A functional coefficient model view of the Feldstein–Horioka puzzle

What does the saving–investment (SI) relation really measure and how should the SI relation be measured? These are two of the most discussed issues triggered by the so-called Feldstein–Horioka puzzle. Based on panel data we introduce a new variant of functional coefficient models that allows to separate long and short to medium run parameter dependence. The new modeling framework is applied to uncover the determinants of the SI relation. Macroeconomic state variables such as openness, the age dependency ratio, government current and consumption expenditures are found to affect the SI relation significantly in the long run.

A detailed single chain model for molten poly(tetrafluoroethylene) from a novel structure refinement technique on neutron scattering data

We present a new methodology that couples neutron diffraction experiments over a wide Q range with single chain modelling in order to explore, in a quantitative manner, the intrachain organization of non-crystalline polymers. The technique is based on the assignment of parameters describing the chemical, geometric and conformational characteristics of the polymeric chain, and on the variation of these parameters to minimize the difference between the predicted and experimental diffraction patterns. The method is successfully applied to the study of molten poly(tetrafluoroethylene) at two different temperatures, and provides unambiguous information on the configuration of the chain and its degree of flexibility. From analysis of the experimental data a model is derived with CC and CF bond lengths of 1.58 and 1.36 Å, respectively, a backbone valence angle of 110° and a torsional angle distribution which is characterized by four isometric states, namely a split trans state at ± 18°, giving rise to a helical chain conformation, and two gauche states at ± 112°. The probability of trans conformers is 0.86 at T = 350°C, which decreases slightly to 0.84 at T = 400°C. Correspondingly, the chain segments are characterized by long all-trans sequences with random changes in sign, rather anisotropic in nature, which give rise to a rather stiff chain. We compare the results of this quantitative analysis of the experimental scattering data with the theoretical predictions of both force fields and molecular orbital conformation energy calculations.

A stress relaxation model for the viscoelastic solids based on the steady-state creep equation

Creep and stress relaxation are inherent mechanical behaviors of viscoelastic materials. It is considered that both are different performances of one identical physical phenomenon. The relationship between the decay stress and time during stress relaxation has been derived from the power law equation of the steady-state creep. The model was used to analyse the stress relaxation curves of various different viscoelastic materials (such as pure polycrystalline ice, polymers, foods, bones, metal, animal tissues, etc.). The calculated results using the theoretical model agree with the experimental data very well. Here we show that the new mathematical formula is not only simple but its parameters have the clear physical meanings. It is suitable to materials with a very broad scope and has a strong predictive ability.

Relaxing the Tropics to an ‘observed’ state: analysis using a simple baroclinic model

The technique of relaxation of the tropical atmosphere towards an analysis in a month-season forecast model has previously been successfully exploited in a number of contexts. Here it is shown that when tropical relaxation is used to investigate the possible origin of the observed anomalies in June–July 2007, a simple dynamical model is able to reproduce the observed component of the pattern of anomalies given by an ensemble of ECMWF forecast runs. Following this result, the simple model is used for a range of experiments on time-scales of relaxation, variables and regions relaxed based on a control model run with equatorial heating in a zonal flow. A theory based on scale analysis for the large-scale tropics is used to interpret the results. Typical relationships between scales are determined from the basic equations, and for a specified diabatic heating a chain of deductions for determining the dependent variables is derived. Different critical time-scales are found for tropical relaxation of different dependent variables to be effective. Vorticity has the longest critical time-scale, typically 1.2 days. For temperature and divergence, the time-scales are 10 hours and 3 hours, respectively. However not all the tropical fields, in particular the vertical motion, are reproduced correctly by the model unless divergence is heavily damped. To obtain the correct extra-tropical fields, it is crucial to have the correct rotational flow in the subtropics to initiate the Rossby wave propagation from there. It is sufficient to relax vorticity or temperature on a time-scale comparable or less than their critical time-scales to obtain this. However if the divergent advection of vorticity is important in the Rossby Wave Source then strong relaxation of divergence is required to accurately represent the tropical forcing of Rossby waves.

