Data assimilation for precipitation nowcasting using Bayesian inference

This work introduces a new variational Bayes data assimilation method for the stochastic estimation of precipitation dynamics using radar observations for short term probabilistic forecasting (nowcasting). A previously developed spatial rainfall model based on the decomposition of the observed precipitation field using a basis function expansion captures the precipitation intensity from radar images as a set of ‘rain cells’. The prior distributions for the basis function parameters are carefully chosen to have a conjugate structure for the precipitation field model to allow a novel variational Bayes method to be applied to estimate the posterior distributions in closed form, based on solving an optimisation problem, in a spirit similar to 3D VAR analysis, but seeking approximations to the posterior distribution rather than simply the most probable state. A hierarchical Kalman filter is used to estimate the advection field based on the assimilated precipitation fields at two times. The model is applied to tracking precipitation dynamics in a realistic setting, using UK Met Office radar data from both a summer convective event and a winter frontal event. The performance of the model is assessed both traditionally and using probabilistic measures of fit based on ROC curves. The model is shown to provide very good assimilation characteristics, and promising forecast skill. Improvements to the forecasting scheme are discussed

Synchronization processes in nonlinear systems and their relation to cortical oscillatory dynamics

This thesis was focused on theoretical models of synchronization to cortical dynamics as measured by magnetoencephalography (MEG). Dynamical systems theory was used in both identifying relevant variables for brain coordination and also in devising methods for their quantification. We presented a method for studying interactions of linear and chaotic neuronal sources using MEG beamforming techniques. We showed that such sources can be accurately reconstructed in terms of their location, temporal dynamics and possible interactions. Synchronization in low-dimensional nonlinear systems was studied to explore specific correlates of functional integration and segregation. In the case of interacting dissimilar systems, relevant coordination phenomena involved generalized and phase synchronization, which were often intermittent. Spatially-extended systems were then studied. For locally-coupled dissimilar systems, as in the case of cortical columns, clustering behaviour occurred. Synchronized clusters emerged at different frequencies and their boundaries were marked through oscillation death. The macroscopic mean field revealed sharp spectral peaks at the frequencies of the clusters and broader spectral drops at their boundaries. These results question existing models of Event Related Synchronization and Desynchronization. We re-examined the concept of the steady-state evoked response following an AM stimulus. We showed that very little variability in the AM following response could be accounted by system noise. We presented a methodology for detecting local and global nonlinear interactions from MEG data in order to account for residual variability. We found crosshemispheric nonlinear interactions of ongoing cortical rhythms concurrent with the stimulus and interactions of these rhythms with the following AM responses. Finally, we hypothesized that holistic spatial stimuli would be accompanied by the emergence of clusters in primary visual cortex resulting in frequency-specific MEG oscillations. Indeed, we found different frequency distributions in induced gamma oscillations for different spatial stimuli, which was suggestive of temporal coding of these spatial stimuli. Further, we addressed the bursting character of these oscillations, which was suggestive of intermittent nonlinear dynamics. However, we did not observe the characteristic-3/2 power-law scaling in the distribution of interburst intervals. Further, this distribution was only seldom significantly different to the one obtained in surrogate data, where nonlinear structure was destroyed. In conclusion, the work presented in this thesis suggests that advances in dynamical systems theory in conjunction with developments in magnetoencephalography may facilitate a mapping between levels of description int he brain. this may potentially represent a major advancement in neuroscience.

