Correlations of control variables in variational data assimilation

Variational data assimilation systems for numerical weather prediction rely on a transformation of model variables to a set of control variables that are assumed to be uncorrelated. Most implementations of this transformation are based on the assumption that the balanced part of the flow can be represented by the vorticity. However, this assumption is likely to break down in dynamical regimes characterized by low Burger number. It has recently been proposed that a variable transformation based on potential vorticity should lead to control variables that are uncorrelated over a wider range of regimes. In this paper we test the assumption that a transform based on vorticity and one based on potential vorticity produce an uncorrelated set of control variables. Using a shallow-water model we calculate the correlations between the transformed variables in the different methods. We show that the control variables resulting from a vorticity-based transformation may retain large correlations in some dynamical regimes, whereas a potential vorticity based transformation successfully produces a set of uncorrelated control variables. Calculations of spatial correlations show that the benefit of the potential vorticity transformation is linked to its ability to capture more accurately the balanced component of the flow.

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 non-conservation of potential vorticity by a dynamical core compared with the effects of parametrized physical processes

Numerical models of the atmosphere combine a dynamical core, which approximates solutions to the adiabatic, frictionless governing equations for fluid dynamics, with tendencies arising from the parametrization of other physical processes. Since potential vorticity (PV) is conserved following fluid flow in adiabatic, frictionless circumstances, it is possible to isolate the effects of non-conservative processes by accumulating PV changes in an air-mass relative framework. This “PV tracer technique” is used to accumulate separately the effects on PV of each of the different non-conservative processes represented in a numerical model of the atmosphere. Dynamical cores are not exactly conservative because they introduce, explicitly or implicitly, some level of dissipation and adjustment of prognostic model variables which acts to modify PV. Here, the PV tracers technique is extended to diagnose the cumulative effect of the non-conservation of PV by a dynamical core and its characteristics relative to the PV modification by parametrized physical processes. Quantification using the Met Office Unified Model reveals that the magnitude of the non-conservation of PV by the dynamical core is comparable to those from physical processes. Moreover, the residual of the PV budget, when tracing the effects of the dynamical core and physical processes, is at least an order of magnitude smaller than the PV tracers associated with the most active physical processes. The implication of this work is that the non-conservation of PV by a dynamical core can be assessed in case studies with a full suite of physics parametrizations and directly compared with the PV modification by parametrized physical processes. The nonconservation of PV by the dynamical core is shown to move the position of the extratropical tropopause while the parametrized physical processes have a lesser effect at the tropopause level.

Attitude propagation using non-singular canonical variables

Three sets of non-singular canonical variables for the rotational motion are analyzed. These sets are useful when the angle between z-axis of a coordinate system fixed in artificial satellite ( here defined by the directions of principal moments of inertia of the satellite) and the rotational angular momentum vector is zero or when the angle between Z-inertial axis and rotational angular momentum vector is zero. The goal of this paper is to compare all these sets and to determine the benefits of their uses. With this objective, the dynamical equations of each set were derived, when mean hamiltonian associate with the gravity gradient torque is included. For the torque-free rotational motion, analytical solutions are computed for symmetrical satellite for each set of variables. When the gravity gradient torque is included, an analytical solution is shown for one of the sets and a numerical solution is obtained for one of the other sets. By this analysis we can conclude that: the dynamical equation for the first set is simple but it has neither clear geometrical nor physical meaning; the other sets have geometrical and physical meaning but their dynamical equations are more complex.

Dynamics at infinity and other global dynamical aspects of Shimizu-Morioka equations

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

RELATIVISTIC 3-PARTICLE DYNAMICAL EQUATIONS .1. THEORETICAL DEVELOPMENT

Starting from the two-particle Bethe-Salpeter equation in the ladder approximation and integrating over the time component of momentum, we rederive three-dimensional scattering integral equations satisfying constraints of relativistic unitarity and convariance, first derived by Weinberg and by Blankenbecler and Sugar. These two-particle equations are shown to be related by a transformation of variables. Hence we show how to perform and relate identical dynamical calculation using these two equations. Similarly, starting from the Bethe-Salpeter-Faddeev equation for the three-particle system and integrating over the time component of momentum, we derive several three-dimensional three-particle scattering equations satisfying constraints of relativistic unitarity and convariance. We relate two of these three-particle equations by a transformation of variables as in the two-particle case. The three-particle equations we derive are very practical and suitable for performing relativistic scattering calculations. (C) 1994 Academic Press, Inc.

