The effect of the equivalent-weights particle filter on dynamical balance in a primitive equation model

The disadvantage of the majority of data assimilation schemes is the assumption that the conditional probability density function of the state of the system given the observations [posterior probability density function (PDF)] is distributed either locally or globally as a Gaussian. The advantage, however, is that through various different mechanisms they ensure initial conditions that are predominantly in linear balance and therefore spurious gravity wave generation is suppressed. The equivalent-weights particle filter is a data assimilation scheme that allows for a representation of a potentially multimodal posterior PDF. It does this via proposal densities that lead to extra terms being added to the model equations and means the advantage of the traditional data assimilation schemes, in generating predominantly balanced initial conditions, is no longer guaranteed. This paper looks in detail at the impact the equivalent-weights particle filter has on dynamical balance and gravity wave generation in a primitive equation model. The primary conclusions are that (i) provided the model error covariance matrix imposes geostrophic balance, then each additional term required by the equivalent-weights particle filter is also geostrophically balanced; (ii) the relaxation term required to ensure the particles are in the locality of the observations has little effect on gravity waves and actually induces a reduction in gravity wave energy if sufficiently large; and (iii) the equivalent-weights term, which leads to the particles having equivalent significance in the posterior PDF, produces a change in gravity wave energy comparable to the stochastic model error. Thus, the scheme does not produce significant spurious gravity wave energy and so has potential for application in real high-dimensional geophysical applications.

Quantifying particle size and turbulent scale dependence of dust uplift in the Sahara using aircraft measurements

The first size-resolved airborne measurements of dust fluxes and the first dust flux measurements from the central Sahara are presented and compared with a parameterization by Kok (2011a). High-frequency measurements of dust size distribution were obtained from 0.16 to 300 µm diameter, and eddy covariance fluxes were derived. This is more than an order of magnitude larger size range than previous flux estimates. Links to surface emission are provided by analysis of particle drift velocities. Number flux is described by a −2 power law between 1 and 144 µm diameter, significantly larger than the 12 µm upper limit suggested by Kok (2011a). For small particles, the deviation from a power law varies with terrain type and the large size cutoff is correlated with atmospheric vertical turbulent kinetic energy, suggesting control by vertical transport rather than emission processes. The measured mass flux mode is in the range 30–100 µm. The turbulent scales important for dust flux are from 0.1 km to 1–10 km. The upper scale increases during the morning as boundary layer depth and eddy size increase. All locations where large dust fluxes were measured had large topographical variations. These features are often linked with highly erodible surface features, such as wadis or dunes. We also hypothesize that upslope flow and flow separation over such features enhance the dust flux by transporting large particles out of the saltation layer. The tendency to locate surface flux measurements in open, flat terrain means these favored dust sources have been neglected in previous studies.

Assessing the accuracy and dispersion of real estate investment forecasts

Existing empirical evidence has frequently observed that professional forecasters are conservative and display herding behaviour. Whilst a large number of papers have considered equities as well as macroeconomic series, few have considered the accuracy of forecasts in alternative asset classes such as real estate. We consider the accuracy of forecasts for the UK commercial real estate market over the period 1999-2011. The results illustrate that forecasters display a tendency to under-estimate growth rates during strong market conditions and over-estimate when the market is performing poorly. This conservatism not only results in smoothed estimates but also implies that forecasters display herding behaviour. There is also a marked difference in the relative accuracy of capital and total returns versus rental figures. Whilst rental growth forecasts are relatively accurate, considerable inaccuracy is observed with respect to capital value and total returns.

Energetic particle influence on the Earth's atmosphere

This manuscript gives an up-to-date and comprehensive overview of the effects of energetic particle precipitation (EPP) onto the whole atmosphere, from the lower thermosphere/mesosphere through the stratosphere and troposphere, to the surface. The paper summarizes the different sources and energies of particles, principally galactic cosmic rays (GCRs), solar energetic particles (SEPs) and energetic electron precipitation (EEP). All the proposed mechanisms by which EPP can affect the atmosphere are discussed, including chemical changes in the upper atmosphere and lower thermosphere, chemistry-dynamics feedbacks, the global electric circuit and cloud formation. The role of energetic particles in Earth’s atmosphere is a multi-disciplinary problem that requires expertise from a range of scientific backgrounds. To assist with this synergy, summary tables are provided, which are intended to evaluate the level of current knowledge of the effects of energetic particles on processes in the entire atmosphere.

