19 resultados para Black-Scholes model

em CentAUR: Central Archive University of Reading - UK


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The concentrations of sulfate, black carbon (BC) and other aerosols in the Arctic are characterized by high values in late winter and spring (so-called Arctic Haze) and low values in summer. Models have long been struggling to capture this seasonality and especially the high concentrations associated with Arctic Haze. In this study, we evaluate sulfate and BC concentrations from eleven different models driven with the same emission inventory against a comprehensive pan-Arctic measurement data set over a time period of 2 years (2008–2009). The set of models consisted of one Lagrangian particle dispersion model, four chemistry transport models (CTMs), one atmospheric chemistry-weather forecast model and five chemistry climate models (CCMs), of which two were nudged to meteorological analyses and three were running freely. The measurement data set consisted of surface measurements of equivalent BC (eBC) from five stations (Alert, Barrow, Pallas, Tiksi and Zeppelin), elemental carbon (EC) from Station Nord and Alert and aircraft measurements of refractory BC (rBC) from six different campaigns. We find that the models generally captured the measured eBC or rBC and sulfate concentrations quite well, compared to previous comparisons. However, the aerosol seasonality at the surface is still too weak in most models. Concentrations of eBC and sulfate averaged over three surface sites are underestimated in winter/spring in all but one model (model means for January–March underestimated by 59 and 37 % for BC and sulfate, respectively), whereas concentrations in summer are overestimated in the model mean (by 88 and 44 % for July–September), but with overestimates as well as underestimates present in individual models. The most pronounced eBC underestimates, not included in the above multi-site average, are found for the station Tiksi in Siberia where the measured annual mean eBC concentration is 3 times higher than the average annual mean for all other stations. This suggests an underestimate of BC sources in Russia in the emission inventory used. Based on the campaign data, biomass burning was identified as another cause of the modeling problems. For sulfate, very large differences were found in the model ensemble, with an apparent anti-correlation between modeled surface concentrations and total atmospheric columns. There is a strong correlation between observed sulfate and eBC concentrations with consistent sulfate/eBC slopes found for all Arctic stations, indicating that the sources contributing to sulfate and BC are similar throughout the Arctic and that the aerosols are internally mixed and undergo similar removal. However, only three models reproduced this finding, whereas sulfate and BC are weakly correlated in the other models. Overall, no class of models (e.g., CTMs, CCMs) performed better than the others and differences are independent of model resolution.

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In this paper we focus on the one year ahead prediction of the electricity peak-demand daily trajectory during the winter season in Central England and Wales. We define a Bayesian hierarchical model for predicting the winter trajectories and present results based on the past observed weather. Thanks to the flexibility of the Bayesian approach, we are able to produce the marginal posterior distributions of all the predictands of interest. This is a fundamental progress with respect to the classical methods. The results are encouraging in both skill and representation of uncertainty. Further extensions are straightforward at least in principle. The main two of those consist in conditioning the weather generator model with respect to additional information like the knowledge of the first part of the winter and/or the seasonal weather forecast. Copyright (C) 2006 John Wiley & Sons, Ltd.

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Europe is a densely populated region that is a significant global source of black carbon (BC) aerosol, but there is a lack of information regarding the physical properties and spatial/vertical distribution of rBC in the region. We present the first aircraft observations of sub-micron refractory BC (rBC) aerosol concentrations and physical properties measured by a single particle soot photometer (SP2) in the lower troposphere over Europe. The observations spanned a region roughly bounded by 50° to 60° N and from 15° W to 30° E. The measurements, made between April and September 2008, showed that average rBC mass concentrations ranged from about 300 ng m−3 near urban areas to approximately 50 ng m−3 in remote continental regions, lower than previous surface-based measurements. rBC represented between 0.5 and 3% of the sub-micron aerosol mass. Black carbon mass size distributions were log-normally distributed and peaked at approximately 180 nm, but shifted to smaller diameters (~160 nm) near source regions. rBC was correlated with carbon monoxide (CO) but had different ratios to CO depending on location and air mass. Light absorption coefficients were measured by particle soot absorption photometers on two separate aircraft and showed similar geographic patterns to rBC mass measured by the SP2. We summarize the rBC and light absorption measurements as a function of longitude and air mass age and also provide profiles of rBC mass concentrations and size distribution statistics. Our results will help evaluate model-predicted regional rBC concentrations and properties and determine regional and global climate impacts from rBC due to atmospheric heating and surface dimming.

