Tropospheric planetary wave dynamics and mixture modeling: Two preferred regimes and a regime shift

Investigation of preferred structures of planetary wave dynamics is addressed using multivariate Gaussian mixture models. The number of components in the mixture is obtained using order statistics of the mixing proportions, hence avoiding previous difficulties related to sample sizes and independence issues. The method is first applied to a few low-order stochastic dynamical systems and data from a general circulation model. The method is next applied to winter daily 500-hPa heights from 1949 to 2003 over the Northern Hemisphere. A spatial clustering algorithm is first applied to the leading two principal components (PCs) and shows significant clustering. The clustering is particularly robust for the first half of the record and less for the second half. The mixture model is then used to identify the clusters. Two highly significant extratropical planetary-scale preferred structures are obtained within the first two to four EOF state space. The first pattern shows a Pacific-North American (PNA) pattern and a negative North Atlantic Oscillation (NAO), and the second pattern is nearly opposite to the first one. It is also observed that some subspaces show multivariate Gaussianity, compatible with linearity, whereas others show multivariate non-Gaussianity. The same analysis is also applied to two subperiods, before and after 1978, and shows a similar regime behavior, with a slight stronger support for the first subperiod. In addition a significant regime shift is also observed between the two periods as well as a change in the shape of the distribution. The patterns associated with the regime shifts reflect essentially a PNA pattern and an NAO pattern consistent with the observed global warming effect on climate and the observed shift in sea surface temperature around the mid-1970s.

Um estudo na teoria do movimento brownianno com viscosidade variável

In this work we investigate the stochastic behavior of a large class of systems with variable damping which are described by a time-dependent Lagrangian. Our stochastic approach is based on the Langevin treatment describing the motion of a classical Brownian particle of mass m. Two situations of physical interest are considered. In the first one, we discuss in detail an application of the standard Langevin treatment (white noise) for the variable damping system. In the second one, a more general viewpoint is adopted by assuming a given expression to the so-called collored noise. For both cases, the basic diffententiaql equations are analytically solved and al the quantities physically relevant are explicitly determined. The results depend on an arbitrary q parameter measuring how the behavior of the system departs from the standard brownian particle with constant viscosity. Several types of sthocastic behavior (superdiffusive and subdiffusive) are obteinded when the free pamameter varies continuosly. However, all the results of the conventional Langevin approach with constant damping are recovered in the limit q = 1

Mitigating systematic errors for single frequency GPS receivers employing a penalized least squares methodology

Among the positioning systems that compose GNSS (Global Navigation Satellite System), GPS has the capability of providing low, medium and high precision positioning data. However, GPS observables may be subject to many different types of errors. These systematic errors can degrade the accuracy of the positioning provided by GPS. These errors are mainly related to GPS satellite orbits, multipath, and atmospheric effects. In order to mitigate these errors, a semiparametric model and the penalized least squares technique were employed in this study. This is similar to changing the stochastical model, in which error functions are incorporated and the results are similar to those in which the functional model is changed instead. Using this method, it was shown that ambiguities and the estimation of station coordinates were more reliable and accurate than when employing a conventional least squares methodology.

Estudio de factibilidad de importación de calzado

Este proyecto de investigación es un estudio de factibilidad de importación del calzado para dama desde China para la empresa colombiana Kenzo Jeans a través del cual se evalúan a profundidad estrategias en producto, precio y distribución para que la empresa valore la conveniencia del proceso. El objetivo de esta investigación es generar herramientas y estrategias necesarias para que la empresa logre tener una visión más completa al importar calzado desde China para la distribución en el mercado colombiano. Este estudio se realizó con el fin de brindar información para que la gerencia pueda tomar decisiones correctas, eliminando el desconocimiento que pueda generar mayor incertidumbre al involucrarse en un proceso de importación. Para llevar a cabo este proceso se determinaron unos criterios de evaluación y selección mínimos respecto al diseño del producto, precio, calidad, número de unidades mínimas para realizar el pedido, empaque y etiquetado con el que debían contar los posibles proveedores en China. Esto se realizó a través de un acercamiento a los potenciales proveedores y permitió filtrar a aquellos que podrían cumplir con los criterios exigidos por Kenzo Jeans. Una vez realizado el proceso de clasificación y selección se logró determinar que existe potencial en la importación de calzado de dama desde China. Hecho este proceso se sugiere a Kenzo Jeans realizar contacto directo con estas empresas a través de un posible viaje de negocios.