Dynamical twisting and the b ghost in the pure spinor formalism

After adding an RNS-like fermionic vector ψ m to the pure spinor formalism, the non-minimal b ghost takes a simple form similar to the pure spinor BRST operator. The N=2 superconformal field theory generated by the b ghost and the BRST current can be interpreted as a dynamical twisting of the RNS formalism where the choice of which spin 1/2 ψ m variables are twisted into spin 0 and spin 1 variables is determined by the pure spinor variables that parameterize the coset SO(10)/U(5). © 2013 SISSA, Trieste, Italy.

Geometric singular perturbartion theory for non-smooth dynamical systems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Análisis de sistemas dinámicos y complejos en la Liga Profesional de Balonmano de España = Complex and dynamical systems analysis in Spanish Professional Handball League

El propósito de esta tesis fue estudiar el rendimiento ofensivo de los equipos de balonmano de élite cuando se considera el balonmano como un sistema dinámico complejo no lineal. La perspectiva de análisis dinámica dependiente del tiempo fue adoptada para evaluar el rendimiento de los equipos durante el partido. La muestra general comprendió los 240 partidos jugados en la temporada 2011-2012 de la liga profesional masculina de balonmano de España (Liga ASOBAL). En el análisis posterior solo se consideraron los partidos ajustados (diferencia final de goles ≤ 5; n = 142). El estado del marcador, la localización del partido, el nivel de los oponentes y el periodo de juego fueron incorporados al análisis como variables situacionales. Tres estudios compusieron el núcleo de la tesis. En el primer estudio, analizamos la coordinación entre las series temporales que representan el proceso goleador a lo largo del partido de cada uno de los dos equipos que se enfrentan. Autocorrelaciones, correlaciones cruzadas, doble media móvil y transformada de Hilbert fueron usadas para el análisis. El proceso goleador de los equipos presentó una alta consistencia a lo largo de todos los partidos, así como fuertes modos de coordinación en fase en todos los contextos de juego. Las únicas diferencias se encontraron en relación al periodo de juego. La coordinación en los procesos goleadores de los equipos fue significativamente menor en el 1er y 2º periodo (0–10 min y 10–20 min), mostrando una clara coordinación creciente a medida que el partido avanzaba. Esto sugiere que son los 20 primeros minutos aquellos que rompen los partidos. En el segundo estudio, analizamos los efectos temporales (efecto inmediato, a corto y a medio plazo) de los tiempos muertos en el rendimiento goleador de los equipos. Modelos de regresión lineal múltiple fueron empleados para el análisis. Los resultados mostraron incrementos de 0.59, 1.40 y 1.85 goles para los periodos que comprenden la primera, tercera y quinta posesión de los equipos que pidieron el tiempo muerto. Inversamente, se encontraron efectos significativamente negativos para los equipos rivales, con decrementos de 0.50, 1.43 y 2.05 goles en los mismos periodos respectivamente. La influencia de las variables situacionales solo se registró en ciertos periodos de juego. Finalmente, en el tercer estudio, analizamos los efectos temporales de las exclusiones de los jugadores sobre el rendimiento goleador de los equipos, tanto para los equipos que sufren la exclusión (inferioridad numérica) como para los rivales (superioridad numérica). Se emplearon modelos de regresión lineal múltiple para el análisis. Los resultados mostraron efectos negativos significativos en el número de goles marcados por los equipos con un jugador menos, con decrementos de 0.25, 0.40, 0.61, 0.62 y 0.57 goles para los periodos que comprenden el primer, segundo, tercer, cuarto y quinto minutos previos y posteriores a la exclusión. Para los rivales, los resultados mostraron efectos positivos significativos, con incrementos de la misma magnitud en los mismos periodos. Esta tendencia no se vio afectada por el estado del marcador, localización del partido, nivel de los oponentes o periodo de juego. Los incrementos goleadores fueron menores de lo que se podría esperar de una superioridad numérica de 2 minutos. Diferentes teorías psicológicas como la paralización ante situaciones de presión donde se espera un gran rendimiento pueden ayudar a explicar este hecho. Los últimos capítulos de la tesis enumeran las conclusiones principales y presentan diferentes aplicaciones prácticas que surgen de los tres estudios. Por