112 resultados para Discrete Time Branching Processes
Resumo:
The ozone-ethene reaction has been investigated at low pressure in a flow-tube interfaced to a u.v. photoelectron spectrometer. Photoelectron spectra recorded as a function of reaction time have been used to estimate partial pressures of the reagents and products, using photoionization cross-sections for selected photoelectron bands of the reagents and products, which have been measured separately. Product yields compare favourably with results of other studies, and the production of oxygen and acetaldehyde have been measured as a function of time for the first time. A reaction scheme developed for the ozone-ethene reaction has been used to simulate the reagents and products as a function of time. The results obtained are in good agreement with the experimental measurements. For each of the observed products, the simulations allow the main reaction (or reactions) for production of that product to be established. The product yields have been used in a global model to estimate their global annual emissions in the atmosphere. Of particular interest are the calculated global annual emissions of formaldehyde (0.96 ± 0.10 Tg) and formic acid, (0.05 ± 0.01 Tg) which are estimated as 0.04% and 0.7% of the total annual emission respectively.
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A novel approach is presented for combining spatial and temporal detail from newly available TRMM-based data sets to derive hourly rainfall intensities at 1-km spatial resolution for hydrological modelling applications. Time series of rainfall intensities derived from 3-hourly 0.25° TRMM 3B42 data are merged with a 1-km gridded rainfall climatology based on TRMM 2B31 data to account for the sub-grid spatial distribution of rainfall intensities within coarse-scale 0.25° grid cells. The method is implemented for two dryland catchments in Tunisia and Senegal, and validated against gauge data. The outcomes of the validation show that the spatially disaggregated and intensity corrected TRMM time series more closely approximate ground-based measurements than non-corrected data. The method introduced here enables the generation of rainfall intensity time series with realistic temporal and spatial detail for dynamic modelling of runoff and infiltration processes that are especially important to water resource management in arid regions.
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The objective of this paper is to reconsider the Maximum Entropy Production conjecture (MEP) in the context of a very simple two-dimensional zonal-vertical climate model able to represent the total material entropy production due at the same time to both horizontal and vertical heat fluxes. MEP is applied first to a simple four-box model of climate which accounts for both horizontal and vertical material heat fluxes. It is shown that, under condition of fixed insolation, a MEP solution is found with reasonably realistic temperature and heat fluxes, thus generalising results from independent two-box horizontal or vertical models. It is also shown that the meridional and the vertical entropy production terms are independently involved in the maximisation and thus MEP can be applied to each subsystem with fixed boundary conditions. We then extend the four-box model by increasing its resolution, and compare it with GCM output. A MEP solution is found which is fairly realistic as far as the horizontal large scale organisation of the climate is concerned whereas the vertical structure looks to be unrealistic and presents seriously unstable features. This study suggest that the thermal meridional structure of the atmosphere is predicted fairly well by MEP once the insolation is given but the vertical structure of the atmosphere cannot be predicted satisfactorily by MEP unless constraints are imposed to represent the determination of longwave absorption by water vapour and clouds as a function of the state of the climate. Furthermore an order-of-magnitude estimate of contributions to the material entropy production due to horizontal and vertical processes within the climate system is provided by using two different methods. In both cases we found that approximately 40 mW m−2 K−1 of material entropy production is due to vertical heat transport and 5–7 mW m−2 K−1 to horizontal heat transport
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In this paper we describe how to cope with the delays inherent in a real time control system for a steerable stereo head/eye platform. A purposive and reactive system requires the use of fast vision algorithms to provide the controller with the error signals to drive the platform. The time-critical implementation of these algorithms is necessary, not only to enable short latency reaction to real world events, but also to provide sufficiently high frequency results with small enough delays that controller remain stable. However, even with precise knowledge of that delay, nonlinearities in the plant make modelling of that plant impossible, thus precluding the use of a Smith Regulator. Moreover, the major delay in the system is in the feedback (image capture and vision processing) rather than feed forward (controller) loop. Delays ranging between 40msecs and 80msecs are common for the simple 2D processes, but might extend to several hundred milliseconds for more sophisticated 3D processes. The strategy presented gives precise control over the gaze direction of the cameras despite the lack of a priori knowledge of the delays involved. The resulting controller is shown to have a similar structure to the Smith Regulator, but with essential modifications.
