A Lagrangian Identification of the Main Sources of Moisture Affecting Northeastern Brazil during Its Pre-Rainy and Rainy Seasons

This work examines the sources of moisture affecting the semi-arid Brazilian Northeast (NEB) during its pre-rainy and rainy season (JFMAM) through a Lagrangian diagnosis method. The FLEXPART model identifies the humidity contributions to the moisture budget over a region through the continuous computation of changes in the specific humidity along back or forward trajectories up to 10 days period. The numerical experiments were done for the period that spans between 2000 and 2004 and results were aggregated on a monthly basis. Results show that besides a minor local recycling component, the vast majority of moisture reaching NEB area is originated in the south Atlantic basin and that the nearby wet Amazon basin bears almost no impact. Moreover, although the maximum precipitation in the ""Poligono das Secas'' region (PS) occurs in March and the maximum precipitation associated with air parcels emanating from the South Atlantic towards PS is observed along January to March, the highest moisture contribution from this oceanic region occurs slightly later (April). A dynamical analysis suggests that the maximum precipitation observed in the PS sector does not coincide with the maximum moisture supply probably due to the combined effect of the Walker and Hadley cells in inhibiting the rising motions over the region in the months following April.

The role of the observed tropical convection in the generation of frost events in the southern cone of South America

Based on previous results obtained from observations and linear wave theory analysis, the hypothesis that large-scale patterns can generate extreme cold events in southeast South America through the propagation of remotely excited Rossby waves was already suggested. This work will confirm these findings and extend their analysis through a series of numerical experiments using a primitive equation model where waves are excited by a thermal forcing situated in positions chosen according to observed convection anomalies over the equatorial region. The basic state used for these experiments is a composite of austral winters with maximum and minimum frequency of occurrence of generalized frosts that can affect a large area known as the Wet Pampas located in the central and eastern part of Argentina. The results suggest that stationary Rossby waves may be one important mechanism linking anomalous tropical convection with the extreme cold events in the Wet Pampas. The combination of tropical convection and a specific basic state can generate the right environment to guide the Rossby waves trigged by the tropical forcing towards South America. Depending on the phase of the waves entering the South American continent, they can favour the advection of anomalous wind at low levels from the south carrying cold and dry air over the whole southern extreme of the continent, producing a generalized frost in the Wet Pampa region. On the other hand, when a basic state based on the composites of minimum frosts is used, an anomalous anticyclone over the southern part of the continent generates a circulation with a south-southeast wind which brings maritime air and therefore humidity over the Wet Pampas region, creating negative temperature anomalies only over the northeastern part of the region. Under these conditions even if frosts occur they would not be generalized, as observed for the other basic state with maximum frequency of occurrence of generalized frosts.

Eddy Formation in the Tropical Atlantic Induced by Abrupt Changes in the Meridional Overturning Circulation

The variability of the meridional overturning circulation (MOC) in the upper tropical Atlantic basin is investigated using a reduced-gravity model in a simplified domain. Four sets of idealized numerical experiments are performed: (i) switch-on of the MOC until a fixed value when a constant northward flow is applied along the western boundary; (ii) MOC with a variable flow; (iii) MOC in a quasi-steady flow; and (iv) shutdown of the MOC in the Northern Hemisphere. Results from experiments (i) show that eddies are generated at the equatorial region by shear instability and detached northward; eddies are responsible for an enhancement of the mean flow and the variability of the MOC. Results from experiments (ii) show a transitional behavior of the MOC related to the eddy generation in interannual-decadal time scales as the Reynolds number varies due to the variations in the MOC. In experiments (iii), a critical Reynolds number Re(c) around 30 is found, above which eddies are generated. Experiments (iv) demonstrate that even after the collapse of MOC in the Northern Hemisphere, eddies can still be generated and carry energy across the equator into the Northern Hemisphere; these eddies act to attenuate the impact of the MOC shutdown on short time scales. The results described here may be particularly pertinent to ocean general circulation models in which the Reynolds number lies close to the bifurcation point separating the laminar and turbulent regimes.

