Progress on “Changing coastlines: data assimilation for morphodynamic prediction and predictability”

The task of assessing the likelihood and extent of coastal flooding is hampered by the lack of detailed information on near-shore bathymetry. This is required as an input for coastal inundation models, and in some cases the variability in the bathymetry can impact the prediction of those areas likely to be affected by flooding in a storm. The constant monitoring and data collection that would be required to characterise the near-shore bathymetry over large coastal areas is impractical, leaving the option of running morphodynamic models to predict the likely bathymetry at any given time. However, if the models are inaccurate the errors may be significant if incorrect bathymetry is used to predict possible flood risks. This project is assessing the use of data assimilation techniques to improve the predictions from a simple model, by rigorously incorporating observations of the bathymetry into the model, to bring the model closer to the actual situation. Currently we are concentrating on Morecambe Bay as a primary study site, as it has a highly dynamic inter-tidal zone, with changes in the course of channels in this zone impacting the likely locations of flooding from storms. We are working with SAR images, LiDAR, and swath bathymetry to give us the observations over a 2.5 year period running from May 2003 – November 2005. We have a LiDAR image of the entire inter-tidal zone for November 2005 to use as validation data. We have implemented a 3D-Var data assimilation scheme, to investigate the improvements in performance of the data assimilation compared to the previous scheme which was based on the optimal interpolation method. We are currently evaluating these different data assimilation techniques, using 22 SAR data observations. We will also include the LiDAR data and swath bathymetry to improve the observational coverage, and investigate the impact of different types of observation on the predictive ability of the model. We are also assessing the ability of the data assimilation scheme to recover the correct bathymetry after storm events, which can dramatically change the bathymetry in a short period of time.

Net nutrient absorption and liver metabolism in lactating dairy cows fed supplemental dietary biotin

The effect of feeding supplemental biotin on net absorption and metabolism of nutrients by the portal-drained viscera (PDV; the gut, pancreas, spleen and associated fat) and liver of lactating dairy cows was measured. Three cows in early to mid-lactation catheterised for measurements of net nutrient absorption and metabolism by the PDV and liver were fed a total-mixed ration with or without supplemental biotin at 20 mg/day using a switch-back design (ABA v. BAB) with three 2-week periods. There were no effects of feeding biotin on dry matter intake (22.2 kg/day), milk yield (29.5 kg/day) or milk composition. There was also no effect of feeding biotin on net release of glucose by the liver, net liver removal of glucose precursors (propionate, alanine, lactate) or net liver release of p-hydroxybutyrate. Feeding biotin increased net PDV release of ammonia. Reasons for the response are not certain, but a numerical increase in net PDV release of acetate suggests that rumen or hindgut fermentation was altered. Results of the present study do not support the hypothesis that supplemental biotin increases liver glucose production in lactating dairy cows.

Effect of feeding supplemental fibrolytic enzymes or soluble sugars with malic acid on milk production

Two trials were conducted to evaluate effects of feeding supplemental fibrolytic enzymes or soluble sugars and malic acid on milk production. In trial 1, 257 cows at four sites were fed a basal diet consisting of no more than 60% of forage DM as corn silage and less than 40% as alfalfa hay. Cows were assigned randomly within site, parity, and two stages of lactation to: 1) control; 2) enzyme A; 3) enzyme B; and 4) soluble sugars and malic acid. There was a 14-d pretreatment and an 84-d treatment period. Enzyme solutions were sprayed on either the forage component or the TMR each day while mixing feed. Trial 2 was similar, except 122 cows at one site in the United Kingdom were fed diets containing forage that was 75% corn silage and 25% grass silage, and all cows began the study between 25 to 31 DIM. Mean milk productions for 233 cows that completed trial 1 were 32.9, 32.5, 32.4, and 32.9 kg/d for control, enzyme A, enzyme B, and soluble sugars and malic acid, respectively. Mean milk productions for 116 cows that completed trial 2 were 28.2, 27.9, 28.8, and 28.4 kg/d, respectively. In vitro analyses of the activities of enzyme solutions indicated that all major cellulose and hemicellulose degrading activities were present; however, the pH optima (approximate pH = 4 to 5) were more acidic, and the temperature optimum (approximately 50 C) was greater than normal pH and temperature in the rumen. If fibrolytic activity in the rumen is a major mechanism of action of supplemental fibrolytic enzymes, it appears that considerable activity of these preparations was lost due to conditions in the rumen. In conclusion, feeding supplemental fibrolytic enzymes or malic acid with soluble sugars had no effect on milk production under the conditions used in this study.

