Stochastic climate theory and modeling

Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as subgrid-scale parameterizations (SSPs) as well as for model error representation, uncertainty quantification, data assimilation, and ensemble prediction. The need to use stochastic approaches in weather and climate models arises because we still cannot resolve all necessary processes and scales in comprehensive numerical weather and climate prediction models. In many practical applications one is mainly interested in the largest and potentially predictable scales and not necessarily in the small and fast scales. For instance, reduced order models can simulate and predict large-scale modes. Statistical mechanics and dynamical systems theory suggest that in reduced order models the impact of unresolved degrees of freedom can be represented by suitable combinations of deterministic and stochastic components and non-Markovian (memory) terms. Stochastic approaches in numerical weather and climate prediction models also lead to the reduction of model biases. Hence, there is a clear need for systematic stochastic approaches in weather and climate modeling. In this review, we present evidence for stochastic effects in laboratory experiments. Then we provide an overview of stochastic climate theory from an applied mathematics perspective. We also survey the current use of stochastic methods in comprehensive weather and climate prediction models and show that stochastic parameterizations have the potential to remedy many of the current biases in these comprehensive models.

JOYCE: Jülich Observatory for cloud evolution

The Jülich Observatory for Cloud Evolution (JOYCE), located at Forschungszentrum Jülich in the most western part of Germany, is a recently established platform for cloud research. The main objective of JOYCE is to provide observations, which improve our understanding of the cloudy boundary layer in a midlatitude environment. Continuous and temporally highly resolved measurements that are specifically suited to characterize the diurnal cycle of water vapor, stability, and turbulence in the lower troposphere are performed with a special focus on atmosphere–surface interaction. In addition, instruments are set up to measure the micro- and macrophysical properties of clouds in detail and how they interact with different boundary layer processes and the large-scale synoptic situation. For this, JOYCE is equipped with an array of state-of-the-art active and passive remote sensing and in situ instruments, which are briefly described in this scientific overview. As an example, a 24-h time series of the evolution of a typical cumulus cloud-topped boundary layer is analyzed with respect to stability, turbulence, and cloud properties. Additionally, we present longer-term statistics, which can be used to elucidate the diurnal cycle of water vapor, drizzle formation through autoconversion, and warm versus cold rain precipitation formation. Both case studies and long-term observations are important for improving the representation of clouds in climate and numerical weather prediction models.

The interaction of moist convection and mid-level dry air in the advance of the onset of the Indian monsoon

The advance of the onset of the Indian monsoon is here explained in terms of a balance between the low-level monsoon flow and an over-running intrusion of mid-tropospheric dry air. The monsoon advances, over a period of about 6 weeks, from the south of the country to the northwest. Given that the low-level monsoon winds are westerly or southwesterly, and the midlevel winds northwesterly, the monsoon onset propagates upwind relative to midlevel flow, and perpendicular to the low-level flow, and is not directly caused by moisture flux toward the northwest. Lacking a conceptual model for the advance means that it has been hard to understand and correct known biases in weather and climate prediction models. The mid-level northwesterlies form a wedge of dry air that is deep in the far northwest of India and over-runs the monsoon flow. The dry layer is moistened from below by shallow cumulus and congestus clouds, so that the profile becomes much closer to moist adiabatic, and the dry layer is much shallower in the vertical, toward the southeast of India. The profiles associated with this dry air show how the most favourable environment for deep convection occurs in the south, and onset occurs here first. As the onset advances across India, the advection of moisture from the Arabian Sea becomes stronger, and the mid-level dry air is increasingly moistened from below. This increased moistening makes the wedge of dry air shallower throughout its horizontal extent, and forces the northern limit of moist convection to move toward the northwest. Wetting of the land surface by rainfall will further reinforce the north-westward progression, by sustaining the supply of boundary layer moisture and shallow cumulus. The local advance of the monsoon onset is coincident with weakening of the mid-level northwesterlies, and therefore weakened mid-level dry advection.