último, se presentan las limitaciones y futuras líneas de investigación. ABSTRACT The purpose of this thesis was to investigate the offensive performance of elite handball teams when considering handball as a complex non-linear dynamical system. The time-dependent dynamic approach was adopted to assess teams’ performance during the game. The overall sample comprised the 240 games played in the season 2011-2012 of men’s Spanish Professional Handball League (ASOBAL League). In the subsequent analyses, only close games (final goal-difference ≤ 5; n = 142) were considered. Match status, game location, quality of opposition, and game period situational variables were incorporated into the analysis. Three studies composed the core of the thesis. In the first study, we analyzed the game-scoring coordination between the time series representing the scoring processes of the two opposing teams throughout the game. Autocorrelation, cross-correlation, double moving average, and Hilbert transform were used for analysis. The scoring processes of the teams presented a high consistency across all the games as well as strong in-phase modes of coordination in all the game contexts. The only differences were found when controlling for the game period. The coordination in the scoring processes of the teams was significantly lower for the 1st and 2nd period (0–10 min and 10–20 min), showing a clear increasing coordination behavior as the game progressed. This suggests that the first 20 minutes are those that break the game-scoring. In the second study, we analyzed the temporal effects (immediate effect, short-term effect, and medium-term effect) of team timeouts on teams’ scoring performance. Multiple linear regression models were used for the analysis. The results showed increments of 0.59, 1.40 and 1.85 goals for the periods within the first, third and fifth timeout ball possessions for the teams that requested the timeout. Conversely, significant negative effects on goals scored were found for the opponent teams, with decrements of 0.59, 1.43 and 2.04 goals for the same periods, respectively. The influence of situational variables on the scoring performance was only registered in certain game periods. Finally, in the third study, we analyzed the players’ exclusions temporal effects on teams’ scoring performance, for the teams that suffer the exclusion (numerical inferiority) and for the opponents (numerical superiority). Multiple linear regression models were used for the analysis. The results showed significant negative effects on the number of goals scored for the teams with one less player, with decrements of 0.25, 0.40, 0.61, 0.62, and 0.57 goals for the periods within the previous and post one, two, three, four and five minutes of play. For the opponent teams, the results showed positive effects, with increments of the same magnitude in the same game periods. This trend was not affected by match status, game location, quality of opposition, or game period. The scoring increments were smaller than might be expected from a 2-minute numerical playing superiority. Psychological theories such as choking under pressure situations where good performance is expected could contribute to explain this finding. The final chapters of the thesis enumerate the main conclusions and underline the main practical applications that arise from the three studies. Lastly, limitations and future research directions are described.

Dynamical Approach for Real-Time Monitoring of Agricultural Crops

In this paper, a novel approach for exploiting multitemporal remote sensing data focused on real-time monitoring of agricultural crops is presented. The methodology is defined in a dynamical system context using state-space techniques, which enables the possibility of merging past temporal information with an update for each new acquisition. The dynamic system context allows us to exploit classical tools in this domain to perform the estimation of relevant variables. A general methodology is proposed, and a particular instance is defined in this study based on polarimetric radar data to track the phenological stages of a set of crops. A model generation from empirical data through principal component analysis is presented, and an extended Kalman filter is adapted to perform phenological stage estimation. Results employing quad-pol Radarsat-2 data over three different cereals are analyzed. The potential of this methodology to retrieve vegetation variables in real time is shown.

