Data assimilation for state and parameter estimation: application to morphodynamic modelling

Data assimilation is predominantly used for state estimation; combining observational data with model predictions to produce an updated model state that most accurately approximates the true system state whilst keeping the model parameters fixed. This updated model state is then used to initiate the next model forecast. Even with perfect initial data, inaccurate model parameters will lead to the growth of prediction errors. To generate reliable forecasts we need good estimates of both the current system state and the model parameters. This paper presents research into data assimilation methods for morphodynamic model state and parameter estimation. First, we focus on state estimation and describe implementation of a three dimensional variational(3D-Var) data assimilation scheme in a simple 2D morphodynamic model of Morecambe Bay, UK. The assimilation of observations of bathymetry derived from SAR satellite imagery and a ship-borne survey is shown to significantly improve the predictive capability of the model over a 2 year run. Here, the model parameters are set by manual calibration; this is laborious and is found to produce different parameter values depending on the type and coverage of the validation dataset. The second part of this paper considers the problem of model parameter estimation in more detail. We explain how, by employing the technique of state augmentation, it is possible to use data assimilation to estimate uncertain model parameters concurrently with the model state. This approach removes inefficiencies associated with manual calibration and enables more effective use of observational data. We outline the development of a novel hybrid sequential 3D-Var data assimilation algorithm for joint state-parameter estimation and demonstrate its efficacy using an idealised 1D sediment transport model. The results of this study are extremely positive and suggest that there is great potential for the use of data assimilation-based state-parameter estimation in coastal morphodynamic modelling.

Ensemble forecasts of a flood-producing storm: comparison of the influence of model-state perturbations and parameter modifications

High-resolution ensemble simulations (Δx = 1 km) are performed with the Met Office Unified Model for the Boscastle (Cornwall, UK) flash-flooding event of 16 August 2004. Forecast uncertainties arising from imperfections in the forecast model are analysed by comparing the simulation results produced by two types of perturbation strategy. Motivated by the meteorology of the event, one type of perturbation alters relevant physics choices or parameter settings in the model's parametrization schemes. The other type of perturbation is designed to account for representativity error in the boundary-layer parametrization. It makes direct changes to the model state and provides a lower bound against which to judge the spread produced by other uncertainties. The Boscastle has genuine skill at scales of approximately 60 km and an ensemble spread which can be estimated to within ∼ 10% with only eight members. Differences between the model-state perturbation and physics modification strategies are discussed, the former being more important for triggering and the latter for subsequent cell development, including the average internal structure of convective cells. Despite such differences, the spread in rainfall evaluated at skilful scales is shown to be only weakly sensitive to the perturbation strategy. This suggests that relatively simple strategies for treating model uncertainty may be sufficient for practical, convective-scale ensemble forecasting.

European plant phenology and climate as seen in a 20-year AVHRR land-surface parameter dataset

Vegetation distribution and state have been measured since 1981 by the AVHRR (Advanced Very High Resolution Radiometer) instrument through satellite remote sensing. In this study a correction method is applied to the Pathfinder NDVI (Normalized Difference Vegetation Index) data to create a continuous European vegetation phenology dataset of a 10-day temporal and 0.1° spatial resolution; additionally, land surface parameters for use in biosphere–atmosphere modelling are derived. The analysis of time-series from this dataset reveals, for the years 1982–2001, strong seasonal and interannual variability in European land surface vegetation state. Phenological metrics indicate a late and short growing season for the years 1985–1987, in addition to early and prolonged activity in the years 1989, 1990, 1994 and 1995. These variations are in close agreement with findings from phenological measurements at the surface; spring phenology is also shown to correlate particularly well with anomalies in winter temperature and winter North Atlantic Oscillation (NAO) index. Nevertheless, phenological metrics, which display considerable regional differences, could only be determined for vegetation with a seasonal behaviour. Trends in the phenological phases reveal a general shift to earlier (−0.54 days year−1) and prolonged (0.96 days year−1) growing periods which are statistically significant, especially for central Europe.

