Kinetic multi-layer model of aerosol surface and bulk chemistry (KM-SUB): the influence of interfacial transport and bulk diffusion on the oxidation of oleic acid by ozone

We present a novel kinetic multi-layer model that explicitly resolves mass transport and chemical reaction at the surface and in the bulk of aerosol particles (KM-SUB). The model is based on the PRA framework of gas–particle interactions (P¨oschl et al., 5 2007), and it includes reversible adsorption, surface reactions and surface-bulk exchange as well as bulk diffusion and reaction. Unlike earlier models, KM-SUB does not require simplifying assumptions about steady-state conditions and radial mixing. The temporal evolution and concentration profiles of volatile and non-volatile species at the gas-particle interface and in the particle bulk can be modeled along with surface 10 concentrations and gas uptake coefficients. In this study we explore and exemplify the effects of bulk diffusion on the rate of reactive gas uptake for a simple reference system, the ozonolysis of oleic acid particles, in comparison to experimental data and earlier model studies. We demonstrate how KM-SUB can be used to interpret and analyze experimental data from laboratory stud15 ies, and how the results can be extrapolated to atmospheric conditions. In particular, we show how interfacial transport and bulk transport, i.e., surface accommodation, bulk accommodation and bulk diffusion, influence the kinetics of the chemical reaction. Sensitivity studies suggest that in fine air particulate matter oleic acid and compounds with similar reactivity against ozone (C=C double bonds) can reach chemical lifetimes of 20 multiple hours only if they are embedded in a (semi-)solid matrix with very low diffusion coefficients (10−10 cm2 s−1). Depending on the complexity of the investigated system, unlimited numbers of volatile and non-volatile species and chemical reactions can be flexibly added and treated with KM-SUB. We propose and intend to pursue the application of KM-SUB 25 as a basis for the development of a detailed master mechanism of aerosol chemistry as well as for the derivation of simplified but realistic parameterizations for large-scale atmospheric and climate models.

Neurofuzzy control using Kalman filtering state feedback with coloured noise for unknown non-linear processes

This paper presents a controller design scheme for a priori unknown non-linear dynamical processes that are identified via an operating point neurofuzzy system from process data. Based on a neurofuzzy design and model construction algorithm (NeuDec) for a non-linear dynamical process, a neurofuzzy state-space model of controllable form is initially constructed. The control scheme based on closed-loop pole assignment is then utilized to ensure the time invariance and linearization of the state equations so that the system stability can be guaranteed under some mild assumptions, even in the presence of modelling error. The proposed approach requires a known state vector for the application of pole assignment state feedback. For this purpose, a generalized Kalman filtering algorithm with coloured noise is developed on the basis of the neurofuzzy state-space model to obtain an optimal state vector estimation. The derived controller is applied in typical output tracking problems by minimizing the tracking error. Simulation examples are included to demonstrate the operation and effectiveness of the new approach.

Modèle d'état à coefficient aléatoire: filtrage par densités approchées

Le filtrage de Bucy-Kalman s'applique au modèle d'état comprenant des équations linéaires bruitées, décrivant l'évolution de l'état et des équations linéaires bruitées d'observation . Ce filtrage consiste dans le cas gaussien, à calculer de façon récursive, la loi de probabilité, a posteriori, de l'état, au vu de l' observation actuelle et des observations passées . Le filtrage par densités approchées permet de traiter des équations d'état, non linéaires ou à bruits non Gaussiens. Pour un coefficient de rappel aléatoire, cas typique d'une situation de changements de modèles, l'article introduit une famille de lois de probabilité, paramétrées, bimodales servant, par ajustement des paramètres, à approcher les lois a posteriori de l'état aux divers instants . Les paramètres sont recalculés récursivement, lors des mises à jour et des prédictions.

Velocity-based moving mesh methods for nonlinear partial differential equations

This article describes a number of velocity-based moving mesh numerical methods formultidimensional nonlinear time-dependent partial differential equations (PDEs). It consists of a short historical review followed by a detailed description of a recently developed multidimensional moving mesh finite element method based on conservation. Finite element algorithms are derived for both mass-conserving and non mass-conserving problems, and results shown for a number of multidimensional nonlinear test problems, including the second order porous medium equation and the fourth order thin film equation as well as a two-phase problem. Further applications and extensions are referenced.

Non-normal real estate return distributions by property type in the UK

Investment risk models with infinite variance provide a better description of distributions of individual property returns in the IPD UK database over the period 1981 to 2003 than normally distributed risk models. This finding mirrors results in the US and Australia using identical methodology. Real estate investment risk is heteroskedastic, but the characteristic exponent of the investment risk function is constant across time – yet it may vary by property type. Asset diversification is far less effective at reducing the impact of non‐systematic investment risk on real estate portfolios than in the case of assets with normally distributed investment risk. The results, therefore, indicate that multi‐risk factor portfolio allocation models based on measures of investment codependence from finite‐variance statistics are ineffective in the real estate context

Non-normal real estate return distributions by property type in the U.K.

