A hybrid data assimilation scheme for model parameter estimation: application to morphodynamic modelling

We present a novel algorithm for joint state-parameter estimation using sequential three dimensional variational data assimilation (3D Var) and demonstrate its application in the context of morphodynamic modelling using an idealised two parameter 1D sediment transport model. The new scheme combines a static representation of the state background error covariances with a flow dependent approximation of the state-parameter cross-covariances. For the case presented here, this involves calculating a local finite difference approximation of the gradient of the model with respect to the parameters. The new method is easy to implement and computationally inexpensive to run. Experimental results are positive with the scheme able to recover the model parameters to a high level of accuracy. We expect that there is potential for successful application of this new methodology to larger, more realistic models with more complex parameterisations.

Periodic time series modeling of environmental proxy records with guaranteed positive growth rate estimation

Identifying a periodic time-series model from environmental records, without imposing the positivity of the growth rate, does not necessarily respect the time order of the data observations. Consequently, subsequent observations, sampled in the environmental archive, can be inversed on the time axis, resulting in a non-physical signal model. In this paper an optimization technique with linear constraints on the signal model parameters is proposed that prevents time inversions. The activation conditions for this constrained optimization are based upon the physical constraint of the growth rate, namely, that it cannot take values smaller than zero. The actual constraints are defined for polynomials and first-order splines as basis functions for the nonlinear contribution in the distance-time relationship. The method is compared with an existing method that eliminates the time inversions, and its noise sensitivity is tested by means of Monte Carlo simulations. Finally, the usefulness of the method is demonstrated on the measurements of the vessel density, in a mangrove tree, Rhizophora mucronata, and the measurement of Mg/Ca ratios, in a bivalve, Mytilus trossulus.

Well-posed two-point initial-boundary value problems with arbitrary boundary conditions

We study initial-boundary value problems for linear evolution equations of arbitrary spatial order, subject to arbitrary linear boundary conditions and posed on a rectangular 1-space, 1-time domain. We give a new characterisation of the boundary conditions that specify well-posed problems using Fokas' transform method. We also give a sufficient condition guaranteeing that the solution can be represented using a series. The relevant condition, the analyticity at infinity of certain meromorphic functions within particular sectors, is significantly more concrete and easier to test than the previous criterion, based on the existence of admissible functions.

Rapid protein domain assignment from amino acid sequence using predicted secondary structure

The elucidation of the domain content of a given protein sequence in the absence of determined structure or significant sequence homology to known domains is an important problem in structural biology. Here we address how successfully the delineation of continuous domains can be accomplished in the absence of sequence homology using simple baseline methods, an existing prediction algorithm (Domain Guess by Size), and a newly developed method (DomSSEA). The study was undertaken with a view to measuring the usefulness of these prediction methods in terms of their application to fully automatic domain assignment. Thus, the sensitivity of each domain assignment method was measured by calculating the number of correctly assigned top scoring predictions. We have implemented a new continuous domain identification method using the alignment of predicted secondary structures of target sequences against observed secondary structures of chains with known domain boundaries as assigned by Class Architecture Topology Homology (CATH). Taking top predictions only, the success rate of the method in correctly assigning domain number to the representative chain set is 73.3%. The top prediction for domain number and location of domain boundaries was correct for 24% of the multidomain set (±20 residues). These results have been put into context in relation to the results obtained from the other prediction methods assessed