Adjoint methods in data assimilation for estimating model error

Data assimilation aims to incorporate measured observations into a dynamical system model in order to produce accurate estimates of all the current (and future) state variables of the system. The optimal estimates minimize a variational principle and can be found using adjoint methods. The model equations are treated as strong constraints on the problem. In reality, the model does not represent the system behaviour exactly and errors arise due to lack of resolution and inaccuracies in physical parameters, boundary conditions and forcing terms. A technique for estimating systematic and time-correlated errors as part of the variational assimilation procedure is described here. The modified method determines a correction term that compensates for model error and leads to improved predictions of the system states. The technique is illustrated in two test cases. Applications to the 1-D nonlinear shallow water equations demonstrate the effectiveness of the new procedure.

The state estimation of flow demands in gas networks from sparse pressure telemetry

This paper presents novel observer-based techniques for the estimation of flow demands in gas networks, from sparse pressure telemetry. A completely observable model is explored, constructed by incorporating difference equations that assume the flow demands are steady. Since the flow demands usually vary slowly with time, this is a reasonable approximation. Two techniques for constructing robust observers are employed: robust eigenstructure assignment and singular value assignment. These techniques help to reduce the effects of the system approximation. Modelling error may be further reduced by making use of known profiles for the flow demands. The theory is extended to deal successfully with the problem of measurement bias. The pressure measurements available are subject to constant biases which degrade the flow demand estimates, and such biases need to be estimated. This is achieved by constructing a further model variation that incorporates the biases into an augmented state vector, but now includes information about the flow demand profiles in a new form.

Simulation of a domestic ground source heat pump system using a three-dimensional numerical borehole heat exchanger model

Common approaches to the simulation of borehole heat exchangers (BHEs) assume heat transfer in circulating fluid and grout to be in a quasi-steady state and ignore fluctuations in fluid temperature due to transport of the fluid around the loop. However, in domestic ground source heat pump (GSHP) systems, the heat pump and circulating pumps switch on and off during a given hour; therefore, the effect of the thermal mass of the circulating fluid and the dynamics of fluid transport through the loop has important implications for system design. This may also be important in commercial systems that are used intermittently. This article presents transient simulation of a domestic GSHP system with a single BHE using a dynamic three-dimensional (3D) numerical BHE model. The results show that delayed response associated with the transit of fluid along the pipe loop is of some significance in moderating swings in temperature during heat pump operation. In addition, when 3D effects are considered, a lower heat transfer rate is predicted during steady operations. These effects could be important when considering heat exchanger design and system control. The results will be used to develop refined two-dimensional models.

A rare case of solution and solid state inter-conversion of two copper(II) dimers and a copper(II) chain

Three Cu(II)-azido complexes of formula [Cu2L2(N-3)(2)] (1), [Cu2L2(N-3)(2)]center dot H2O (2) and [CuL(N-3)](n) (3) have been synthesized using the same tridentate Schiff base ligand HL (2-[(3-methylaminopropylimino)-methyl]-phenol), the condensation product of N-methyl-1,3-propanediamine and salicyldehyde). Compounds 1 and 2 are basal-apical mu-1,1 double azido bridged dimers. The dimeric structure of 1 is centro-symmetric but that of 2 is non-centrommetric. Compound 3 is a mu-1,1 single azido bridged 1D chain. The three complexes interconvert in solution and can be obtained in pure form by carefully controlling the synthetic conditions. Compound 2 undergoes an irreversible transformation to 1 upon dehydration in the solid state. The magnetic properties of compounds 1 and 2 show the presence of weak antiferromagnetic exchange interactions mediated by the double 1,1-N-3 azido bridges (J = -2.59(4) and -0.10(1) cm-(1), respectively). The single 1,1-N-3 bridge in compound 3 mediates a negligible exchange interaction.

