBEV) causes human epidemics across Eurasia. Clinical manifestations range from inapparent infections and fevers to fatal encephalitis but the factors that determine disease severity are currently undefined. TBEV is characteristically a hemagglutinating (HA) virus; the ability to agglutinate erythrocytes tentatively reflects virion receptor/fusion activity. However, for the past few years many atypical HA-deficient strains have been isolated from patients and also from the natural European host tick, Ixodes persulcatus. By analysing the sequences of HA-deficient strains we have identified 3 unique amino acid substitutions (D67G, E122G or D277A) in the envelope protein, each of which increases the net charge and hydrophobicity of the virion surface. Therefore, we genetically engineered virus mutants each containing one of these 3 substitutions; they all exhibited HA-deficiency. Unexpectedly, each genetically modified non-HA virus demonstrated increased TBEV reproduction in feeding Ixodes ricinus, not the recognised tick host for these strains. Moreover, virus transmission efficiency between infected and uninfected ticks co-feeding on mice was also intensified by each substitution. Retrospectively, the mutation D67G was identified in viruses isolated from patients with encephalitis. We propose that the emergence of atypical Siberian HA-deficient TBEV strains in Europe is linked to their molecular adaptation to local ticks. This process appears to be driven by the selection of single mutations that change the virion surface thus enhancing receptor/fusion function essential for TBEV entry into the unfamiliar tick species. As the consequence of this adaptive mutagenesis, some of these mutations also appear to enhance the ability of TBEV to cross the human blood-brain barrier, a likely explanation for fatal encephalitis. Future research will reveal if these emerging Siberian TBEV strains continue to disperse westwards across Europe by adaptation to the indigenous tick species and if they are associated with severe forms of TBE.

Analysis of 16S rDNA sequences from pathogenic Leptospira serovars and use of single nucleotide polymorphisms for rapid speciation by D-HPLC

Leptospira have a worldwide distribution and include important zoonotic pathogens yet diagnosis and differentiation still tend to rely on traditional bacteriological and serological approaches. In this study a 1.3 kb fragment of the rrs gene (16S rDNA) was sequenced from a panel of 22 control strains, representing serovars within the pathogenic species Leptospira interrogans, Leptospira borgpetersenii, and Leptospira kirschneri, to identify single nucleotide polymorphisms (SNPs). These were identified in the 5' variable region of the 16S sequence and a 181 bp PCR fragment encompassing this region was used for speciation by Denaturing High Performance Liquid Chromatography (D-HPLC). This method was applied to eleven additional species, representing pathogenic, non-pathogenic and intermediate species and was demonstrated to rapidly differentiate all but 2 of the non-pathogenic Leptospira species. The method was applied successfully to infected tissues from field samples proving its value for diagnosing leptospiral infections found in animals in the UK. Crown Copyright (C) 2010 Published by Elsevier Ltd. All rights reserved.

Superfast non-linear diffusion: capillary transport in particulate porous media

The migration of liquids in porous media, such as sand, has been commonly considered at high saturation levels with liquid pathways at pore dimensions. In this letter we reveal a low saturation regime observed in our experiments with droplets of extremely low volatility liquids deposited on sand. In this regime the liquid is mostly found within the grain surface roughness and in the capillary bridges formed at the contacts between the grains. The bridges act as variable-volume reservoirs and the flow is driven by the capillary pressure arising at the wetting front according to the roughness length scales. We propose that this migration (spreading) is the result of interplay between the bridge volume adjustment to this pressure distribution and viscous losses of a creeping flow within the roughness. The net macroscopic result is a special case of non-linear diffusion described by a superfast diffusion equation (SFDE) for saturation with distinctive mathematical character. We obtain solutions to a moving boundary problem defined by SFDE that robustly convey a time power law of spreading as seen in our experiments.

Online bayesian inference in some time-frequency representations of non-stationary processes

The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

Predicting stock index volatility: can market volume help?

This paper explores a number of statistical models for predicting the daily stock return volatility of an aggregate of all stocks traded on the NYSE. An application of linear and non-linear Granger causality tests highlights evidence of bidirectional causality, although the relationship is stronger from volatility to volume than the other way around. The out-of-sample forecasting performance of various linear, GARCH, EGARCH, GJR and neural network models of volatility are evaluated and compared. The models are also augmented by the addition of a measure of lagged volume to form more general ex-ante forecasting models. The results indicate that augmenting models of volatility with measures of lagged volume leads only to very modest improvements, if any, in forecasting performance.

The importance of the volatility risk premium for volatility forecasting

In this paper, we study the role of the volatility risk premium for the forecasting performance of implied volatility. We introduce a non-parametric and parsimonious approach to adjust the model-free implied volatility for the volatility risk premium and implement this methodology using more than 20 years of options and futures data on three major energy markets. Using regression models and statistical loss functions, we find compelling evidence to suggest that the risk premium adjusted implied volatility significantly outperforms other models, including its unadjusted counterpart. Our main finding holds for different choices of volatility estimators and competing time-series models, underlying the robustness of our results.

IntFOLD: an integrated server for modelling protein structures and functions from amino acid sequences

IntFOLD is an independent web server that integrates our leading methods for structure and function prediction. The server provides a simple unified interface that aims to make complex protein modelling data more accessible to life scientists. The server web interface is designed to be intuitive and integrates a complex set of quantitative data, so that 3D modelling results can be viewed on a single page and interpreted by non-expert modellers at a glance. The only required input to the server is an amino acid sequence for the target protein. Here we describe major performance and user interface updates to the server, which comprises an integrated pipeline of methods for: tertiary structure prediction, global and local 3D model quality assessment, disorder prediction, structural domain prediction, function prediction and modelling of protein-ligand interactions. The server has been independently validated during numerous CASP (Critical Assessment of Techniques for Protein Structure Prediction) experiments, as well as being continuously evaluated by the CAMEO (Continuous Automated Model Evaluation) project. The IntFOLD server is available at: http://www.reading.ac.uk/bioinf/IntFOLD/

Bit-index sort: a fast non-comparison integer sorting algorithm for permutations

This paper describes a fast integer sorting algorithm, herein referred as Bit-index sort, which is a non-comparison sorting algorithm for partial per-mutations, with linear complexity order in execution time. Bit-index sort uses a bit-array to classify input sequences of distinct integers, and exploits built-in bit functions in C compilers supported by machine hardware to retrieve the ordered output sequence. Results show that Bit-index sort outperforms in execution time to quicksort and counting sort algorithms. A parallel approach for Bit-index sort using two simultaneous threads is included, which obtains speedups up to 1.6.

The uniqueness of signature problem in the non-Markov setting

We establish a general framework for a class of multidimensional stochastic processes over [0,1] under which with probability one, the signature (the collection of iterated path integrals in the sense of rough paths) is well-defined and determines the sample paths of the process up to reparametrization. In particular, by using the Malliavin calculus we show that our method applies to a class of Gaussian processes including fractional Brownian motion with Hurst parameter H>1/4, the Ornstein–Uhlenbeck process and the Brownian bridge.