Bayesian parameter estimation for latent Markov random fields and social networks

Undirected graphical models are widely used in statistics, physics and machine vision. However Bayesian parameter estimation for undirected models is extremely challenging, since evaluation of the posterior typically involves the calculation of an intractable normalising constant. This problem has received much attention, but very little of this has focussed on the important practical case where the data consists of noisy or incomplete observations of the underlying hidden structure. This paper specifically addresses this problem, comparing two alternative methodologies. In the first of these approaches particle Markov chain Monte Carlo (Andrieu et al., 2010) is used to efficiently explore the parameter space, combined with the exchange algorithm (Murray et al., 2006) for avoiding the calculation of the intractable normalising constant (a proof showing that this combination targets the correct distribution in found in a supplementary appendix online). This approach is compared with approximate Bayesian computation (Pritchard et al., 1999). Applications to estimating the parameters of Ising models and exponential random graphs from noisy data are presented. Each algorithm used in the paper targets an approximation to the true posterior due to the use of MCMC to simulate from the latent graphical model, in lieu of being able to do this exactly in general. The supplementary appendix also describes the nature of the resulting approximation.

The importance of friction in mountain wave drag amplification by Scorer parameter resonance

A mechanism for amplification of mountain waves, and their associated drag, by parametric resonance is investigated using linear theory and numerical simulations. This mechanism, which is active when the Scorer parameter oscillates with height, was recently classified by previous authors as intrinsically nonlinear. Here it is shown that, if friction is included in the simplest possible form as a Rayleigh damping, and the solution to the Taylor-Goldstein equation is expanded in a power series of the amplitude of the Scorer parameter oscillation, linear theory can replicate the resonant amplification produced by numerical simulations with some accuracy. The drag is significantly altered by resonance in the vicinity of n/l_0 = 2, where l_0 is the unperturbed value of the Scorer parameter and n is the wave number of its oscillation. Depending on the phase of this oscillation, the drag may be substantially amplified or attenuated relative to its non-resonant value, displaying either single maxima or minima, or double extrema near n/l_0 = 2. Both non-hydrostatic effects and friction tend to reduce the magnitude of the drag extrema. However, in exactly inviscid conditions, the single drag maximum and minimum are suppressed. As in the atmosphere friction is often small but non-zero outside the boundary layer, modelling of the drag amplification mechanism addressed here should be quite sensitive to the type of turbulence closure employed in numerical models, or to computational dissipation in nominally inviscid simulations.

Oligomeric pseudorotaxanes adopting infinite-chain lattice superstructures

Above a critical chain length, where oligomers contain five or more recognition units, apparently infinite donor–acceptor polypseudorotaxanes are formed in the solid state. X-ray crystallographic analyses of three different examples have shown that although the oligomeric chains are undoubtedly discrete and monodisperse, they nevertheless appear to be infinite in the crystal.

Preparation of films of a highly aligned lipid cubic phase

We demonstrate a method by which we can produce an oriented film of an inverse bicontinuous cubic phase (QII D) formed by the lipid monoolein (MO). By starting with the lipid as a disordered precursor (the L3 phase) in the presence of butanediol, we can obtain a film of the QII D phase showing a high degree of in-plane orientation by controlled dilution of the sample under shear within a linear flow cell. We demonstrate that the direction of orientation of the film is different from that found in the oriented bulk material that we have reported previously; therefore, we can now reproducibly form QII D samples oriented with either the [110] or the [100] axis aligned in the flow direction depending on the method of preparation. The deposition of MO as a film, via a moving fluid− air interface that leaves a coating of MO in the L3 phase on the capillary wall, leads to a sample in the [110] orientation. This contrasts with the bulk material that we have previously demonstrated to be oriented in the [100] direction, arising from flow producing an oriented bulk slug of material within the capillary tube. The bulk sample contains significant amounts of residual butanediol, which can be estimated from the lattice parameter of the QII D phase obtained. The sample orientation and lattice parameters are determined from synchrotron small-angle X-ray scattering patterns and confirmed by simulations. This has potential applications in the production of template materials and the growth of protein crystals for crystallography as well as deepening our understanding of the mechanisms underlying the behavior of lyotropic liquid-crystal phases.