Enhancing the recovery of tiger nut (Cyperus esculentus) oil by mechanical pressing: moisture content, particle size, high pressure and enzymatic pre-treatment effects

Tiger nut (Cyperus esculentus) tuber contains oil that is high in monounsaturated fatty acids, and this oil makes up about 23% of the tuber. The study aimed at evaluating the impact of several factors and enzymatic pre-treatment on the recovery of pressed tiger nut oil. Smaller particles were more favourable for pressing. High pressure pre-treatment did not increase oil recovery but enzymatic treatment did. The highest yield obtained by enzymatic treatment prior to mechanical extraction was 33 % on a dry defatted basis, which represents a recovery of 90 % of the oil. Tiger nut oil consists mainly of oleic acid; its acid and peroxide values reflect the high stability of the oil.

Twin experiments with the equivalent weights particle filter and HadCM3

This paper investigates the use of a particle filter for data assimilation with a full scale coupled ocean–atmosphere general circulation model. Synthetic twin experiments are performed to assess the performance of the equivalent weights filter in such a high-dimensional system. Artificial 2-dimensional sea surface temperature fields are used as observational data every day. Results are presented for different values of the free parameters in the method. Measures of the performance of the filter are root mean square errors, trajectories of individual variables in the model and rank histograms. Filter degeneracy is not observed and the performance of the filter is shown to depend on the ability to keep maximum spread in the ensemble.

Aspects of particle filtering in high-dimensional spaces

Nonlinear data assimilation is high on the agenda in all fields of the geosciences as with ever increasing model resolution and inclusion of more physical (biological etc.) processes, and more complex observation operators the data-assimilation problem becomes more and more nonlinear. The suitability of particle filters to solve the nonlinear data assimilation problem in high-dimensional geophysical problems will be discussed. Several existing and new schemes will be presented and it is shown that at least one of them, the Equivalent-Weights Particle Filter, does indeed beat the curse of dimensionality and provides a way forward to solve the problem of nonlinear data assimilation in high-dimensional systems.

Start-up rheometry of highly polydisperse magnetorheological fluids: experiments and simulations

An extensive experimental and simulation study is carried out in conventional magnetorheological fluids formulated by dispersion of mixtures of carbonyl iron particles having different sizes in Newtonian carriers. Apparent yield stress data are reported for a wide range of polydispersity indexes (PDI) from PDI = 1.63 to PDI = 3.31, which for a log-normal distribution corresponds to the standard deviation ranging from to . These results demonstrate that the effect of polydispersity is negligible in this range in spite of exhibiting very different microstructures. Experimental data in the magnetic saturation regime are in quantitative good agreement with particle-level simulations under the assumption of dipolar magnetostatic forces. The insensitivity of the yield stresses to the polydispersity can be understood from the interplay between the particle cluster size distribution and the packing density of particles inside the clusters.

Implicit equal-weights particle filter

Filter degeneracy is the main obstacle for the implementation of particle filter in non-linear high-dimensional models. A new scheme, the implicit equal-weights particle filter (IEWPF), is introduced. In this scheme samples are drawn implicitly from proposal densities with a different covariance for each particle, such that all particle weights are equal by construction. We test and explore the properties of the new scheme using a 1,000-dimensional simple linear model, and the 1,000-dimensional non-linear Lorenz96 model, and compare the performance of the scheme to a Local Ensemble Kalman Filter. The experiments show that the new scheme can easily be implemented in high-dimensional systems and is never degenerate, with good convergence properties in both systems.

High-precision measurements of the co-polar correlation coefficient: non-Gaussian errors and retrieval of the dispersion parameter µ in rainfall

The co-polar correlation coefficient (ρhv) has many applications, including hydrometeor classification, ground clutter and melting layer identification, interpretation of ice microphysics and the retrieval of rain drop size distributions (DSDs). However, we currently lack the quantitative error estimates that are necessary if these applications are to be fully exploited. Previous error estimates of ρhv rely on knowledge of the unknown "true" ρhv and implicitly assume a Gaussian probability distribution function of ρhv samples. We show that frequency distributions of ρhv estimates are in fact highly negatively skewed. A new variable: L = -log10(1 - ρhv) is defined, which does have Gaussian error statistics, and a standard deviation depending only on the number of independent radar pulses. This is verified using observations of spherical drizzle drops, allowing, for the first time, the construction of rigorous confidence intervals in estimates of ρhv. In addition, we demonstrate how the imperfect co-location of the horizontal and vertical polarisation sample volumes may be accounted for. The possibility of using L to estimate the dispersion parameter (µ) in the gamma drop size distribution is investigated. We find that including drop oscillations is essential for this application, otherwise there could be biases in retrieved µ of up to ~8. Preliminary results in rainfall are presented. In a convective rain case study, our estimates show µ to be substantially larger than 0 (an exponential DSD). In this particular rain event, rain rate would be overestimated by up to 50% if a simple exponential DSD is assumed.