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This paper is concerned with the quantification of the likely effect of anthropogenic climate change on the water resources of Jordan by the end of the twenty-first century. Specifically, a suite of hydrological models are used in conjunction with modelled outcomes from a regional climate model, HadRM3, and a weather generator to determine how future flows in the upper River Jordan and in the Wadi Faynan may change. The results indicate that groundwater will play an important role in the water security of the country as irrigation demands increase. Given future projections of reduced winter rainfall and increased near-surface air temperatures, the already low groundwater recharge will decrease further. Interestingly, the modelled discharge at the Wadi Faynan indicates that extreme flood flows will increase in magnitude, despite a decrease in the mean annual rainfall. Simulations projected no increase in flood magnitude in the upper River Jordan. Discussion focuses on the utility of the modelling framework, the problems of making quantitative forecasts and the implications of reduced water availability in Jordan.

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In this paper we focus on the one year ahead prediction of the electricity peak-demand daily trajectory during the winter season in Central England and Wales. We define a Bayesian hierarchical model for predicting the winter trajectories and present results based on the past observed weather. Thanks to the flexibility of the Bayesian approach, we are able to produce the marginal posterior distributions of all the predictands of interest. This is a fundamental progress with respect to the classical methods. The results are encouraging in both skill and representation of uncertainty. Further extensions are straightforward at least in principle. The main two of those consist in conditioning the weather generator model with respect to additional information like the knowledge of the first part of the winter and/or the seasonal weather forecast. Copyright (C) 2006 John Wiley & Sons, Ltd.

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This paper presents in detail a theoretical adaptive model of thermal comfort based on the “Black Box” theory, taking into account factors such as culture, climate, social, psychological and behavioural adaptations, which have an impact on the senses used to detect thermal comfort. The model is called the Adaptive Predicted Mean Vote (aPMV) model. The aPMV model explains, by applying the cybernetics concept, the phenomena that the Predicted Mean Vote (PMV) is greater than the Actual Mean Vote (AMV) in free-running buildings, which has been revealed by many researchers in field studies. An Adaptive coefficient (λ) representing the adaptive factors that affect the sense of thermal comfort has been proposed. The empirical coefficients in warm and cool conditions for the Chongqing area in China have been derived by applying the least square method to the monitored onsite environmental data and the thermal comfort survey results.

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Road transport and shipping are copious sources of aerosols, which exert a 9 significant radiative forcing, compared to, for example, the CO2 emitted by these sectors. An 10 advanced atmospheric general circulation model, coupled to a mixed-layer ocean, is used to 11 calculate the climate response to the direct radiative forcing from such aerosols. The cases 12 considered include imposed distributions of black carbon and sulphate aerosols from road 13 transport, and sulphate aerosols from shipping; these are compared to the climate response 14 due to CO2 increases. The difficulties in calculating the climate response due to small 15 forcings are discussed, as the actual forcings have to be scaled by large amounts to enable a 16 climate response to be easily detected. Despite the much greater geographical inhomogeneity 17 in the sulphate forcing, the patterns of zonal and annual-mean surface temperature response 18 (although opposite in sign) closely resembles that resulting from homogeneous changes in 19 CO2. The surface temperature response to black carbon aerosols from road transport is shown 20 to be notably non-linear in scaling applied, probably due to the semi-direct response of clouds 21 to these aerosols. For the aerosol forcings considered here, the most widespread method of 22 calculating radiative forcing significantly overestimates their effect, relative to CO2, 23 compared to surface temperature changes calculated using the climate model.