A two-stage continuous culture system to study the effect of supplemental alpha-lactalbumin and glycomacropeptide on mixed cultures of human gut bacteria challenged with enteropathogenic Escherichia coli and Salmonella serotype Typhimurium

Aims: Certain milk factors may promote the growth of a gastrointestinal microflora predominated by bifidobacteria and may aid in overcoming enteric infections. This may explain why breast-fed infants experience fewer intestinal infections than their formula-fed counterparts. The effect of formula supplementation with two such factors was investigated in this study. Methods and Results: Infant faecal specimens were used to ferment formulae supplemented with glycomacropeptide (GMP) and alpha-lactalbumin (alpha-la) in a two-stage compound continuous culture model. At steady state, all fermenter vessels were inoculated with 5 ml of 0.1 M phosphate-buffered saline (pH 7.2) containing 10(8) CFU ml(-1) of either enteropathogenic Escherichia coli 2348/69 (O127:H6) or Salmonella serotype Typhimurium (DSMZ 5569). Bacteriology was determined by independent fluorescence in situ hybridization. Vessels that contained breast milk (BM), as well as alpha-la and GMP supplemented formula had stable total counts of bifidobacteria while lactobacilli increased significantly only in vessels with breast milk. Bacteroides, clostridia and E. coli decreased significantly in all three groups prior to pathogen addition. Escherichia coli counts decreased in vessels containing BM and alpha-la while Salmonella decreased significantly in all vessels containing BM, alpha-la and GMP. Acetate was the predominant acid. Significance and Impact of the Study: Supplementation of infant formulae with appropriate milk proteins may be useful in mimicking the beneficial bacteriological effects of breast milk.

Dimension and coverage of multiple-models structures using clustering techniques

In this work a method for building multiple-model structures is presented. A clustering algorithm that uses data from the system is employed to define the architecture of the multiple-model, including the size of the region covered by each model, and the number of models. A heating ventilation and air conditioning system is used as a testbed of the proposed method.

Water adsorption on O-covered Ru{0001}: coverage-dependent change from dissociation to molecular adsorption

When water is coadsorbed with oxygen at coverages above 0.25ML an intact water species is observed in high resolution X-ray photoelectron spectroscopy up to 220 K, which is significantly more stable than intact water on the clean surface. The presence of this species causes a shift in the O 1s binding energy of the pre-adsorbed oxygen, which indicates the formation of hydrogen bonds between the two adsorbates. Low coverages of oxygen induce partial dissociation and recombinative desorption in the same temperature range, which illustrates that desorption temperatures alone cannot be used to determine whether water is molecularly intact or not.

The surface geometries of the medium and high coverage carbon monoxide structures c(2 × 4)–(2CO) and p(root7- x root7)R19°–(4CO) structure

