A joint state and parameter estimation scheme for nonlinear dynamical systems

We present a novel algorithm for concurrent model state and parameter estimation in nonlinear dynamical systems. The new scheme uses ideas from three dimensional variational data assimilation (3D-Var) and the extended Kalman filter (EKF) together with the technique of state augmentation to estimate uncertain model parameters alongside the model state variables in a sequential filtering system. The method is relatively simple to implement and computationally inexpensive to run for large systems with relatively few parameters. We demonstrate the efficacy of the method via a series of identical twin experiments with three simple dynamical system models. The scheme is able to recover the parameter values to a good level of accuracy, even when observational data are noisy. We expect this new technique to be easily transferable to much larger models.

The impact of a thermodynamic sea-ice module in the COSMO numerical weather prediction model on simulations for the Laptev Sea, Siberian Arctic

Previous versions of the Consortium for Small-scale Modelling (COSMO) numerical weather prediction model have used a constant sea-ice surface temperature, but observations show a high degree of variability on sub-daily timescales. To account for this, we have implemented a thermodynamic sea-ice module in COSMO and performed simulations at a resolution of 15 km and 5 km for the Laptev Sea area in April 2008. Temporal and spatial variability of surface and 2-m air temperature are verified by four automatic weather stations deployed along the edge of the western New Siberian polynya during the Transdrift XIII-2 expedition and by surface temperature charts derived from Moderate Resolution Imaging Spectroradiometer (MODIS) satellite data. A remarkable agreement between the new model results and these observations demonstrates that the implemented sea-ice module can be applied for short-range simulations. Prescribing the polynya areas daily, our COSMO simulations provide a high-resolution and high-quality atmospheric data set for the Laptev Sea for the period 14-30 April 2008. Based on this data set, we derive a mean total sea-ice production rate of 0.53 km3/day for all Laptev Sea polynyas under the assumption that the polynyas are ice-free and a rate of 0.30 km3/day if a 10-cm-thin ice layer is assumed. Our results indicate that ice production in Laptev Sea polynyas has been overestimated in previous studies.

High-precision measurements of the co-polar correlation coefficient: non-Gaussian errors and retrieval of the dispersion parameter µ in rainfall

The co-polar correlation coefficient (ρhv) has many applications, including hydrometeor classification, ground clutter and melting layer identification, interpretation of ice microphysics and the retrieval of rain drop size distributions (DSDs). However, we currently lack the quantitative error estimates that are necessary if these applications are to be fully exploited. Previous error estimates of ρhv rely on knowledge of the unknown "true" ρhv and implicitly assume a Gaussian probability distribution function of ρhv samples. We show that frequency distributions of ρhv estimates are in fact highly negatively skewed. A new variable: L = -log10(1 - ρhv) is defined, which does have Gaussian error statistics, and a standard deviation depending only on the number of independent radar pulses. This is verified using observations of spherical drizzle drops, allowing, for the first time, the construction of rigorous confidence intervals in estimates of ρhv. In addition, we demonstrate how the imperfect co-location of the horizontal and vertical polarisation sample volumes may be accounted for. The possibility of using L to estimate the dispersion parameter (µ) in the gamma drop size distribution is investigated. We find that including drop oscillations is essential for this application, otherwise there could be biases in retrieved µ of up to ~8. Preliminary results in rainfall are presented. In a convective rain case study, our estimates show µ to be substantially larger than 0 (an exponential DSD). In this particular rain event, rain rate would be overestimated by up to 50% if a simple exponential DSD is assumed.