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This paper introduces new insights into the hydrochemical functioning of lowland river systems using field-based spectrophotometric and electrode technologies. The streamwater concentrations of nitrogen species and phosphorus fractions were measured at hourly intervals on a continuous basis at two contrasting sites on tributaries of the River Thames – one draining a rural catchment, the River Enborne, and one draining a more urban system, The Cut. The measurements complement those from an existing network of multi-parameter water quality sondes maintained across the Thames catchment and weekly monitoring based on grab samples. The results of the sub-daily monitoring show that streamwater phosphorus concentrations display highly complex dynamics under storm conditions dependent on the antecedent catchment wetness, and that diurnal phosphorus and nitrogen cycles occur under low flow conditions. The diurnal patterns highlight the dominance of sewage inputs in controlling the streamwater phosphorus and nitrogen concentrations at low flows, even at a distance of 7 km from the nearest sewage treatment works in the rural River Enborne. The time of sample collection is important when judging water quality against ecological thresholds or standards. An exhaustion of the supply of phosphorus from diffuse and multiple septic tank sources during storm events was evident and load estimation was not improved by sub-daily monitoring beyond that achieved by daily sampling because of the eventual reduction in the phosphorus mass entering the stream during events. The results highlight the utility of sub-daily water quality measurements and the discussion considers the practicalities and challenges of in situ, sub-daily monitoring.
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This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.
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Pardo, Patie, and Savov derived, under mild conditions, a Wiener-Hopf type factorization for the exponential functional of proper Lévy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by considering the exponential functional for killed Lévy processes. As a by-product, we derive some interesting fine distributional properties enjoyed by a large class of this random variable, such as the absolute continuity of its distribution and the smoothness, boundedness or complete monotonicity of its density. This type of results is then used to derive similar properties for the law of maxima and first passage time of some stable Lévy processes. Thus, for example, we show that for any stable process with $\rho\in(0,\frac{1}{\alpha}-1]$, where $\rho\in[0,1]$ is the positivity parameter and $\alpha$ is the stable index, then the first passage time has a bounded and non-increasing density on $\mathbb{R}_+$. We also generate many instances of integral or power series representations for the law of the exponential functional of Lévy processes with one or two-sided jumps. The proof of our main results requires different devices from the one developed by Pardo, Patie, Savov. It relies in particular on a generalization of a transform recently introduced by Chazal et al together with some extensions to killed Lévy process of Wiener-Hopf techniques. The factorizations developed here also allow for further applications which we only indicate here also allow for further applications which we only indicate here.
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The detection of long-range dependence in time series analysis is an important task to which this paper contributes by showing that whilst the theoretical definition of a long-memory (or long-range dependent) process is based on the autocorrelation function, it is not possible for long memory to be identified using the sum of the sample autocorrelations, as usually defined. The reason for this is that the sample sum is a predetermined constant for any stationary time series; a result that is independent of the sample size. Diagnostic or estimation procedures, such as those in the frequency domain, that embed this sum are equally open to this criticism. We develop this result in the context of long memory, extending it to the implications for the spectral density function and the variance of partial sums of a stationary stochastic process. The results are further extended to higher order sample autocorrelations and the bispectral density. The corresponding result is that the sum of the third order sample (auto) bicorrelations at lags h,k≥1, is also a predetermined constant, different from that in the second order case, for any stationary time series of arbitrary length.
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Peat soils consist of poorly decomposed plant detritus, preserved by low decay rates, and deep peat deposits are globally significant stores in the carbon cycle. High water tables and low soil temperatures are commonly held to be the primary reasons for low peat decay rates. However, recent studies suggest a thermodynamic limit to peat decay, whereby the slow turnover of peat soil pore water may lead to high concentrations of phenols and dissolved inorganic carbon. In sufficient concentrations, these chemicals may slow or even halt microbial respiration, providing a negative feedback to peat decay. We document the analysis of a simple, one-dimensional theoretical model of peatland pore water residence time distributions (RTDs). The model suggests that broader, thicker peatlands may be more resilient to rapid decay caused by climate change because of slow pore water turnover in deep layers. Even shallow peat deposits may also be resilient to rapid decay if rainfall rates are low. However, the model suggests that even thick peatlands may be vulnerable to rapid decay under prolonged high rainfall rates, which may act to flush pore water with fresh rainwater. We also used the model to illustrate a particular limitation of the diplotelmic (i.e., acrotelm and catotelm) model of peatland structure. Model peatlands of contrasting hydraulic structure exhibited identical water tables but contrasting RTDs. These scenarios would be treated identically by diplotelmic models, although the thermodynamic limit suggests contrasting decay regimes. We therefore conclude that the diplotelmic model be discarded in favor of model schemes that consider continuous variation in peat properties and processes.
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Consistent with a negativity bias account, neuroscientific and behavioral evidence demonstrates modulation of even early sensory processes by unpleasant, potentially threat-relevant information. The aim of this research is to assess the extent to which pleasant and unpleasant visual stimuli presented extrafoveally capture attention and impact eye movement control. We report an experiment examining deviations in saccade metrics in the presence of emotional image distractors that are close to a nonemotional target. We additionally manipulate the saccade latency to test when the emotional distractor has its biggest impact on oculomotor control. The results demonstrate that saccade landing position was pulled toward unpleasant distractors, and that this pull was due to the quick saccade responses. Overall, these findings support a negativity bias account of early attentional control and call for the need to consider the time course of motivated attention when affect is implicit
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The case is made for a more careful analysis of the large time asymptotic of infinite particle systems in the thermodynamic limit beyond zero density. The insufficiency of current analysis even in the model case of free particles is demonstrated. Recent advances based on more sophisticated analytical tools like functions of mean variation and Hardy spaces are sketched.