Crossover between the extended and localized regimes in stochastic partially self-avoiding walks in one-dimensional disordered systems

Consider N sites randomly and uniformly distributed in a d-dimensional hypercube. A walker explores this disordered medium going to the nearest site, which has not been visited in the last mu (memory) steps. The walker trajectory is composed of a transient part and a periodic part (cycle). For one-dimensional systems, travelers can or cannot explore all available space, giving rise to a crossover between localized and extended regimes at the critical memory mu(1) = log(2) N. The deterministic rule can be softened to consider more realistic situations with the inclusion of a stochastic parameter T (temperature). In this case, the walker movement is driven by a probability density function parameterized by T and a cost function. The cost function increases as the distance between two sites and favors hops to closer sites. As the temperature increases, the walker can escape from cycles that are reminiscent of the deterministic nature and extend the exploration. Here, we report an analytical model and numerical studies of the influence of the temperature and the critical memory in the exploration of one-dimensional disordered systems.

Comments on ‘‘Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions

Applied Mathematical Modelling, Vol.33

Stochastic effects and uncertainties in assessing electromagnetic interactions with control systems

Electromagnetic compatibility, lightning, crosstalk surge voltages, Monte Carlo simulation, accident initiator

The achievable region approach to the optimal control of stochastic systems

The achievable region approach seeks solutions to stochastic optimisation problems by: (i) characterising the space of all possible performances(the achievable region) of the system of interest, and (ii) optimisingthe overall system-wide performance objective over this space. This isradically different from conventional formulations based on dynamicprogramming. The approach is explained with reference to a simpletwo-class queueing system. Powerful new methodologies due to the authorsand co-workers are deployed to analyse a general multiclass queueingsystem with parallel servers and then to develop an approach to optimalload distribution across a network of interconnected stations. Finally,the approach is used for the first time to analyse a class of intensitycontrol problems.

Stochastic resonance in noisy nondynamical systems

We have analyzed the effects of the addition of external noise to nondynamical systems displaying intrinsic noise, and established general conditions under which stochastic resonance appears. The criterion we have found may be applied to a wide class of nondynamical systems, covering situations of different nature. Some particular examples are discussed in detail.

Stochastic resonance in noisy nondynamical systems

We have analyzed the effects of the addition of external noise to nondynamical systems displaying intrinsic noise, and established general conditions under which stochastic resonance appears. The criterion we have found may be applied to a wide class of nondynamical systems, covering situations of different nature. Some particular examples are discussed in detail.

Divergent signal-to-noise ratio and stochastic resonance in monostable systems

We present a class of systems for which the signal-to-noise ratio always increases when increasing the noise and diverges at infinite noise level. This new phenomenon is a direct consequence of the existence of a scaling law for the signal-to-noise ratio and implies the appearance of stochastic resonance in some monostable systems. We outline applications of our results to a wide variety of systems pertaining to different scientific areas. Two particular examples are discussed in detail.

Stochastic resonance in nonpotential systems

We propose a method to analytically show the possibility for the appearance of a maximum in the signal-to-noise ratio in nonpotential systems. We apply our results to the FitzHugh-Nagumo model under a periodic external forcing, showing that the model exhibits stochastic resonance. The procedure that we follow is based on the reduction to a one-dimensional dynamics in the adiabatic limit and in the topology of the phase space of the systems under study. Its application to other nonpotential systems is also discussed.

Criteria for hitting probabilities with applications to systems of stochastic wave equations

We develop several results on hitting probabilities of random fields which highlight the role of the dimension of the parameter space. This yields upper and lower bounds in terms of Hausdorff measure and Bessel-Riesz capacity, respectively. We apply these results to a system of stochastic wave equations in spatial dimension k >- 1 driven by a d-dimensional spatially homogeneous additive Gaussian noise that is white in time and colored in space.

Adaptive deadbeat control of stochastic systems

This paper considers the use of a discrete-time deadbeat control action on systems affected by noise. Variations on the standard controller form are discussed and comparisons are made with controllers in which noise rejection is a higher priority objective. Both load and random disturbances are considered in the system description, although the aim of the deadbeat design remains as a tailoring of reference input variations. Finally, the use of such a deadbeat action within a self-tuning control framework is shown to satisfy, under certain conditions, the self-tuning property, generally though only when an extended form of least-squares estimation is incorporated.