Nonlinear data assimilation in geosciences: an extremely efficient particle filter

Almost all research fields in geosciences use numerical models and observations and combine these using data-assimilation techniques. With ever-increasing resolution and complexity, the numerical models tend to be highly nonlinear and also observations become more complicated and their relation to the models more nonlinear. Standard data-assimilation techniques like (ensemble) Kalman filters and variational methods like 4D-Var rely on linearizations and are likely to fail in one way or another. Nonlinear data-assimilation techniques are available, but are only efficient for small-dimensional problems, hampered by the so-called ‘curse of dimensionality’. Here we present a fully nonlinear particle filter that can be applied to higher dimensional problems by exploiting the freedom of the proposal density inherent in particle filtering. The method is illustrated for the three-dimensional Lorenz model using three particles and the much more complex 40-dimensional Lorenz model using 20 particles. By also applying the method to the 1000-dimensional Lorenz model, again using only 20 particles, we demonstrate the strong scale-invariance of the method, leading to the optimistic conjecture that the method is applicable to realistic geophysical problems. Copyright c 2010 Royal Meteorological Society

User-intimate requirements hierarchy resolution framework (UI-REF)

Abstract. This paper presents the User-Intimate Requirements Hierarchy Resolution Framework (UI-REF) based on earlier work (Badii 1997-2008) to optimise the requirements engineering process particularly to support userintimate interactive systems co-design. The stages of the UI- EF framework for requirements resolution-and-prioritisation are described. UI-REF has been established to ensure that the most-deeply-valued needs of the majority of stakeholders are elicited and ranked, and the root rationale for requirements evolution is trace-able and contextualised so as to help resolve stakeholder conflicts. UI-REF supports the dynamically evolving requirements of the users in the context of digital economy as under-pinned by online service provisioning. Requirements prioritisation in UI-REF is fully resolved while a promotion path for lower priority requirements is delineated so as to ensure that as the requirements evolve so will their resolution and prioritisation.

Idealized model for changes in equilibrium temperature, mixed layer depth, and boundary layer cloud over land in a doubled CO2 climate

An idealized equilibrium model for the undisturbed partly cloudy boundary layer (BL) is used as a framework to explore the coupling of the energy, water, and carbon cycles over land in midlatitudes and show the sensitivity to the clear‐sky shortwave flux, the midtropospheric temperature, moisture, CO2, and subsidence. The changes in the surface fluxes, the BL equilibrium, and cloud cover are shown for a warmer, doubled CO2 climate. Reduced stomatal conductance in a simple vegetation model amplifies the background 2 K ocean temperature rise to an (unrealistically large) 6 K increase in near‐surface temperature over land, with a corresponding drop of near‐surface relative humidity of about 19%, and a rise of cloud base of about 70 hPa. Cloud changes depend strongly on changes of mean subsidence; but evaporative fraction (EF) decreases. EF is almost uniquely related to mixed layer (ML) depth, independent of background forcing climate. This suggests that it might be possible to infer EF for heterogeneous landscapes from ML depth. The asymmetry of increased evaporation over the oceans and reduced transpiration over land increases in a warmer doubled CO2 climate.

Wiener System identification using B-spline functions with De Boor recursion

A simple and effective algorithm is introduced for the system identification of Wiener system based on the observational input/output data. The B-spline neural network is used to approximate the nonlinear static function in the Wiener system. We incorporate the Gauss-Newton algorithm with De Boor algorithm (both curve and the first order derivatives) for the parameter estimation of the Wiener model, together with the use of a parameter initialization scheme. The efficacy of the proposed approach is demonstrated using an illustrative example.

Computing Markowitz efficient frontiers using a spreadsheet optimiser

Markowitz showed that assets can be combined to produce an 'Efficient' portfolio that will give the highest level of portfolio return for any level of portfolio risk, as measured by the variance or standard deviation. These portfolios can then be connected to generate what is termed an 'Efficient Frontier' (EF). In this paper we discuss the calculation of the Efficient Frontier for combinations of assets, again using the spreadsheet Optimiser. To illustrate the derivation of the Efficient Frontier, we use the data from the Investment Property Databank Long Term Index of Investment Returns for the period 1971 to 1993. Many investors might require a certain specific level of holding or a restriction on holdings in at least some of the assets. Such additional constraints may be readily incorporated into the model to generate a constrained EF with upper and/or lower bounds. This can then be compared with the unconstrained EF to see whether the reduction in return is acceptable. To see the effect that these additional constraints may have, we adopt a fairly typical pension fund profile, with no more than 20% of the total held in Property. The paper shows that it is now relatively easy to use the Optimiser available in at least one spreadsheet (EXCEL) to calculate efficient portfolios for various levels of risk and return, both constrained and unconstrained, so as to be able to generate any number of Efficient Frontiers.

