Random orthogonal matrix simulation

This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.

Spectrum of a Feinberg-Zee random hopping matrix

This paper provides a new proof of a theorem of Chandler-Wilde, Chonchaiya, and Lindner that the spectra of a certain class of infinite, random, tridiagonal matrices contain the unit disc almost surely. It also obtains an analogous result for a more general class of random matrices whose spectra contain a hole around the origin. The presence of the hole forces substantial changes to the analysis.

Impact damage characterisation of thermoplastic matrix composites using transmission transient thermography

In this work, IR thermography is used as a non-destructive tool for impact damage characterisation on thermoplastic E-glass/polypropylene composites for automotive applications. The aim of this experimentation was to compare impact resistance and to characterise damage patterns of different laminates, in order to provide indications for their use in components. Two E-glass/polypropylene composites, commingled ®Twintex (with three different weave structures: directional, balanced and 3-D) and random reinforced GMT, were in particular characterised. Directional and balanced Twintex were also coupled in a number of hybrid configurations with GMT to evaluate the possible use of GMT/Twintex hybrids in high-energy absorption components. The laminates were impacted using a falling weight tower, with impact energies ranging from 15 J to penetration. Using IR thermography during cooling down following a long pulse (3 s), impact damaged areas were characterised and the influence of weave structure on damage patterns was studied. IR thermography offered good accuracy for laminates with thickness not exceeding 3.5 mm: this appears to be a limit for the direct use of this method on components, where more refined signal treatment would probably be needed for impact damage characterisation.

On the spectra and pseudospectra of a class of non-self-adjoint random matrices and operators

In this paper we develop and apply methods for the spectral analysis of non-selfadjoint tridiagonal infinite and finite random matrices, and for the spectral analysis of analogous deterministic matrices which are pseudo-ergodic in the sense of E. B. Davies (Commun. Math. Phys. 216 (2001), 687–704). As a major application to illustrate our methods we focus on the “hopping sign model” introduced by J. Feinberg and A. Zee (Phys. Rev. E 59 (1999), 6433–6443), in which the main objects of study are random tridiagonal matrices which have zeros on the main diagonal and random ±1’s as the other entries. We explore the relationship between spectral sets in the finite and infinite matrix cases, and between the semi-infinite and bi-infinite matrix cases, for example showing that the numerical range and p-norm ε - pseudospectra (ε > 0, p ∈ [1,∞] ) of the random finite matrices converge almost surely to their infinite matrix counterparts, and that the finite matrix spectra are contained in the infinite matrix spectrum Σ. We also propose a sequence of inclusion sets for Σ which we show is convergent to Σ, with the nth element of the sequence computable by calculating smallest singular values of (large numbers of) n×n matrices. We propose similar convergent approximations for the 2-norm ε -pseudospectra of the infinite random matrices, these approximations sandwiching the infinite matrix pseudospectra from above and below.

Impact of Resolution on the Tropical Pacific Circulation in a Matrix of Coupled Models

Results are presented from a matrix of coupled model integrations, using atmosphere resolutions of 135 and 90 km, and ocean resolutions of 1° and 1/3°, to study the impact of resolution on simulated climate. The mean state of the tropical Pacific is found to be improved in the models with a higher ocean resolution. Such an improved mean state arises from the development of tropical instability waves, which are poorly resolved at low resolution; these waves reduce the equatorial cold tongue bias. The improved ocean state also allows for a better simulation of the atmospheric Walker circulation. Several sensitivity studies have been performed to further understand the processes involved in the different component models. Significantly decreasing the horizontal momentum dissipation in the coupled model with the lower-resolution ocean has benefits for the mean tropical Pacific climate, but decreases model stability. Increasing the momentum dissipation in the coupled model with the higher-resolution ocean degrades the simulation toward that of the lower-resolution ocean. These results suggest that enhanced ocean model resolution can have important benefits for the climatology of both the atmosphere and ocean components of the coupled model, and that some of these benefits may be achievable at lower ocean resolution, if the model formulation allows.

