Reducing noise associated with the Monte Carlo Independent Column Approximation for weather forecasting models

The Monte Carlo Independent Column Approximation (McICA) is a flexible method for representing subgrid-scale cloud inhomogeneity in radiative transfer schemes. It does, however, introduce conditional random errors but these have been shown to have little effect on climate simulations, where spatial and temporal scales of interest are large enough for effects of noise to be averaged out. This article considers the effect of McICA noise on a numerical weather prediction (NWP) model, where the time and spatial scales of interest are much closer to those at which the errors manifest themselves; this, as we show, means that noise is more significant. We suggest methods for efficiently reducing the magnitude of McICA noise and test these methods in a global NWP version of the UK Met Office Unified Model (MetUM). The resultant errors are put into context by comparison with errors due to the widely used assumption of maximum-random-overlap of plane-parallel homogeneous cloud. For a simple implementation of the McICA scheme, forecasts of near-surface temperature are found to be worse than those obtained using the plane-parallel, maximum-random-overlap representation of clouds. However, by applying the methods suggested in this article, we can reduce noise enough to give forecasts of near-surface temperature that are an improvement on the plane-parallel maximum-random-overlap forecasts. We conclude that the McICA scheme can be used to improve the representation of clouds in NWP models, with the provision that the associated noise is sufficiently small.

The economic viability and potential of a novel poultry agroforestry system

Investigating agroforestry systems that incorporate poultry is warranted in Northern Europe as they may offer benefits including: improved welfare and use of range; reduced feed costs; price premia on products; reduced payback periods for forests; and, greater returns on investment. Free-range egg production accounts for 27% of the United Kingdom egg market and demand for outdoor broilers is increasing. No research has been conducted recently on the economic viability of agroforestry systems with poultry. An economic model was constructed to: assess economic viability of a broiler agroforestry system; and, investigate the sensitivity of economic performance to key factors and interactions, and identify those which warrant attention in research and management. The system modelled is a commercial trial established in Southern England in 2002 where deciduous trees were planted and broilers reared in six- or nine-week periods. The model uses Monte Carlo simulation and financial performance analyses run for a 120-year period. An Internal Rate of Return (IRR) of 15.5% is predicted for the six-week system which remains viable under a 'worst case' scenario (IRR of 12.6%). Factors which affect financial performance most (decreasing in magnitude) are prices achieved for broilers, costs of brooding houses, chicks, arks, feed and timber prices. The main anticipated effects of biological interactions on financial performance (increased ranging on feed conversion and excess nutrient supply on tree health) were not supported by analysis. Further research is particularly warranted on the welfare benefits offered by the tree component and its relation to price premia.

Variance estimation for systematic sampling from deliberately ordered populations

The systematic sampling (SYS) design (Madow and Madow, 1944) is widely used by statistical offices due to its simplicity and efficiency (e.g., Iachan, 1982). But it suffers from a serious defect, namely, that it is impossible to unbiasedly estimate the sampling variance (Iachan, 1982) and usual variance estimators (Yates and Grundy, 1953) are inadequate and can overestimate the variance significantly (Särndal et al., 1992). We propose a novel variance estimator which is less biased and that can be implemented with any given population order. We will justify this estimator theoretically and with a Monte Carlo simulation study.

Conserving marginal populations of the foodplant (Impatiens noli-tangere) of an endangered moth (Eustroma reticulatum) in a changing climate

