A semi-distributed ntegrated itrogen model for multiple source assessment in tchments (INCA): Part I — model structure and process equations

A new model has been developed for assessing multiple sources of nitrogen in catchments. The model (INCA) is process based and uses reaction kinetic equations to simulate the principal mechanisms operating. The model allows for plant uptake, surface and sub-surface pathways and can simulate up to six land uses simultaneously. The model can be applied to catchment as a semi-distributed simulation and has an inbuilt multi-reach structure for river systems. Sources of nitrogen can be from atmospheric deposition, from the terrestrial environment (e.g. agriculture, leakage from forest systems etc.), from urban areas or from direct discharges via sewage or intensive farm units. The model is a daily simulation model and can provide information in the form of time series at key sites, or as profiles down river systems or as statistical distributions. The process model is described and in a companion paper the model is applied to the River Tywi catchment in South Wales and the Great Ouse in Bedfordshire.

State estimation using the particle filter with mode tracking

A particle filter is a data assimilation scheme that employs a fully nonlinear, non-Gaussian analysis step. Unfortunately as the size of the state grows the number of ensemble members required for the particle filter to converge to the true solution increases exponentially. To overcome this Vaswani [Vaswani N. 2008. IEEE Trans Signal Process 56:4583–97] proposed a new method known as mode tracking to improve the efficiency of the particle filter. When mode tracking, the state is split into two subspaces. One subspace is forecast using the particle filter, the other is treated so that its values are set equal to the mode of the marginal pdf. There are many ways to split the state. One hypothesis is that the best results should be obtained from the particle filter with mode tracking when we mode track the maximum number of unimodal dimensions. The aim of this paper is to test this hypothesis using the three dimensional stochastic Lorenz equations with direct observations. It is found that mode tracking the maximum number of unimodal dimensions does not always provide the best result. The best choice of states to mode track depends on the number of particles used and the accuracy and frequency of the observations.

A model for exchange rates with crawling bands: an application to the Colombian peso

This paper builds upon previous research on currency bands, and provides a model for the Colombian peso. Stochastic differential equations are combined with information related to the Colombian currency band to estimate competing models of the behaviour of the Colombian peso within the limits of the currency band. The resulting moments of the density function for the simulated returns describe adequately most of the characteristics of the sample returns data. The factor included to account for the intra-marginal intervention performed to drive the rate towards the Central Parity accounts only for 6.5% of the daily change, which supports the argument that intervention, if performed by the Central Bank, it is not directed to push the currency towards the limits. Moreover, the credibility of the Colombian Central Bank, Banco de la República’s ability to defend the band seems low.

Competing edge networks

We introduce a model for a pair of nonlinear evolving networks, defined over a common set of vertices, sub ject to edgewise competition. Each network may grow new edges spontaneously or through triad closure. Both networks inhibit the other’s growth and encourage the other’s demise. These nonlinear stochastic competition equations yield to a mean field analysis resulting in a nonlinear deterministic system. There may be multiple equilibria; and bifurcations of different types are shown to occur within a reduced parameter space. This situation models competitive peer-to-peer communication networks such as BlackBerry Messenger displacing SMS; or instant messaging displacing emails.

Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities

We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such Gaussian rough paths. Together with Lyons' universal limit theorem, our results yield immediately the corresponding results for pathwise solutions to stochastic differential equations driven by such Gaussian process in the sense of rough paths. Moreover, our LDP result implies the result of Yoshida on the LDP for capacities over the abstract Wiener space associated with such Gaussian process.

Bistable systems with stochastic noise: virtues and limits of effective one-dimensional Langevin equations

The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points of complex systems. Sometimes, in order to understand the time series of given observables exhibiting bimodal distributions, simple one-dimensional Langevin models are fitted to reproduce the observed statistical properties, and used to investing-ate the projected dynamics of the observable. This is of great relevance for studying potential catastrophic changes in the properties of the underlying system or resonant behaviours like those related to stochastic resonance-like mechanisms. In this paper, we propose a framework for encasing this kind of studies, using simple box models of the oceanic circulation and choosing as observable the strength of the thermohaline circulation. We study the statistical properties of the transitions between the two modes of operation of the thermohaline circulation under symmetric boundary forcings and test their agreement with simplified one-dimensional phenomenological theories. We extend our analysis to include stochastic resonance-like amplification processes. We conclude that fitted one-dimensional Langevin models, when closely scrutinised, may result to be more ad-hoc than they seem, lacking robustness and/or well-posedness. They should be treated with care, more as an empiric descriptive tool than as methodology with predictive power.

