The equivalent-weights particle filter in a high-dimensional system

In general, particle filters need large numbers of model runs in order to avoid filter degeneracy in high-dimensional systems. The recently proposed, fully nonlinear equivalent-weights particle filter overcomes this requirement by replacing the standard model transition density with two different proposal transition densities. The first proposal density is used to relax all particles towards the high-probability regions of state space as defined by the observations. The crucial second proposal density is then used to ensure that the majority of particles have equivalent weights at observation time. Here, the performance of the scheme in a high, 65 500 dimensional, simplified ocean model is explored. The success of the equivalent-weights particle filter in matching the true model state is shown using the mean of just 32 particles in twin experiments. It is of particular significance that this remains true even as the number and spatial variability of the observations are changed. The results from rank histograms are less easy to interpret and can be influenced considerably by the parameter values used. This article also explores the sensitivity of the performance of the scheme to the chosen parameter values and the effect of using different model error parameters in the truth compared with the ensemble model runs.

Syntheses, structural analyses, and magneto-structural correlations of three polymeric Fe(II) complexes with azide ligand

Three new metal-organic polymeric complexes, [Fe(N-3)(2)(bPP)(2)] (1), [Fe(N-3)(2)(bpe)] (2), and [Fe(N-3)(2)(phen)] (3) [bpp = (1,3-bis(4-pyridyl)-propane), bpe = (1,2-bis(4-pyridyl)-ethane), phen = 1,10-phenanthroline], have been synthesized and characterized by single-crystal X-ray diffraction studies and low-temperature magnetic measurements in the range 300-2 K. Complexes 1 and 2 crystallize in the monoclinic system, space group C2/c, with the following cell parameters: a = 19.355(4) Angstrom, b = 7.076(2) Angstrom, c = 22.549(4) Angstrom, beta = 119.50(3)degrees, Z = 4, and a = 10.007(14) Angstrom, b = 13.789(18) Angstrom, c = 10.377(14) Angstrom, beta = 103.50(1)degrees, Z = 4, respectively. Complex 3 crystallizes in the triclinic system, space group P (1) over bar, with a = 7.155(12) Angstrom, b = 10.066(14) Angstrom, c = 10.508(14) Angstrom, alpha = 109.57(1)degrees, beta = 104.57(1)degrees, gamma = 105.10(1)degrees, and Z = 2. All coordination polymers exhibit octahedral Fe(II) nodes. The structural determination of 1 reveals a parallel interpenetrated structure of 2D layers of (4,4) topology, formed by Fe(II) nodes linked through bpp ligands, while mono-coordinated azide anions are pendant from the corrugated sheet. Complex 2 has a 2D arrangement constructed through 1D double end-to-end azide bridged iron(11) chains interconnected through bpe ligands. Complex 3 shows a polymeric arrangement where the metal ions are interlinked through pairs of end-on and end-to-end azide ligands exhibiting a zigzag arrangement of metals (Fe-Fe-Fe angle of 111.18degrees) and an intermetallic separation of 3.347 Angstrom (through the EO azide) and of 5.229 Angstrom (EE azide). Variable-temperature magnetic susceptibility data suggest that there is no magnetic interaction between the metal centers in 1, whereas in 2 there is an antiferromagnetic interaction through the end-to-end azide bridge. Complex 3 shows ferro- as well as anti-ferromagnetic interactions between the metal centers generated through the alternating end-on and end-to-end azide bridges. Complex I has been modeled using the D parameter (considering distorted octahedral Fe(II) geometry and with any possible J value equal to zero) and complex 2 has been modeled as a one-dimensional system with classical and/or quantum spin where we have used two possible full diagonalization processes: without and with the D parameter, considering the important distortions of the Fe(II) ions. For complex 3, the alternating coupling model impedes a mathematical solution for the modeling as classical spins. With quantum spin, the modeling has been made as in 2.