Introductory remarks

The very first numerical models which were developed more than 20 years ago were drastic simplifications of the real atmosphere and they were mostly restricted to describe adiabatic processes. For prediction of a day or two of the mid tropospheric flow these models often gave reasonable results but the result deteriorated quickly when the prediction was extended further in time. The prediction of the surface flow was unsatisfactory even for short predictions. It was evident that both the energy generating processes as well as the dissipative processes have to be included in numerical models in order to predict the weather patterns in the lower part of the atmosphere and to predict the atmosphere in general beyond a day or two. Present-day computers make it possible to attack the weather forecasting problem in a more comprehensive and complete way and substantial efforts have been made during the last decade in particular to incorporate the non-adiabatic processes in numerical prediction models. The physics of radiational transfer, condensation of moisture, turbulent transfer of heat, momentum and moisture and the dissipation of kinetic energy are the most important processes associated with the formation of energy sources and sinks in the atmosphere and these have to be incorporated in numerical prediction models extended over more than a few days. The mechanisms of these processes are mainly related to small scale disturbances in space and time or even molecular processes. It is therefore one of the basic characteristics of numerical models that these small scale disturbances cannot be included in an explicit way. The reason for this is the discretization of the model's atmosphere by a finite difference grid or the use of a Galerkin or spectral function representation. The second reason why we cannot explicitly introduce these processes into a numerical model is due to the fact that some physical processes necessary to describe them (such as the local buoyance) are a priori eliminated by the constraints of hydrostatic adjustment. Even if this physical constraint can be relaxed by making the models non-hydrostatic the scale problem is virtually impossible to solve and for the foreseeable future we have to try to incorporate the ensemble or gross effect of these physical processes on the large scale synoptic flow. The formulation of the ensemble effect in terms of grid-scale variables (the parameters of the large-scale flow) is called 'parameterization'. For short range prediction of the synoptic flow at middle and high latitudes, very simple parameterization has proven to be rather successful.

Problems in four-dimensional data assimilation

With the introduction of new observing systems based on asynoptic observations, the analysis problem has changed in character. In the near future we may expect that a considerable part of meteorological observations will be unevenly distributed in four dimensions, i.e. three dimensions in space and one in time. The term analysis, or objective analysis in meteorology, means the process of interpolating observed meteorological observations from unevenly distributed locations to a network of regularly spaced grid points. Necessitated by the requirement of numerical weather prediction models to solve the governing finite difference equations on such a grid lattice, the objective analysis is a three-dimensional (or mostly two-dimensional) interpolation technique. As a consequence of the structure of the conventional synoptic network with separated data-sparse and data-dense areas, four-dimensional analysis has in fact been intensively used for many years. Weather services have thus based their analysis not only on synoptic data at the time of the analysis and climatology, but also on the fields predicted from the previous observation hour and valid at the time of the analysis. The inclusion of the time dimension in objective analysis will be called four-dimensional data assimilation. From one point of view it seems possible to apply the conventional technique on the new data sources by simply reducing the time interval in the analysis-forecasting cycle. This could in fact be justified also for the conventional observations. We have a fairly good coverage of surface observations 8 times a day and several upper air stations are making radiosonde and radiowind observations 4 times a day. If we have a 3-hour step in the analysis-forecasting cycle instead of 12 hours, which is applied most often, we may without any difficulties treat all observations as synoptic. No observation would thus be more than 90 minutes off time and the observations even during strong transient motion would fall within a horizontal mesh of 500 km * 500 km.

Multivariate analysis of the dielectric response of materials modeled using networks of resistors and capacitors

We discuss the modeling of dielectric responses of electromagnetically excited networks which are composed of a mixture of capacitors and resistors. Such networks can be employed as lumped-parameter circuits to model the response of composite materials containing conductive and insulating grains. The dynamics of the excited network systems are studied using a state space model derived from a randomized incidence matrix. Time and frequency domain responses from synthetic data sets generated from state space models are analyzed for the purpose of estimating the fraction of capacitors in the network. Good results were obtained by using either the time-domain response to a pulse excitation or impedance data at selected frequencies. A chemometric framework based on a Successive Projections Algorithm (SPA) enables the construction of multiple linear regression (MLR) models which can efficiently determine the ratio of conductive to insulating components in composite material samples. The proposed method avoids restrictions commonly associated with Archie’s law, the application of percolation theory or Kohlrausch-Williams-Watts models and is applicable to experimental results generated by either time domain transient spectrometers or continuous-wave instruments. Furthermore, it is quite generic and applicable to tomography, acoustics as well as other spectroscopies such as nuclear magnetic resonance, electron paramagnetic resonance and, therefore, should be of general interest across the dielectrics community.