Periodic Reordering

For many networks in nature, science and technology, it is possible to order the nodes so that most links are short-range, connecting near-neighbours, and relatively few long-range links, or shortcuts, are present. Given a network as a set of observed links (interactions), the task of finding an ordering of the nodes that reveals such a range-dependent structure is closely related to some sparse matrix reordering problems arising in scientific computation. The spectral, or Fiedler vector, approach for sparse matrix reordering has successfully been applied to biological data sets, revealing useful structures and subpatterns. In this work we argue that a periodic analogue of the standard reordering task is also highly relevant. Here, rather than encouraging nonzeros only to lie close to the diagonal of a suitably ordered adjacency matrix, we also allow them to inhabit the off-diagonal corners. Indeed, for the classic small-world model of Watts & Strogatz (1998, Collective dynamics of ‘small-world’ networks. Nature, 393, 440–442) this type of periodic structure is inherent. We therefore devise and test a new spectral algorithm for periodic reordering. By generalizing the range-dependent random graph class of Grindrod (2002, Range-dependent random graphs and their application to modeling large small-world proteome datasets. Phys. Rev. E, 66, 066702-1–066702-7) to the periodic case, we can also construct a computable likelihood ratio that suggests whether a given network is inherently linear or periodic. Tests on synthetic data show that the new algorithm can detect periodic structure, even in the presence of noise. Further experiments on real biological data sets then show that some networks are better regarded as periodic than linear. Hence, we find both qualitative (reordered networks plots) and quantitative (likelihood ratios) evidence of periodicity in biological networks.

Towards a nutrient export risk matrix approach to managing agricultural pollution at source

A generic Nutrient Export Risk Matrix (NERM) approach is presented. This provides advice to farmers and policy makers on good practice for reducing nutrient loss and is intended to persuade them to implement such measures. Combined with a range of nutrient transport modelling tools and field experiments, NERMs can play an important role in reducing nutrient export from agricultural land. The Phosphorus Export Risk Matrix (PERM) is presented as an example NERM. The PERM integrates hydrological understanding of runoff with a number of agronomic and policy factors into a clear problem-solving framework. This allows farmers and policy makers to visualise strategies for reducing phosphorus loss through proactive land management. The risk Of Pollution is assessed by a series of informed questions relating to farming intensity and practice. This information is combined with the concept of runoff management to point towards simple, practical remedial strategies which do not compromise farmers' ability to obtain sound economic returns from their crop and livestock.

Sampling uncertainty properties of cloud fraction estimates from random transect observations

[1] Cloud cover is conventionally estimated from satellite images as the observed fraction of cloudy pixels. Active instruments such as radar and Lidar observe in narrow transects that sample only a small percentage of the area over which the cloud fraction is estimated. As a consequence, the fraction estimate has an associated sampling uncertainty, which usually remains unspecified. This paper extends a Bayesian method of cloud fraction estimation, which also provides an analytical estimate of the sampling error. This method is applied to test the sensitivity of this error to sampling characteristics, such as the number of observed transects and the variability of the underlying cloud field. The dependence of the uncertainty on these characteristics is investigated using synthetic data simulated to have properties closely resembling observations of the spaceborne Lidar NASA-LITE mission. Results suggest that the variance of the cloud fraction is greatest for medium cloud cover and least when conditions are mostly cloudy or clear. However, there is a bias in the estimation, which is greatest around 25% and 75% cloud cover. The sampling uncertainty is also affected by the mean lengths of clouds and of clear intervals; shorter lengths decrease uncertainty, primarily because there are more cloud observations in a transect of a given length. Uncertainty also falls with increasing number of transects. Therefore a sampling strategy aimed at minimizing the uncertainty in transect derived cloud fraction will have to take into account both the cloud and clear sky length distributions as well as the cloud fraction of the observed field. These conclusions have implications for the design of future satellite missions. This paper describes the first integrated methodology for the analytical assessment of sampling uncertainty in cloud fraction observations from forthcoming spaceborne radar and Lidar missions such as NASA's Calipso and CloudSat.