Assessment of surface winds over the Atlantic, Indian and Pacific Ocean sectors of the Southern Ocean in CMIP5 models: historical bias, forcing response, and state dependence

An assessment of the fifth Coupled Models Intercomparison Project (CMIP5) models’ simulation of the near-surface westerly wind jet position and strength over the Atlantic, Indian and Pacific sectors of the Southern Ocean is presented. Compared with reanalysis climatologies there is an equatorward bias of 3.7° (inter-model standard deviation of ± 2.2°) in the ensemble mean position of the zonal mean jet. The ensemble mean strength is biased slightly too weak, with the largest biases over the Pacific sector (-1.6±1.1 m/s, 27 -22%). An analysis of atmosphere-only (AMIP) experiments indicates that 41% of the zonal mean position bias comes from coupling of the ocean/ice models to the atmosphere. The response to future emissions scenarios (RCP4.5 and RCP8.5) is characterized by two phases: (i) the period of most rapid ozone recovery (2000-2049) during which there is insignificant change in summer; and (ii) the period 2050-2098 during which RCP4.5 simulations show no significant change but RCP8.5 simulations show poleward shifts (0.30, 0.19 and 0.28°/decade over the Atlantic, Indian and Pacific sectors respectively), and increases in strength (0.06, 0.08 and 0.15 m/s/decade respectively). The models with larger equatorward position biases generally show larger poleward shifts (i.e. state dependence). This inter-model relationship is strongest over the Pacific sector (r=-0.89) and insignificant over the Atlantic sector (r=-0.50). However, an assessment of jet structure shows that over the Atlantic sector jet shift is significantly correlated with jet width whereas over the Pacific sector the distance between the sub-polar and sub-tropical westerly jets appears to be more important.

A police state? The Nyasaland emergency and colonial intelligence.

The Nyasaland Emergency in 1959 proved a decisive turning point in the history of the Federation of Rhodesia and Nyasaland, which from 1953 to 1963 brought together the territories of Northern Rhodesia (Zambia), Southern Rhodesia (Zambia) and Nyasaland (Malawi) under a settler-dominated federal government. The British and Nyasaland governments defended the emergency by claiming to have gathered intelligence which showed that the Nyasaland African Congress was preparing a campaign of sabotage and murder. The Devlin Commission, appointed to investigate the emergency, dismissed the evidence of a ‘murder plot’, criticised the Nyasaland government's handling of the Emergency and, notoriously, described Nyasaland as a ‘police state’. This article has two principal aims. First, using the recently declassified papers of the Intelligence and Security Department (ISD) of the Colonial Office, it seeks to provide the first detailed account of what the British government knew of the intelligence relating to the ‘murder plot’ and how they assessed it, prior to the outbreak of the emergency. It demonstrates that officials in the ISD and members of the Security Service adopted a far more cautious attitude towards the intelligence than did Conservative ministers, and had greater qualms about allowing it into the public domain to justify government policy. Second, the article examines the implications of Devlin's use of the phrase ‘police state’ for Nyasaland and for the late colonial state in general. It contrasts Devlin's use of the term with that of security experts in the ISD, who routinely applied it to policing systems that diverged from their own preferred model. Hence, whereas Devlin compared policing in Nyasaland unfavourably with that in Southern Rhodesia, implying, ironically, that Nyasaland was ‘under-policed’ (because there were fewer police per head of population in Nyasaland than in Southern Rhodesia), the ISD regarded the intensive system of policing operated by the British South Africa Police in Southern Rhodesia as characteristic of a ‘police state’. The article suggests that the frequent use of the term ‘police state’ was indicative of broader anxieties about what Britain's legacy would be for the post-independence African state.

Origin of regional climate differences: role of boundary conditions and model formulation in two GCMs