Equations to predict methane emissions from cows fed at maintenance energy level in pasture-based systems

Ruminant production is a vital part of food industry but it raises environmental concerns, partly due to the associated methane outputs. Efficient methane mitigation and estimation of emissions from ruminants requires accurate prediction tools. Equations recommended by international organizations or scientific studies have been developed with animals fed conserved forages and concentrates and may be used with caution for grazing cattle. The aim of the current study was to develop prediction equations with animals fed fresh grass in order to be more suitable to pasture-based systems and for animals at lower feeding levels. A study with 25 nonpregnant nonlactating cows fed solely fresh-cut grass at maintenance energy level was performed over two consecutive grazing seasons. Grass of broad feeding quality, due to contrasting harvest dates, maturity, fertilisation and grass varieties, from eight swards was offered. Cows were offered the experimental diets for at least 2 weeks before housed in calorimetric chambers over 3 consecutive days with feed intake measurements and total urine and faeces collections performed daily. Methane emissions were measured over the last 2 days. Prediction models were developed from 100 3-day averaged records. Internal validation of these equations, and those recommended in literature, was performed. The existing in greenhouse gas inventories models under-estimated methane emissions from animals fed fresh-cut grass at maintenance while the new models, using the same predictors, improved prediction accuracy. Error in methane outputs prediction was decreased when grass nutrient, metabolisable energy and digestible organic matter concentrations were added as predictors to equations already containing dry matter or energy intakes, possibly because they explain feed digestibility and the type of energy-supplying nutrients more efficiently. Predictions based on readily available farm-level data, such as liveweight and grass nutrient concentrations were also generated and performed satisfactorily. New models may be recommended for predictions of methane emissions from grazing cattle at maintenance or low feeding levels.

The EarthCARE satellite: the next step forward in global measurements of clouds, aerosols, precipitation, and radiation

The collective representation within global models of aerosol, cloud, precipitation, and their radiative properties remains unsatisfactory. They constitute the largest source of uncertainty in predictions of climatic change and hamper the ability of numerical weather prediction models to forecast high-impact weather events. The joint European Space Agency (ESA)–Japan Aerospace Exploration Agency (JAXA) Earth Clouds, Aerosol and Radiation Explorer (EarthCARE) satellite mission, scheduled for launch in 2018, will help to resolve these weaknesses by providing global profiles of cloud, aerosol, precipitation, and associated radiative properties inferred from a combination of measurements made by its collocated active and passive sensors. EarthCARE will improve our understanding of cloud and aerosol processes by extending the invaluable dataset acquired by the A-Train satellites CloudSat, Cloud–Aerosol Lidar and Infrared Pathfinder Satellite Observations (CALIPSO), and Aqua. Specifically, EarthCARE’s cloud profiling radar, with 7 dB more sensitivity than CloudSat, will detect more thin clouds and its Doppler capability will provide novel information on convection, precipitating ice particle, and raindrop fall speeds. EarthCARE’s 355-nm high-spectral-resolution lidar will measure directly and accurately cloud and aerosol extinction and optical depth. Combining this with backscatter and polarization information should lead to an unprecedented ability to identify aerosol type. The multispectral imager will provide a context for, and the ability to construct, the cloud and aerosol distribution in 3D domains around the narrow 2D retrieved cross section. The consistency of the retrievals will be assessed to within a target of ±10 W m–2 on the (10 km)2 scale by comparing the multiview broadband radiometer observations to the top-of-atmosphere fluxes estimated by 3D radiative transfer models acting on retrieved 3D domains.

Patterns of Antibodies Against Latent and Lytic Antigens of Human Herpesvirus 8 in an Endemic Population and Patients With Kaposi`s Sarcoma in Mozambique

The patterns of antibodies against latent and lytic antigens of human herpesvirus 8 (HHV-8) were assessed using immunofluorescence assays of samples from 155 persons seropositive for HHV-8 seen at public health centers and 24 patients with Kaposi`s sarcoma (KS) from Mozambique. Of the 155 persons without KS, 48(31%) had antibodies against latent antigens only, 29 (18.7%) had antibodies against lytic antigens only, and 78 (50.3%) had antibodies against both types of antigen. The HHV-8 antibody titer tended to increase with age until age 40, after which it began to decrease. High titers of antibodies against latent and lytic antigens of HHV-8 were detected mostly in persons co-infected with HIV, and these increased titers could have a predictive value. All patients with KS except four patients who were seronegative for HHV-8 had elevated titers of HHV-8 antibodies, predominantly against latent antigens. The data suggest the potential for an increase in the development of KS in this endemic area for HHV-8. J. Med. Virol. 82:1576-1581, 2010. (C) 2010 Wiley-Liss, Inc.