Low-order dynamical behavior in the martian atmosphere: Diagnosis of general circulation model results

The hypothesis of a low dimensional martian climate attractor is investigated by the application of the proper orthogonal decomposition (POD) to a simulation of martian atmospheric circulation using the UK Mars general circulation model (UK-MGCM). In this article we focus on a time series of the interval between autumn and winter in the northern hemisphere, when baroclinic activity is intense. The POD is a statistical technique that allows the attribution of total energy (TE) to particular structures embedded in the UK-MGCM time-evolving circulation. These structures are called empirical orthogonal functions (EOFs). Ordering the EOFs according to their associated energy content, we were able to determine the necessary number to account for a chosen amount of atmospheric TE. We show that for Mars a large fraction of TE is explained by just a few EOFs (with 90% TE in 23 EOFs), which apparently support the initial hypothesis. We also show that the resulting EOFs represent classical types of atmospheric motion, such as thermal tides and transient waves. Thus, POD is shown to be an efficient method for the identification of different classes of atmospheric modes. It also provides insight into the non-linear interaction of these modes.

Nonlinear error dynamics for cycled data assimilation methods

We investigate the error dynamics for cycled data assimilation systems, such that the inverse problem of state determination is solved at tk, k = 1, 2, 3, ..., with a first guess given by the state propagated via a dynamical system model from time tk − 1 to time tk. In particular, for nonlinear dynamical systems that are Lipschitz continuous with respect to their initial states, we provide deterministic estimates for the development of the error ||ek|| := ||x(a)k − x(t)k|| between the estimated state x(a) and the true state x(t) over time. Clearly, observation error of size δ > 0 leads to an estimation error in every assimilation step. These errors can accumulate, if they are not (a) controlled in the reconstruction and (b) damped by the dynamical system under consideration. A data assimilation method is called stable, if the error in the estimate is bounded in time by some constant C. The key task of this work is to provide estimates for the error ||ek||, depending on the size δ of the observation error, the reconstruction operator Rα, the observation operator H and the Lipschitz constants K(1) and K(2) on the lower and higher modes of controlling the damping behaviour of the dynamics. We show that systems can be stabilized by choosing α sufficiently small, but the bound C will then depend on the data error δ in the form c||Rα||δ with some constant c. Since ||Rα|| → ∞ for α → 0, the constant might be large. Numerical examples for this behaviour in the nonlinear case are provided using a (low-dimensional) Lorenz '63 system.

Two new mu-(1,3-azido)-bridged polymers: alternating single and double bridges in a 1D nickel(II) complex and uniform bridge in a 2D copper(II) complex: Syntheses, single-crystal structures and magnetic studies

Two polymeric azido bridged complexes [Ni2L2(N-3)(3)](n)(ClO4). (1) and [Cu(bpdS)(2)(N-3)],(ClO4),(H2O)(2.5n) (2) [L = Schiff base, obtained from the condensation of pyridine-2-aldehyde with N,N,2,2-tetramethyl-1,3-propanediamine; bpds = 4,4'-bipyridyl disulfide] have been synthesized and their crystal structures have been determined. Complex 1, C26H42ClN15Ni2O4, crystallizes in a triclinic system, space group P1 with a 8.089(13), b = 9.392(14), c = 12.267(18) angstrom, a = 107.28(l), b 95.95(1), gamma = 96.92(1)degrees and Z = 2; complex 2, C20H21ClCuN7O6.5S4, crystallizes in an orthorhombic system, space group Pnna with a = 10.839(14), b = 13.208(17), c = 19.75(2) angstrom and Z = 4. The crystal structure of I consists of 1D polymers of nickel(L) units, alternatively connected by single and double bridging mu-(1,3-N-3) ligand with isolated perchlorate anions. Variable temperature magnetic susceptibility data of the complex have been measured and the fitting,of magnetic data was carried out applying the Borris-Almenar formula for such types of alternating one-dimensional S = 1 systems, based on the Hamiltonian H = -J Sigma(S2iS2i-1 + aS(2i)S(2i+1)). The best-fit parameters obtained are J = -106.7 +/- 2 cm(-1); a = 0.82 +/- 0.02; g = 2.21 +/- 0.02. Complex 2 is a 2D network of 4,4 topology with the nodes occupied by the Cu-II ions, and the edges formed by single azide and double bpds connectors. The perchlorate anions are located between pairs of bpds. The magnetic data have been fitted considering the complex as a pseudo-one-dimensional system, with all copper((II)) atoms linked by [mu(1,3-azido) bridging ligands at axial positions (long Cu...N-3 distances) since the coupling through long bpds is almost nil. The best-fit parameters obtained with this model are J = -1.21 +/- 0.2 cm(-1), g 2.14 +/- 0.02. (c) Wiley-VCH Verlag GmbH & Co. KGaA, 69451 Weinheim, Germany, 2005).

