A three-compartment model of the hemodynamic response and oxygen delivery to brain

We describe a mathematical model linking changes in cerebral blood flow, blood volume and the blood oxygenation state in response to stimulation. The model has three compartments to take into account the fact that the cerebral blood flow and volume as measured concurrently using laser Doppler flowmetry and optical imaging spectroscopy have contributions from the arterial, capillary as well as the venous compartments of the vasculature. It is an extension to previous one-compartment hemodynamic models which assume that the measured blood volume changes are from the venous compartment only. An important assumption of the model is that the tissue oxygen concentration is a time varying state variable of the system and is driven by the changes in metabolic demand resulting from changes in neural activity. The model takes into account the pre-capillary oxygen diffusion by flexibly allowing the saturation of the arterial compartment to be less than unity. Simulations are used to explore the sensitivity of the model and to optimise the parameters for experimental data. We conclude that the three-compartment model was better than the one-compartment model at capturing the hemodynamics of the response to changes in neural activation following stimulation.

Sequential variations of phytoplankton growth and mortality in an NPZ model: a remote-sensing-based assessment

Radiometric data in the visible domain acquired by satellite remote sensing have proven to be powerful for monitoring the states of the ocean, both physical and biological. With the help of these data it is possible to understand certain variations in biological responses of marine phytoplankton on ecological time scales. Here, we implement a sequential data-assimilation technique to estimate from a conventional nutrient–phytoplankton–zooplankton (NPZ) model the time variations of observed and unobserved variables. In addition, we estimate the time evolution of two biological parameters, namely, the specific growth rate and specific mortality of phytoplankton. Our study demonstrates that: (i) the series of time-varying estimates of specific growth rate obtained by sequential data assimilation improves the fitting of the NPZ model to the satellite-derived time series: the model trajectories are closer to the observations than those obtained by implementing static values of the parameter; (ii) the estimates of unobserved variables, i.e., nutrient and zooplankton, obtained from an NPZ model by implementation of a pre-defined parameter evolution can be different from those obtained on applying the sequences of parameters estimated by assimilation; and (iii) the maximum estimated specific growth rate of phytoplankton in the study area is more sensitive to the sea-surface temperature than would be predicted by temperature-dependent functions reported previously. The overall results of the study are potentially useful for enhancing our understanding of the biological response of phytoplankton in a changing environment.

Islamic mutual funds' financial performance and international investment style: evidence from 20 countries

We pursue the first large-scale investigation of a strongly growing mutual fund type: Islamic funds. Based on an unexplored, survivorship bias-adjusted data set, we analyse the financial performance and investment style of 265 Islamic equity funds from 20 countries. As Islamic funds often have diverse investment regions, we develop a (conditional) three-level Carhart model to simultaneously control for exposure to different national, regional and global equity markets and investment styles. Consistent with recent evidence for conventional funds, we find Islamic funds to display superior learning in more developed Islamic financial markets. While Islamic funds from these markets are competitive to international equity benchmarks, funds from especially Western nations with less Islamic assets tend to significantly underperform. Islamic funds’ investment style is somewhat tilted towards growth stocks. Funds from predominantly Muslim economies also show a clear small cap preference. These results are consistent over time and robust to time varying market exposures and capital market restrictions.

A new South American network to study the atmospheric electric field and its variations related to geophysical phenomena

In this paper we present the capability of a new network of field mill sensors to monitor the atmospheric electric field at various locations in South America; we also show some early results. The main objective of the new network is to obtain the characteristic Universal Time diurnal curve of the atmospheric electric field in fair weather, known as the Carnegie curve. The Carnegie curve is closely related to the current sources flowing in the Global Atmospheric Electric Circuit so that another goal is the study of this relationship on various time scales (transient/monthly/seasonal/annual). Also, by operating this new network, we may also study departures of the Carnegie curve from its long term average value related to various solar, geophysical and atmospheric phenomena such as the solar cycle, solar flares and energetic charged particles, galactic cosmic rays, seismic activity and specific meteorological events. We then expect to have a better understanding of the influence of these phenomena on the Global Atmospheric Electric Circuit and its time-varying behavior.