Angiotensin II modulates CD40 expression in vascular smooth muscle cells

The signalling pathway CD40/CD40L (CD40 ligand) plays an important role in atherosclerotic plaque formation and rupture. AngII (angiotensin II), which induces oxidative stress and inflammation, is also implicated in the progression of atherosclerosis. In the present study, we tested the hypothesis that AngII increases CD40/CD40L activity in vascular cells and that ROS (reactive oxygen species) are part of the signalling cascade that controls CD40/CD40L expression. Human CASMCs (coronary artery smooth muscle cells) in culture exposed to IL (interleukin)-1 beta or TNF-alpha (tumour necrosis factor-a) had increased superoxide generation and enhanced CD40 expression, detected by EPR (electron paramagnetic resonance) and immunoblotting respectively. Both phenomena were abolished by previous incubation with membrane-permeant antioxidants or cell transfection with P22(phox) antisense. AngII (50-200 nmol/l) induced an early and sustained increase in CD40 mRNA and protein expression in CASMCs, which was blocked by treatment with antioxidants. Increased CD40 expression led to enhanced activity of the pathway, as AngII-treated cells stimulated with recombinant CD40L released higher amounts of IL-8 and had increased COX-2 (cyclo-oxygenase-2) expression. We conclude that AngII stimulation of vascular cells leads to a ROS-dependent increase in CD40/CD40L signalling pathway activity. This phenomenon may be an important mechanism modulating the arterial injury observed in atherosclerosis-related vasculopathy.

Impactos da votalidade cambial na atividade de turismo receptivo: novos desenhos de contratos

De 2002 a 2006 a moeda nacional brasileira, o real, vem sofrendo crescente valorização, tendência que afeta negativamente o setor exportativo no Brasil. Este trabalho refere-se o impacto desta valorização numa indústria específica do setor de exportação, a de turismo receptivo. São destacados os modelos de contratos atuais e analisada a proposição de um novo modelo de contrato, fechado em moeda nacional para as vendas internacionais, visando minimizar o risco cambial inerente à atividade. Os resultados indicam que a adoção deste novo modelo contratual eliminaria o risco cambial da parte da cadeia de distribuição situada no território nacional, trocando este por risco de demanda em função da flutuação do preço para o cliente final.

Ensaios em macroeconometria e finanças

This thesis is composed of three essays referent to the subjects of macroeconometrics and Önance. In each essay, which corresponds to one chapter, the objective is to investigate and analyze advanced econometric techniques, applied to relevant macroeconomic questions, such as the capital mobility hypothesis and the sustainability of public debt. A Önance topic regarding portfolio risk management is also investigated, through an econometric technique used to evaluate Value-at-Risk models. The Örst chapter investigates an intertemporal optimization model to analyze the current account. Based on Campbell & Shillerís (1987) approach, a Wald test is conducted to analyze a set of restrictions imposed to a VAR used to forecast the current account. The estimation is based on three di§erent procedures: OLS, SUR and the two-way error decomposition of Fuller & Battese (1974), due to the presence of global shocks. A note on Granger causality is also provided, which is shown to be a necessary condition to perform the Wald test with serious implications to the validation of the model. An empirical exercise for the G-7 countries is presented, and the results substantially change with the di§erent estimation techniques. A small Monte Carlo simulation is also presented to investigate the size and power of the Wald test based on the considered estimators. The second chapter presents a study about Öscal sustainability based on a quantile autoregression (QAR) model. A novel methodology to separate periods of nonstationarity from stationary ones is proposed, which allows one to identify trajectories of public debt that are not compatible with Öscal sustainability. Moreover, such trajectories are used to construct a debt ceiling, that is, the largest value of public debt that does not jeopardize long-run Öscal sustainability. An out-of-sample forecast of such a ceiling is also constructed, and can be used by policy makers interested in keeping the public debt on a sustainable path. An empirical exercise by using Brazilian data is conducted to show the applicability of the methodology. In the third chapter, an alternative backtest to evaluate the performance of Value-at-Risk (VaR) models is proposed. The econometric methodology allows one to directly test the overall performance of a VaR model, as well as identify periods of an increased risk exposure, which seems to be a novelty in the literature. Quantile regressions provide an appropriate environment to investigate VaR models, since they can naturally be viewed as a conditional quantile function of a given return series. An empirical exercise is conducted for daily S&P500 series, and a Monte Carlo simulation is also presented, revealing that the proposed test might exhibit more power in comparison to other backtests.

