Working covariance model selection for generalized estimating equations

We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice.

Standard errors and covariance matrices for smoothed rank estimators

A 'pseudo-Bayesian' interpretation of standard errors yields a natural induced smoothing of statistical estimating functions. When applied to rank estimation, the lack of smoothness which prevents standard error estimation is remedied. Efficiency and robustness are preserved, while the smoothed estimation has excellent computational properties. In particular, convergence of the iterative equation for standard error is fast, and standard error calculation becomes asymptotically a one-step procedure. This property also extends to covariance matrix calculation for rank estimates in multi-parameter problems. Examples, and some simple explanations, are given.

The sensitivity of the northern hemisphere summer mean meridional circulation to changes in the large scale eddy forcing

A zonally averaged version of the Goddard Laboratory for Atmospheric Sciences (GLAS) climate model is used to study the sensitivity of the northern hemisphere (NH) summer mean meridional circulation to changes in the large scale eddy forcing. A standard solution is obtained by prescribing the latent heating field and climatological horizontal transports of heat and momentum by the eddies. The radiative heating and surface fluxes are calculated by model parameterizations. This standard solution is compared with the results of several sensitivity studies. When the eddy forcing is reduced to 0.5 times or increased to 1.5 times the climatological values, the strength of the Ferrel cells decrease or increase proportionally. It is also seen that such changes in the eddy forcing can influence the strength of theNH Hadley cell significantly. Possible impact of such changes in the large scale eddy forcing on the monsoon circulation via changes in the Hadley circulation is discussed. Sensitivity experiments including only one component of eddy forcing at a time show that the eddy momentum fluxes seem to be more important in maintaining the Ferrel cells than the eddy heat fluxes. In the absence of the eddy heat fluxes, the observed eddy momentum fluxes alone produce subtropical westerly jets which are weaker than those in the standard solution. On the other hand, the observed eddy heat fluxes alone produce subtropical westerly jets which are stronger than those in the standard solution.

Eddy diffusivity: A single dispersion analysis of high resolution drifters in a tidal shallow estuary

In an estuary, mixing and dispersion resulting from turbulence and small scale fluctuation has strong spatio-temporal variability which cannot be resolved in conventional hydrodynamic models while some models employs parameterizations large water bodies. This paper presents small scale diffusivity estimates from high resolution drifters sampled at 10 Hz for periods of about 4 hours to resolve turbulence and shear diffusivity within a tidal shallow estuary (depth < 3 m). Taylor's diffusion theorem forms the basis of a first order estimate for the diffusivity scale. Diffusivity varied between 0.001 – 0.02 m2/s during the flood tide experiment. The diffusivity showed strong dependence (R2 > 0.9) on the horizontal mean velocity within the channel. Enhanced diffusivity caused by shear dispersion resulting from the interaction of large scale flow with the boundary geometries was observed. Turbulence within the shallow channel showed some similarities with the boundary layer flow which include consistency with slope of 5/3 predicted by Kolmogorov's similarity hypothesis within the inertial subrange. The diffusivities scale locally by 4/3 power law following Okubo's scaling and the length scale scales as 3/2 power law of the time scale. The diffusivity scaling herein suggests that the modelling of small scale mixing within tidal shallow estuaries can be approached from classical turbulence scaling upon identifying pertinent parameters.

Residual noise covariance for Planck low-resolution data analysis

Aims: Develop and validate tools to estimate residual noise covariance in Planck frequency maps. Quantify signal error effects and compare different techniques to produce low-resolution maps. Methods: We derive analytical estimates of covariance of the residual noise contained in low-resolution maps produced using a number of map-making approaches. We test these analytical predictions using Monte Carlo simulations and their impact on angular power spectrum estimation. We use simulations to quantify the level of signal errors incurred in different resolution downgrading schemes considered in this work. Results: We find an excellent agreement between the optimal residual noise covariance matrices and Monte Carlo noise maps. For destriping map-makers, the extent of agreement is dictated by the knee frequency of the correlated noise component and the chosen baseline offset length. The significance of signal striping is shown to be insignificant when properly dealt with. In map resolution downgrading, we find that a carefully selected window function is required to reduce aliasing to the sub-percent level at multipoles, ell > 2Nside, where Nside is the HEALPix resolution parameter. We show that sufficient characterization of the residual noise is unavoidable if one is to draw reliable contraints on large scale anisotropy. Conclusions: We have described how to compute the low-resolution maps, with a controlled sky signal level, and a reliable estimate of covariance of the residual noise. We have also presented a method to smooth the residual noise covariance matrices to describe the noise correlations in smoothed, bandwidth limited maps.