Use of in situ FT-Raman spectroscopy to study the kinetics of the transformation of carbamazepine polymorphs

The solid-state transformation of carbamazepine from form III to form I was examined by Fourier Transform Raman spectroscopy. Using a novel environmental chamber, the isothermal conversion was monitored in situ at 130◦C, 138◦C, 140◦C and 150◦C. The rate of transformation was monitored by taking the relative intensities of peaks arising from two C H bending modes; this approach minimised errors due to thermal artefacts and variations in power intensities or scattering efficiencies from the samples in which crystal habit changed from a characteristic prism morphology (form III) to whiskers (form I). The solid-state transformation at the different temperatures was fitted to various solid-state kinetic models of which four gave good fits, thus indicating the complexity of the process which is known to occur via a solid–gas–solid mechanism. Arrhenius plots from the kinetic models yielded activation energies from 344 kJ mol−1 to 368 kJ mol−1 for the transformation. The study demonstrates the value of a rapid in situ analysis of drug polymorphic type which can be of value for at-line in-process control.

Cyclic prefixed OQAM-OFDM and its application to single-carrier FDMA

Single-carrier frequency division multiple access (SC-FDMA) has appeared to be a promising technique for high data rate uplink communications. Aimed at SC-FDMA applications, a cyclic prefixed version of the offset quadrature amplitude modulation based OFDM (OQAM-OFDM) is first proposed in this paper. We show that cyclic prefixed OQAMOFDM CP-OQAM-OFDM) can be realized within the framework of the standard OFDM system, and perfect recovery condition in the ideal channel is derived. We then apply CP-OQAMOFDM to SC-FDMA transmission in frequency selective fading channels. Signal model and joint widely linear minimum mean square error (WLMMSE) equalization using a prior information with low complexity are developed. Compared with the existing DFTS-OFDM based SC-FDMA, the proposed SC-FDMA can significantly reduce envelope fluctuation (EF) of the transmitted signal while maintaining the bandwidth efficiency. The inherent structure of CP-OQAM-OFDM enables low-complexity joint equalization in the frequency domain to combat both the multiple access interference and the intersymbol interference. The joint WLMMSE equalization using a prior information guarantees optimal MMSE performance and supports Turbo receiver for improved bit error rate (BER) performance. Simulation resultsconfirm the effectiveness of the proposed SC-FDMA in termsof EF (including peak-to-average power ratio, instantaneous-toaverage power ratio and cubic metric) and BER performances.

Feeding nine billion: the challenge to sustainable crop production

In the recent past there was a widespread working assumption in many countries that problems of food production had been solved, and that food security was largely a matter of distribution and access to be achieved principally by open markets. The events of 2008 challenged these assumptions, and made public a much wider debate about the costs of current food production practices to the environment and whether these could be sustained. As in the past 50 years, it is anticipated that future increases in crop production will be achieved largely by increasing yields per unit area rather than by increasing the area of cropped land. However, as yields have increased, so the ratio of photosynthetic energy captured to energy expended in crop production has decreased. This poses a considerable challenge: how to increase yield while simultaneously reducing energy consumption (allied to greenhouse gas emissions) and utilizing resources such as water and phosphate more efficiently. Given the timeframe in which the increased production has to be realized, most of the increase will need to come from crop genotypes that are being bred now, together with known agronomic and management practices that are currently under-developed.