The surface geometries of the p (root7- x root7)R19degrees-(4CO) and c(2 x 4)-(2CO) layers on Ni {111} and the clean Ni {111} surface were determined by low energy electron diffraction structure analysis. For the clean surface small but significant contractions of d(12) and d(23) (both 2.02 Angstrom) were found with respect to the bulk interlayer distance (2.03 Angstrom). In the c(2 x 4)-(2CO) structure these distances are expanded, with values of d(12) = 2.08 Angstrom and d(23) = 2.06 Angstrom and buckling of 0.08 and 0.02 Angstrom, respectively, in the first and second layer. CO resides near hcp and fcc hollow sites with relatively large lateral shifts away from the ideal positions leading to unequal C-Ni bond lengths between 1.76 and 1.99 Angstrom. For the p(root7- x root7-)R19'-(4CO) layer two best fit geometries were found, which agree in most of their atomic positions, except for one out of four CO molecules, which is either near atop or between bridge and atop. The remaining three molecules reside near hcp and fcc sites, again with large lateral deviations from their ideal positions. The average C Ni bond length for these molecules is, however, the same as for CO on hollow sites at low coverage. The average CNi bond length at hollow sites, the interlayer distances, and buckling in the first Ni layer are similar to the c(2 x 4)(2CO) geometry, only the buckling in the second layer (0.08 Angstrom) is significantly larger. Lateral and vertical shifts of the Ni atoms in the first layer lead to unsymmetric environments for the CO molecules, which can be regarded as an imprint of the chiral p(root7- x root7-)R19degrees lattice geometry onto the substrate.

Effect of feed restriction and supplemental dietary fat on gut peptide and hypothalamic neuropeptide mRNA concentrations in growing wethers

The objectives of the present study were 1) to evaluate the effects of supplemental fat and ME intake on plasma concentrations of glucagon-like peptide-1 (GLP-1), cholecystokinin (CCK), glucose-dependent insulinotropic polypeptide, ghrelin, and oxyntomodulin; and 2) to determine the association of these peptides with DMI and the hypothalamic concentration of mRNA for the following neuropeptides: neuropeptide Y (NPY), agouti-related peptide (AgRP), and proopiomelanocortin (POMC). In a completely randomized block design with a 2 x 2 factorial arrangement of treatments, 32 pens with 2 wethers each were restricted-fed (2.45 Mcal/lamb per day) or offered diets ad libitum (n = 16) with or without 6% supplemental fat (n = 16) for a period of 30 d. Dry matter intake was measured daily. On d 8, 15, 22, and 29, BW was measured before feeding, and 6 h after feeding, blood samples were collected for plasma measurement of insulin, GLP-1, CCK, ghrelin, glucose-dependent insulinotropic polypeptide, oxyntomodulin, glucose, and NEFA concentrations. On d 29, blood was collected 30 min before feeding for the same hormone and metabolite analyses. At the end of the experiment, wethers were slaughtered and the hypothalami were collected to measure concentrations of NPY, AgRP, and POMC mRNA. Offering feed ad libitum (resulting in greater ME intake) increased plasma insulin and NEFA concentrations (P = 0.02 and 0.02, respectively) and decreased hypothalamic mRNA expression of NPY and AgRP (P = 0.07 and 0.02, respectively) compared with the restricted-fed wethers. There was a trend for the addition of dietary fat to decrease DMI (P = 0.12). Addition of dietary fat decreased insulin and glucose concentrations (P < 0.05 and 0.01, respectively) and tended to increase hypothalamic mRNA concentrations for NPY and AgRP (P = 0.07 and 0.11, respectively). Plasma GLP-1 and CCK concentrations increased in wethers offered feed ad libitum compared with restricted-fed wethers, but the response was greater when wethers were offered feed ad libitum and had supplemental fat in the diet (fat x intake interaction, P = 0.04). The prefeeding plasma ghrelin concentration was greater in restricted-fed wethers compared with those offered feed ad libitum, but the concentrations were similar 6 h after feeding (intake x time interaction, P < 0.01). Supplemental dietary fat did not affect (P = 0.22) plasma ghrelin concentration. We conclude that insulin, ghrelin, CCK, and GLP-1 may regulate DMI in sheep by regulating the hypothalamic gene expression of NPY, AgRP, and POMC.

American option valuation: implied calibration of GARCH pricing models

This study analyzes the issue of American option valuation when the underlying exhibits a GARCH-type volatility process. We propose the usage of Rubinstein's Edgeworth binomial tree (EBT) in contrast to simulation-based methods being considered in previous studies. The EBT-based valuation approach makes an implied calibration of the pricing model feasible. By empirically analyzing the pricing performance of American index and equity options, we illustrate the superiority of the proposed approach.