Investment risk models with infinite variance provide a better description of distributions of individual property returns in the IPD database over the period 1981 to 2003 than Normally distributed risk models, which mirrors results in the U.S. and Australia using identical methodology. Real estate investment risk is heteroscedastic, but the Characteristic Exponent of the investment risk function is constant across time yet may vary by property type. Asset diversification is far less effective at reducing the impact of non-systematic investment risk on real estate portfolios than in the case of assets with Normally distributed investment risk. Multi-risk factor portfolio allocation models based on measures of investment codependence from finite-variance statistics are ineffectual in the real estate context.

Determination of the degradation kinetics of anthocyanins in a model juice system using isothermal and non-isothermal methods

The effect of temperature on the degradation of blackcurrant anthocyanins in a model juice system was determined over a temperature range of 4–140 °C. The thermal degradation of anthocyanins followed pseudo first-order kinetics. From 4–100 °C an isothermal method was used to determine the kinetic parameters. In order to mimic the temperature profile in retort systems, a non-isothermal method was applied to determine the kinetic parameters in the model juice over the temperature range 110–140 °C. The results from both isothermal and non-isothermal methods fit well together, indicating that the non-isothermal procedure is a reliable mathematical method to determine the kinetics of anthocyanin degradation. The reaction rate constant (k) increased from 0.16 (±0.01) × 10−3 to 9.954 (±0.004) h−1 at 4 and 140 °C, respectively. The temperature dependence of the rate of anthocyanin degradation was modelled by an extension of the Arrhenius equation, which showed a linear increase in the activation energy with temperature.

Attention through self-synchronisation in the spiking neuron stochastic diffusion network

The paper discusses ensemble behaviour in the Spiking Neuron Stochastic Diffusion Network, SNSDN, a novel network exploring biologically plausible information processing based on higher order temporal coding. SNSDN was proposed as an alternative solution to the binding problem [1]. SNSDN operation resembles Stochastic Diffusin on Search, SDS, a non-deterministic search algorithm able to rapidly locate the best instantiation of a target pattern within a noisy search space ([3], [5]). In SNSDN, relevant information is encoded in the length of interspike intervals. Although every neuron operates in its own time, ‘attention’ to a pattern in the search space results in self-synchronised activity of a large population of neurons. When multiple patterns are present in the search space, ‘switching of at- tention’ results in a change of the synchronous activity. The qualitative effect of attention on the synchronicity of spiking behaviour in both time and frequency domain will be discussed.

Time complexity analysis of the stochastic diffusion search

The Stochastic Diffusion Search algorithm -an integral part of Stochastic Search Networks is investigated. Stochastic Diffusion Search is an alternative solution for invariant pattern recognition and focus of attention. It has been shown that the algorithm can be modelled as an ergodic, finite state Markov Chain under some non-restrictive assumptions. Sub-linear time complexity for some settings of parameters has been formulated and proved. Some properties of the algorithm are then characterised and numerical examples illustrating some features of the algorithm are presented.

Stability results for the time-harmonic Maxwell equations with impedance boundary conditions

We consider the time-harmonic Maxwell equations with constant coefficients in a bounded, uniformly star-shaped polyhedron. We prove wavenumber-explicit norm bounds for weak solutions. This result is pivotal for convergence proofs in numerical analysis and may be a tool in the analysis of electromagnetic boundary integral operators.

Asymptotic gravity wave drag expressions for non-hydrostatic rotating flow over a ridge

Asymptotic expressions are derived for the mountain wave drag in flow with constant wind and static stability over a ridge when both rotation and non-hydrostatic effects are important. These expressions, which are much more manageable than the corresponding exact drag expressions (when these do exist) are found to provide accurate approximations to the drag, even when non-hydrostatic and rotation effects are strong, despite having been developed for cases where these effects are weak. The derived expressions are compared with approximations to the drag found previously, and their asymptotic behaviour in various limits is studied.

Spectral theory of some non-selfadjoint linear differential operators

We give a characterisation of the spectral properties of linear differential operators with constant coefficients, acting on functions defined on a bounded interval, and determined by general linear boundary conditions. The boundary conditions may be such that the resulting operator is not selfadjoint. We associate the spectral properties of such an operator $S$ with the properties of the solution of a corresponding boundary value problem for the partial differential equation $\partial_t q \pm iSq=0$. Namely, we are able to establish an explicit correspondence between the properties of the family of eigenfunctions of the operator, and in particular whether this family is a basis, and the existence and properties of the unique solution of the associated boundary value problem. When such a unique solution exists, we consider its representation as a complex contour integral that is obtained using a transform method recently proposed by Fokas and one of the authors. The analyticity properties of the integrand in this representation are crucial for studying the spectral theory of the associated operator.