First order k-th moment finite element analysis of nonlinear operator equations with stochastic data

We develop and analyze a class of efficient Galerkin approximation methods for uncertainty quantification of nonlinear operator equations. The algorithms are based on sparse Galerkin discretizations of tensorized linearizations at nominal parameters. Specifically, we consider abstract, nonlinear, parametric operator equations J(\alpha ,u)=0 for random input \alpha (\omega ) with almost sure realizations in a neighborhood of a nominal input parameter \alpha _0. Under some structural assumptions on the parameter dependence, we prove existence and uniqueness of a random solution, u(\omega ) = S(\alpha (\omega )). We derive a multilinear, tensorized operator equation for the deterministic computation of k-th order statistical moments of the random solution's fluctuations u(\omega ) - S(\alpha _0). We introduce and analyse sparse tensor Galerkin discretization schemes for the efficient, deterministic computation of the k-th statistical moment equation. We prove a shift theorem for the k-point correlation equation in anisotropic smoothness scales and deduce that sparse tensor Galerkin discretizations of this equation converge in accuracy vs. complexity which equals, up to logarithmic terms, that of the Galerkin discretization of a single instance of the mean field problem. We illustrate the abstract theory for nonstationary diffusion problems in random domains.

A comparative method to evaluate and validate stochastic parametrizations

There is a growing interest in using stochastic parametrizations in numerical weather and climate prediction models. Previously, Palmer (2001) outlined the issues that give rise to the need for a stochastic parametrization and the forms such a parametrization could take. In this article a method is presented that uses a comparison between a standard-resolution version and a high-resolution version of the same model to gain information relevant for a stochastic parametrization in that model. A correction term that could be used in a stochastic parametrization is derived from the thermodynamic equations of both models. The origin of the components of this term is discussed. It is found that the component related to unresolved wave-wave interactions is important and can act to compensate for large parametrized tendencies. The correction term is not proportional to the parametrized tendency. Finally, it is explained how the correction term could be used to give information about the shape of the random distribution to be used in a stochastic parametrization. Copyright © 2009 Royal Meteorological Society

Femtosecond evolution of spatially inhomogeneous carrier excitations: part 2: stochastic approach and GRID implementation

We present a stochastic approach for solving the quantum-kinetic equation introduced in Part I. A Monte Carlo method based on backward time evolution of the numerical trajectories is developed. The computational complexity and the stochastic error are investigated numerically. Variance reduction techniques are applied, which demonstrate a clear advantage with respect to the approaches based on symmetry transformation. Parallel implementation is realized on a GRID infrastructure.

Modeling entangled dynamics: comparison between stochastic single-chain and multichain models

To test the effectiveness of stochastic single-chain models in describing the dynamics of entangled polymers, we systematically compare one such model; the slip-spring model; to a multichain model solved using stochastic molecular dynamics(MD) simulations (the Kremer-Grest model). The comparison involves investigating if the single-chain model can adequately describe both a microscopic dynamical and a macroscopic rheological quantity for a range of chain lengths. Choosing a particular chain length in the slip-spring model, the parameter values that best reproduce the mean-square displacement of a group of monomers is determined by fitting toMDdata. Using the same set of parameters we then test if the predictions of the mean-square displacements for other chain lengths agree with the MD calculations. We followed this by a comparison of the time dependent stress relaxation moduli obtained from the two models for a range of chain lengths. After identifying a limitation of the original slip-spring model in describing the static structure of the polymer chain as seen in MD, we remedy this by introducing a pairwise repulsive potential between the monomers in the chains. Poor agreement of the mean-square monomer displacements at short times can be rectified by the use of generalized Langevin equations for the dynamics and resulted in significantly improved agreement.