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High rates of nutrient loading from agricultural and urban development have resulted in surface water eutrophication and groundwater contamination in regions of Ontario. In Lake Simcoe (Ontario, Canada), anthropogenic nutrient contributions have contributed to increased algal growth, low hypolimnetic oxygen concentrations, and impaired fish reproduction. An ambitious programme has been initiated to reduce phosphorus loads to the lake, aiming to achieve at least a 40% reduction in phosphorus loads by 2045. Achievement of this target necessitates effective remediation strategies, which will rely upon an improved understanding of controls on nutrient export from tributaries of Lake Simcoe as well as improved understanding of the importance of phosphorus cycling within the lake. In this paper, we describe a new model structure for the integrated dynamic and process-based model INCA-P, which allows fully-distributed applications, suited to branched river networks. We demonstrate application of this model to the Black River, a tributary of Lake Simcoe, and use INCA-P to simulate the fluxes of P entering the lake system, apportion phosphorus among different sources in the catchment, and explore future scenarios of land-use change and nutrient management to identify high priority sites for implementation of watershed best management practises.

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The latest Hadley Centre climate model, HadGEM2-ES, includes Earth system components such as interactive chemistry and eight species of tropospheric aerosols. It has been run for the period 1860–2100 in support of the fifth phase of the Climate Model Intercomparison Project (CMIP5). Anthropogenic aerosol emissions peak between 1980 and 2020, resulting in a present-day all-sky top of the atmosphere aerosol forcing of −1.6 and −1.4 W m−2 with and without ammonium nitrate aerosols, respectively, for the sum of direct and first indirect aerosol forcings. Aerosol forcing becomes significantly weaker in the 21st century, being weaker than −0.5 W m−2 in 2100 without nitrate. However, nitrate aerosols become the dominant species in Europe and Asia and decelerate the decrease in global mean aerosol forcing. Considering nitrate aerosols makes aerosol radiative forcing 2–4 times stronger by 2100 depending on the representative concentration pathway, although this impact is lessened when changes in the oxidation properties of the atmosphere are accounted for. Anthropogenic aerosol residence times increase in the future in spite of increased precipitation, as cloud cover and aerosol-cloud interactions decrease in tropical and midlatitude regions. Deposition of fossil fuel black carbon onto snow and ice surfaces peaks during the 20th century in the Arctic and Europe but keeps increasing in the Himalayas until the middle of the 21st century. Results presented here confirm the importance of aerosols in influencing the Earth's climate, albeit with a reduced impact in the future, and suggest that nitrate aerosols will partially replace sulphate aerosols to become an important anthropogenic species in the remainder of the 21st century.

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The Hadley Centre Global Environmental Model (HadGEM) includes two aerosol schemes: the Coupled Large-scale Aerosol Simulator for Studies in Climate (CLASSIC), and the new Global Model of Aerosol Processes (GLOMAP-mode). GLOMAP-mode is a modal aerosol microphysics scheme that simulates not only aerosol mass but also aerosol number, represents internally-mixed particles, and includes aerosol microphysical processes such as nucleation. In this study, both schemes provide hindcast simulations of natural and anthropogenic aerosol species for the period 2000–2006. HadGEM simulations of the aerosol optical depth using GLOMAP-mode compare better than CLASSIC against a data-assimilated aerosol re-analysis and aerosol ground-based observations. Because of differences in wet deposition rates, GLOMAP-mode sulphate aerosol residence time is two days longer than CLASSIC sulphate aerosols, whereas black carbon residence time is much shorter. As a result, CLASSIC underestimates aerosol optical depths in continental regions of the Northern Hemisphere and likely overestimates absorption in remote regions. Aerosol direct and first indirect radiative forcings are computed from simulations of aerosols with emissions for the year 1850 and 2000. In 1850, GLOMAP-mode predicts lower aerosol optical depths and higher cloud droplet number concentrations than CLASSIC. Consequently, simulated clouds are much less susceptible to natural and anthropogenic aerosol changes when the microphysical scheme is used. In particular, the response of cloud condensation nuclei to an increase in dimethyl sulphide emissions becomes a factor of four smaller. The combined effect of different 1850 baselines, residence times, and abilities to affect cloud droplet number, leads to substantial differences in the aerosol forcings simulated by the two schemes. GLOMAP-mode finds a presentday direct aerosol forcing of −0.49Wm−2 on a global average, 72% stronger than the corresponding forcing from CLASSIC. This difference is compensated by changes in first indirect aerosol forcing: the forcing of −1.17Wm−2 obtained with GLOMAP-mode is 20% weaker than with CLASSIC. Results suggest that mass-based schemes such as CLASSIC lack the necessary sophistication to provide realistic input to aerosol-cloud interaction schemes. Furthermore, the importance of the 1850 baseline highlights how model skill in predicting present-day aerosol does not guarantee reliable forcing estimates. Those findings suggest that the more complex representation of aerosol processes in microphysical schemes improves the fidelity of simulated aerosol forcings.