Coassembly in binary mixtures of peptide amphiphiles containing oppositely charged residues

The self-assembly in water of designed peptide amphiphile (PA) C16-ETTES containing two anionic residues and its mixtures with C16-KTTKS containing two cationic residues has been investigated. Multiple spectroscopy, microscopy, and scattering techniques are used to examine ordering extending from the β-sheet structures up to the fibrillar aggregate structure. The peptide amphiphiles both comprise a hexadecyl alkyl chain and a charged pentapeptide headgroup containing two charged residues. For C16-ETTES, the critical aggregation concentration was determined by fluorescence experiments. FTIR and CD spectroscopy were used to examine β-sheet formation. TEM revealed highly extended tape nanostructures with some striped regions corresponding to bilayer structures viewed edge-on. Small-angle X-ray scattering showed a main 5.3 nm bilayer spacing along with a 3 nm spacing. These spacings are assigned respectively to predominant hydrated bilayers and a fraction of dehydrated bilayers. Signs of cooperative self-assembly are observed in the mixtures, including reduced bundling of peptide amphiphile aggregates (extended tape structures) and enhanced β-sheet formation.

Input type and parameter resetting: is naturalistic input necessary?

It has been argued that extended exposure to naturalistic input provides L2 learners with more of an opportunity to converge of target morphosyntactic competence as compared to classroom-only environments, given that the former provide more positive evidence of less salient linguistic properties than the latter (e.g., Isabelli 2004). Implicitly, the claim is that such exposure is needed to fully reset parameters. However, such a position conflicts with the notion of parameterization (cf. Rothman and Iverson 2007). In light of two types of competing generative theories of adult L2 acquisition – the No Impairment Hypothesis (e.g., Duffield and White 1999) and so-called Failed Features approaches (e.g., Beck 1998; Franceschina 2001; Hawkins and Chan 1997), we investigate the verifiability of such a claim. Thirty intermediate L2 Spanish learners were tested in regards to properties of the Null-Subject Parameter before and after study-abroad. The data suggest that (i) parameter resetting is possible and (ii) exposure to naturalistic input is not privileged.

Glimpsing regular lattice arrangements of primary rat hippocampal astrocytes on ultra-thin nodes of Parylene-C

In our seminal work, we reported how the biomaterial Parylene-C has the unique ability to coerce neurons and glial cells to migrate to and then grow in straight lines along serum coated rectangular parylene-C structures mounted on an oxidised silicon substrate. In this brief communication, we report how astrocyte cell bodies, from the dissociated postnatal rat hippocampus, can now to be successfully localised on an ultra-thin 13nm layer of parylene-C mounted on oxidised silicon (Figure 1). What is extremely interesting about this finding is that the astrocyte processes extended mainly in horizontal and vertical directions from the cell body thus creating a regular lattice network of individual cells. In addition, they comfortably extended a 50μm gap (equivalent to ~ 10 cell body diameters) to connect to adjacent astrocytes on neighbouring Parylene-C structures. This was found to occur repeatedly on circular geometries of 20μm diameter. In comparison to our previous work [1], we have decreased the thickness of the parylene-C structures by a factor of 10, to allow such technology to be able to be utilised for passive electrode design that requires extremely thin structures such as these. Thus, being able to culture astrocytes in regular lattice networks will pave the way for precise monitoring and stimulation of such ensembles via multi-electrode arrays, allowing a closer insight into their dynamic behaviour and their network properties.