Numerical convergence of the Block-Maxima approach to the generalized extreme value distribution

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems. In this setting, recent works have shown how to get a statistics of extremes in agreement with the classical Extreme Value Theory. We pursue these investigations by giving analytical expressions of Extreme Value distribution parameters for maps that have an absolutely continuous invariant measure. We compare these analytical results with numerical experiments in which we study the convergence to limiting distributions using the so called block-maxima approach, pointing out in which cases we obtain robust estimation of parameters. In regular maps for which mixing properties do not hold, we show that the fitting procedure to the classical Extreme Value Distribution fails, as expected. However, we obtain an empirical distribution that can be explained starting from a different observable function for which Nicolis et al. (Phys. Rev. Lett. 97(21): 210602, 2006) have found analytical results.

On the Convergence of Two-Stage Iterative Processes for Solving Linear Equations

This paper considers two-stage iterative processes for solving the linear system $Af = b$. The outer iteration is defined by $Mf^{k + 1} = Nf^k + b$, where $M$ is a nonsingular matrix such that $M - N = A$. At each stage $f^{k + 1} $ is computed approximately using an inner iteration process to solve $Mv = Nf^k + b$ for $v$. At the $k$th outer iteration, $p_k $ inner iterations are performed. It is shown that this procedure converges if $p_k \geqq P$ for some $P$ provided that the inner iteration is convergent and that the outer process would converge if $f^{k + 1} $ were determined exactly at every step. Convergence is also proved under more specialized conditions, and for the procedure where $p_k = p$ for all $k$, an estimate for $p$ is obtained which optimizes the convergence rate. Examples are given for systems arising from the numerical solution of elliptic partial differential equations and numerical results are presented.

Model studies of the interannual variability of the northern-hemisphere stratospheric winter circulation: the role of the quasi-biennial oscillation

A series of experiments are described that examine the sensitivity of the northern-hemisphere winter evolution to the equatorial quasi-biennial oscillation (QBO). The prime tool for the experiments is a stratosphere-mesosphere model. The model is integrated over many years with the modelled equatorial winds relaxed towards observed values in order to simulate a realistic QBO. In experiment A the equatorial winds are relaxed towards Singapore radiosonde observations in the height region 16-32 km. In contrast to previous modelling studies, the Holton-Tan relationship (warm/cold winters associated with easterly/westerly QBO winds in the lower stratosphere) is absent. However, in a second experiment (run B) in which the equatorial winds are relaxed towards rocketsonde data over the extended height range 16-58 km, a realistic Holton-Tan relationship is reproduced. A series of further studies are described that explore in more detail the sensitivity to various equatorial height regions and to the bottom-boundary forcing. The experiments suggest that the evolution of the northern-hemisphere winter circulation is sensitive to equatorial winds throughout the whole depth of the stratosphere and not just to the lower-stratospheric wind direction as previously assumed.

A variational method to retrieve the extinction profile in liquid clouds using multiple field-of-view lidar

Liquid clouds play a profound role in the global radiation budget but it is difficult to remotely retrieve their vertical profile. Ordinary narrow field-of-view (FOV) lidars receive a strong return from such clouds but the information is limited to the first few optical depths. Wideangle multiple-FOV lidars can isolate radiation scattered multiple times before returning to the instrument, often penetrating much deeper into the cloud than the singly-scattered signal. These returns potentially contain information on the vertical profile of extinction coefficient, but are challenging to interpret due to the lack of a fast radiative transfer model for simulating them. This paper describes a variational algorithm that incorporates a fast forward model based on the time-dependent two-stream approximation, and its adjoint. Application of the algorithm to simulated data from a hypothetical airborne three-FOV lidar with a maximum footprint width of 600m suggests that this approach should be able to retrieve the extinction structure down to an optical depth of around 6, and total opticaldepth up to at least 35, depending on the maximum lidar FOV. The convergence behavior of Gauss-Newton and quasi-Newton optimization schemes are compared. We then present results from an application of the algorithm to observations of stratocumulus by the 8-FOV airborne “THOR” lidar. It is demonstrated how the averaging kernel can be used to diagnose the effective vertical resolution of the retrieved profile, and therefore the depth to which information on the vertical structure can be recovered. This work enables exploitation of returns from spaceborne lidar and radar subject to multiple scattering more rigorously than previously possible.

