Smoothness of scale functions for spectrally negative Lévy processes

Scale functions play a central role in the fluctuation theory of spectrally negative Lévy processes and often appear in the context of martingale relations. These relations are often require excursion theory rather than Itô calculus. The reason for the latter is that standard Itô calculus is only applicable to functions with a sufficient degree of smoothness and knowledge of the precise degree of smoothness of scale functions is seemingly incomplete. The aim of this article is to offer new results concerning properties of scale functions in relation to the smoothness of the underlying Lévy measure. We place particular emphasis on spectrally negative Lévy processes with a Gaussian component and processes of bounded variation. An additional motivation is the very intimate relation of scale functions to renewal functions of subordinators. The results obtained for scale functions have direct implications offering new results concerning the smoothness of such renewal functions for which there seems to be very little existing literature on this topic.

The mean evolution and variability of the Asian summer monsoon: Comparison of ECMWF and NCEP-NCAR reanalyses

The behavior of the Asian summer monsoon is documented and compared using the European Centre for Medium-Range Weather Forecasts (ECMWF) Reanalysis (ERA) and the National Centers for Environmental Prediction-National Center for Atmospheric Research (NCEP-NCAR) Reanalysis. In terms of seasonal mean climatologies the results suggest that, in several respects, the ERA is superior to the NCEP-NCAR Reanalysis. The overall better simulation of the precipitation and hence the diabatic heating field over the monsoon domain in ERA means that the analyzed circulation is probably nearer reality. In terms of interannual variability, inconsistencies in the definition of weak and strong monsoon years based on typical monsoon indices such as All-India Rainfall (AIR) anomalies and the large-scale wind shear based dynamical monsoon index (DMI) still exist. Two dominant modes of interannual variability have been identified that together explain nearly 50% of the variance. Individually, they have many features in common with the composite flow patterns associated with weak and strong monsoons, when defined in terms of regional AIR anomalies and the large-scale DMI. The reanalyses also show a common dominant mode of intraseasonal variability that describes the latitudinal displacement of the tropical convergence zone from its oceanic-to-continental regime and essentially captures the low-frequency active/break cycles of the monsoon. The relationship between interannual and intraseasonal variability has been investigated by considering the probability density function (PDF) of the principal component of the dominant intraseasonal mode. Based on the DMI, there is an indication that in years with a weaker monsoon circulation, the PDF is skewed toward negative values (i,e., break conditions). Similarly, the PDFs for El Nino and La Nina years suggest that El Nino predisposes the system to more break spells, although the sample size may limit the statistical significance of the results.

Quantification of the probability of containment failure caused by an in-vessel steam explosion for the Sizewell B PWR

AEA Technology has provided an assessment of the probability of α-mode containment failure for the Sizewell B PWR. After a preliminary review of the methodologies available it was decided to use the probabilistic approach described in the paper, based on an extension of the methodology developed by Theofanous et al. (Nucl. Sci. Eng. 97 (1987) 259–325). The input to the assessment is 12 probability distributions; the bases for the quantification of these distributions are discussed. The α-mode assessment performed for the Sizewell B PWR has demonstrated the practicality of the event-tree method with input data represented by probability distributions. The assessment itself has drawn attention to a number of topics, which may be plant and sequence dependent, and has indicated the importance of melt relocation scenarios. The α-mode failure probability following an accident that leads to core melt relocation to the lower head for the Sizewell B PWR has been assessed as a few parts in 10 000, on the basis of current information. This assessment has been the first to consider elevated pressures (6 MPa and 15 MPa) besides atmospheric pressure, but the results suggest only a modest sensitivity to system pressure.

Understanding the processes governing climate variability and change, climate predictability and the probability of extreme events

The purpose of Research Theme 4 (RT4) was to advance understanding of the basic science issues at the heart of the ENSEMBLES project, focusing on the key processes that govern climate variability and change, and that determine the predictability of climate. Particular attention was given to understanding linear and non-linear feedbacks that may lead to climate surprises,and to understanding the factors that govern the probability of extreme events. Improved understanding of these issues will contribute significantly to the quantification and reduction of uncertainty in seasonal to decadal predictions and projections of climate change. RT4 exploited the ENSEMBLES integrations (stream 1) performed in RT2A as well as undertaking its own experimentation to explore key processes within the climate system. It was working at the cutting edge of problems related to climate feedbacks, the interaction between climate variability and climate change � especially how climate change pertains to extreme events, and the predictability of the climate system on a range of time-scales. The statisticalmethodologies developed for extreme event analysis are new and state-of-the-art. The RT4-coordinated experiments, which have been conducted with six different atmospheric GCMs forced by common timeinvariant sea surface temperature (SST) and sea-ice fields (removing some sources of inter-model variability), are designed to help to understand model uncertainty (rather than scenario or initial condition uncertainty) in predictions of the response to greenhouse-gas-induced warming. RT4 links strongly with RT5 on the evaluation of the ENSEMBLES prediction system and feeds back its results to RT1 to guide improvements in the Earth system models and, through its research on predictability, to steer the development of methods for initialising the ensembles