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Aerosol sources, transport, and sinks are simulated, and aerosol direct radiative effects are assessed over the Indian Ocean for the Indian Ocean Experiment (INDOEX) Intensive Field Phase during January to March 1999 using the Laboratoire de Me´te´orologie Dynamique (LMDZT) general circulation model. The model reproduces the latitudinal gradient in aerosol mass concentration and optical depth (AOD). The model-predicted aerosol concentrations and AODs agree reasonably well with measurements but are systematically underestimated during high-pollution episodes, especially in the month of March. The largest aerosol loads are found over southwestern China, the Bay of Bengal, and the Indian subcontinent. Aerosol emissions from the Indian subcontinent are transported into the Indian Ocean through either the west coast or the east coast of India. Over the INDOEX region, carbonaceous aerosols are the largest contributor to the estimated AOD, followed by sulfate, dust, sea salt, and fly ash. During the northeast winter monsoon, natural and anthropogenic aerosols reduce the solar flux reaching the surface by 25 W m�2, leading to 10–15% less insolation at the surface. A doubling of black carbon (BC) emissions from Asia results in an aerosol single-scattering albedo that is much smaller than in situ measurements, reflecting the fact that BC emissions are not underestimated in proportion to other (mostly scattering) aerosol types. South Asia is the dominant contributor to sulfate aerosols over the INDOEX region and accounts for 60–70% of the AOD by sulfate. It is also an important but not the dominant contributor to carbonaceous aerosols over the INDOEX region with a contribution of less than 40% to the AOD by this aerosol species. The presence of elevated plumes brings significant quantities of aerosols to the Indian Ocean that are generated over Africa and Southeast and east Asia.

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The global cycle of multicomponent aerosols including sulfate, black carbon (BC),organic matter (OM), mineral dust, and sea salt is simulated in the Laboratoire de Me´te´orologie Dynamique general circulation model (LMDZT GCM). The seasonal open biomass burning emissions for simulation years 2000–2001 are scaled from climatological emissions in proportion to satellite detected fire counts. The emissions of dust and sea salt are parameterized online in the model. The comparison of model-predicted monthly mean aerosol optical depth (AOD) at 500 nm with Aerosol Robotic Network (AERONET) shows good agreement with a correlation coefficient of 0.57(N = 1324) and 76% of data points falling within a factor of 2 deviation. The correlation coefficient for daily mean values drops to 0.49 (N = 23,680). The absorption AOD (ta at 670 nm) estimated in the model is poorly correlated with measurements (r = 0.27, N = 349). It is biased low by 24% as compared to AERONET. The model reproduces the prominent features in the monthly mean AOD retrievals from Moderate Resolution Imaging Spectroradiometer (MODIS). The agreement between the model and MODIS is better over source and outflow regions (i.e., within a factor of 2).There is an underestimation of the model by up to a factor of 3 to 5 over some remote oceans. The largest contribution to global annual average AOD (0.12 at 550 nm) is from sulfate (0.043 or 35%), followed by sea salt (0.027 or 23%), dust (0.026 or 22%),OM (0.021 or 17%), and BC (0.004 or 3%). The atmospheric aerosol absorption is predominantly contributed by BC and is about 3% of the total AOD. The globally and annually averaged shortwave (SW) direct aerosol radiative perturbation (DARP) in clear-sky conditions is �2.17 Wm�2 and is about a factor of 2 larger than in all-sky conditions (�1.04 Wm�2). The net DARP (SW + LW) by all aerosols is �1.46 and �0.59 Wm�2 in clear- and all-sky conditions, respectively. Use of realistic, less absorbing in SW, optical properties for dust results in negative forcing over the dust-dominated regions.