Large Eddy Simulation

Large eddy simulation (LES) is an emerging technique for obtaining an approximation to turbulent flow fields It is an improvement over the widely prevalent practice of obtaining means of turbulent flows when the flow has large scale, low frequency, unsteadiness An introduction to the method, its general formulation, and the more common modelling for flows without reaction, is discussed Some attempts at extension to flows with combustion have been made Examples from present work for flows with and without combustion are given The final example of the LES of the combustor of a helicopter engine illustrates the state-of-the-art in application of the technique

Relaxation system based sub-grid scale modelling for large eddy simulation of Burgers' equation

An implicit sub-grid scale model for large eddy simulation is presented by utilising the concept of a relaxation system for one dimensional Burgers' equation in a novel way. The Burgers' equation is solved for three different unsteady flow situations by varying the ratio of relaxation parameter (epsilon) to time step. The coarse mesh results obtained with a relaxation scheme are compared with the filtered DNS solution of the same problem on a fine mesh using a fourth-order CWENO discretisation in space and third-order TVD Runge-Kutta discretisation in time. The numerical solutions obtained through the relaxation system have the same order of accuracy in space and time and they closely match with the filtered DNS solutions.

Large eddy simulation of a premixed flame with approximate deconvolution modeling

Approximate deconvolution modeling is a very recent approach to large eddy simulation of turbulent flows. It has been applied to compressible flows with success. Here, a premixed flame which forms in the wake of a flameholder has been selected to examine the subgrid-scale modeling of reaction rate by this new method because a previous plane two-dimensional simulation of this wake flame, using a wrinkling function and artificial flame thickening, had revealed discrepancies when compared with experiment. The present simulation is of the temporal evolution of a round wakelike flow at two Reynolds numbers, Re = 2000 and 10,000, based on wake defect velocity and wake diameter. A Fourier-spectral code has been used. The reaction is single-step and irreversible, and the rate follows an Arrhenius law. The reference simulation at the lower Reynolds number is fully resolved. At Re = 10,000, subgrid-scale contributions are significant. It was found that subgrid-scale modeling in the present simulation agrees more closely with unresolved subgrid-scale effects observed in experiment. Specifically, the highest contributions appeared in thin folded regions created by vortex convection. The wrinkling function approach had not selected subgrid-scale effects in these regions.

Filtered density function for large eddy simulation of turbulent reacting flows

A methodology termed the “filtered density function” (FDF) is developed and implemented for large eddy simulation (LES) of chemically reacting turbulent flows. In this methodology, the effects of the unresolved scalar fluctuations are taken into account by considering the probability density function (PDF) of subgrid scale (SGS) scalar quantities. A transport equation is derived for the FDF in which the effect of chemical reactions appears in a closed form. The influences of scalar mixing and convection within the subgrid are modeled. The FDF transport equation is solved numerically via a Lagrangian Monte Carlo scheme in which the solutions of the equivalent stochastic differential equations (SDEs) are obtained. These solutions preserve the Itô-Gikhman nature of the SDEs. The consistency of the FDF approach, the convergence of its Monte Carlo solution and the performance of the closures employed in the FDF transport equation are assessed by comparisons with results obtained by direct numerical simulation (DNS) and by conventional LES procedures in which the first two SGS scalar moments are obtained by a finite difference method (LES-FD). These comparative assessments are conducted by implementations of all three schemes (FDF, DNS and LES-FD) in a temporally developing mixing layer and a spatially developing planar jet under both non-reacting and reacting conditions. In non-reacting flows, the Monte Carlo solution of the FDF yields results similar to those via LES-FD. The advantage of the FDF is demonstrated by its use in reacting flows. In the absence of a closure for the SGS scalar fluctuations, the LES-FD results are significantly different from those based on DNS. The FDF results show a much closer agreement with filtered DNS results. © 1998 American Institute of Physics.

Validation of a Modified Eddy Dissipation Concept Model for Stationary and Nonstationary Turbulent Diffusion Flames

A transient flame simulation tool based on unsteady Reynolds average Navier Stokes (RANS) is characterized for stationary and nonstationary flame applications with a motivation of performing computationally affordable flame stability studies. Specifically, the KIVA-3V code is utilized with incorporation of a recently proposed modified eddy dissipation concept for simulating turbulence-chemistry interaction along with a model for radiation loss. Detailed comparison of velocities, turbulent kinetic energies, temperature, and species are made with the experimental data of the turbulent, non-premixed DLR_A CH4/H-2/N-2 jet flame. The comparison shows that the model is able to predict flame structure very well. The effect of some of the modeling assumptions is assessed, and strategies to model a stationary diffusion flame are recommended. Unsteady flame simulation capabilities of the numerical model are assessed by simulating an acoustically excited, experimental, oscillatory H-2-air diffusion flame. Comparisons are made with oscillatory velocity field and OH plots, and the numerical code is observed to predict transient flame structure well.