Cópulas: uma alternativa para a estimação de modelos de risco multivariados

Dentre os principais desafios enfrentados no cálculo de medidas de risco de portfólios está em como agregar riscos. Esta agregação deve ser feita de tal sorte que possa de alguma forma identificar o efeito da diversificação do risco existente em uma operação ou em um portfólio. Desta forma, muito tem se feito para identificar a melhor forma para se chegar a esta definição, alguns modelos como o Valor em Risco (VaR) paramétrico assumem que a distribuição marginal de cada variável integrante do portfólio seguem a mesma distribuição , sendo esta uma distribuição normal, se preocupando apenas em modelar corretamente a volatilidade e a matriz de correlação. Modelos como o VaR histórico assume a distribuição real da variável e não se preocupam com o formato da distribuição resultante multivariada. Assim sendo, a teoria de Cópulas mostra-se um grande alternativa, à medida que esta teoria permite a criação de distribuições multivariadas sem a necessidade de se supor qualquer tipo de restrição às distribuições marginais e muito menos as multivariadas. Neste trabalho iremos abordar a utilização desta metodologia em confronto com as demais metodologias de cálculo de Risco, a saber: VaR multivariados paramétricos - VEC, Diagonal,BEKK, EWMA, CCC e DCC- e VaR histórico para um portfólio resultante de posições idênticas em quatro fatores de risco – Pre252, Cupo252, Índice Bovespa e Índice Dow Jones

Análise bioclimática do bairro do Renascença II São Luis-MA: realidade e perspectiva do conforto térmico em espaços externos

The present research concerns about outdoor s thermal comfort conditions in hot-humid climate cities, understanding that life quality is a result of the urban object s type built for the human being in an environment with specific climate and morphological characteristics. It is presented as object of study the correlation between the neighborhood Renascença II s microclimate in São Luis /MA-Brazil, hot-humid climate city, and its urban morphological changes. As well as the thermal comfort s satisfaction level of its outdoor users. The research has as general goal to diagnosis the way these transformations caused by the urbanization influence the Renascença II s microclimate, identifying critical spots of the studied area, in order to contribute with land use recommendations based on bioclimatic architecture concepts and supply bases to urban design decisions adequate to the São Luis climate. It is presented as theoretical bases the urban climate, its concepts and elements. After that, the thermal comfort conditioners and its prediction models of thermal comfort sensation in outdoor are presented. The predictive models are presented along with bioclimatic assessment methods. Finally the use of bioclimatic assessment as an effective tool to identify places that need changes or preservation in order to seek environment quality. The applied methodology was based on the studies of Katzschner (1997), complemented by Oliveira s (1988) and Bustos Romero s (2001) studies that suggest an analysis and evaluation of maps of topography, buildings floors, land use, green areas and land covering, in order to overlap their characteristics and identify climate variable s measurements points; then a quantitative analysis of the climate variables (air temperature and humidity, wind speed and direction) of the chosen points takes place. It was perceived that Renaissance II has no permanence areas as squares or parks, its outdoor has little vegetation and presets high land impermeability and built density levels. The majority of the people interviewed said that was comfortable in a range of air temperature between 27,28ºC and 30,71ºC. The elaboration of a neighborhood master plan is important, which defines strategies for improvement of the life quality of its inhabitants

