On variational data assimilation in continuous time

Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a continuous time generalization of what is known as weakly constrained four-dimensional variational assimilation (4D-Var) in the geosciences. The technique allows to assimilate trajectories in the case of partial observations and in the presence of model error. Several mathematical aspects of the approach are studied. Computationally, it amounts to solving a two-point boundary value problem. For imperfect models, the trade-off between small dynamical error (i.e. the trajectory obeys the model dynamics) and small observational error (i.e. the trajectory closely follows the observations) is investigated. This trade-off turns out to be trivial if the model is perfect. However, even in this situation, allowing for minute deviations from the perfect model is shown to have positive effects, namely to regularize the problem. The presented formalism is dynamical in character. No statistical assumptions on dynamical or observational noise are imposed.

Sensitivity and out-of-sample error in continuous time data assimilation

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically though, these two requirements cannot both be met at the same time–tracking the observations is not possible without the trajectory deviating from the proposed model equations, while adherence to the model requires deviations from the observations. Thus, data assimilation faces a trade-off. In this contribution, the sensitivity of the data assimilation with respect to perturbations in the observations is identified as the parameter which controls the trade-off. A relation between the sensitivity and the out-of-sample error is established, which allows the latter to be calculated under operational conditions. A minimum out-of-sample error is proposed as a criterion to set an appropriate sensitivity and to settle the discussed trade-off. Two approaches to data assimilation are considered, namely variational data assimilation and Newtonian nudging, also known as synchronization. Numerical examples demonstrate the feasibility of the approach.

Evaluating raw ensembles with the continuous ranked probability score

The continuous ranked probability score (CRPS) is a frequently used scoring rule. In contrast with many other scoring rules, the CRPS evaluates cumulative distribution functions. An ensemble of forecasts can easily be converted into a piecewise constant cumulative distribution function with steps at the ensemble members. This renders the CRPS a convenient scoring rule for the evaluation of ‘raw’ ensembles, obviating the need for sophisticated ensemble model output statistics or dressing methods prior to evaluation. In this article, a relation between the CRPS score and the quantile score is established. The evaluation of ‘raw’ ensembles using the CRPS is discussed in this light. It is shown that latent in this evaluation is an interpretation of the ensemble as quantiles but with non-uniform levels. This needs to be taken into account if the ensemble is evaluated further, for example with rank histograms.

Proportions of A1, A2, B and C β-casein protein variants in retail milk in the UK

The A1 variant protein of the β-casein family has been implicated in various disease states although much evidence is weak or contradictory. The primary objective was to measure, for the first time, the proportions of the key β-casein variant proteins in UK retail milk over the course of one year. In total, 55 samples of semi-skimmed milk were purchased from five supermarkets over the course of a year and the proportions of the A1, A2, B and C casein variant proteins were measured, using high resolution HPLC-MS. The results showed that β-casein in UK retail milk comprises approximately 0.58, 0.31, 0.07 and 0.03 A2, A1, B and C protein variants, respectively. The proportion of A2 is higher than some early studies would predict although the reasons for this and any implications for health are unclear

Solvability and spectral properties of integral equations on the real line: I. Weighted spaces of continuous functions

We consider in this paper the solvability of linear integral equations on the real line, in operator form (λ−K)φ=ψ, where and K is an integral operator. We impose conditions on the kernel, k, of K which ensure that K is bounded as an operator on . Let Xa denote the weighted space as |s|→∞}. Our first result is that if, additionally, |k(s,t)|⩽κ(s−t), with and κ(s)=O(|s|−b) as |s|→∞, for some b>1, then the spectrum of K is the same on Xa as on X, for 01. As an example where kernels of this latter form occur we discuss a boundary integral equation formulation of an impedance boundary value problem for the Helmholtz equation in a half-plane.

Continuous sky view factor maps from high resolution urban digital elevation models

This paper presents a new method to calculate sky view factors (SVFs) from high resolution urban digital elevation models using a shadow casting algorithm. By utilizing weighted annuli to derive SVF from hemispherical images, the distance light source positions can be predefined and uniformly spread over the whole hemisphere, whereas another method applies a random set of light source positions with a cosine-weighted distribution of sun altitude angles. The 2 methods have similar results based on a large number of SVF images. However, when comparing variations at pixel level between an image generated using the new method presented in this paper with the image from the random method, anisotropic patterns occur. The absolute mean difference between the 2 methods is 0.002 ranging up to 0.040. The maximum difference can be as much as 0.122. Since SVF is a geometrically derived parameter, the anisotropic errors created by the random method must be considered as significant.