Solvothermal syntheses, crystal structures and properties of five new thloantimonates(III) containing the [Sb4S7](2-) anion

Five new thioantimonates have been synthesized in the presence of organic amines under solvothermal conditions and their structures determined by single-crystal X-ray diffraction. All of the compounds are layered and contain antimony-sulphide anions of stoichiometry [Sb4S7](2-), but the structure of the anion formed is dependent on the amine used in synthesis. (H3N(CH2)(4)NH3)[Sb4S7] (1) contains [Sb4S7](2-) double chains directed along [010]. Weak interchain Sb-S interactions between neighbouring chains cause the double chains to pack into layers in the ab plane. In the [001] direction, the layers of double chains alternate with doubly protonated diaminobutane molecules to which the chains are hydrogen bonded. Compounds of general formula (TH)(2)[Sb4S7] (T= CH3(CH2)(2)NH2 (2), (CH3)(2)CHNH2 (3), CH3(CH2)(3)NH2 (4) and CH3(CH2)(4)NH2 (5)) adopt a more complex structure in which [Sb3S8](7-) units are linked by Sb-3(3-) pyramids to form chains, which in turn are bridged by sulphur atoms to create sheets containing large heterorings. Pairs of such sheets form double layers of four atoms thickness that are stacked along [001]. Protonated amine molecules are located between anionic antimony-sulphide layers to which they are hydrogen bonded. Thermal analysis reveals that the decomposition temperature of materials containing [Sb4S7](2-) anions is dependent both on the structure of the anion, the lowest decomposition temperature being that of the low-dimensional phase (1) and on the identity of the amine, the decomposition temperature decreasing with an increasing number of carbon atoms and decreasing density. (c) 2005 Elsevier Inc. All rights reserved.

The interaction of flexural-gravity waves with periodic geometries

A periodic structure of finite extent is embedded within an otherwise uniform two-dimensional system consisting of finite-depth fluid covered by a thin elastic plate. An incident harmonic flexural-gravity wave is scattered by the structure. By using an approximation to the corresponding linearised boundary value problem that is based on a slowly varying structure in conjunction with a transfer matrix formulation, a method is developed that generates the whole solution from that for just one cycle of the structure, providing both computational savings and insight into the scattering process. Numerical results show that variations in the plate produce strong resonances about the ‘Bragg frequencies’ for relatively few periods. We find that certain geometrical variations in the plate generate these resonances above the Bragg value, whereas other geometries produce the resonance below the Bragg value. The familiar resonances due to periodic bed undulations tend to be damped by the plate.

Extreme value distribution for singular measures

In this paper we perform an analytical and numerical study of Extreme Value distributions in discrete dynamical systems that have a singular measure. Using the block maxima approach described in Faranda et al. [2011] we show that, numerically, the Extreme Value distribution for these maps can be associated to the Generalised Extreme Value family where the parameters scale with the information dimension. The numerical analysis are performed on a few low dimensional maps. For the middle third Cantor set and the Sierpinskij triangle obtained using Iterated Function Systems, experimental parameters show a very good agreement with the theoretical values. For strange attractors like Lozi and H\`enon maps a slower convergence to the Generalised Extreme Value distribution is observed. Even in presence of large statistics the observed convergence is slower if compared with the maps which have an absolute continuous invariant measure. Nevertheless and within the uncertainty computed range, the results are in good agreement with the theoretical estimates.