Single-particle tracking uncovers dynamics of glutamate-induced retrograde transport of NF-κB p65 in living neurons

Retrograde transport of NF-κB from the synapse to the nucleus in neurons is mediated by the dynein/dynactin motor complex and can be triggered by synaptic activation. The calibre of axons is highly variable ranging down to 100 nm, aggravating the investigation of transport processes in neurites of living neurons using conventional light microscopy. In this study we quantified for the first time the transport of the NF-κB subunit p65 using high-density single-particle tracking in combination with photoactivatable fluorescent proteins in living mouse hippocampal neurons. We detected an increase of the mean diffusion coefficient (Dmean) in neurites from 0.12 ± 0.05 µm2/s to 0.61 ± 0.03 µm2/s after stimulation with glutamate. We further observed that the relative amount of retrogradely transported p65 molecules is increased after stimulation. Glutamate treatment resulted in an increase of the mean retrograde velocity from 10.9 ± 1.9 to 15 ± 4.9 µm/s, whereas a velocity increase from 9 ± 1.3 to 14 ± 3 µm/s was observed for anterogradely transported p65. This study demonstrates for the first time that glutamate stimulation leads to an increased mobility of single NF-κB p65 molecules in neurites of living hippocampal neurons.

How accurate are volcanic ash simulations of the 2010 Eyjafjallajökull eruption?

In the event of a volcanic eruption the decision to close airspace is based on forecast ash maps, produced using volcanic ash transport and dispersion models. In this paper we quantitatively evaluate the spatial skill of volcanic ash simulations using satellite retrievals of ash from the Eyja allajökull eruption during the period from 7 to 16 May 2010. We find that at the start of this period, 7–10 May, the model (FLEXible PARTicle) has excellent skill and can predict the spatial distribution of the satellite-retrieved ash to within 0.5∘ × 0.5∘ latitude/longitude. However, on 10 May there is a decrease in the spatial accuracy of the model to 2.5∘× 2.5∘ latitude/longitude, and between 11 and 12 May the simulated ash location errors grow rapidly. On 11 May ash is located close to a bifurcation point in the atmosphere, resulting in a rapid divergence in the modeled and satellite ash locations. In general, the model skill reduces as the residence time of ash increases. However, the error growth is not always steady. Rapid increases in error growth are linked to key points in the ash trajectories. Ensemble modeling using perturbed meteorological data would help to represent this uncertainty, and assimilation of satellite ash data would help to reduce uncertainty in volcanic ash forecasts.

Coupling an aerosol box model with one-dimensional flow: a tool for understanding observations of new particle formation events

Field observations of new particle formation and the subsequent particle growth are typically only possible at a fixed measurement location, and hence do not follow the temporal evolution of an air parcel in a Lagrangian sense. Standard analysis for determining formation and growth rates requires that the time-dependent formation rate and growth rate of the particles are spatially invariant; air parcel advection means that the observed temporal evolution of the particle size distribution at a fixed measurement location may not represent the true evolution if there are spatial variations in the formation and growth rates. Here we present a zero-dimensional aerosol box model coupled with one-dimensional atmospheric flow to describe the impact of advection on the evolution of simulated new particle formation events. Wind speed, particle formation rates and growth rates are input parameters that can vary as a function of time and location, using wind speed to connect location to time. The output simulates measurements at a fixed location; formation and growth rates of the particle mode can then be calculated from the simulated observations at a stationary point for different scenarios and be compared with the ‘true’ input parameters. Hence, we can investigate how spatial variations in the formation and growth rates of new particles would appear in observations of particle number size distributions at a fixed measurement site. We show that the particle size distribution and growth rate at a fixed location is dependent on the formation and growth parameters upwind, even if local conditions do not vary. We also show that different input parameters used may result in very similar simulated measurements. Erroneous interpretation of observations in terms of particle formation and growth rates, and the time span and areal extent of new particle formation, is possible if the spatial effects are not accounted for.