Impatiens noli-tangere is scarce in the UK and probably only native to the Lake District and Wales. It is the sole food plant for the endangered moth Eustroma reticulattum. Significant annual fluctuations in the size of I. noli-tangere populations endanger the continued presence of E. reticulatum in the UK. In this study, variation in population size was monitored across native populations of L noli-tangere in the English Lake District and Wales. In 1998, there was a crash in the population size of all metapopulations in the Lake District but not of those found in Wales. A molecular survey of the genetic affinities of samples in 1999 from both regions and a reference population from Switzerland was performed using AFLP and ISSR analyses. The consensus UPGMA dendrogram and a PCO scatter plot revealed clear differentiation between the populations of L noli-tangere in Wales and those in the Lake District. Most of the genetic variation in the UK (H-T= 0.064) was partitioned between (G(ST) = 0.455) rather than within (H-S = 0.034) regions, inferring little gene flow occurs between regions. There was similar bias towards differentiation between metapopulations in Wales, again consistent with low levels of interpopulation gene flow. This contrasts with far lower levels of differentiation in the Lake District which suggests modest rates of gene flow may occur between populations. It is concluded that in the event of local extinction of sites or populations, reintroductions should be restricted to samples collected from the same region. We then surveyed climatic variables to identify those most likely to cause local extinctions. Climatic correlates of population size were sought from two Lake District metapopulations situated close to a meteorological station. A combination of three climatic variables common to both sites explained 81-84% of the variation in plant number between 1990 and 2001. Projected trends for these climatic variables were used in a Monte Carlo simulation which suggested an increased risk of I. noli-tangere population crashes by 2050 at Coniston Water. but not at Derwentwater. Implications of these findings for practical conservation strategies are explored. (C) 2003 Elsevier Ltd. All rights reserved.

Parallel performance and scalability experiments with the Danish Eulerian Model on the EPCC supercomputers

The Danish Eulerian Model (DEM) is a powerful air pollution model, designed to calculate the concentrations of various dangerous species over a large geographical region (e.g. Europe). It takes into account the main physical and chemical processes between these species, the actual meteorological conditions, emissions, etc.. This is a huge computational task and requires significant resources of storage and CPU time. Parallel computing is essential for the efficient practical use of the model. Some efficient parallel versions of the model were created over the past several years. A suitable parallel version of DEM by using the Message Passing Interface library (AIPI) was implemented on two powerful supercomputers of the EPCC - Edinburgh, available via the HPC-Europa programme for transnational access to research infrastructures in EC: a Sun Fire E15K and an IBM HPCx cluster. Although the implementation is in principal, the same for both supercomputers, few modifications had to be done for successful porting of the code on the IBM HPCx cluster. Performance analysis and parallel optimization was done next. Results from bench marking experiments will be presented in this paper. Another set of experiments was carried out in order to investigate the sensitivity of the model to variation of some chemical rate constants in the chemical submodel. Certain modifications of the code were necessary to be done in accordance with this task. The obtained results will be used for further sensitivity analysis Studies by using Monte Carlo simulation.

On the regulation of spatial externalities: coexistence between GM and conventional crops in the EU and the 'newcomer principle'

Pollen-mediated gene flow is one of the main concerns associated with the introduction of genetically modified (GM) crops. Should a premium for non-GM varieties emerge on the market, ‘contamination’ by GM pollen would generate a revenue loss for growers of non-GM varieties. This paper analyses the problem of pollen-mediated gene flow as a particular type of production externality. The model, although simple, provides useful insights into coexistence policies. Following on from this and taking GM herbicide-tolerant oilseed rape (Brassica napus) as a model crop, a Monte Carlo simulation is used to generate data and then estimate the effect of several important policy variables (including width of buffer zones and spatial aggregation) on the magnitude of the externality associated with pollen-mediated gene flow.

Real estate portfolio size and risk reduction

The reduction of portfolio risk is important to all investors but is particularly important to real estate investors as most property portfolios are generally small. As a consequence, portfolios are vulnerable to a significant risk of under-performing the market, or a target rate of return and so investors may be exposing themselves to greater risk than necessary. Given the potentially higher risk of underperformance from owning only a few properties, we follow the approach of Vassal (2001) and examine the benefits of holding more properties in a real estate portfolio. Using Monte Carlo simulation and the returns from 1,728 properties in the IPD database, held over the 10-year period from 1995 to 2004, the results show that increases in portfolio size offers the possibility of a more stable and less volatile return pattern over time, i.e. down-side risk is diminished with increasing portfolio size. Nonetheless, increasing portfolio size has the disadvantage of restricting the probability of out-performing the benchmark index by a significant amount. In other words, although increasing portfolio size reduces the down-side risk in a portfolio, it also decreases its up-side potential. Be that as it may, the results provide further evidence that portfolios with large numbers of properties are always preferable to portfolios of a smaller size.