Gaze stabilization testing: The efficiency and test-retest reliability of user operated control versus the parameter estimation (PEST) algorithm

The primary objective of this research study is to determine which form of testing, the PEST algorithm or an operator-controlled condition is most accurate and time efficient for administration of the gaze stabilization test

EFFECT OF DRYING METHODS ON THE THERMODYNAMIC PROPERTIES OF BLACKBERRY PULP POWDER

Three different types of maltodextrin encapsulated dehydrated blackberry fruit powders were obtained using vibrofluidized bed drying (VF), spray drying (SD), vacuum drying (VD), and freeze drying (FD). Moisture equilibrium data of blackberry pulp powders with 18% maltodextrin were determined at 20, 30, 40, and 50 degrees C using the static gravimetric method for the water activity range of 0.06-0.90. Experimental equilibrium moisture content data versus water activity were fit to the Guggenheim-Anderson-de Boer (GAB) model. Agreement was found between experimental and calculated values. The isosteric heat of sorption of water was determined using the Clausius-Clapeyron equation from the equilibrium data; isosteric heats of sorption were found to increase with increasing temperature and could be adjusted by an exponential relationship. For freeze dried, vibrofluidized, and vacuum dried pulp powder samples, the isosteric heats of sorption were lower (more negative) than those calculated for spray dried samples. The enthalpy-entropy compensation theory was applied to sorption isotherms and plots of Delta H versus Delta S provided the isokinetic temperatures, indicating an enthalpy-controlled sorption process.

Thermodynamic and statistical analysis of soybean oil extraction process using renewable solvent

The main goal of this work was to evaluate thermodynamic parameters of the soybean oil extraction process using ethanol as solvent. The experimental treatments were as follows: aqueous solvents with water contents varying from 0 to 13% (mass basis) and extraction temperature varying from 50 to 100 degrees C. The distribution coefficients of oil at equilibrium have been used to calculate enthalpy, entropy and free energy changes. The results indicate that oil extraction process with ethanol is feasible and spontaneous, mainly under higher temperature. Also, the influence of water level in the solvent and temperature were analysed using the response surface methodology (RSM). It can be noted that the extraction yield was highly affected by both independent variables. A joint analysis of thermodynamic and RSM indicates the optimal level of solvent hydration and temperature to perform the extraction process.

On phantom thermodynamics

The thermodynamic properties of dark energy fluids described by an equation of state parameter omega = p/rho are rediscussed in the context of FRW type geometries. Contrarily to previous claims, it is argued here that the phantom regime omega < -1 is not physically possible since that both the temperature and the entropy of every physical fluids must be always positive definite. This means that one cannot appeal to negative temperature in order to save the phantom dark energy hypothesis as has been recently done in the literature. Such a result remains true as long as the chemical potential is zero. However, if the phantom fluid is endowed with a non-null chemical potential, the phantom field hypothesis becomes thermodynamically consistent, that is, there are macroscopic equilibrium states with T > 0 and S > 0 in the course of the Universe expansion. (C) 2008 Elsevier B.V. All rights reserved.

Evolutionary tuning of SVM parameter values in multiclass problems

Support vector machines (SVMs) were originally formulated for the solution of binary classification problems. In multiclass problems, a decomposition approach is often employed, in which the multiclass problem is divided into multiple binary subproblems, whose results are combined. Generally, the performance of SVM classifiers is affected by the selection of values for their parameters. This paper investigates the use of genetic algorithms (GAs) to tune the parameters of the binary SVMs in common multiclass decompositions. The developed GA may search for a set of parameter values common to all binary classifiers or for differentiated values for each binary classifier. (C) 2008 Elsevier B.V. All rights reserved.

Periodic window arising in the parameter space of an impact oscillator

In the bi-dimensional parameter space of an impact-pair system, shrimp-shaped periodic windows are embedded in chaotic regions. We show that a weak periodic forcing generates new periodic windows near the unperturbed one with its shape and periodicity. Thus, the new periodic windows are parameter range extensions for which the controlled periodic oscillations substitute the chaotic oscillations. We identify periodic and chaotic attractors by their largest Lyapunov exponents. (C) 2010 Elsevier B.V. All rights reserved.