Amygdala and ventromedial prefrontal cortex are inversely coupled during regulation of negative affect and predict the diurnal pattern of cortisol secretion among older adults

Among younger adults, the ability to willfully regulate negative affect, enabling effective responses to stressful experiences, engages regions of prefrontal cortex (PFC) and the amygdala. Because regions of PFC and the amygdala are known to influence the hypothalamic-pituitary-adrenal axis, here we test whether PFC and amygdala responses during emotion regulation predict the diurnal pattern of salivary cortisol secretion. We also test whether PFC and amygdala regions are engaged during emotion regulation in older (62- to 64-year-old) rather than younger individuals. We measured brain activity using functional magnetic resonance imaging as participants regulated (increased or decreased) their affective responses or attended to negative picture stimuli. We also collected saliva samples for 1 week at home for cortisol assay. Consistent with previous work in younger samples, increasing negative affect resulted in ventral lateral, dorsolateral, and dorsomedial regions of PFC and amygdala activation. In contrast to previous work, decreasing negative affect did not produce the predicted robust pattern of higher PFC and lower amygdala activation. Individuals demonstrating the predicted effect (decrease s attend in the amygdala), however, exhibited higher signal in ventromedial prefrontal cortex (VMPFC) for the same contrast. Furthermore, participants displaying higher VMPFC and lower amygdala signal when decreasing compared with the attention control condition evidenced steeper, more normative declines in cortisol over the course of the day. Individual differences yielded the predicted link between brain function while reducing negative affect in the laboratory and diurnal regulation of endocrine activity in the home environment.

Gaze fixations predict brain activation during the voluntary regulation of picture-induced negative affect

Recent studies have identified a distributed network of brain regions thought to support cognitive reappraisal processes underlying emotion regulation in response to affective images, including parieto-temporal regions and lateral/medial regions of prefrontal cortex (PFC). A number of these commonly activated regions are also known to underlie visuospatial attention and oculomotor control, which raises the possibility that people use attentional redeployment rather than, or in addition to, reappraisal as a strategy to regulate emotion. We predicted that a significant portion of the observed variance in brain activation during emotion regulation tasks would be associated with differences in how participants visually scan the images while regulating their emotions. We recorded brain activation using fMRI and quantified patterns of gaze fixation while participants increased or decreased their affective response to a set of affective images. fMRI results replicated previous findings on emotion regulation with regulation differences reflected in regions of PFC and the amygdala. In addition, our gaze fixation data revealed that when regulating, individuals changed their gaze patterns relative to a control condition. Furthermore, this variation in gaze fixation accounted for substantial amounts of variance in brain activation. These data point to the importance of controlling for gaze fixation in studies of emotion regulation that use visual stimuli.

Negative correlations between control performance and verbalizable knowledge: indicators for implicit learning in process control tasks?

Negative correlations between task performance in dynamic control tasks and verbalizable knowledge, as assessed by a post-task questionnaire, have been interpreted as dissociations that indicate two antagonistic modes of learning, one being “explicit”, the other “implicit”. This paper views the control tasks as finite-state automata and offers an alternative interpretation of these negative correlations. It is argued that “good controllers” observe fewer different state transitions and, consequently, can answer fewer post-task questions about system transitions than can “bad controllers”. Two experiments demonstrate the validity of the argument by showing the predicted negative relationship between control performance and the number of explored state transitions, and the predicted positive relationship between the number of explored state transitions and questionnaire scores. However, the experiments also elucidate important boundary conditions for the critical effects. We discuss the implications of these findings, and of other problems arising from the process control paradigm, for conclusions about implicit versus explicit learning processes.

Simulating current global river runoff with a global hydrological model: model revisions, validation, and sensitivity analysis

Global hydrological models (GHMs) model the land surface hydrologic dynamics of continental-scale river basins. Here we describe one such GHM, the Macro-scale - Probability-Distributed Moisture model.09 (Mac-PDM.09). The model has undergone a number of revisions since it was last applied in the hydrological literature. This paper serves to provide a detailed description of the latest version of the model. The main revisions include the following: (1) the ability for the model to be run for n repetitions, which provides more robust estimates of extreme hydrological behaviour, (2) the ability of the model to use a gridded field of coefficient of variation (CV) of daily rainfall for the stochastic disaggregation of monthly precipitation to daily precipitation, and (3) the model can now be forced with daily input climate data as well as monthly input climate data. We demonstrate the effects that each of these three revisions has on simulated runoff relative to before the revisions were applied. Importantly, we show that when Mac-PDM.09 is forced with monthly input data, it results in a negative runoff bias relative to when daily forcings are applied, for regions of the globe where the day-to-day variability in relative humidity is high. The runoff bias can be up to - 80% for a small selection of catchments but the absolute magnitude of the bias may be small. As such, we recommend future applications of Mac-PDM.09 that use monthly climate forcings acknowledge the bias as a limitation of the model. The performance of Mac-PDM.09 is evaluated by validating simulated runoff against observed runoff for 50 catchments. We also present a sensitivity analysis that demonstrates that simulated runoff is considerably more sensitive to method of PE calculation than to perturbations in soil moisture and field capacity parameters.