A fast two-grid and finite section method for a class of integral equations on the real line with application to an acoustic scattering problem in the half-plane

We consider the numerical treatment of second kind integral equations on the real line of the form ∅(s) = ∫_(-∞)^(+∞)▒〖κ(s-t)z(t)ϕ(t)dt,s=R〗 (abbreviated ϕ= ψ+K_z ϕ) in which K ϵ L_1 (R), z ϵ L_∞ (R) and ψ ϵ BC(R), the space of bounded continuous functions on R, are assumed known and ϕ ϵ BC(R) is to be determined. We first derive sharp error estimates for the finite section approximation (reducing the range of integration to [-A, A]) via bounds on (1-K_z )^(-1)as an operator on spaces of weighted continuous functions. Numerical solution by a simple discrete collocation method on a uniform grid on R is then analysed: in the case when z is compactly supported this leads to a coefficient matrix which allows a rapid matrix-vector multiply via the FFT. To utilise this possibility we propose a modified two-grid iteration, a feature of which is that the coarse grid matrix is approximated by a banded matrix, and analyse convergence and computational cost. In cases where z is not compactly supported a combined finite section and two-grid algorithm can be applied and we extend the analysis to this case. As an application we consider acoustic scattering in the half-plane with a Robin or impedance boundary condition which we formulate as a boundary integral equation of the class studied. Our final result is that if z (related to the boundary impedance in the application) takes values in an appropriate compact subset Q of the complex plane, then the difference between ϕ(s)and its finite section approximation computed numerically using the iterative scheme proposed is ≤C_1 [kh log⁡〖(1⁄kh)+(1-Θ)^((-1)⁄2) (kA)^((-1)⁄2) 〗 ] in the interval [-ΘA,ΘA](Θ<1) for kh sufficiently small, where k is the wavenumber and h the grid spacing. Moreover this numerical approximation can be computed in ≤C_2 N log⁡N operations, where N = 2A/h is the number of degrees of freedom. The values of the constants C1 and C2 depend only on the set Q and not on the wavenumber k or the support of z.

Approximate solution of second kind integral equations on infinite cylindrical surfaces

The paper considers second kind integral equations of the form $\phi (x) = g(x) + \int_S {k(x,y)} \phi (y)ds(y)$ (abbreviated $\phi = g + K\phi $), in which S is an infinite cylindrical surface of arbitrary smooth cross section. The “truncated equation” (abbreviated $\phi _a = E_a g + K_a \phi _a $), obtained by replacing S by $S_a $, a closed bounded surface of class $C^2 $, the boundary of a section of the interior of S of length $2a$, is also discussed. Conditions on k are obtained (in particular, implying that K commutes with the operation of translation in the direction of the cylinder axis) which ensure that $I - K$ is invertible, that $I - K_a $ is invertible and $(I - K_a )^{ - 1} $ is uniformly bounded for all sufficiently large a, and that $\phi _a $ converges to $\phi $ in an appropriate sense as $a \to \infty $. Uniform stability and convergence results for a piecewise constant boundary element collocation method for the truncated equations are also obtained. A boundary integral equation, which models three-dimensional acoustic scattering from an infinite rigid cylinder, illustrates the application of the above results to prove existence of solution (of the integral equation and the corresponding boundary value problem) and convergence of a particular collocation method.

On asymptotic behavior at infinity and the finite section method for integral equations on the half-line

e consider integral equations on the half-line of the form and the finite section approximation to x obtained by replacing the infinite limit of integration by the finite limit β. We establish conditions under which, if the finite section method is stable for the original integral equation (i.e. exists and is uniformly bounded in the space of bounded continuous functions for all sufficiently large β), then it is stable also for a perturbed equation in which the kernel k is replaced by k + h. The class of perturbations allowed includes all compact and some non-compact perturbations of the integral operator. Using this result we study the stability and convergence of the finite section method in the space of continuous functions x for which ()()()=−∫∞dttxt,sk)s(x0()syβxβx()sxsp+1 is bounded. With the additional assumption that ()(tskt,sk−≤ where ()()(),qsomefor,sassOskandRLkq11>+∞→=∈− we show that the finite-section method is stable in the weighted space for ,qp≤≤0 provided it is stable on the space of bounded continuous functions. With these results we establish error bounds in weighted spaces for x - xβ and precise information on the asymptotic behaviour at infinity of x. We consider in particular the case when the integral operator is a perturbation of a Wiener-Hopf operator and illustrate this case with a Wiener-Hopf integral equation arising in acoustics.