Combination of altimetry data from different satellite missions

Substantial altimetry datasets collected by different satellites have only become available during the past five years, but the future will bring a variety of new altimetry missions, both parallel and consecutive in time. The characteristics of each produced dataset vary with the different orbital heights and inclinations of the spacecraft, as well as with the technical properties of the radar instrument. An integral analysis of datasets with different properties offers advantages both in terms of data quantity and data quality. This thesis is concerned with the development of the means for such integral analysis, in particular for dynamic solutions in which precise orbits for the satellites are computed simultaneously. The first half of the thesis discusses the theory and numerical implementation of dynamic multi-satellite altimetry analysis. The most important aspect of this analysis is the application of dual satellite altimetry crossover points as a bi-directional tracking data type in simultaneous orbit solutions. The central problem is that the spatial and temporal distributions of the crossovers are in conflict with the time-organised nature of traditional solution methods. Their application to the adjustment of the orbits of both satellites involved in a dual crossover therefore requires several fundamental changes of the classical least-squares prediction/correction methods. The second part of the thesis applies the developed numerical techniques to the problems of precise orbit computation and gravity field adjustment, using the altimetry datasets of ERS-1 and TOPEX/Poseidon. Although the two datasets can be considered less compatible that those of planned future satellite missions, the obtained results adequately illustrate the merits of a simultaneous solution technique. In particular, the geographically correlated orbit error is partially observable from a dataset consisting of crossover differences between two sufficiently different altimetry datasets, while being unobservable from the analysis of altimetry data of both satellites individually. This error signal, which has a substantial gravity-induced component, can be employed advantageously in simultaneous solutions for the two satellites in which also the harmonic coefficients of the gravity field model are estimated.

Charge effects on hindrance factors for diffusion and convection of solute in pores I

The transport of a spherical solute through a long circular cylindrical pore filled with an electrolyte solution is studied numerically, in the presence of constant surface charge on the solute and the pore wall. Fluid dynamic analyses were carried out to calculate the flow field around the solute in the pore to evaluate the drag coefficients exerted on the solute. Electrical potentials around the solute in the electrolyte solution were computed based on a mean-field theory to provide the interaction energy between the charged solute and the pore wall. Combining the results of the fluid dynamic and electrostatic analyses, we estimated the rate of the diffusive and convective transport of the solute across the pore. Although the present estimates of the drag coefficients on the solute suggest more than 10% difference from existing studies, depending on the radius ratio of the solute relative to the pore and the radial position of the solute center in the pore, this difference leads to a minor effect on the hindrance factors. It was found that even at rather large ion concentrations, the repulsive electrostatic interaction between the charged solute and the pore wall of like charge could significantly reduce the transport rate of the solute.

A Test of Association between Qualitative Trait and a Set of SNPs

2000 Mathematics Subject Classification: 62P10, 92D10, 92D30, 62F03

Identifying spatially overlapping local cortical networks with MEG

Recent modelling studies (Hadjipapas et al. [2009]: Neuroimage 44:1290-1303) have shown that it may be possible to distinguish between different neuronal populations on the basis of their macroscopically measured (EEG/MEG) mean field. We set out to test whether the different orientation columns contributing to a signal at a specific cortical location could be identified based on the measured MEG signal. We used 1.5deg square, static, obliquely oriented grating stimuli to generate sustained gamma oscillations in a focal region of primary visual cortex. We then used multivariate classifier methods to predict the orientation (left or right oblique) of the stimuli based purely on the time-series data from this one location. Both the single trial evoked response (0-300 ms) and induced post-transient power spectra (300-2,300 ms, 20-70 Hz band) due to the different stimuli were classifiable significantly above chance in 11/12 and 10/12 datasets respectively. Interestingly, stimulus-specific information is preserved in the sustained part of the gamma oscillation, long after perception has occurred and all neuronal transients have decayed. Importantly, the classification of this induced oscillation was still possible even when the power spectra were rank-transformed showing that the different underlying networks give rise to different characteristic temporal signatures. © 2009 Wiley-Liss, Inc.

Weak Langmuir optical turbulence in a fiber cavity

We study theoretically and numerically the dynamics of a passive optical fiber ring cavity pumped by a highly incoherent wave: an incoherently injected fiber laser. The theoretical analysis reveals that the turbulent dynamics of the cavity is dominated by the Raman effect. The forced-dissipative nature of the fiber cavity is responsible for a large diversity of turbulent behaviors: Aside from nonequilibrium statistical stationary states, we report the formation of a periodic pattern of spectral incoherent solitons, or the formation of different types of spectral singularities, e.g., dispersive shock waves and incoherent spectral collapse behaviors. We derive a mean-field kinetic equation that describes in detail the different turbulent regimes of the cavity and whose structure is formally analogous to the weak Langmuir turbulence kinetic equation in the presence of forcing and damping. A quantitative agreement is obtained between the simulations of the nonlinear Schrödinger equation with cavity boundary conditions and those of the mean-field kinetic equation and the corresponding singular integrodifferential reduction, without using adjustable parameters. We discuss the possible realization of a fiber cavity experimental setup in which the theoretical predictions can be observed and studied.