Precisely wrong or roughly right? An evaluation of development viability appraisal modelling

Purpose – The purpose of this paper is to investigate the effect of choices of model structure and scale in development viability appraisal. The paper addresses two questions concerning the application of development appraisal techniques to viability modelling within the UK planning system. The first relates to the extent to which, given intrinsic input uncertainty, the choice of model structure significantly affects model outputs. The second concerns the extent to which, given intrinsic input uncertainty, the level of model complexity significantly affects model outputs. Design/methodology/approach – Monte Carlo simulation procedures are applied to a hypothetical development scheme in order to measure the effects of model aggregation and structure on model output variance. Findings – It is concluded that, given the particular scheme modelled and unavoidably subjective assumptions of input variance, that simple and simplistic models may produce similar outputs to more robust and disaggregated models. Evidence is found of equifinality in the outputs of a simple, aggregated model of development viability relative to more complex, disaggregated models. Originality/value – Development viability appraisal has become increasingly important in the planning system. Consequently, the theory, application and outputs from development appraisal are under intense scrutiny from a wide range of users. However, there has been very little published evaluation of viability models. This paper contributes to the limited literature in this area.

Precisely wrong or roughly right? An evaluation of development viability

This paper investigates the effect of choices of model structure and scale in development viability appraisal. The paper addresses two questions concerning the application of development appraisal techniques to viability modelling within the UK planning system. The first relates to the extent to which, given intrinsic input uncertainty, the choice of model structure significantly affects model outputs. The second concerns the extent to which, given intrinsic input uncertainty, the level of model complexity significantly affects model outputs. Monte Carlo simulation procedures are applied to a hypothetical development scheme in order to measure the effects of model aggregation and structure on model output variance. It is concluded that, given the particular scheme modelled and unavoidably subjective assumptions of input variance, that simple and simplistic models may produce similar outputs to more robust and disaggregated models.

Reconciling model and information uncertainty in development appraisal

This paper investigates the effect of choices of model structure and scale in development viability appraisal. The paper addresses two questions concerning the application of development appraisal techniques to viability modelling within the UK planning system. The first relates to the extent to which, given intrinsic input uncertainty, the choice of model structure significantly affects model outputs. The second concerns the extent to which, given intrinsic input uncertainty, the level of model complexity significantly affects model outputs. Monte Carlo simulation procedures are applied to a hypothetical development scheme in order to measure the effects of model aggregation and structure on model output variance. It is concluded that, given the particular scheme modelled and unavoidably subjective assumptions of input variance, simple and simplistic models may produce similar outputs to more robust and disaggregated models.

Case study part 2: probabilistic modelling of long-term effects of pesticides on individual breeding success in birds and mammals

Abstract: Long-term exposure of skylarks to a fictitious insecticide and of wood mice to a fictitious fungicide were modelled probabilistically in a Monte Carlo simulation. Within the same simulation the consequences of exposure to pesticides on reproductive success were modelled using the toxicity-exposure-linking rules developed by R.S. Bennet et al. (2005) and the interspecies extrapolation factors suggested by R. Luttik et al.(2005). We built models to reflect a range of scenarios and as a result were able to show how exposure to pesticide might alter the number of individuals engaged in any given phase of the breeding cycle at any given time and predict the numbers of new adults at the season’s end.