Minimizing total tardiness in a stochastic single machine scheduling problem using approximate dynamic programming

This paper addresses the non-preemptive single machine scheduling problem to minimize total tardiness. We are interested in the online version of this problem, where orders arrive at the system at random times. Jobs have to be scheduled without knowledge of what jobs will come afterwards. The processing times and the due dates become known when the order is placed. The order release date occurs only at the beginning of periodic intervals. A customized approximate dynamic programming method is introduced for this problem. The authors also present numerical experiments that assess the reliability of the new approach and show that it performs better than a myopic policy.

Reachability of the synchronous state in a mutually connected PLL network

Second-order phase locked loops (PLLs) are devices that are able to provide synchronization between the nodes in a network even under severe quality restrictions in the signal propagation. Consequently, they are widely used in telecommunication and control. Conventional master-slave (M-S) clock-distribution systems are being, replaced by mutually connected (MC) ones due to their good potential to be used in new types of application such as wireless sensor networks, distributed computation and communication systems. Here, by using an analytical reasoning, a nonlinear algebraic system of equations is proposed to establish the existence conditions for the synchronous state in an MC PLL network. Numerical experiments confirm the analytical results and provide ideas about how the network parameters affect the reachability of the synchronous state. The phase-difference oscillation amplitudes are related to the node parameters helping to design PLL neural networks. Furthermore, estimation of the acquisition time depending on the node parameters allows the performance evaluation of time distribution systems and neural networks based on phase-locked techniques. (c) 2008 Elsevier GmbH. All rights reserved.

Flow and axial dispersion simulation for traveling axisymmetric Taylor vortices

Numerical experiments using a finite difference method were carried out to determine the motion of axisymmetric Taylor vortices for narrow-gap Taylor vortex flow. When a pressure gradient is imposed on the flow the vortices are observed to move with an axial speed of 1.16 +/- 0.005 times the mean axial flow velocity. The method of Brenner was used to calculate the long-time axial spread of material in the flow. For flows where there is no pressure gradient, the axial dispersion scales with the square root of the molecular diffusion, in agreement with the results of Rosen-bluth et al. for high Peclet number dispersion in spatially periodic flows with a roll structure. When a pressure gradient is imposed the dispersion increases by an amount approximately equal to 6.5 x 10(-4) (W) over bar(2)d(2)/D-m, where (W) over bar is the average axial velocity in the annulus, analogous to Taylor dispersion for laminar flow in an empty tube.

On the importance function in splitting simulation

The splitting method is a simulation technique for the estimation of very small probabilities. In this technique, the sample paths are split into multiple copies, at various stages in the simulation. Of vital importance to the efficiency of the method is the Importance Function (IF). This function governs the placement of the thresholds or surfaces at which the paths are split. We derive a characterisation of the optimal IF and show that for multi-dimensional models the natural choice for the IF is usually not optimal. We also show how nearly optimal splitting surfaces can be derived or simulated using reverse time analysis. Our numerical experiments illustrate that by using the optimal IF, one can obtain a significant improvement in simulation efficiency.

Simulation of the micro-physics of rocks using LSMearth

The particle-based Lattice Solid Model (LSM) was developed to provide a basis to study the physics of rocks and the nonlinear dynamics of earthquakes (MORA and PLACE, 1994; PLACE and MORA, 1999). A new modular and flexible LSM approach has been developed that allows different microphysics to be easily included in or removed from the model. The approach provides a virtual laboratory where numerical experiments can easily be set up and all measurable quantities visualised. The proposed approach provides a means to simulate complex phenomena such as fracturing or localisation processes, and enables the effect of different micro-physics on macroscopic behaviour to be studied. The initial 2-D model is extended to allow three-dimensional simulations to be performed and particles of different sizes to be specified. Numerical bi-axial compression experiments under different confining pressure are used to calibrate the model. By tuning the different microscopic parameters (such as coefficient of friction, microscopic strength and distribution of grain sizes), the macroscopic strength of the material and can be adjusted to be in agreement with laboratory experiments, and the orientation of fractures is consistent with the theoretical value predicted based on Mohr-Coulomb diagram. Simulations indicate that 3-D numerical models have different macroscopic properties than in 2-D and, hence, the model must be recalibrated for 3-D simulations. These numerical experiments illustrate that the new approach is capable of simulating typical rock fracture behaviour. The new model provides a basis to investigate nucleation, rupture and slip pulse propagation in complex fault zones without the previous model limitations of a regular low-level surface geometry and being restricted to two-dimensions.