Evaluation of water and energy budgets in regional climate models applied over Europe

This study presents a model intercomparison of four regional climate models (RCMs) and one variable resolution atmospheric general circulation model (AGCM) applied over Europe with special focus on the hydrological cycle and the surface energy budget. The models simulated the 15 years from 1979 to 1993 by using quasi-observed boundary conditions derived from ECMWF re-analyses (ERA). The model intercomparison focuses on two large atchments representing two different climate conditions covering two areas of major research interest within Europe. The first is the Danube catchment which represents a continental climate dominated by advection from the surrounding land areas. It is used to analyse the common model error of a too dry and too warm simulation of the summertime climate of southeastern Europe. This summer warming and drying problem is seen in many RCMs, and to a less extent in GCMs. The second area is the Baltic Sea catchment which represents maritime climate dominated by advection from the ocean and from the Baltic Sea. This catchment is a research area of many studies within Europe and also covered by the BALTEX program. The observed data used are monthly mean surface air temperature, precipitation and river discharge. For all models, these are used to estimate mean monthly biases of all components of the hydrological cycle over land. In addition, the mean monthly deviations of the surface energy fluxes from ERA data are computed. Atmospheric moisture fluxes from ERA are compared with those of one model to provide an independent estimate of the convergence bias derived from the observed data. These help to add weight to some of the inferred estimates and explain some of the discrepancies between them. An evaluation of these biases and deviations suggests possible sources of error in each of the models. For the Danube catchment, systematic errors in the dynamics cause the prominent summer drying problem for three of the RCMs, while for the fourth RCM this is related to deficiencies in the land surface parametrization. The AGCM does not show this drying problem. For the Baltic Sea catchment, all models similarily overestimate the precipitation throughout the year except during the summer. This model deficit is probably caused by the internal model parametrizations, such as the large-scale condensation and the convection schemes.

The structure of the optimal income tax in the quasi-linear model

Existing numerical characterizations of the optimal income tax have been based on a limited number of model specifications. As a result, they do not reveal which properties are general. We determine the optimal tax in the quasi-linear model under weaker assumptions than have previously been used; in particular, we remove the assumption of a lower bound on the utility of zero consumption and the need to permit negative labor incomes. A Monte Carlo analysis is then conducted in which economies are selected at random and the optimal tax function constructed. The results show that in a significant proportion of economies the marginal tax rate rises at low skills and falls at high. The average tax rate is equally likely to rise or fall with skill at low skill levels, rises in the majority of cases in the centre of the skill range, and falls at high skills. These results are consistent across all the specifications we test. We then extend the analysis to show that these results also hold for Cobb-Douglas utility.

Evaluation of water and energy budgets in regional climate models applied over Europe

Abstract This study presents a model intercomparison of four regional climate models (RCMs) and one variable resolution atmospheric general circulation model (AGCM) applied over Europe with special focus on the hydrological cycle and the surface energy budget. The models simulated the 15 years from 1979 to 1993 by using quasi-observed boundary conditions derived from ECMWF re-analyses (ERA). The model intercomparison focuses on two large atchments representing two different climate conditions covering two areas of major research interest within Europe. The first is the Danube catchment which represents a continental climate dominated by advection from the surrounding land areas. It is used to analyse the common model error of a too dry and too warm simulation of the summertime climate of southeastern Europe. This summer warming and drying problem is seen in many RCMs, and to a less extent in GCMs. The second area is the Baltic Sea catchment which represents maritime climate dominated by advection from the ocean and from the Baltic Sea. This catchment is a research area of many studies within Europe and also covered by the BALTEX program. The observed data used are monthly mean surface air temperature, precipitation and river discharge. For all models, these are used to estimate mean monthly biases of all components of the hydrological cycle over land. In addition, the mean monthly deviations of the surface energy fluxes from ERA data are computed. Atmospheric moisture fluxes from ERA are compared with those of one model to provide an independent estimate of the convergence bias derived from the observed data. These help to add weight to some of the inferred estimates and explain some of the discrepancies between them. An evaluation of these biases and deviations suggests possible sources of error in each of the models. For the Danube catchment, systematic errors in the dynamics cause the prominent summer drying problem for three of the RCMs, while for the fourth RCM this is related to deficiencies in the land surface parametrization. The AGCM does not show this drying problem. For the Baltic Sea catchment, all models similarily overestimate the precipitation throughout the year except during the summer. This model deficit is probably caused by the internal model parametrizations, such as the large-scale condensation and the convection schemes.