Model differences in projections of extratropical regional climate change due to increasing greenhouse gases are investigated using two atmospheric general circulation models (AGCMs): ECHAM4 (Max Planck Institute, version 4) and CCM3 (National Center for Atmospheric Research Community Climate Model version 3). Sea-surface temperature (SST) fields calculated from observations and coupled versions of the two models are used to force each AGCM in experiments based on time-slice methodology. Results from the forced AGCMs are then compared to coupled model results from the Coupled Model Intercomparison Project 2 (CMIP2) database. The time-slice methodology is verified by showing that the response of each model to doubled CO2 and SST forcing from the CMIP2 experiments is consistent with the results of the coupled GCMs. The differences in the responses of the models are attributed to (1) the different tropical SST warmings in the coupled simulations and (2) the different atmospheric model responses to the same tropical SST warmings. Both are found to have important contributions to differences in implied Northern Hemisphere (NH) winter extratropical regional 500 mb height and tropical precipitation climate changes. Forced teleconnection patterns from tropical SST differences are primarily responsible for sensitivity differences in the extratropical North Pacific, but have relatively little impact on the North Atlantic. There are also significant differences in the extratropical response of the models to the same tropical SST anomalies due to differences in numerical and physical parameterizations. Differences due to parameterizations dominate in the North Atlantic. Differences in the control climates of the two coupled models from the current climate, in particular for the coupled model containing CCM3, are also demonstrated to be important in leading to differences in extratropical regional sensitivity.

Some numerical experiments on the effect of the variation of static stability in two-layer quasi-geostrophic models

A method to solve a quasi-geostrophic two-layer model including the variation of static stability is presented. The divergent part of the wind is incorporated by means of an iterative procedure. The procedure is rather fast and the time of computation is only 60–70% longer than for the usual two-layer model. The method of solution is justified by the conservation of the difference between the gross static stability and the kinetic energy. To eliminate the side-boundary conditions the experiments have been performed on a zonal channel model. The investigation falls mainly into three parts: The first part (section 5) contains a discussion of the significance of some physically inconsistent approximations. It is shown that physical inconsistencies are rather serious and for these inconsistent models which were studied the total kinetic energy increased faster than the gross static stability. In the next part (section 6) we are studying the effect of a Jacobian difference operator which conserves the total kinetic energy. The use of this operator in two-layer models will give a slight improvement but probably does not have any practical use in short periodic forecasts. It is also shown that the energy-conservative operator will change the wave-speed in an erroneous way if the wave-number or the grid-length is large in the meridional direction. In the final part (section 7) we investigate the behaviour of baroclinic waves for some different initial states and for two energy-consistent models, one with constant and one with variable static stability. According to the linear theory the waves adjust rather rapidly in such a way that the temperature wave will lag behind the pressure wave independent of the initial configuration. Thus, both models give rise to a baroclinic development even if the initial state is quasi-barotropic. The effect of the variation of static stability is very small, qualitative differences in the development are only observed during the first 12 hours. For an amplifying wave we will get a stabilization over the troughs and an instabilization over the ridges.

Climate determinism revisited: multiple equilibria in a complex climate model

Multiple equilibria in a coupled ocean–atmosphere–sea ice general circulation model (GCM) of an aquaplanet with many degrees of freedom are studied. Three different stable states are found for exactly the same set of parameters and external forcings: a cold state in which a polar sea ice cap extends into the midlatitudes; a warm state, which is ice free; and a completely sea ice–covered “snowball” state. Although low-order energy balance models of the climate are known to exhibit intransitivity (i.e., more than one climate state for a given set of governing equations), the results reported here are the first to demonstrate that this is a property of a complex coupled climate model with a consistent set of equations representing the 3D dynamics of the ocean and atmosphere. The coupled model notably includes atmospheric synoptic systems, large-scale circulation of the ocean, a fully active hydrological cycle, sea ice, and a seasonal cycle. There are no flux adjustments, with the system being solely forced by incoming solar radiation at the top of the atmosphere. It is demonstrated that the multiple equilibria owe their existence to the presence of meridional structure in ocean heat transport: namely, a large heat transport out of the tropics and a relatively weak high-latitude transport. The associated large midlatitude convergence of ocean heat transport leads to a preferred latitude at which the sea ice edge can rest. The mechanism operates in two very different ocean circulation regimes, suggesting that the stabilization of the large ice cap could be a robust feature of the climate system. Finally, the role of ocean heat convergence in permitting multiple equilibria is further explored in simpler models: an atmospheric GCM coupled to a slab mixed layer ocean and an energy balance model