Time-resolved gas-phase kinetic, quantum chemical and RRKM studies of reactions of silylene with cyclic ethers

Time-resolved kinetic studies of silylene, SiH2, generated by laser flash photolysis of phenylsilane, have been carried out to obtain rate constants for its bimolecular reactions with oxirane, oxetane, and tetrahydrofuran (THF). The reactions were studied in the gas phase over the pressure range 1-100 Torr in SF6 bath gas, at four or five temperatures in the range 294-605 K. All three reactions showed pressure dependences characteristic of third-body-assisted association reactions with, surprisingly, SiH2 + oxirane showing the least and SiH2 + THF showing the most pressure dependence. The second-order rate constants obtained by extrapolation to the high-pressure limits at each temperature fitted the Arrhenius equations where the error limits are single standard deviations: log(k(oxirane)(infinity)/cm(3) molecule(-1) s(-1)) = (-11.03 +/- 0.07) + (5.70 +/- 0.51) kJ mol(-1)/RT In 10 log(k(oxetane)(infinity)/cm(3) molecule(-1) s(-1)) = (-11.17 +/- 0.11) + (9.04 +/- 0.78) kJ mol(-1)/RT In 10 log(k(THF)(infinity)/cm(3) molecule(-1) s(-1)) = (-10.59 +/- 0.10) + (5.76 +/- 0.65) kJ mol(-1)/RT In 10 Binding-energy values of 77, 97, and 92 kJ mol(-1) have been obtained for the donor-acceptor complexes of SiH2 with oxirane, oxetane, and THF, respectively, by means of quantum chemical (ab initio) calculations carried Out at the G3 level. The use of these values to model the pressure dependences of these reactions, via RRKM theory, provided a good fit only in the case of SiH2 + THF. The lack of fit in the other two cases is attributed to further reaction pathways for the association complexes of SiH2 with oxirane and oxetane. The finding of ethene as a product of the SiH2 + oxirane reaction supports a pathway leading to H2Si=O + C2H4 predicted by the theoretical calculations of Apeloig and Sklenak.

Direct Computation of Stochastic Flow in Reservoirs with Uncertain Parameters

A direct method is presented for determining the uncertainty in reservoir pressure, flow, and net present value (NPV) using the time-dependent, one phase, two- or three-dimensional equations of flow through a porous medium. The uncertainty in the solution is modelled as a probability distribution function and is computed from given statistical data for input parameters such as permeability. The method generates an expansion for the mean of the pressure about a deterministic solution to the system equations using a perturbation to the mean of the input parameters. Hierarchical equations that define approximations to the mean solution at each point and to the field covariance of the pressure are developed and solved numerically. The procedure is then used to find the statistics of the flow and the risked value of the field, defined by the NPV, for a given development scenario. This method involves only one (albeit complicated) solution of the equations and contrasts with the more usual Monte-Carlo approach where many such solutions are required. The procedure is applied easily to other physical systems modelled by linear or nonlinear partial differential equations with uncertain data.

Structure, conduct and the stochastic volatility of food markets: theory and empirics

The relationship between price volatility and competition is examined. Atheoretic, vector auto regressions on farm prices of wheat and retail prices of derivatives (flour, bread, pasta, bulgur and cookies) are compared to results from a dynamic, simultaneous-equations model with theory-based farm-to-retail linkages. Analytical results yield insights about numbers of firms and their impacts on demand- and supply-side multipliers, but the applications to Turkish time series (1988:1-1996:12) yield mixed results.

A Filter for Visual Tracking Based on a Stochastic Model for Driver Behaviour

A driver controls a car by turning the steering wheel or by pressing on the accelerator or the brake. These actions are modelled by Gaussian processes, leading to a stochastic model for the motion of the car. The stochastic model is the basis of a new filter for tracking and predicting the motion of the car, using measurements obtained by fitting a rigid 3D model to a monocular sequence of video images. Experiments show that the filter easily outperforms traditional filters.

A cell by cell anisotropic adaptive mesh ALE scheme for the numerical solution of the Euler equations

In this paper a cell by cell anisotropic adaptive mesh technique is added to an existing staggered mesh Lagrange plus remap finite element ALE code for the solution of the Euler equations. The quadrilateral finite elements may be subdivided isotropically or anisotropically and a hierarchical data structure is employed. An efficient computational method is proposed, which only solves on the finest level of resolution that exists for each part of the domain with disjoint or hanging nodes being used at resolution transitions. The Lagrangian, equipotential mesh relaxation and advection (solution remapping) steps are generalised so that they may be applied on the dynamic mesh. It is shown that for a radial Sod problem and a two-dimensional Riemann problem the anisotropic adaptive mesh method runs over eight times faster.