Ensemble clustering in deterministic ensemble Kalman filters

Ensemble clustering (EC) can arise in data assimilation with ensemble square root filters (EnSRFs) using non-linear models: an M-member ensemble splits into a single outlier and a cluster of M−1 members. The stochastic Ensemble Kalman Filter does not present this problem. Modifications to the EnSRFs by a periodic resampling of the ensemble through random rotations have been proposed to address it. We introduce a metric to quantify the presence of EC and present evidence to dispel the notion that EC leads to filter failure. Starting from a univariate model, we show that EC is not a permanent but transient phenomenon; it occurs intermittently in non-linear models. We perform a series of data assimilation experiments using a standard EnSRF and a modified EnSRF by a resampling though random rotations. The modified EnSRF thus alleviates issues associated with EC at the cost of traceability of individual ensemble trajectories and cannot use some of algorithms that enhance performance of standard EnSRF. In the non-linear regimes of low-dimensional models, the analysis root mean square error of the standard EnSRF slowly grows with ensemble size if the size is larger than the dimension of the model state. However, we do not observe this problem in a more complex model that uses an ensemble size much smaller than the dimension of the model state, along with inflation and localisation. Overall, we find that transient EC does not handicap the performance of the standard EnSRF.

Using the significant dust deposition event on the glaciers of Mt. Elbrus, Caucasus Mountains, Russia on 5 May 2009 to develop a method for dating and "provenancing" of desert dust events recorded in snow pack

A significant desert dust deposition event occurred on Mt. Elbrus, Caucasus Mountains, Russia on 5 May 2009, where the deposited dust later appeared as a brown layer in the snow pack. An examination of dust transportation history and analysis of chemical and physical properties of the deposited dust were used to develop a new approach for high-resolution “provenancing” of dust deposition events recorded in snow pack using multiple independent techniques. A combination of SEVIRI red-green-blue composite imagery, MODIS atmospheric optical depth fields derived using the Deep Blue algorithm, air mass trajectories derived with HYSPLIT model and analysis of meteorological data enabled identification of dust source regions with high temporal (hours) and spatial (ca. 100 km) resolution. Dust, deposited on 5 May 2009, originated in the foothills of the Djebel Akhdar in eastern Libya where dust sources were activated by the intrusion of cold air from the Mediterranean Sea and Saharan low pressure system and transported to the Caucasus along the eastern Mediterranean coast, Syria and Turkey. Particles with an average diameter below 8 μm accounted for 90% of the measured particles in the sample with a mean of 3.58 μm, median 2.48 μm. The chemical signature of this long-travelled dust was significantly different from the locally-produced dust and close to that of soils collected in a palaeolake in the source region, in concentrations of hematite. Potential addition of dust from a secondary source in northern Mesopotamia introduced uncertainty in the “provenancing” of dust from this event. Nevertheless, the approach adopted here enables other dust horizons in the snowpack to be linked to specific dust transport events recorded in remote sensing and meteorological data archives.

Using the significant dust deposition event on the glaciers of Mt. Elbrus, Caucasus Mountains, Russia on 5 May 2009 to develop a method for dating and provenancing of desert dust events recorded in snow pack.

A significant desert dust deposition event occurred on Mt. Elbrus, Caucasus Mountains, Russia on 5 May 2009, where the deposited dust later appeared as a brown layer in the snow pack. An examination of dust transportation history and analysis of chemical and physical properties of the deposited dust were used to develop a new approach for high-resolution provenancing of dust deposition events recorded in snow pack using multiple independent techniques. A combination of SEVIRI red-green-blue composite imagery, MODIS atmospheric optical depth fields derived using the Deep Blue algorithm, air mass trajectories derived with HYSPLIT model and analysis of meteorological data enabled identification of dust source regions with high temporal (hours) and spatial (ca. 100 km) resolution. Dust, deposited on 5 May 2009, originated in the foothills of the Djebel Akhdar in eastern Libya where dust sources were activated by the intrusion of cold air from the Mediterranean Sea and Saharan low pressure system and transported to the Caucasus along the eastern Mediterranean coast, Syria and Turkey. Particles with an average diameter below 8 μm accounted for 90% of the measured particles in the sample with a mean of 3.58 μm, median 2.48 μm and the dominant mode of 0.60 μm. The chemical signature of this long-travelled dust was significantly different from the locally-produced dust and close to that of soils collected in a palaeolake in the source region, in concentrations of hematite and oxides of aluminium, manganese, and magnesium. Potential addition of dust from a secondary source in northern Mesopotamia introduced uncertainty in the provenancing of dust from this event. Nevertheless, the approach adopted here enables other dust horizons in the snowpack to be linked to specific dust transport events recorded in remote sensing and meteorological data archives.