Calibration of structure in a distributed forecasting model for a semiarid flash flood: dynamic surface storage and channel roughness

Flash floods pose a significant danger for life and property. Unfortunately, in arid and semiarid environment the runoff generation shows a complex non-linear behavior with a strong spatial and temporal non-uniformity. As a result, the predictions made by physically-based simulations in semiarid areas are subject to great uncertainty, and a failure in the predictive behavior of existing models is common. Thus better descriptions of physical processes at the watershed scale need to be incorporated into the hydrological model structures. For example, terrain relief has been systematically considered static in flood modelling at the watershed scale. Here, we show that the integrated effect of small distributed relief variations originated through concurrent hydrological processes within a storm event was significant on the watershed scale hydrograph. We model these observations by introducing dynamic formulations of two relief-related parameters at diverse scales: maximum depression storage, and roughness coefficient in channels. In the final (a posteriori) model structure these parameters are allowed to be both time-constant or time-varying. The case under study is a convective storm in a semiarid Mediterranean watershed with ephemeral channels and high agricultural pressures (the Rambla del Albujón watershed; 556 km 2 ), which showed a complex multi-peak response. First, to obtain quasi-sensible simulations in the (a priori) model with time-constant relief-related parameters, a spatially distributed parameterization was strictly required. Second, a generalized likelihood uncertainty estimation (GLUE) inference applied to the improved model structure, and conditioned to observed nested hydrographs, showed that accounting for dynamic relief-related parameters led to improved simulations. The discussion is finally broadened by considering the use of the calibrated model both to analyze the sensitivity of the watershed to storm motion and to attempt the flood forecasting of a stratiform event with highly different behavior.

Effects of noise and by-catch on a Danish harbour porpoise population

Ships and wind turbines generate noise, which can have a negative impact on marine mammal populations by scaring animals away. Effective modelling of how this affects the populations has to take account of the location and timing of disturbances. Here we construct an individual-based model of harbour porpoises in the Inner Danish Waters. Individuals have their own energy budgets constructed using established principles of physiological ecology. Data are lacking on the spatial distribution of food which is instead inferred from knowledge of time-varying porpoise distributions. The model produces plausible patterns of population dynamics and matches well the age distribution of porpoises caught in by-catch. It estimates the effect of existing wind farms as a 10% reduction in population size when food recovers fast (after two days). Proposed new wind farms and ships do not result in further population declines. The population is however sensitive to variations in mortality resulting from by-catch and to the speed at which food recovers after being depleted. If food recovers slowly the effect of wind turbines becomes negligible, whereas ships are estimated to have a significant negative impact on the population. Annual by-catch rates ≥10% lead to monotonously decreasing populations and to extinction, and even the estimated by-catch rate from the adjacent area (approximately 4.1%) has a strong impact on the population. This suggests that conservation efforts should be more focused on reducing by-catch in commercial gillnet fisheries than on limiting the amount of anthropogenic noise. Individual-based models are unique in their ability to take account of the location and timing of disturbances and to show their likely effects on populations. The models also identify deficiencies in the existing database and can be used to set priorities for future field research.

The dependence of radiative forcing and feedback on evolving patterns of surface temperature change in climate models

Experiments with CO2 instantaneously quadrupled and then held constant are used to show that the relationship between the global-mean net heat input to the climate system and the global-mean surface-air-temperature change is nonlinear in Coupled Model Intercomparison Project phase 5 (CMIP5) Atmosphere-Ocean General Circulation Models (AOGCMs). The nonlinearity is shown to arise from a change in strength of climate feedbacks driven by an evolving pattern of surface warming. In 23 out of the 27 AOGCMs examined the climate feedback parameter becomes significantly (95% confidence) less negative – i.e. the effective climate sensitivity increases – as time passes. Cloud feedback parameters show the largest changes. In the AOGCM-mean approximately 60% of the change in feedback parameter comes from the topics (30N-30S). An important region involved is the tropical Pacific where the surface warming intensifies in the east after a few decades. The dependence of climate feedbacks on an evolving pattern of surface warming is confirmed using the HadGEM2 and HadCM3 atmosphere GCMs (AGCMs). With monthly evolving sea-surface-temperatures and sea-ice prescribed from its AOGCM counterpart each AGCM reproduces the time-varying feedbacks, but when a fixed pattern of warming is prescribed the radiative response is linear with global temperature change or nearly so. We also demonstrate that the regression and fixed-SST methods for evaluating effective radiative forcing are in principle different, because rapid SST adjustment when CO2 is changed can produce a pattern of surface temperature change with zero global mean but non-zero change in net radiation at the top of the atmosphere (~ -0.5 Wm-2 in HadCM3).