Universal Non-Debye Scaling in the Density of States of Amorphous Solids.

At the jamming transition, amorphous packings are known to display anomalous vibrational modes with a density of states (DOS) that remains constant at low frequency. The scaling of the DOS at higher packing fractions remains, however, unclear. One might expect to find a simple Debye scaling, but recent results from effective medium theory and the exact solution of mean-field models both predict an anomalous, non-Debye scaling. Being mean-field in nature, however, these solutions are only strictly valid in the limit of infinite spatial dimension, and it is unclear what value they have for finite-dimensional systems. Here, we study packings of soft spheres in dimensions 3 through 7 and find, away from jamming, a universal non-Debye scaling of the DOS that is consistent with the mean-field predictions. We also consider how the soft mode participation ratio evolves as dimension increases.

Nucleonic intensities investigated during the Atlantic Expedition IQSY 1965 of RV "Meteor" (Appendix)

The nucleonic component of the cosmic rays has been measured by the German research vessel "Meteor" during the Atlantic Expedition IQSY 1965. The pressure corrected intensities fit well the rigidity calculations of Kondo and Kodamo. In this way we confirm the earth's magnetic field model used by these authors. Two positions of the cosmic ray equator have been determined at 29,7 °W (6,5 ± 1) °N and at 19 °W (7 ± 1) °N. These positions agree with the calculated values of Kondo and Kodamo. The total latitude effect of the nucleonic component amounts to 1.74 and 1.76. The measurements were carried out at solar minima activity. Using the values of latitude measurements at maxima solar activity the degree of modulation of the primary cosmic rays was determined in the rigidity range 2 - 13 GV. For rigidity values above 6 GV the modulation remains constant to 20 %.

Principles and Practice of Fire Modelling: A Collection of Lecture Notes for a Short Course

Once the preserve of university academics and research laboratories with high-powered and expensive computers, the power of sophisticated mathematical fire models has now arrived on the desk top of the fire safety engineer. It is a revolution made possible by parallel advances in PC technology and fire modelling software. But while the tools have proliferated, there has not been a corresponding transfer of knowledge and understanding of the discipline from expert to general user. It is a serious shortfall of which the lack of suitable engineering courses dealing with the subject is symptomatic, if not the cause. The computational vehicles to run the models and an understanding of fire dynamics are not enough to exploit these sophisticated tools. Too often, they become 'black boxes' producing magic answers in exciting three-dimensional colour graphics and client-satisfying 'virtual reality' imagery. As well as a fundamental understanding of the physics and chemistry of fire, the fire safety engineer must have at least a rudimentary understanding of the theoretical basis supporting fire models to appreciate their limitations and capabilities. The five day short course, "Principles and Practice of Fire Modelling" run by the University of Greenwich attempt to bridge the divide between the expert and the general user, providing them with the expertise they need to understand the results of mathematical fire modelling. The course and associated text book, "Mathematical Modelling of Fire Phenomena" are aimed at students and professionals with a wide and varied background, they offer a friendly guide through the unfamiliar terrain of mathematical modelling. These concepts and techniques are introduced and demonstrated in seminars. Those attending also gain experience in using the methods during "hands-on" tutorial and workshop sessions. On completion of this short course, those participating should: - be familiar with the concept of zone and field modelling; - be familiar with zone and field model assumptions; - have an understanding of the capabilities and limitations of modelling software packages for zone and field modelling; - be able to select and use the most appropriate mathematical software and demonstrate their use in compartment fire applications; and - be able to interpret model predictions. The result is that the fire safety engineer is empowered to realise the full value of mathematical models to help in the prediction of fire development, and to determine the consequences of fire under a variety of conditions. This in turn enables him or her to design and implement safety measures which can potentially control, or at the very least reduce the impact of fire.