A self-similar expansion model for use in solar wind transient propogation studies

Since the advent of wide-angle imaging of the inner heliosphere, a plethora of techniques have been developed to investigate the three-dimensional structure and kinematics of solar wind transients, such as coronal mass ejections, from their signatures in single- and multi-spacecraft imaging observations. These techniques, which range from the highly complex and computationally intensive to methods based on simple curve fitting, all have their inherent advantages and limitations. In the analysis of single-spacecraft imaging observations, much use has been made of the fixed φ fitting (FPF) and harmonic mean fitting (HMF) techniques, in which the solar wind transient is considered to be a radially propagating point source (fixed φ, FP, model) and a radially expanding circle anchored at Sun centre (harmonic mean, HM, model), respectively. Initially, we compare the radial speeds and propagation directions derived from application of the FPF and HMF techniques to a large set of STEREO/Heliospheric Imager (HI) observations. As the geometries on which these two techniques are founded constitute extreme descriptions of solar wind transients in terms of their extent along the line of sight, we describe a single-spacecraft fitting technique based on a more generalized model for which the FP and HM geometries form the limiting cases. In addition to providing estimates of a transient’s speed and propagation direction, the self-similar expansion fitting (SSEF) technique provides, in theory, the capability to estimate the transient’s angular extent in the plane orthogonal to the field of view. Using the HI observations, and also by performing a Monte Carlo simulation, we assess the potential of the SSEF technique.

Sensitivity of a hydraulic model to changes in channel erosion during extreme flooding

Recent research into flood modelling has primarily concentrated on the simulation of inundation flow without considering the influences of channel morphology. River channels are often represented by a simplified geometry that is implicitly assumed to remain unchanged during flood simulations. However, field evidence demonstrates that significant morphological changes can occur during floods to mobilise the boundary sediments. Despite this, the effect of channel morphology on model results has been largely unexplored. To address this issue, the impact of channel cross-section geometry and channel long-profile variability on flood dynamics is examined using an ensemble of a 1D-2D hydraulic model (LISFLOOD-FP) of the 1:2102 year recurrence interval floods in Cockermouth, UK, within an uncertainty framework. A series of hypothetical scenarios of channel morphology were constructed based on a simple velocity based model of critical entrainment. A Monte-Carlo simulation framework was used to quantify the effects of channel morphology together with variations in the channel and floodplain roughness coefficients, grain size characteristics, and critical shear stress on measures of flood inundation. The results showed that the bed elevation modifications generated by the simplistic equations reflected a good approximation of the observed patterns of spatial erosion despite its overestimation of erosion depths. The effect of uncertainty on channel long-profile variability only affected the local flood dynamics and did not significantly affect the friction sensitivity and flood inundation mapping. The results imply that hydraulic models generally do not need to account for within event morphodynamic changes of the type and magnitude modelled, as these have a negligible impact that is smaller than other uncertainties, e.g. boundary conditions. Instead morphodynamic change needs to happen over a series of events to become large enough to change the hydrodynamics of floods in supply limited gravel-bed rivers like the one used in this research.

Computer simulations of the structure of colloidal ferrofluids

The structure of a ferrofluid under the influence of an external magnetic field is expected to become anisotropic due to the alignment of the dipoles into the direction of the external field, and subsequently to the formation of particle chains due to the attractive head to tail orientations of the ferrofluid particles. Knowledge about the structure of a colloidal ferrofluid can be inferred from scattering data via the measurement of structure factors. We have used molecular-dynamics simulations to investigate the structure of both monodispersed and polydispersed ferrofluids. The results for the isotropic structure factor for monodispersed samples are similar to previous data by Camp and Patey that were obtained using an alternative Monte Carlo simulation technique, but in a different parameter region. Here we look in addition at bidispersed samples and compute the anisotropic structure factor by projecting the q vector onto the XY and XZ planes separately, when the magnetic field was applied along the z axis. We observe that the XY- plane structure factor as well as the pair distribution functions are quite different from those obtained for the XZ plane. Further, the two- dimensional structure factor patterns are investigated for both monodispersed and bidispersed samples under different conditions. In addition, we look at the scaling exponents of structure factors. Our results should be of value to interpret scattering data on ferrofluids obtained under the influence of an external field.