A comparative review of dimension reduction methods in approximate Bayesian computation

Approximate Bayesian computation (ABC) methods make use of comparisons between simulated and observed summary statistics to overcome the problem of computationally intractable likelihood functions. As the practical implementation of ABC requires computations based on vectors of summary statistics, rather than full data sets, a central question is how to derive low-dimensional summary statistics from the observed data with minimal loss of information. In this article we provide a comprehensive review and comparison of the performance of the principal methods of dimension reduction proposed in the ABC literature. The methods are split into three nonmutually exclusive classes consisting of best subset selection methods, projection techniques and regularization. In addition, we introduce two new methods of dimension reduction. The first is a best subset selection method based on Akaike and Bayesian information criteria, and the second uses ridge regression as a regularization procedure. We illustrate the performance of these dimension reduction techniques through the analysis of three challenging models and data sets.

Reduced-order dynamics of the Martian atmospheric dynamics

In this paper we explore the possibility of deriving low-dimensional models of the dynamics of the Martian atmosphere. The analysis consists of a Proper Orthogonal Decomposition (POD) of the atmospheric streamfunction after first decomposing the vertical structure with a set of eigenmodes. The vertical modes were obtained from the quasi-geostrophic vertical structure equation. The empirical orthogonal functions (EOFs) were optimized to represent the atmospheric total energy. The total energy was used as the criterion to retain those modes with large energy content and discard the rest. The principal components (PCs) were analysed by means of Fourier analysis, so that the dominant frequencies could be identified. It was possible to observe the strong influence of the diurnal cycle and to identify the motion and vacillation of baroclinic waves.

Coalescence of particles by differential sedimentation

We consider a three dimensional system consisting of a large number of small spherical particles, distributed in a range of sizes and heights (with uniform distribution in the horizontal direction). Particles move vertically at a size-dependent terminal velocity. They are either allowed to merge whenever they cross or there is a size ratio criterion enforced to account for collision efficiency. Such a system may be described, in mean field approximation, by the Smoluchowski kinetic equation with a differential sedimentation kernel. We obtain self-similar steady-state and time-dependent solutions to the kinetic equation, using methods borrowed from weak turbulence theory. Analytical results are compared with direct numerical simulations (DNS) of moving and merging particles, and a good agreement is found.

Gaussian processes autoencoder for dimensionality reduction

Learning low dimensional manifold from highly nonlinear data of high dimensionality has become increasingly important for discovering intrinsic representation that can be utilized for data visualization and preprocessing. The autoencoder is a powerful dimensionality reduction technique based on minimizing reconstruction error, and it has regained popularity because it has been efficiently used for greedy pretraining of deep neural networks. Compared to Neural Network (NN), the superiority of Gaussian Process (GP) has been shown in model inference, optimization and performance. GP has been successfully applied in nonlinear Dimensionality Reduction (DR) algorithms, such as Gaussian Process Latent Variable Model (GPLVM). In this paper we propose the Gaussian Processes Autoencoder Model (GPAM) for dimensionality reduction by extending the classic NN based autoencoder to GP based autoencoder. More interestingly, the novel model can also be viewed as back constrained GPLVM (BC-GPLVM) where the back constraint smooth function is represented by a GP. Experiments verify the performance of the newly proposed model.