The dynamics and relationships of precipitation, temperature and convection boundaries in the dayside auroral ionosphere

A continuous band of high ion temperature, which persisted for about 8 h and zigzagged north-south across more than five degrees in latitude in the dayside (07:00– 15:00MLT) auroral ionosphere, was observed by the EISCAT VHF radar on 23 November 1999. Latitudinal gradients in the temperature of the F-region electron and ion gases (Te and Ti , respectively) have been compared with concurrent observations of particle precipitation and field-perpendicular convection by DMSP satellites, in order to reveal a physical explanation for the persistent band of high Ti , and to test the potential role of Ti and Te gradients as possible markers for the open-closed field line boundary. The north/south movement of the equatorward Ti boundary was found to be consistent with the contraction/expansion of the polar cap due to an unbalanced dayside and nightside reconnection. Sporadic intensifications in Ti , recurring on _10-min time scales, indicate that frictional heating was modulated by time-varying reconnection, and the band of high Ti was located on open flux. However, the equatorward Ti boundary was not found to be a close proxy of the open-closed boundary. The closest definable proxy of the open-closed boundary is the magnetosheath electron edge observed by DMSP. Although Te appears to be sensitive to magnetosheath electron fluxes, it is not found to be a suitable parameter for routine tracking of the open-closed boundary, as it involves case dependent analysis of the thermal balance. Finally, we have documented a region of newly-opened sunward convecting flux. This region is situated between the convection reversal boundary and the magnetosheath electron edge defining the openclosed boundary. This is consistent with a delay of several minutes between the arrival of the first (super-Alfv´enic) magnetosheath electrons and the response in the ionospheric convection, conveyed to the ionosphere by the interior Alfv´en wave. It represents a candidate footprint of the low-latitude boundary mixing layer on sunward convecting open flux

Events of enhanced convection and related dayside auroral activity

In this paper we study the high-latitude plasma flow variations associated with a periodic (∼8 min) sequence of auroral forms moving along the polar cap boundary, which appear to be the most regularly occuring dayside auroral phenomenon under conditions of southward directed interplanetary magnetic field. Satellite data on auroral particle precipitation and ionospheric plasma drifts from DMSP F10 and F11 are combined with ground-based optical and ion flow measurements for January 7, 1992. Ionospheric flow measurements of 10-s resolution over the range of invariant latitudes from 71° to 76° were obtained by operating both the European incoherent scatter (EISCAT) UHF and VHF radars simultaneously. The optical site (Ny Ålesund, Svalbard) and the EISCAT radar field of view were located in the postnoon sector during the actual observations. The West Greenland magnetometers provided information about temporal variations of high-latitude convection in the prenoon sector. Satellite observations of polar cap convection in the northern and southern hemispheres show a standard two-cell pattern consistent with a prevailing negative By component of the interplanetary magnetic field. The 630.0 nm auroral forms located poleward of the persistent cleft aurora and the flow reversal boundary in the ∼1440–1540 MLT sector were observed to coincide with magnetosheath-like particle precipitation and a secondary population of higher energy ions, and they propagated eastward/tailward at speeds comparable with the convection velocity. It is shown that these optical events were accompanied by bursts of sunward (return) flow at lower latitudes in both the morning and the afternoon sectors, consistent with a modulation of Dungey cell convection. The background level of convection was low in this case (Kp =2+). The variability of the high-latitude convection may be explained as resulting from time-varying reconnection at the magnetopause. In that case this study indicates that time variations of the reconnection rate effectively modulates ionospheric convection.

Low and middle altitude cusp particle signatures for general magnetopause reconnection rate variations: 1. Theory

We present predictions of the signatures of magnetosheath particle precipitation (in the regions classified as open low-latitude boundary layer, cusp, mantle and polar cap) for periods when the interplanetary magnetic field has a southward component. These are made using the “pulsating cusp” model of the effects of time-varying magnetic reconnection at the dayside magnetopause. Predictions are made for both low-altitude satellites in the topside ionosphere and for midaltitude spacecraft in the magnetosphere. Low-altitude cusp signatures, which show a continuous ion dispersion signature, reveal "quasi-steady reconnection" (one limit of the pulsating cusp model), which persists for a period of at least 10 min. We estimate that “quasi-steady” in this context corresponds to fluctuations in the reconnection rate of a factor of 2 or less. The other limit of the pulsating cusp model explains the instantaneous jumps in the precipitating ion spectrum that have been observed at low altitudes. Such jumps are produced by isolated pulses of reconnection: that is, they are separated by intervals when the reconnection rate is zero. These also generate convecting patches on the magnetopause in which the field lines thread the boundary via a rotational discontinuity separated by more extensive regions of tangential discontinuity. Predictions of the corresponding ion precipitation signatures seen by midaltitude spacecraft are presented. We resolve the apparent contradiction between estimates of the width of the injection region from midaltitude data and the concept of continuous entry of solar wind plasma along open field lines. In addition, we reevaluate the use of pitch angle-energy dispersion to estimate the injection distance.

