A cluster computing implementation of a Monte Carlo simulation of a particle growth mechanism

Clusters of computers can be used together to provide a powerful computing resource. Large Monte Carlo simulations, such as those used to model particle growth, are computationally intensive and take considerable time to execute on conventional workstations. By spreading the work of the simulation across a cluster of computers, the elapsed execution time can be greatly reduced. Thus a user has apparently the performance of a supercomputer by using the spare cycles on other workstations.

The chaos machine: analogue computing rediscovered (1)

Analogue computers provide actual rather than virtual representations of model systems. They are powerful and engaging computing machines that are cheap and simple to build. This two-part Retronics article helps you build (and understand!) your own analogue computer to simulate the Lorenz butterfly that's become iconic for Chaos theory.

The North Atlantic jet stream under climate change and its relation to the NAO and EA patterns

This paper describes recent variations of the North Atlantic eddy-driven jet stream and analyzes the mean response of the jet to anthropogenic forcing in climate models. Jet stream changes are analyzed both using a direct measure of the near-surface westerly wind maximum and using an EOF-based approach. This allows jet stream changes to be related to the widely used leading patterns of variability: the North Atlantic Oscillation (NAO) and East Atlantic (EA) pattern. Viewed in NAO–EA state space, isolines of jet latitude and speed resemble a distorted polar coordinate system, highlighting the dependence of the jet stream quantities on both spatial patterns. Some differences in the results of the two methods are discussed, but both approaches agree on the general characteristics of the climate models. While there is some agreement between models on a poleward shift of the jet stream in response to anthropogenic forcing, there is still considerable spread between different model projections, especially in winter. Furthermore, the model responses to forcing are often weaker than their biases when compared to a reanalysis. Diagnoses of jet stream changes can be sensitive to the methodologies used, and several aspects of this are also discussed.

Computing Markowitz efficient frontiers using a spreadsheet optimiser

Markowitz showed that assets can be combined to produce an 'Efficient' portfolio that will give the highest level of portfolio return for any level of portfolio risk, as measured by the variance or standard deviation. These portfolios can then be connected to generate what is termed an 'Efficient Frontier' (EF). In this paper we discuss the calculation of the Efficient Frontier for combinations of assets, again using the spreadsheet Optimiser. To illustrate the derivation of the Efficient Frontier, we use the data from the Investment Property Databank Long Term Index of Investment Returns for the period 1971 to 1993. Many investors might require a certain specific level of holding or a restriction on holdings in at least some of the assets. Such additional constraints may be readily incorporated into the model to generate a constrained EF with upper and/or lower bounds. This can then be compared with the unconstrained EF to see whether the reduction in return is acceptable. To see the effect that these additional constraints may have, we adopt a fairly typical pension fund profile, with no more than 20% of the total held in Property. The paper shows that it is now relatively easy to use the Optimiser available in at least one spreadsheet (EXCEL) to calculate efficient portfolios for various levels of risk and return, both constrained and unconstrained, so as to be able to generate any number of Efficient Frontiers.

Contribution of N Species and P Fractions to Stream Water Quality in Agricultural Catchments

The contribution from agricultural catchments to stream nitrogen and phosphorus concentrations was assessed by evaluation of the chemical composition of these nutrients in agricultural runoff for both surface and subsurface flow pathways. A range of land uses (grazed and ungrazed grassland, cereals, roots) in intensive agricultural systems was studied at scales from hillslope plots (0.5m2) to large catchment (>300km2). By fractionating the total nutrient load it was possible to establish that most of the phosphorus was transported in the unreactive (particulate and organic) fraction via surface runoff. This was true regardless of the scale of measurement. The form of the nitrogen load varied with land use and grazing intensity. High loads of dissolved inorganic nitrogen (with >90% transported as NH4-N) were recorded in surface runoff from heavily grazed land. In subsurface flow from small (2km2) subcatchments and in larger (>300 km2) catchments, organic nitrogen was found to be an important secondary constituent of the total nitrogen load, comprising 40% of the total annual load.

Stream water quality and nutrient export in the Slapton Catchments

A weekly programme of water quality monitoring has been conducted by Slapton Ley Field Centre since 1970. Samples have been collected for the four main streams draining into Slapton Ley, from the Ley itself and from other sites within the catchment. On occasions, more frequent sampling has been undertaken during short-term research projects, usually in relation to nutrient export from the catchment. These water quality data, unparalleled in length for a series of small drainage basins in the British Isles, provide a unique resource for analysis of spatial and temporal variations in stream water quality within an agricultural area. Not surprisingly, given the eutrophic status of the Ley, most attention has focused on the nutrients nitrate and phosphate. A number of approaches to modelling nutrient loss have been attempted, including time series analysis and the application of nutrient export and physically-based models.