A depth-integrated 2D coastal and estuarine model with conformal boundary-fitted mesh generation

Details are given of the development and application of a 2D depth-integrated, conformal boundary-fitted, curvilinear model for predicting the depth-mean velocity field and the spatial concentration distribution in estuarine and coastal waters. A numerical method for conformal mesh generation, based on a boundary integral equation formulation, has been developed. By this method a general polygonal region with curved edges can be mapped onto a regular polygonal region with the same number of horizontal and vertical straight edges and a multiply connected region can be mapped onto a regular region with the same connectivity. A stretching transformation on the conformally generated mesh has also been used to provide greater detail where it is needed close to the coast, with larger mesh sizes further offshore, thereby minimizing the computing effort whilst maximizing accuracy. The curvilinear hydrodynamic and solute model has been developed based on a robust rectilinear model. The hydrodynamic equations are approximated using the ADI finite difference scheme with a staggered grid and the solute transport equation is approximated using a modified QUICK scheme. Three numerical examples have been chosen to test the curvilinear model, with an emphasis placed on complex practical applications

Modelling the time-evolution of phytoplankton size spectra from satellite remote sensing

A dynamic size-structured model is developed for phytoplankton and nutrients in the oceanic mixed layer and applied to extract phytoplankton biomass at discrete size fractions from remotely sensed, ocean-colour data. General relationships between cell size and biophysical processes (such as sinking, grazing, and primary production) of phytoplankton were included in the model through a bottom–up approach. Time-dependent, mixed-layer depth was used as a forcing variable, and a sequential data-assimilation scheme was implemented to derive model trajectories. From a given time-series, the method produces estimates of size-structured biomass at every observation, so estimates seasonal succession of individual phytoplankton size, derived here from remote sensing for the first time. From these estimates, normalized phytoplankton biomass size spectra over a period of 9 years were calculated for one location in the North Atlantic. Further analysis demonstrated that strong relationships exist between the seasonal trends of the estimated size spectra and the mixed-layer depth, nutrient biomass, and total chlorophyll. The results contain useful information on the time-dependent biomass flux in the pelagic ecosystem.

Single-carrier frequency domain equalisation for hammerstein communication systems using complex-valued neural networks

Single-carrier (SC) block transmission with frequency-domain equalisation (FDE) offers a viable transmission technology for combating the adverse effects of long dispersive channels encountered in high-rate broadband wireless communication systems. However, for high bandwidthefficiency and high power-efficiency systems, the channel can generally be modelled by the Hammerstein system that includes the nonlinear distortion effects of the high power amplifier (HPA) at transmitter. For such nonlinear Hammerstein channels, the standard SC-FDE scheme no longer works. This paper advocates a complex-valued (CV) B-spline neural network based nonlinear SC-FDE scheme for Hammerstein channels. Specifically, We model the nonlinear HPA, which represents the CV static nonlinearity of the Hammerstein channel, by a CV B-spline neural network, and we develop two efficient alternating least squares schemes for estimating the parameters of the Hammerstein channel, including both the channel impulse response coefficients and the parameters of the CV B-spline model. We also use another CV B-spline neural network to model the inversion of the nonlinear HPA, and the parameters of this inverting B-spline model can easily be estimated using the standard least squares algorithm based on the pseudo training data obtained as a natural byproduct of the Hammerstein channel identification. Equalisation of the SC Hammerstein channel can then be accomplished by the usual one-tap linear equalisation in frequency domain as well as the inverse B-spline neural network model obtained in time domain. Extensive simulation results are included to demonstrate the effectiveness of our nonlinear SC-FDE scheme for Hammerstein channels.

B-spline neural network based single-carrier frequency domain equalisation for Hammerstein channels

A practical single-carrier (SC) block transmission with frequency domain equalisation (FDE) system can generally be modelled by the Hammerstein system that includes the nonlinear distortion effects of the high power amplifier (HPA) at transmitter. For such Hammerstein channels, the standard SC-FDE scheme no longer works. We propose a novel Bspline neural network based nonlinear SC-FDE scheme for Hammerstein channels. In particular, we model the nonlinear HPA, which represents the complex-valued static nonlinearity of the Hammerstein channel, by two real-valued B-spline neural networks, one for modelling the nonlinear amplitude response of the HPA and the other for the nonlinear phase response of the HPA. We then develop an efficient alternating least squares algorithm for estimating the parameters of the Hammerstein channel, including the channel impulse response coefficients and the parameters of the two B-spline models. Moreover, we also use another real-valued B-spline neural network to model the inversion of the HPA’s nonlinear amplitude response, and the parameters of this inverting B-spline model can be estimated using the standard least squares algorithm based on the pseudo training data obtained as a byproduct of the Hammerstein channel identification. Equalisation of the SC Hammerstein channel can then be accomplished by the usual one-tap linear equalisation in frequency domain as well as the inverse Bspline neural network model obtained in time domain. The effectiveness of our nonlinear SC-FDE scheme for Hammerstein channels is demonstrated in a simulation study.