Thermodynamic Stabillity of Hydrogen-Bonded Systems in Polar and Nonpolar Environments

The thermodynamic properties of a selected set of benchmark hydrogen-bonded systems (acetic acid dimer and the complexes of acetic acid with acetamide and methanol) was studied with the goal of obtaining detailed information on solvent effects on the hydrogen-bonded interactions using water, chloroform, and n-heptane as representatives for a wide range in the dielectric constant. Solvent effects were investigated using both explicit and implicit solvation models. For the explicit description of the solvent, molecular dynamics and Monte Carlo simulations in the isothermal isobaric (NpT) ensemble combined with the free energy perturbation technique were performed to determine solvation free energies. Within the implicit solvation approach, the polarizable continuum model and the conductor-like screening model were applied. Combination of gas phase results with the results obtained from the different solvation models through an appropriate thermodynamic cycle allows estimation of complexation free energies, enthalpies, and the respective entropic contributions in solution. Owing to the strong solvation effects of water the cyclic acetic acid dimer is not stable in aqueous solution. In less polar solvents the double hydrogen bond structure of the acetic acid dimer remains stable. This finding is in agreement with previous theoretical and experimental results. A similar trend as for the acetic acid dimer is also observed for the acetamide complex. The methanol complex was found to be thermodynamically unstable in gas phase as well as in any of the three solvents. (C) 2010 Wiley Periodicals, Inc. J Comput Chem 31: 2046-2055, 2010

Antiferromagnetic spherical spin-glass model

We study the thermodynamic properties and the phase diagrams of a multi-spin antiferromagnetic spherical spin-glass model using the replica method. It is a two-sublattice version of the ferromagnetic spherical p-spin glass model. We consider both the replica-symmetric and the one-step replica-symmetry-breaking solutions, the latter being the most general solution for this model. We find paramagnetic, spin-glass, antiferromagnetic and mixed or glassy antiferromagnetic phases. The phase transitions are always of second order in the thermodynamic sense, but the spin-glass order parameter may undergo a discontinuous change.

Renormalization of the S parameter in holographic models of electroweak symmetry breaking

We show that the S parameter is not finite in theories of electroweak symmetry breaking in a slice of anti-de Sitter five-dimensional space, with the light fermions localized in the ultraviolet. We compute the one-loop contributions to S from the Higgs sector and show that they are logarithmically dependent on the cutoff of the theory. We discuss the renormalization of S, as well as the implications for bounds from electroweak precision measurements on these models. We argue that, although in principle the choice of renormalization condition could eliminate the S parameter constraint, a more consistent condition would still result in a large and positive S. On the other hand, we show that the dependence on the Higgs mass in S can be entirely eliminated by the renormalization procedure, making it impossible in these theories to extract a Higgs mass bound from electroweak precision constraints.

Spacetime noncommutativity with a bifermionic parameter

We consider a Moyal plane and propose to make the noncommutativity parameter Theta(mu nu) bifermionic, i.e. composed of two fermionic (Grassmann odd) parameters. The Moyal product then contains a finite number of derivatives, which avoid the difficulties of the standard approach. As an example, we construct a two-dimensional noncommutative field theory model based on the Moyal product with a bifermionic parameter and show that it has a locally conserved energy-momentum tensor. The model has no problem with the canonical quantization and appears to be renormalizable.

The effect of the negative coupling parameter on the spectrum of a trapped Bose gas

The interest in attractive Bose-Einstein Condensates arises due to the chemical instabilities generate when the number of trapped atoms is above a critical number. In this case, recombination process promotes the collapse of the cloud. This behavior is normally geometry dependent. Within the context of the mean field approximation, the system is described by the Gross-Pitaevskii equation. We have considered the attractive Bose-Einstein condensate, confined in a nonspherical trap, investigating numerically and analytically the solutions, using controlled perturbation and self-similar approximation methods. This approximation is valid in all interval of the negative coupling parameter allowing interpolation between weak-coupling and strong-coupling limits. When using the self-similar approximation methods, accurate analytical formulas were derived. These obtained expressions are discussed for several different traps and may contribute to the understanding of experimental observations.