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During long-range transport, many distinct processes – including photochemistry, deposition, emissions and mixing – contribute to the transformation of air mass composition. Partitioning the effects of different processes can be useful when considering the sensitivity of chemical transformation to, for example, a changing environment or anthropogenic influence. However, transformation is not observed directly, since mixing ratios are measured, and models must be used to relate changes to processes. Here, four cases from the ITCT-Lagrangian 2004 experiment are studied. In each case, aircraft intercepted a distinct air mass several times during transport over the North Atlantic, providing a unique dataset and quantifying the net changes in composition from all processes. A new framework is presented to deconstruct the change in O3 mixing ratio (Δ O3) into its component processes, which were not measured directly, taking into account the uncertainty in measurements, initial air mass variability and its time evolution. The results show that the net chemical processing (Δ O3chem) over the whole simulation is greater than net physical processing (Δ O3phys) in all cases. This is in part explained by cancellation effects associated with mixing. In contrast, each case is in a regime of either net photochemical destruction (lower tropospheric transport) or production (an upper tropospheric biomass burning case). However, physical processes influence O3 indirectly through addition or removal of precursor gases, so that changes to physical parameters in a model can have a larger effect on Δ O3chem than Δ O3phys. Despite its smaller magnitude, the physical processing distinguishes the lower tropospheric export cases, since the net photochemical O3 change is −5 ppbv per day in all three cases. Processing is quantified using a Lagrangian photochemical model with a novel method for simulating mixing through an ensemble of trajectories and a background profile that evolves with them. The model is able to simulate the magnitude and variability of the observations (of O3, CO, NOy and some hydrocarbons) and is consistent with the time-average OH following air-masses inferred from hydrocarbon measurements alone (by Arnold et al., 2007). Therefore, it is a useful new method to simulate air mass evolution and variability, and its sensitivity to process parameters.
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The agility of inter-organizational process represents the ability of virtual enterprise to respond rapidly to the changing market environment. Many theories and methodologies about inter-organizational process have been developed but the dynamic agility has seldom been addressed. A virtual enterprise whose process has a high dynamic agility will be able to adjust with the changing environment in short time and low cost. This paper analyzes the agility of inter-organizational process from a dynamic perspective. Two indexes are proposed to evaluate the dynamic agility: time and cost. Furthermore, the method to measure the dynamic agility using simulation is studied. Finally, a case study is given to illustrate the method to measure the dynamic agility.
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It is widely accepted that some of the most accurate Value-at-Risk (VaR) estimates are based on an appropriately specified GARCH process. But when the forecast horizon is greater than the frequency of the GARCH model, such predictions have typically required time-consuming simulations of the aggregated returns distributions. This paper shows that fast, quasi-analytic GARCH VaR calculations can be based on new formulae for the first four moments of aggregated GARCH returns. Our extensive empirical study compares the Cornish–Fisher expansion with the Johnson SU distribution for fitting distributions to analytic moments of normal and Student t, symmetric and asymmetric (GJR) GARCH processes to returns data on different financial assets, for the purpose of deriving accurate GARCH VaR forecasts over multiple horizons and significance levels.
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The parameterisation of diabatic processes in numerical models is critical for the accuracy of weather forecasts and for climate projections. A novel approach to the evaluation of these processes in models is introduced in this contribution. The approach combines a suite of on-line tracer diagnostics with off-line trajectory calculations. Each tracer tracks accumulative changes in potential temperature associated with a particular parameterised diabatic process in the model. A comparison of tracers therefore allows the identification of the most active diabatic processes and their downstream impacts. The tracers are combined with trajectories computed using model-resolved winds, allowing the various diabatic contributions to be tracked back to their time and location of occurrence. We have used this approach to investigate diabatic processes within a simulated extratropical cyclone. We focus on the warm conveyor belt, in which the dominant diabatic contributions come from large-scale latent heating and parameterised convection. By contrasting two simulations, one with standard convection parameterisation settings and another with reduced parameterised convection, the effects of parameterised convection on the structure of the cyclone have been determined. Under reduced parameterised convection conditions, the large-scale latent heating is forced to release convective instability that would otherwise have been released by the convection parameterisation. Although the spatial distribution of precipitation depends on the details of the split between parameterised convection and large-scale latent heating, the total precipitation amount associated with the cyclone remains largely unchanged. For reduced parameterised convection, a more rapid and stronger latent heating episode takes place as air ascends within the warm conveyor belt.