A moving point approach to model shallow ice sheets: a study case with radially-symmetrical ice sheets

Predicting the evolution of ice sheets requires numerical models able to accurately track the migration of ice sheet continental margins or grounding lines. We introduce a physically based moving point approach for the flow of ice sheets based on the conservation of local masses. This allows the ice sheet margins to be tracked explicitly and the waiting time behaviours to be modelled efficiently. A finite difference moving point scheme is derived and applied in a simplified context (continental radially-symmetrical shallow ice approximation). The scheme, which is inexpensive, is validated by comparing the results with moving-margin exact solutions and steady states. In both cases the scheme is able to track the position of the ice sheet margin with high precision.

A moving-point approach to model shallow ice sheets: a study case with radially symmetrical ice sheets

Predicting the evolution of ice sheets requires numerical models able to accurately track the migration of ice sheet continental margins or grounding lines. We introduce a physically based moving-point approach for the flow of ice sheets based on the conservation of local masses. This allows the ice sheet margins to be tracked explicitly. Our approach is also well suited to capture waiting-time behaviour efficiently. A finite-difference moving-point scheme is derived and applied in a simplified context (continental radially symmetrical shallow ice approximation). The scheme, which is inexpensive, is verified by comparing the results with steady states obtained from an analytic solution and with exact moving-margin transient solutions. In both cases the scheme is able to track the position of the ice sheet margin with high accuracy.

Northern hemisphere winter atmospheric climate: modes of natural variability and climate change

Under anthropogenic climate change it is possible that the increased radiative forcing and associated changes in mean climate may affect the “dynamical equilibrium” of the climate system; leading to a change in the relative dominance of different modes of natural variability, the characteristics of their patterns or their behavior in the time domain. Here we use multi-century integrations of version three of the Hadley Centre atmosphere model coupled to a mixed layer ocean to examine potential changes in atmosphere-surface ocean modes of variability. After first evaluating the simulated modes of Northern Hemisphere winter surface temperature and geopotential height against observations, we examine their behavior under an idealized equilibrium doubling of atmospheric CO2. We find no significant changes in the order of dominance, the spatial patterns or the associated time series of the modes. Having established that the dynamic equilibrium is preserved in the model on doubling of CO2, we go on to examine the temperature pattern of mean climate change in terms of the modes of variability; the motivation being that the pattern of change might be explicable in terms of changes in the amount of time the system resides in a particular mode. In addition, if the two are closely related, we might be able to assess the relative credibility of different spatial patterns of climate change from different models (or model versions) by assessing their representation of variability. Significant shifts do appear to occur in the mean position of residence when examining a truncated set of the leading order modes. However, on examining the complete spectrum of modes, it is found that the mean climate change pattern is close to orthogonal to all of the modes and the large shifts are a manifestation of this orthogonality. The results suggest that care should be exercised in using a truncated set of variability EOFs to evaluate climate change signals.

Evaluation of the model representation of the evolution of convective systems using satellite observations of outgoing longwave radiation

We introduce a technique for assessing the diurnal development of convective storm systems based on outgoing longwave radiation fields. Using the size distribution of the storms measured from a series of images, we generate an array in the lengthscale-time domain based on the standard score statistic. It demonstrates succinctly the size evolution of storms as well as the dissipation kinematics. It also provides evidence related to the temperature evolution of the cloud tops. We apply this approach to a test case comparing observations made by the Geostationary Earth Radiation Budget instrument to output from the Met Office Unified Model run at two resolutions. The 12km resolution model produces peak convective activity on all lengthscales significantly earlier in the day than shown by the observations and no evidence for storms growing in size. The 4km resolution model shows realistic timing and growth evolution although the dissipation mechanism still differs from the observed data.