Benchmarking 2D hydraulic models for urban flooding

This paper describes benchmark testing of six two-dimensional (2D) hydraulic models (DIVAST, DIVASTTVD, TUFLOW, JFLOW, TRENT and LISFLOOD-FP) in terms of their ability to simulate surface flows in a densely urbanised area. The models are applied to a 1·0 km × 0·4 km urban catchment within the city of Glasgow, Scotland, UK, and are used to simulate a flood event that occurred at this site on 30 July 2002. An identical numerical grid describing the underlying topography is constructed for each model, using a combination of airborne laser altimetry (LiDAR) fused with digital map data, and used to run a benchmark simulation. Two numerical experiments were then conducted to test the response of each model to topographic error and uncertainty over friction parameterisation. While all the models tested produce plausible results, subtle differences between particular groups of codes give considerable insight into both the practice and science of urban hydraulic modelling. In particular, the results show that the terrain data available from modern LiDAR systems are sufficiently accurate and resolved for simulating urban flows, but such data need to be fused with digital map data of building topology and land use to gain maximum benefit from the information contained therein. When such terrain data are available, uncertainty in friction parameters becomes a more dominant factor than topographic error for typical problems. The simulations also show that flows in urban environments are characterised by numerous transitions to supercritical flow and numerical shocks. However, the effects of these are localised and they do not appear to affect overall wave propagation. In contrast, inertia terms are shown to be important in this particular case, but the specific characteristics of the test site may mean that this does not hold more generally.

Hydraulic modeling of runoff over a rough surface under partial inundation

This study presents a numerical method to derive the Darcy- Weisbach friction coefficient for overland flow under partial inundation of surface roughness. To better account for the variable influence of roughness with varying levels of emergence, we model the flow over a network which evolves as the free surface rises. This network is constructed using a height numerical map, based on surface roughness data, and a discrete geometry skeletonization algorithm. By applying a hydraulic model to the flows through this network, local heads, velocities, and Froude and Reynolds numbers over the surface can be estimated. These quantities enable us to analyze the flow and ultimately to derive a bulk friction factor for flow over the entire surface which takes into account local variations in flow quantities. Results demonstrate that although the flow is laminar, head losses are chiefly inertial because of local flow disturbances. The results also emphasize that for conditions of partial inundation, flow resistance varies nonmonotonically but does generally increase with progressive roughness inundation.

Modelling heterotachy in phylogenetic inference by reversible-jump Markov chain Monte Carlo

The rate at which a given site in a gene sequence alignment evolves over time may vary. This phenomenon-known as heterotachy-can bias or distort phylogenetic trees inferred from models of sequence evolution that assume rates of evolution are constant. Here, we describe a phylogenetic mixture model designed to accommodate heterotachy. The method sums the likelihood of the data at each site over more than one set of branch lengths on the same tree topology. A branch-length set that is best for one site may differ from the branch-length set that is best for some other site, thereby allowing different sites to have different rates of change throughout the tree. Because rate variation may not be present in all branches, we use a reversible-jump Markov chain Monte Carlo algorithm to identify those branches in which reliable amounts of heterotachy occur. We implement the method in combination with our 'pattern-heterogeneity' mixture model, applying it to simulated data and five published datasets. We find that complex evolutionary signals of heterotachy are routinely present over and above variation in the rate or pattern of evolution across sites, that the reversible-jump method requires far fewer parameters than conventional mixture models to describe it, and serves to identify the regions of the tree in which heterotachy is most pronounced. The reversible-jump procedure also removes the need for a posteriori tests of 'significance' such as the Akaike or Bayesian information criterion tests, or Bayes factors. Heterotachy has important consequences for the correct reconstruction of phylogenies as well as for tests of hypotheses that rely on accurate branch-length information. These include molecular clocks, analyses of tempo and mode of evolution, comparative studies and ancestral state reconstruction. The model is available from the authors' website, and can be used for the analysis of both nucleotide and morphological data.