The ionospheric signatures of flux transfer events and solar wind dynamic pressure changes

The generation of flow and current vortices in the dayside auroral ionosphere has been predicted for two processes ocurring at the dayside magnetopause. The first of these mechanisms is time-dependent magnetic reconnection, in “flux transfer events” (FTEs); the second is the action of solar wind dynamic pressure changes. The ionospheric flow signature of an FTE should be a twin vortex, with the mean flow velocity in the central region of the pattern equal to the velocity of the pattern as a whole. On the other hand, a pulse of enhanced or reduced dynamic pressure is also expected to produce a twin vortex, but with the central plasma flow being generally different in speed from, and almost orthogonal to, the motion of the whole pattern. In this paper, we make use of this distinction to discuss recent observations of vortical flow patterns in the dayside auroral ionosphere in terms of one or other of the proposed mechanisms. We conclude that some of the observations reported are consistent only with the predicted signature of FTEs. We then evaluate the dimensions of the open flux tubes required to explain some recent simultaneous radar and auroral observations and infer that they are typically 300 km in north–south extent but up to 2000 km in longitudinal extent (i.e., roughly 5 hours of MLT). Hence these observations suggest that recent theories of FTEs which invoke time-varying reconnection at an elongated neutral line may be correct. We also present some simultaneous observations of the interplanetary magnetic field (IMF) and solar wind dynamic pressure (observed using the IMP8 satellite) and the ionospheric flow (observed using the EISCAT radar) which are also only consistent with the FTE model. We estimate that for continuously southward IMF ( ≈ 5 nT) these FTEs contribute about 30 kV to the mean total transpolar voltage (∼30%).

Auroral and plasma flow transients at magnetic noon

We present observations of a transient event in the dayside auroral ionosphere at magnetic noon. F-region plasma convection measurements were made by the EISCAT radar, operating in the beamswinging “Polar” experiment mode, and simultaneous observations of the dayside auroral emissions were made by optical meridian-scanning photometers and all-sky TV cameras at Ny Ålesund, Spitzbergen. The data were recorded on 9 January 1989, and a sequence of bursts of flow, with associated transient aurora, were observed between 08:45 and 11:00 U.T. In this paper we concentrate on an event around 09:05 U.T. because that is very close to local magnetic noon. The optical data show a transient intensification and widening (in latitude) of the cusp/cleft region, as seen in red line auroral emissions. Over an interval of about 10 min, the band of 630 nm aurora widened from about 1.5° of invariant latitude to over 5° and returned to its original width. Embedded within the widening band of 630 nm emissions were two intense, active 557.7 nm arc fragments with rays which persisted for about 2 min each. The flow data before and after the optical transient show eastward flows, with speeds increasing markedly with latitude across the band of 630 nm aurora. Strong, apparently westward, flows appeared inside the band while it was widening, but these rotated round to eastward, through northward, as the band shrunk to its original width. The observed ion temperatures verify that the flow speeds during the transient were, to a large extent, as derived using the beamswinging technique; but they also show that the flow increase initially occurred in the western azimuth only. This spatial gradient in the flow introduces ambiguity in the direction of these initial flows and they could have been north-eastward rather than westward. However, the westward direction derived by the beamswinging is consistent with the motion of the colocated and coincident active 557.7 nm arc fragment, A more stable transient 557.7 nm aurora was found close to the shear between the inferred westward flows and the persisting eastward flows to the North. Throughout the transient, northward flow was observed across the equatorward boundary of the 630 nm aurora. Interpretation of the data is made difficult by lack of IMF data, problems in distinguishing the cusp and cleft aurora and uncertainty over which field lines are open and which are closed. However, at magnetic noon there is a 50% probability that we were observing the cusp, in which case from its southerly location we infer that the IMF was southward and many features are suggestive of time-varying reconnection at a single X-line on the dayside magnetopause. This IMF orientation is also consistent with the polar rain precipitation observed simultaneously by the DMSP-F9 satellite in the southern polar cap. There is also a 25% chance that we were observing the cleft (or the mantle poleward of the cleft). In this case we infer that the IMF was northward and the transient is well explained by reconnection which is not only transient in time but occurs at various sites located randomly on the dayside magnetopause (i.e. patchy in space). Lastly, there is a 25% chance that we were observing the cusp poleward of the cleft, in which case we infer that IMF Bz was near zero and the transient is explained by a mixture of the previous two interpretations.