Soil management in relation to sustainable agriculture and ecosystem services

Requirements for research, practices and policies affecting soil management in relation to global food security are reviewed. Managing soil organic carbon (C) is central because soil organic matter influences numerous soil properties relevant to ecosystem functioning and crop growth. Even small changes in total C content can have disproportionately large impacts on key soil physical properties. Practices to encourage maintenance of soil C are important for ensuring sustainability of all soil functions. Soil is a major store of C within the biosphere – increases or decreases in this large stock can either mitigate or worsen climate change. Deforestation, conversion of grasslands to arable cropping and drainage of wetlands all cause emission of C; policies and international action to minimise these changes are urgently required. Sequestration of C in soil can contribute to climate change mitigation but the real impact of different options is often misunderstood. Some changes in management that are beneficial for soil C, increase emissions of nitrous oxide (a powerful greenhouse gas) thus cancelling the benefit. Research on soil physical processes and their interactions with roots can lead to improved and novel practices to improve crop access to water and nutrients. Increased understanding of root function has implications for selection and breeding of crops to maximise capture of water and nutrients. Roots are also a means of delivering natural plant-produced chemicals into soil with potentially beneficial impacts. These include biocontrol of soil-borne pests and diseases and inhibition of the nitrification process in soil (conversion of ammonium to nitrate) with possible benefits for improved nitrogen use efficiency and decreased nitrous oxide emission. The application of molecular methods to studies of soil organisms, and their interactions with roots, is providing new understanding of soil ecology and the basis for novel practical applications. Policy makers and those concerned with development of management approaches need to keep a watching brief on emerging possibilities from this fast-moving area of science. Nutrient management is a key challenge for global food production: there is an urgent need to increase nutrient availability to crops grown by smallholder farmers in developing countries. Many changes in practices including inter-cropping, inclusion of nitrogen-fixing crops, agroforestry and improved recycling have been clearly demonstrated to be beneficial: facilitating policies and practical strategies are needed to make these widely available, taking account of local economic and social conditions. In the longer term fertilizers will be essential for food security: policies and actions are needed to make these available and affordable to small farmers. In developed regions, and those developing rapidly such as China, strategies and policies to manage more precisely the necessarily large flows of nutrients in ways that minimise environmental damage are essential. A specific issue is to minimise emissions of nitrous oxide whilst ensuring sufficient nitrogen is available for adequate food production. Application of known strategies (through either regulation or education), technological developments, and continued research to improve understanding of basic processes will all play a part. Decreasing soil erosion is essential, both to maintain the soil resource and to minimise downstream damage such as sedimentation of rivers with adverse impacts on fisheries. Practical strategies are well known but often have financial implications for farmers. Examples of systems for paying one group of land users for ecosystem services affecting others exist in several parts of the world and serve as a model.

Efficient wireless power delivery for biomedical implants

Power delivery for biomedical implants is a major consideration in their design for both measurement and stimulation. When performed by a wireless technique, transmission efficiency is critically important not only because of the costs associated with any losses but also because of the nature of those losses, for example, excessive heat can be uncomfortable for the individual involved. In this study, a method and means of wireless power transmission suitable for biomedical implants are both discussed and experimentally evaluated. The procedure initiated is comparable in size and simplicity to those methods already employed; however, some of Tesla’s fundamental ideas have been incorporated in order to obtain a significant improvement in efficiency. This study contains a theoretical basis for the approach taken; however, the emphasis here is on practical experimental analysis

Drinking water application of Denargard Tiamulin for control of Brachyspira pilosicoli infection of laying poultry

Avian intestinal spirochaetosis (AIS) caused by Brachyspira spp., and notably Brachyspira pilosicoli, is common in layer flocks and reportedly of increasing incidence in broilers and broiler breeders. Disease manifests as diar- rhoea, increased feed consumption, reduced growth rates and occasional mortality in broilers and these signs are shown in layers also associated with a delayed onset of lay, reduced egg weights, faecal staining of eggshells and non-productive ovaries. Treatment with Denagard® Tiamulin has been used to protect against B. pilosicoli colonisation, persistence and clinical presentation of AIS in commercial layers, but to date there has been no de- finitive study validating efficacy. Here, we used a poultry model of B. pilosicoli infection of layers to compare the impact of three doses of Denagard® Tiamulin. Four groups of thirty 17 week old commercial pre-lay birds were all challenged with B. pilosicoli strain B2904 with three oral doses two days apart. All birds were colonised within 2 days after the final oral challenge and mild onset of clinical signs were observed thereafter. A fifth group that was unchallenged and untreated was also included for comparison as healthy birds. Five days after the final oral Brachypira challenge three groups were given Denagard® Tiamulin in drinking water made up following the manufacturer's recommendations with doses verified as 58.7 ppm, 113 ppm and 225 ppm. Weight gain body condition and the level of diarrhoea of birds infected with B. pilosicoli were improved and shedding of the organism reduced significantly (p = 0.001) following treatment with Denagard® Tiamulin irrespective of dose given. The level and duration of colonisation of organs of birds infected with B. pilosicoli was also reduced. Confirming previous findings we showed that the ileum, caeca, colon, and both liver and spleen were colonised and here we demonstrated that treatment with Denagard® Tiamulin resulted in significant reduction in the numbers of Brachyspira found in each of these sites and dramatic reduction in faecal shedding (p b 0.001) to ap- proaching zero as assessed by culture of cloacal swabs. Although the number of eggs produced per bird and the level of eggshell staining appeared unaffected, egg weights of treated birds were greater than those of untreated birds for a period of approximately two weeks following treatment. These data conclusively demonstrate the ef- fectiveness of Denagard® Tiamulin in reducing B. pilosicoli infection in laying hens.