Simulation of the influence of rate- and state-dependent friction on the macroscopic behavior of complex fault zones with the lattice solid model

In order to understand the earthquake nucleation process, we need to understand the effective frictional behavior of faults with complex geometry and fault gouge zones. One important aspect of this is the interaction between the friction law governing the behavior of the fault on the microscopic level and the resulting macroscopic behavior of the fault zone. Numerical simulations offer a possibility to investigate the behavior of faults on many different scales and thus provide a means to gain insight into fault zone dynamics on scales which are not accessible to laboratory experiments. Numerical experiments have been performed to investigate the influence of the geometric configuration of faults with a rate- and state-dependent friction at the particle contacts on the effective frictional behavior of these faults. The numerical experiments are designed to be similar to laboratory experiments by DIETERICH and KILGORE (1994) in which a slide-hold-slide cycle was performed between two blocks of material and the resulting peak friction was plotted vs. holding time. Simulations with a flat fault without a fault gouge have been performed to verify the implementation. These have shown close agreement with comparable laboratory experiments. The simulations performed with a fault containing fault gouge have demonstrated a strong dependence of the critical slip distance D-c on the roughness of the fault surfaces and are in qualitative agreement with laboratory experiments.

Multidimensional scaling analysis of fractional systems

This paper investigates the use of multidimensional scaling in the evaluation of fractional system. Several algorithms are analysed based on the time response of the closed loop system under the action of a reference step input signal. Two alternative performance indices, based on the time and frequency domains, are tested. The numerical experiments demonstrate the feasibility of the proposed visualization method.

Visualizing non-linear control system performance by means of multidimensional scaling

This paper addresses the use of multidimensional scaling in the evaluation of controller performance. Several nonlinear systems are analyzed based on the closed loop time response under the action of a reference step input signal. Three alternative performance indices, based on the time response, Fourier analysis, and mutual information, are tested. The numerical experiments demonstrate the feasibility of the proposed methodology and motivate its extension for other performance measures and new classes of nonlinearities.

Enhancing the selection of a model-based clustering with external categorical variables

In cluster analysis, it can be useful to interpret the partition built from the data in the light of external categorical variables which are not directly involved to cluster the data. An approach is proposed in the model-based clustering context to select a number of clusters which both fits the data well and takes advantage of the potential illustrative ability of the external variables. This approach makes use of the integrated joint likelihood of the data and the partitions at hand, namely the model-based partition and the partitions associated to the external variables. It is noteworthy that each mixture model is fitted by the maximum likelihood methodology to the data, excluding the external variables which are used to select a relevant mixture model only. Numerical experiments illustrate the promising behaviour of the derived criterion. © 2014 Springer-Verlag Berlin Heidelberg.

Multiple Roots of Systems of Equations by Repulsion Merit Functions

In this paper we address the problem of computing multiple roots of a system of nonlinear equations through the global optimization of an appropriate merit function. The search procedure for a global minimizer of the merit function is carried out by a metaheuristic, known as harmony search, which does not require any derivative information. The multiple roots of the system are sequentially determined along several iterations of a single run, where the merit function is accordingly modified by penalty terms that aim to create repulsion areas around previously computed minimizers. A repulsion algorithm based on a multiplicative kind penalty function is proposed. Preliminary numerical experiments with a benchmark set of problems show the effectiveness of the proposed method.

Enhancing the selection of a model-based clustering with external categorical variables

In cluster analysis, it can be useful to interpret the partition built from the data in the light of external categorical variables which are not directly involved to cluster the data. An approach is proposed in the model-based clustering context to select a number of clusters which both fits the data well and takes advantage of the potential illustrative ability of the external variables. This approach makes use of the integrated joint likelihood of the data and the partitions at hand, namely the model-based partition and the partitions associated to the external variables. It is noteworthy that each mixture model is fitted by the maximum likelihood methodology to the data, excluding the external variables which are used to select a relevant mixture model only. Numerical experiments illustrate the promising behaviour of the derived criterion.

Fractional order describing functions

This paper addresses limit cycles and signal propagation in dynamical systems with backlash. The study follows the describing function (DF) method for approximate analysis of nonlinearities and generalizes it in the perspective of the fractional calculus. The concept of fractional order describing function (FDF) is illustrated and the results for several numerical experiments are analysed. FDF leads to a novel viewpoint for limit cycle signal propagation as time-space waves within system structure.