A general framework for integrating environmental time series into stock assessment models: model description, simulation testing, and example

We present a method to integrate environmental time series into stock assessment models and to test the significance of correlations between population processes and the environmental time series. Parameters that relate the environmental time series to population processes are included in the stock assessment model, and likelihood ratio tests are used to determine if the parameters improve the fit to the data significantly. Two approaches are considered to integrate the environmental relationship. In the environmental model, the population dynamics process (e.g. recruitment) is proportional to the environmental variable, whereas in the environmental model with process error it is proportional to the environmental variable, but the model allows an additional temporal variation (process error) constrained by a log-normal distribution. The methods are tested by using simulation analysis and compared to the traditional method of correlating model estimates with environmental variables outside the estimation procedure. In the traditional method, the estimates of recruitment were provided by a model that allowed the recruitment only to have a temporal variation constrained by a log-normal distribution. We illustrate the methods by applying them to test the statistical significance of the correlation between sea-surface temperature (SST) and recruitment to the snapper (Pagrus auratus) stock in the Hauraki Gulf–Bay of Plenty, New Zealand. Simulation analyses indicated that the integrated approach with additional process error is superior to the traditional method of correlating model estimates with environmental variables outside the estimation procedure. The results suggest that, for the snapper stock, recruitment is positively correlated with SST at the time of spawning.

A backward-simulation based Rao-Blackwellized particle smoother for conditionally linear Gaussian models

In this article, we develop a new Rao-Blackwellized Monte Carlo smoothing algorithm for conditionally linear Gaussian models. The algorithm is based on the forward-filtering backward-simulation Monte Carlo smoother concept and performs the backward simulation directly in the marginal space of the non-Gaussian state component while treating the linear part analytically. Unlike the previously proposed backward-simulation based Rao-Blackwellized smoothing approaches, it does not require sampling of the Gaussian state component and is also able to overcome certain normalization problems of two-filter smoother based approaches. The performance of the algorithm is illustrated in a simulated application. © 2012 IFAC.

A priori assessment of algebraic flame surface density models in the context of large eddy simulation for nonunity lewis number flames in the thin reaction zones regime

The performance of algebraic flame surface density (FSD) models has been assessed for flames with nonunity Lewis number (Le) in the thin reaction zones regime, using a direct numerical simulation (DNS) database of freely propagating turbulent premixed flames with Le ranging from 0.34 to 1.2. The focus is on algebraic FSD models based on a power-law approach, and the effects of Lewis number on the fractal dimension D and inner cut-off scale η i have been studied in detail. It has been found that D is strongly affected by Lewis number and increases significantly with decreasing Le. By contrast, η i remains close to the laminar flame thermal thickness for all values of Le considered here. A parameterisation of D is proposed such that the effects of Lewis number are explicitly accounted for. The new parameterisation is used to propose a new algebraic model for FSD. The performance of the new model is assessed with respect to results for the generalised FSD obtained from explicitly LES-filtered DNS data. It has been found that the performance of the most existing models deteriorates with decreasing Lewis number, while the newly proposed model is found to perform as well or better than the most existing algebraic models for FSD. © 2012 Mohit Katragadda et al.

Effects of turbulent reynolds number on the performance of algebraic flame surface density models for large eddy simulation in the thin reaction zones regime: A direct numerical simulation analysis

A direct numerical simulation (DNS) database of freely propagating statistically planar turbulent premixed flames with a range of different turbulent Reynolds numbers has been used to assess the performance of algebraic flame surface density (FSD) models based on a fractal representation of the flame wrinkling factor. The turbulent Reynolds number Ret has been varied by modifying the Karlovitz number Ka and the Damköhler number Da independently of each other in such a way that the flames remain within the thin reaction zones regime. It has been found that the turbulent Reynolds number and the Karlovitz number both have a significant influence on the fractal dimension, which is found to increase with increasing Ret and Ka before reaching an asymptotic value for large values of Ret and Ka. A parameterisation of the fractal dimension is presented in which the effects of the Reynolds and the Karlovitz numbers are explicitly taken into account. By contrast, the inner cut-off scale normalised by the Zel'dovich flame thickness ηi/δz does not exhibit any significant dependence on Ret for the cases considered here. The performance of several algebraic FSD models has been assessed based on various criteria. Most of the algebraic models show a deterioration in performance with increasing the LES filter width. © 2012 Mohit Katragadda et al.

Theory and simulation in neuroscience.

Modeling work in neuroscience can be classified using two different criteria. The first one is the complexity of the model, ranging from simplified conceptual models that are amenable to mathematical analysis to detailed models that require simulations in order to understand their properties. The second criterion is that of direction of workflow, which can be from microscopic to macroscopic scales (bottom-up) or from behavioral target functions to properties of components (top-down). We review the interaction of theory and simulation using examples of top-down and bottom-up studies and point to some current developments in the fields of computational and theoretical neuroscience.