High-resolution dynamical downscaling products for the North Slope of Alaska and surrounding areas, links to model result files

Climatic changes are most pronounced in northern high latitude regions. Yet, there is a paucity of observational data, both spatially and temporally, such that regional-scale dynamics are not fully captured, limiting our ability to make reliable projections. In this study, a group of dynamical downscaling products were created for the period 1950 to 2100 to better understand climate change and its impacts on hydrology, permafrost, and ecosystems at a resolution suitable for northern Alaska. An ERA-interim reanalysis dataset and the Community Earth System Model (CESM) served as the forcing mechanisms in this dynamical downscaling framework, and the Weather Research & Forecast (WRF) model, embedded with an optimization for the Arctic (Polar WRF), served as the Regional Climate Model (RCM). This downscaled output consists of multiple climatic variables (precipitation, temperature, wind speed, dew point temperature, and surface air pressure) for a 10 km grid spacing at three-hour intervals. The modeling products were evaluated and calibrated using a bias-correction approach. The ERA-interim forced WRF (ERA-WRF) produced reasonable climatic variables as a result, yielding a more closely correlated temperature field than precipitation field when long-term monthly climatology was compared with its forcing and observational data. A linear scaling method then further corrected the bias, based on ERA-interim monthly climatology, and bias-corrected ERA-WRF fields were applied as a reference for calibration of both the historical and the projected CESM forced WRF (CESM-WRF) products. Biases, such as, a cold temperature bias during summer and a warm temperature bias during winter as well as a wet bias for annual precipitation that CESM holds over northern Alaska persisted in CESM-WRF runs. The linear scaling of CESM-WRF eventually produced high-resolution downscaling products for the Alaskan North Slope for hydrological and ecological research, together with the calibrated ERA-WRF run, and its capability extends far beyond that. Other climatic research has been proposed, including exploration of historical and projected climatic extreme events and their possible connections to low-frequency sea-atmospheric oscillations, as well as near-surface permafrost degradation and ice regime shifts of lakes. These dynamically downscaled, bias corrected climatic datasets provide improved spatial and temporal resolution data necessary for ongoing modeling efforts in northern Alaska focused on reconstructing and projecting hydrologic changes, ecosystem processes and responses, and permafrost thermal regimes. The dynamical downscaling methods presented in this study can also be used to create more suitable model input datasets for other sub-regions of the Arctic.

Detailed analysis of a conservative difference approximation for the time fractional diffusion equation

Diffusion equations that use time fractional derivatives are attractive because they describe a wealth of problems involving non-Markovian Random walks. The time fractional diffusion equation (TFDE) is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order α ∈ (0, 1). Developing numerical methods for solving fractional partial differential equations is a new research field and the theoretical analysis of the numerical methods associated with them is not fully developed. In this paper an explicit conservative difference approximation (ECDA) for TFDE is proposed. We give a detailed analysis for this ECDA and generate discrete models of random walk suitable for simulating random variables whose spatial probability density evolves in time according to this fractional diffusion equation. The stability and convergence of the ECDA for TFDE in a bounded domain are discussed. Finally, some numerical examples are presented to show the application of the present technique.

Cross-correlations between weather variables in Australia

The information on climate variations is essential for the research of many subjects, such as the performance of buildings and agricultural production. However, recorded meteorological data are often incomplete. There may be a limited number of locations recorded, while the number of recorded climatic variables and the time intervals can also be inadequate. Therefore, the hourly data of key weather parameters as required by many building simulation programmes are typically not readily available. To overcome this gap in measured information, several empirical methods and weather data generators have been developed. They generally employ statistical analysis techniques to model the variations of individual climatic variables, while the possible interactions between different weather parameters are largely ignored. Based on a statistical analysis of 10 years historical hourly climatic data over all capital cities in Australia, this paper reports on the finding of strong correlations between several specific weather variables. It is found that there are strong linear correlations between the hourly variations of global solar irradiation (GSI) and dry bulb temperature (DBT), and between the hourly variations of DBT and relative humidity (RH). With an increase in GSI, DBT would generally increase, while the RH tends to decrease. However, no such a clear correlation can be found between the DBT and atmospheric pressure (P), and between the DBT and wind speed. These findings will be useful for the research and practice in building performance simulation.