Exigências energéticas para mantença e para o crescimento de frangos de corte

O trabalho foi realizado com o objetivo de determinar, pelo método fatorial, as exigências de energia metabolizável (EM) de frangos de corte. Foi conduzido um ensaio em câmaras climáticas mantidas às temperaturas de 13, 23 e 32ºC (±2ºC) para se verificar o efeito da temperatura sobre as exigências de energia metabolizável para mantença utilizando-se a técnica do abate comparativo. As exigências de energia metabolizável para ganho de peso foram determinadas com base no teor de energia corporal e na eficiência energética de utilização da EM. As exigências de mantença foram de 159,36; 116,17 e 128,66 kcal/kg0,75/dia para 13, 23 e 32ºC, respectivamente, verificando-se efeito quadrático da temperatura sobre as exigências de mantença (EMm=300,14 - 14,61.T + 0,2876.T², r²=0,90). As exigências de em para ganho de peso corporal foram de 3,72 kcal/g para machos e 3,98 kcal/g para fêmeas de 1 a 21 dias; 4,21 para machos e 3,93 para fêmeas de 22 a 42 dias; e 4,51 para machos e 7,04 para fêmeas de 43 a 56 dias. Considerando-se as exigências determinadas, foram elaborados modelos de predição das exigências diárias de energia para frangos de corte, nos quais foram considerados o peso corporal, a temperatura ambiente (para estimativa das exigências de mantença) e o ganho de peso (para cálculo das exigências de ganho). Com base nas comparações das exigências determinadas pelos modelos e nas recomendações do manual da linhagem, conclui-se que os modelos elaborados predizem as exigências energéticas dos frangos de corte.

Modelos para estimativa da área foliar de Curcuma alismatifolia e Vurcuma zedoaria

O presente estudo determina modelos para estimativa da área foliar de Curcuma alismatifolia e de Curcuma zedoaria. Para utilização destas espécies como ornamentais, é necessário o estabelecimento de técnicas de produção adequadas. Assim, a determinação da área foliar é importante, pois é usada para avaliar a resposta da planta a fatores ambientais e técnicas culturais. O uso de modelos para estimar a área foliar é um método simples, de boa precisão e não destrutivo. No estádio de floração foram coletadas cem folhas de C.alismatifolia ('Pink' e 'White') e de C.zedoaria. Determinaram-se o comprimento (C) e a largura (L) máximos e a área foliar real (AFR), com auxílio de integrador de área foliar (LI-3100). Estudaram-se as relações entre a AFR e o C, L e CL (produto do comprimento pela largura da folha), por meio de modelos de regressão linear. Os modelos AFR = 0,59048 CL (C.alismatifolia 'Pink'), AFR = 6,08410 + 0,52162 CL (C.alismatifolia 'White') e AFR = 0,70233 CL (C.zedoaria) são estatisticamente adequados para estimar a área foliar real.

Acúmulo de matéria seca na presença e na ausência de plantas infestantes no cultivar de mandioca SRT 59 - branca de Santa Catarina

O período de plantio da cultura da mandioca, no Estado de São Paulo, é extenso, de maio a outubro. Existem grandes diferenças no desenvolvimento de suas plantas e na matointerferência nas diferentes épocas de plantio. Com o objetivo de avaliar a produção e acúmulo de matéria seca das plantas de mandioca cv. SRT 59 - Branca de Santa Catarina, na presença e na ausência de plantas infestantes, foram desenvolvidos quatro experimentos, em quatro épocas de plantio, em blocos ao acaso, com três repetições (com plantio em 30-10-1989) ou quatro (com plantios em 28-6-1989; 30-6-1989 e 23-7-1990). As plantas foram submetidas a períodos crescentes na presença e na ausência de plantas infestantes e amostradas aos 30, 60, 90, 120, 150, 180, 210, 240, 270 e 360 dias a partir do plantio. Análises de crescimento da cultura evidenciaram que, nas parcelas mantidas por períodos no mato, houve drástica redução no acúmulo de matéria seca pelas plantas, estando as perdas de produção de raízes próximas de 90%. As curvas de acúmulo de matéria seca nas raízes foram mais bem explicadas pela equação sigmoidal de Boltzman, embora, para os períodos crescentes na presença de plantas infestantes, para dois dos experimentos, os coeficientes de determinação não tenham sido significativos. As maiores produções de matéria seca nas raízes foram obtidas aos 360 dias do plantio.