Inference on microsatellite mutation processes in the invasive mite, Varroa destructor, using reversible jump Markov chain Monte Carlo

Varroa destructor is a parasitic mite of the Eastern honeybee Apis cerana. Fifty years ago, two distinct evolutionary lineages (Korean and Japanese) invaded the Western honeybee Apis mellifera. This haplo-diploid parasite species reproduces mainly through brother sister matings, a system which largely favors the fixation of new mutations. In a worldwide sample of 225 individuals from 21 locations collected on Western honeybees and analyzed at 19 microsatellite loci, a series of de novo mutations was observed. Using historical data concerning the invasion, this original biological system has been exploited to compare three mutation models with allele size constraints for microsatellite markers: stepwise (SMM) and generalized (GSM) mutation models, and a model with mutation rate increasing exponentially with microsatellite length (ESM). Posterior probabilities of the three models have been estimated for each locus individually using reversible jump Markov Chain Monte Carlo. The relative support of each model varies widely among loci, but the GSM is the only model that always receives at least 9% support, whatever the locus. The analysis also provides robust estimates of mutation parameters for each locus and of the divergence time of the two invasive lineages (67,000 generations with a 90% credibility interval of 35,000-174,000). With an average of 10 generations per year, this divergence time fits with the last post-glacial Korea Japan land separation. (c) 2005 Elsevier Inc. All rights reserved.

Bayesian analysis of correlated evolution of discrete characters by reversible-jump Markov chain Monte Carlo

We describe a Bayesian method for investigating correlated evolution of discrete binary traits on phylogenetic trees. The method fits a continuous-time Markov model to a pair of traits, seeking the best fitting models that describe their joint evolution on a phylogeny. We employ the methodology of reversible-jump ( RJ) Markov chain Monte Carlo to search among the large number of possible models, some of which conform to independent evolution of the two traits, others to correlated evolution. The RJ Markov chain visits these models in proportion to their posterior probabilities, thereby directly estimating the support for the hypothesis of correlated evolution. In addition, the RJ Markov chain simultaneously estimates the posterior distributions of the rate parameters of the model of trait evolution. These posterior distributions can be used to test among alternative evolutionary scenarios to explain the observed data. All results are integrated over a sample of phylogenetic trees to account for phylogenetic uncertainty. We implement the method in a program called RJ Discrete and illustrate it by analyzing the question of whether mating system and advertisement of estrus by females have coevolved in the Old World monkeys and great apes.

A pressure-jump time-resolved x-ray diffraction study of cubic-cubic transition kinetics in monoolein

In the past two decades, the geometric pathways involved in the transformations between inverse bicontinuous cubic phases in amphiphilic systems have been extensively theoretically modeled. However, little experimental data exists on the cubic-cubic transformation in pure lipid systems. We have used pressure-jump time-resolved X-ray diffraction to investigate the transition between the gyroid Q(II)(G) and double-diamond Q(II)(D) phases in mixtures of 1-monoolein in 30 wt% water. We find for this system that the cubic-cubic transition occurs without any detectable intermediate structures. In addition, we have determined the kinetics of the transition, in both the forward and reverse directions, as a function of pressure-jump amplitude, temperature, and water content. A recently developed model allows (at least in principle) the calculation of the activation energy for lipid phase transitions from such data. The analysis is applicable only if kinetic reproducibility is achieved, at least within one sample, and achievement of such kinetic reproducibility is shown here, by carrying out prolonged pressure-cycling. The rate of transformation shows clear and consistent trends with pressure-jump amplitude, temperature, and water content, all of which are shown to be in agreement with the effect of the shift in the position of the cubic-cubic phase boundary following a change in the thermodynamic parameters.