Adaptive B-spline neural network based nonlinear equalization for high-order QAM systems with nonlinear transmit high power amplifier

High bandwidth-efficiency quadrature amplitude modulation (QAM) signaling widely adopted in high-rate communication systems suffers from a drawback of high peak-toaverage power ratio, which may cause the nonlinear saturation of the high power amplifier (HPA) at transmitter. Thus, practical high-throughput QAM communication systems exhibit nonlinear and dispersive channel characteristics that must be modeled as a Hammerstein channel. Standard linear equalization becomes inadequate for such Hammerstein communication systems. In this paper, we advocate an adaptive B-Spline neural network based nonlinear equalizer. Specifically, during the training phase, an efficient alternating least squares (LS) scheme is employed to estimate the parameters of the Hammerstein channel, including both the channel impulse response (CIR) coefficients and the parameters of the B-spline neural network that models the HPA’s nonlinearity. In addition, another B-spline neural network is used to model the inversion of the nonlinear HPA, and the parameters of this inverting B-spline model can easily be estimated using the standard LS algorithm based on the pseudo training data obtained as a natural byproduct of the Hammerstein channel identification. Nonlinear equalisation of the Hammerstein channel is then accomplished by the linear equalization based on the estimated CIR as well as the inverse B-spline neural network model. Furthermore, during the data communication phase, the decision-directed LS channel estimation is adopted to track the time-varying CIR. Extensive simulation results demonstrate the effectiveness of our proposed B-Spline neural network based nonlinear equalization scheme.

Regularization of descriptor systems

Implicit dynamic-algebraic equations, known in control theory as descriptor systems, arise naturally in many applications. Such systems may not be regular (often referred to as singular). In that case the equations may not have unique solutions for consistent initial conditions and arbitrary inputs and the system may not be controllable or observable. Many control systems can be regularized by proportional and/or derivative feedback.We present an overview of mathematical theory and numerical techniques for regularizing descriptor systems using feedback controls. The aim is to provide stable numerical techniques for analyzing and constructing regular control and state estimation systems and for ensuring that these systems are robust. State and output feedback designs for regularizing linear time-invariant systems are described, including methods for disturbance decoupling and mixed output problems. Extensions of these techniques to time-varying linear and nonlinear systems are discussed in the final section.

Clouds, aerosols, and precipitation in the marine boundary layer: an ARM Mobile Facility Deployment

The Clouds, Aerosol, and Precipitation in the Marine Boundary Layer (CAP-MBL) deployment at Graciosa Island in the Azores generated a 21-month (April 2009–December 2010) comprehensive dataset documenting clouds, aerosols, and precipitation using the Atmospheric Radiation Measurement Program (ARM) Mobile Facility (AMF). The scientific aim of the deployment is to gain improved understanding of the interactions of clouds, aerosols, and precipitation in the marine boundary layer. Graciosa Island straddles the boundary between the subtropics and midlatitudes in the northeast Atlantic Ocean and consequently experiences a great diversity of meteorological and cloudiness conditions. Low clouds are the dominant cloud type, with stratocumulus and cumulus occurring regularly. Approximately half of all clouds contained precipitation detectable as radar echoes below the cloud base. Radar and satellite observations show that clouds with tops from 1 to 11 km contribute more or less equally to surface-measured precipitation at Graciosa. A wide range of aerosol conditions was sampled during the deployment consistent with the diversity of sources as indicated by back-trajectory analysis. Preliminary findings suggest important two-way interactions between aerosols and clouds at Graciosa, with aerosols affecting light precipitation and cloud radiative properties while being controlled in part by precipitation scavenging. The data from Graciosa are being compared with short-range forecasts made with a variety of models. A pilot analysis with two climate and two weather forecast models shows that they reproduce the observed time-varying vertical structure of lower-tropospheric cloud fairly well but the cloud-nucleating aerosol concentrations less well. The Graciosa site has been chosen to be a permanent fixed ARM site that became operational in October 2013.