Microscopic models for dielectric relaxation in disordered systems

It is shown how the Debye rotational diffusion model of dielectric relaxation of polar molecules (which may be described in microscopic fashion as the diffusion limit of a discrete time random walk on the surface of the unit sphere) may be extended to yield the empirical Havriliak-Negami (HN) equation of anomalous dielectric relaxation from a microscopic model based on a kinetic equation just as in the Debye model. This kinetic equation is obtained by means of a generalization of the noninertial Fokker-Planck equation of conventional Brownian motion (generally known as the Smoluchowski equation) to fractional kinetics governed by the HN relaxation mechanism. For the simple case of noninteracting dipoles it may be solved by Fourier transform techniques to yield the Green function and the complex dielectric susceptibility corresponding to the HN anomalous relaxation mechanism.

Hybridization of a class of "second order" models of traffic flow

Despite the simultaneous progress of traffic modelling both on the macroscopic and microscopic front, recent works [E. Bourrel, J.B. Lessort, Mixing micro and macro representation of traffic flow: a hybrid model based on the LWR theory, Transport. Res. Rec. 1852 (2003) 193–200; D. Helbing, M. Treiber, Critical discussion of “synchronized flow”, Coop. Transport. Dyn. 1 (2002) 2.1–2.24; A. Hennecke, M. Treiber, D. Helbing, Macroscopic simulations of open systems and micro–macro link, in: D. Helbing, H.J. Herrmann, M. Schreckenberg, D.E. Wolf (Eds.), Traffic and Granular Flow ’99, Springer, Berlin, 2000, pp. 383–388] highlighted that one of the most promising way to simulate efficiently traffic flow on large road networks is a clever combination of both traffic representations: the hybrid modelling. Our focus in this paper is to propose two hybrid models for which the macroscopic (resp. mesoscopic) part is based on a class of second order model [A. Aw, M. Rascle, Resurection of second order models of traffic flow?, SIAM J. Appl. Math. 60 (2000) 916–938] whereas the microscopic part is a Follow-the Leader type model [D.C. Gazis, R. Herman, R.W. Rothery, Nonlinear follow-the-leader models of traffic flow, Oper. Res. 9 (1961) 545–567; R. Herman, I. Prigogine, Kinetic Theory of Vehicular Traffic, American Elsevier, New York, 1971]. For the first hybrid model, we define precisely the translation of boundary conditions at interfaces and for the second one we explain the synchronization processes. Furthermore, through some numerical simulations we show that the waves propagation is not disturbed and the mass is accurately conserved when passing from one traffic representation to another.

Physical Models of Wind Instruments : A Generalized Excitation Coupled with a Modular Tube Simulation Platform

To develop real-time simulations of wind instruments, digital waveguides filters can be used as an efficient representation of the air column. Many aerophones are shaped as horns which can be approximated using conical sections. Therefore the derivation of conical waveguide filters is of special interest. When these filters are used in combination with a generalized reed excitation, several classes of wind instruments can be simulated. In this paper we present the methods for transforming a continuous description of conical tube segments to a discrete filter representation. The coupling of the reed model with the conical waveguide and a simplified model of the termination at the open end are described in the same way. It turns out that the complete lossless conical waveguide requires only one type of filter.Furthermore, we developed a digital reed excitation model, which is purely based on numerical integration methods, i.e., without the use of a look-up table.

Business Models for Cloud Computing: Experiences from Developing Modeling & Simulation as a Service Applications in Industry

The potential of cloud computing is gaining significant interest in Modeling & Simulation (M&S). The underlying concept of using computing power as a utility is very attractive to users that can access state-of-the-art hardware and software without capital investment. Moreover, the cloud computing characteristics of rapid elasticity and the ability to scale up or down according to workload make it very attractive to numerous applications including M&S. Research and development work typically focuses on the implementation of cloud-based systems supporting M&S as a Service (MSaaS). Such systems are typically composed of a supply chain of technology services. How is the payment collected from the end-user and distributed to the stakeholders in the supply chain? We discuss the business aspects of developing a cloud platform for various M&S applications. Business models from the perspectives of the stakeholders involved in providing and using MSaaS and cloud computing are investigated and presented.

Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing

Statistical tests in vector autoregressive (VAR) models are typically based on large-sample approximations, involving the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading even with fairly large samples, especially when the number of lags or the number of equations is not small, we propose a general simulation-based technique that allows one to control completely the level of tests in parametric VAR models. In particular, we show that maximized Monte Carlo tests [Dufour (2002)] can provide provably exact tests for such models, whether they are stationary or integrated. Applications to order selection and causality testing are considered as special cases. The technique developed is applied to quarterly and monthly VAR models of the U.S. economy, comprising income, money, interest rates and prices, over the period 1965-1996.