Solar magnetic carpet III: coronal modelling of synthetic magnetograms

This article is the third in a series working towards the construction of a realistic, evolving, non-linear force-free coronal-field model for the solar magnetic carpet. Here, we present preliminary results of 3D time-dependent simulations of the small-scale coronal field of the magnetic carpet. Four simulations are considered, each with the same evolving photospheric boundary condition: a 48-hour time series of synthetic magnetograms produced from the model of Meyer et al. ( Solar Phys. 272, 29, 2011). Three simulations include a uniform, overlying coronal magnetic field of differing strength, the fourth simulation includes no overlying field. The build-up, storage, and dissipation of magnetic energy within the simulations is studied. In particular, we study their dependence upon the evolution of the photospheric magnetic field and the strength of the overlying coronal field. We also consider where energy is stored and dissipated within the coronal field. The free magnetic energy built up is found to be more than sufficient to power small-scale, transient phenomena such as nanoflares and X-ray bright points, with the bulk of the free energy found to be stored low down, between 0.5 - 0.8 Mm. The energy dissipated is currently found to be too small to account for the heating of the entire quiet-Sun corona. However, the form and location of energy-dissipation regions qualitatively agree with what is observed on small scales on the Sun. Future MHD modelling using the same synthetic magnetograms may lead to a higher energy release.

Quantitative Derivation of Effective Evolution Equations for the Dynamics of Bose-Einstein Condensates

This thesis proves certain results concerning an important question in non-equilibrium quantum statistical mechanics which is the derivation of effective evolution equations approximating the dynamics of a system of large number of bosons initially at equilibrium (ground state at very low temperatures). The dynamics of such systems are governed by the time-dependent linear many-body Schroedinger equation from which it is typically difficult to extract useful information due to the number of particles being large. We will study quantitatively (i.e. with explicit bounds on the error) how a suitable one particle non-linear Schroedinger equation arises in the mean field limit as number of particles N → ∞ and how the appropriate corrections to the mean field will provide better approximations of the exact dynamics. In the first part of this thesis we consider the evolution of N bosons, where N is large, with two-body interactions of the form N³ᵝv(Nᵝ⋅), 0≤β≤1. The parameter β measures the strength and the range of interactions. We compare the exact evolution with an approximation which considers the evolution of a mean field coupled with an appropriate description of pair excitations, see [18,19] by Grillakis-Machedon-Margetis. We extend the results for 0 ≤ β < 1/3 in [19, 20] to the case of β < 1/2 and obtain an error bound of the form p(t)/Nᵅ, where α>0 and p(t) is a polynomial, which implies a specific rate of convergence as N → ∞. In the second part, utilizing estimates of the type discussed in the first part, we compare the exact evolution with the mean field approximation in the sense of marginals. We prove that the exact evolution is close to the approximate in trace norm for times of the order o(1)√N compared to log(o(1)N) as obtained in Chen-Lee-Schlein [6] for the Hartree evolution. Estimates of similar type are obtained for stronger interactions as well.

Active versus passive management : the case of BOVESPA

Mestrado em Finanças

A staggered approach for the coupling of Cahn–Hilliard type diffusion and finite strain elasticity

We develop an algorithm and computational implementation for simulation of problems that combine Cahn–Hilliard type diffusion with finite strain elasticity. We have in mind applications such as the electro-chemo- mechanics of lithium ion (Li-ion) batteries. We concentrate on basic computational aspects. A staggered algorithm is pro- posed for the coupled multi-field model. For the diffusion problem, the fourth order differential equation is replaced by a system of second order equations to deal with the issue of the regularity required for the approximation spaces. Low order finite elements are used for discretization in space of the involved fields (displacement, concentration, nonlocal concentration). Three (both 2D and 3D) extensively worked numerical examples show the capabilities of our approach for the representation of (i) phase separation, (ii) the effect of concentration in deformation and stress, (iii) the effect of Electronic supplementary material The online version of this article (doi:10.1007/s00466-015-1235-1) contains supplementary material, which is available to authorized users. B P. Areias pmaa@uevora.pt 1 Department of Physics, University of Évora, Colégio Luís António Verney, Rua Romão Ramalho, 59, 7002-554 Évora, Portugal 2 ICIST, Lisbon, Portugal 3 School of Engineering, Universidad de Cuenca, Av. 12 de Abril s/n. 01-01-168, Cuenca, Ecuador 4 Institute of Structural Mechanics, Bauhaus-University Weimar, Marienstraße 15, 99423 Weimar, Germany strain in concentration, and (iv) lithiation. We analyze con- vergence with respect to spatial and time discretization and found that very good results are achievable using both a stag- gered scheme and approximated strain interpolation.