Convergence accommodation trumps accommodative convergence

Purpose. This symposium contribution presents research that shows that disparity cues within a near stimulus drive not only vergence but also most of the accommodation. Be-cause blur is a weaker cue, accommodative convergence is therefore only of minor significance for most individuals. Methods. The Infant Vision Laboratory at the University of Reading uses a Power Ref II photorefractor to collect simultaneous accommodation and convergence data from participants fixating targets moving in depth. By manipulating target characteristics, we have been able to test how blur, disparity and proximal cues each contribute to driving responses. Results. Results from a series of studies over the past 12 years have contributed to a coherent body of evidence suggesting that disparity cues override blur and proximity cues in most individuals. Some strabismic patients do use blur as a more strongly weighted cue, and this strategy could contribute to their symptoms, clinical characteristics and response to treatment. Conclusion. Although convergence accommodation is extremely difficult to measure clinically, clinicians should be aware of its importance in binocular vision and strabismus. Although CA/C relationships typically seem more important than AC/A, bo th only partly explain the interplay between convergence and accommodation.

'Quasi'-norm of an arithmetical convolution operator and the order of the Riemann zeta function

In this paper we study Dirichlet convolution with a given arithmetical function f as a linear mapping 'f that sends a sequence (an) to (bn) where bn = Pdjn f(d)an=d. We investigate when this is a bounded operator on l2 and ¯nd the operator norm. Of particular interest is the case f(n) = n¡® for its connection to the Riemann zeta function on the line 1, 'f is bounded with k'f k = ³(®). For the unbounded case, we show that 'f : M2 ! M2 where M2 is the subset of l2 of multiplicative sequences, for many f 2 M2. Consequently, we study the `quasi'-norm sup kak = T a 2M2 k'fak kak for large T, which measures the `size' of 'f on M2. For the f(n) = n¡® case, we show this quasi-norm has a striking resemblance to the conjectured maximal order of j³(® + iT )j for ® > 12 .

One-port de-embedding technique for the quasi-optical characterization of integrated components

We describe a one-port de-embedding technique suitable for the quasi-optical characterization of terahertz integrated components at frequencies beyond the operational range of most vector network analyzers. This technique is also suitable when the manufacturing of precision terminations to sufficiently fine tolerances for the application of a TRL de-embedding technique is not possible. The technique is based on vector reflection measurements of a series of easily realizable test pieces. A theoretical analysis is presented for the precision of the technique when implemented using a quasi-optical null-balanced bridge reflectometer. The analysis takes into account quantization effects in the linear and angular encoders associated with the balancing procedure, as well as source power and detector noise equivalent power. The precision in measuring waveguide characteristic impedance and attenuation using this de-embedding technique is further analyzed after taking into account changes in the power coupled due to axial, rotational, and lateral alignment errors between the device under test and the instruments' test port. The analysis is based on the propagation of errors after assuming imperfect coupling of two fundamental Gaussian beams. The required precision in repositioning the samples at the instruments' test-port is discussed. Quasi-optical measurements using the de-embedding process for a WR-8 adjustable precision short at 125 GHz are presented. The de-embedding methodology may be extended to allow the determination of S-parameters of arbitrary two-port junctions. The measurement technique proposed should prove most useful above 325 GHz where there is a lack of measurement standards.

Influence of the quasi-biennial oscillation on the extratropical winter stratosphere in an atmospheric general circulation model and in reanalysis data

The interannual variability of the stratospheric polar vortex during winter in both hemispheres is observed to correlate strongly with the phase of the quasi-biennial oscillation (QBO) in tropical stratospheric winds. It follows that the lack of a spontaneously generated QBO in most atmospheric general circulation models (AGCMs) adversely affects the nature of polar variability in such models. This study examines QBO–vortex coupling in an AGCM in which a QBO is spontaneously induced by resolved and parameterized waves. The QBO–vortex coupling in the AGCM compares favorably to that seen in reanalysis data [from the 40-yr ECMWF Re-Analysis (ERA-40)], provided that careful attention is given to the definition of QBO phase. A phase angle representation of the QBO is employed that is based on the two leading empirical orthogonal functions of equatorial zonal wind vertical profiles. This yields a QBO phase that serves as a proxy for the vertical structure of equatorial winds over the whole depth of the stratosphere and thus provides a means of subsampling the data to select QBO phases with similar vertical profiles of equatorial zonal wind. Using this subsampling, it is found that the QBO phase that induces the strongest polar vortex response in early winter differs from that which induces the strongest late-winter vortex response. This is true in both hemispheres and for both the AGCM and ERA-40. It follows that the strength and timing of QBO influence on the vortex may be affected by the partial seasonal synchronization of QBO phase transitions that occurs both in observations and in the model. This provides a mechanism by which changes in the strength of QBO–vortex correlations may exhibit variability on decadal time scales. In the model, such behavior occurs in the absence of external forcings or interannual variations in sea surface temperatures.