Pressure-jump X-ray studies of liquid crystal transitions in lipids

In this paper, we give an overview of our studies by static and time-resolved X-ray diffraction of inverse cubic phases and phase transitions in lipids. In 1, we briefly discuss the lyotropic phase behaviour of lipids, focusing attention on non-lamellar structures, and their geometric/topological relationship to fusion processes in lipid membranes. Possible pathways for transitions between different cubic phases are also outlined. In 2, we discuss the effects of hydrostatic pressure on lipid membranes and lipid phase transitions, and describe how the parameters required to predict the pressure dependence of lipid phase transition temperatures can be conveniently measured. We review some earlier results of inverse bicontinuous cubic phases from our laboratory, showing effects such as pressure-induced formation and swelling. In 3, we describe the technique of pressure-jump synchrotron X-ray diffraction. We present results that have been obtained from the lipid system 1:2 dilauroylphosphatidylcholine/lauric acid for cubic-inverse hexagonal, cubic-cubic and lamellar-cubic transitions. The rate of transition was found to increase with the amplitude of the pressure-jump and with increasing temperature. Evidence for intermediate structures occurring transiently during the transitions was also obtained. In 4, we describe an IDL-based 'AXCESS' software package being developed in our laboratory to permit batch processing and analysis of the large X-ray datasets produced by pressure-jump synchrotron experiments. In 5, we present some recent results on the fluid lamellar-Pn3m cubic phase transition of the single-chain lipid 1-monoelaidin, which we have studied both by pressure-jump and temperature-jump X-ray diffraction. Finally, in 6, we give a few indicators of future directions of this research. We anticipate that the most useful technical advance will be the development of pressure-jump apparatus on the microsecond time-scale, which will involve the use of a stack of piezoelectric pressure actuators. The pressure-jump technique is not restricted to lipid phase transitions, but can be used to study a wide range of soft matter transitions, ranging from protein unfolding and DNA unwinding and transitions, to phase transitions in thermotropic liquid crystals, surfactants and block copolymers.

An analysis of the impact of R&D on productivity using Bayesian model averaging with a reversible jump algorithm.

A Bayesian Model Averaging approach to the estimation of lag structures is introduced, and applied to assess the impact of R&D on agricultural productivity in the US from 1889 to 1990. Lag and structural break coefficients are estimated using a reversible jump algorithm that traverses the model space. In addition to producing estimates and standard deviations for the coe¢ cients, the probability that a given lag (or break) enters the model is estimated. The approach is extended to select models populated with Gamma distributed lags of di¤erent frequencies. Results are consistent with the hypothesis that R&D positively drives productivity. Gamma lags are found to retain their usefulness in imposing a plausible structure on lag coe¢ cients, and their role is enhanced through the use of model averaging.

Stochastic volatility jump-diffusions for European equity index dynamics

Major research on equity index dynamics has investigated only US indices (usually the S&P 500) and has provided contradictory results. In this paper a clarification and extension of that previous research is given. We find that European equity indices have quite different dynamics from the S&P 500. Each of the European indices considered may be satisfactorily modelled using either an affine model with price and volatility jumps or a GARCH volatility process without jumps. The S&P 500 dynamics are much more difficult to capture in a jump-diffusion framework.

Automatic near real-time selection of flood water levels from high resolution Synthetic Aperture Radar images for assimilation into hydraulic models: a case study

Flood extents caused by fluvial floods in urban and rural areas may be predicted by hydraulic models. Assimilation may be used to correct the model state and improve the estimates of the model parameters or external forcing. One common observation assimilated is the water level at various points along the modelled reach. Distributed water levels may be estimated indirectly along the flood extents in Synthetic Aperture Radar (SAR) images by intersecting the extents with the floodplain topography. It is necessary to select a subset of levels for assimilation because adjacent levels along the flood extent will be strongly correlated. A method for selecting such a subset automatically and in near real-time is described, which would allow the SAR water levels to be used in a forecasting model. The method first selects candidate waterline points in flooded rural areas having low slope. The waterline levels and positions are corrected for the effects of double reflections between the water surface and emergent vegetation at the flood edge. Waterline points are also selected in flooded urban areas away from radar shadow and layover caused by buildings, with levels similar to those in adjacent rural areas. The resulting points are thinned to reduce spatial autocorrelation using a top-down clustering approach. The method was developed using a TerraSAR-X image from a particular case study involving urban and rural flooding. The waterline points extracted proved to be spatially uncorrelated, with levels reasonably similar to those determined manually from aerial photographs, and in good agreement with those of nearby gauges.

Spectral analysis of diffusions with jump boundary

In this paper we consider one-dimensional diffusions with constant coefficients in a finite interval with jump boundary and a certain deterministic jump distribution. We use coupling methods in order to identify the spectral gap in the case of a large drift and prove that there is a threshold drift above which the bottom of the spectrum no longer depends on the drift. As a corollary to our result we are able to answer two questions concerning elliptic eigenvalue problems with non-local boundary conditions formulated previously by Iddo Ben-Ari and Ross Pinsky.