Quantification of physical and biological uncertainty in the simulation of the yield of a tropical crop using present-day and doubled CO2 climates

The impacts of climate change on crop productivity are often assessed using simulations from a numerical climate model as an input to a crop simulation model. The precision of these predictions reflects the uncertainty in both models. We examined how uncertainty in a climate (HadAM3) and crop General Large-Area Model (GLAM) for annual crops model affects the mean and standard deviation of crop yield simulations in present and doubled carbon dioxide (CO2) climates by perturbation of parameters in each model. The climate sensitivity parameter (lambda, the equilibrium response of global mean surface temperature to doubled CO2) was used to define the control climate. Observed 1966-1989 mean yields of groundnut (Arachis hypogaea L.) in India were simulated well by the crop model using the control climate and climates with values of lambda near the control value. The simulations were used to measure the contribution to uncertainty of key crop and climate model parameters. The standard deviation of yield was more affected by perturbation of climate parameters than crop model parameters in both the present-day and doubled CO2 climates. Climate uncertainty was higher in the doubled CO2 climate than in the present-day climate. Crop transpiration efficiency was key to crop model uncertainty in both present-day and doubled CO2 climates. The response of crop development to mean temperature contributed little uncertainty in the present-day simulations but was among the largest contributors under doubled CO2. The ensemble methods used here to quantify physical and biological uncertainty offer a method to improve model estimates of the impacts of climate change.

An evaluation of a Bayesian method of dose escalation based on bivariate binary responses

Recently, various approaches have been suggested for dose escalation studies based on observations of both undesirable events and evidence of therapeutic benefit. This article concerns a Bayesian approach to dose escalation that requires the user to make numerous design decisions relating to the number of doses to make available, the choice of the prior distribution, the imposition of safety constraints and stopping rules, and the criteria by which the design is to be optimized. Results are presented of a substantial simulation study conducted to investigate the influence of some of these factors on the safety and the accuracy of the procedure with a view toward providing general guidance for investigators conducting such studies. The Bayesian procedures evaluated use logistic regression to model the two responses, which are both assumed to be binary. The simulation study is based on features of a recently completed study of a compound with potential benefit to patients suffering from inflammatory diseases of the lung.

E-commerce system simulation for construction and demolition waste exchange

This article introduces a quantitative approach to e-commerce system evaluation based on the theory of process simulation. The general concept of e-commerce system simulation is presented based on the considerations of some limitations in e-commerce system development such as the huge amount of initial investments of time and money, and the long period from business planning to system development, then to system test and operation, and finally to exact return; in other words, currently used system analysis and development method cannot tell investors about some keen attentions such as how good their e-commerce system could be, how many investment repayments they could have, and which area they should improve regarding the initial business plan. In order to exam the value and its potential effects of an e-commerce business plan, it is necessary to use a quantitative evaluation approach and the authors of this article believe that process simulation is an appropriate option. The overall objective of this article is to apply the theory of process simulation to e-commerce system evaluation, and the authors will achieve this though an experimental study on a business plan for online construction and demolition waste exchange. The methodologies adopted in this article include literature review, system analysis and development, simulation modelling and analysis, and case study. The results from this article include the concept of e-commerce system simulation, a comprehensive review of simulation methods adopted in e-commerce system evaluation, and a real case study of applying simulation to e-commerce system evaluation. Furthermore, the authors hope that the adoption and implementation of the process simulation approach can effectively support business decision-making, and improve the efficiency of e-commerce systems.

A swarm pattern transformation method based on macroscopic parameter operations

The work reported in this paper is motivated by biomimetic inspiration - the transformation of patterns. The major issue addressed is the development of feasible methods for transformation based on a macroscopic tool. The general requirement for the feasibility of the transformation method is determined by classifying pattern formation approaches an their characteristics. A formal definition for pattern transformation is provided and four special cases namely, elementary and geometric transformation based on repositioning all and some robotic agents are introduced. A feasible method for transforming patterns geometrically, based on the macroscopic parameter operation of a swarm is considered. The transformation method is applied to a swarm model which lends itself to the transformation technique. Simulation studies are developed to validate the feasibility of the approach, and do indeed confirm the approach.

A swarm intelligence method for feature tracking in AMV derivation

Feature tracking is a key step in the derivation of Atmospheric Motion Vectors (AMV). Most operational derivation processes use some template matching technique, such as Euclidean distance or cross-correlation, for the tracking step. As this step is very expensive computationally, often shortrange forecasts generated by Numerical Weather Prediction (NWP) systems are used to reduce the search area. Alternatives, such as optical flow methods, have been explored, with the aim of improving the number and quality of the vectors generated and the computational efficiency of the process. This paper will present the research carried out to apply Stochastic Diffusion Search, a generic search technique in the Swarm Intelligence family, to feature tracking in the context of AMV derivation. The method will be described, and we will present initial results, with Euclidean distance as reference.

A novel blind channel estimation method for MIMO system

Channel estimation method is a key issue in MIMO system. In recent years, a lot of papers on subspace(SS)-based blind channel estimation have been published, and in this paper, combining SS method with a space-time coding scheme, we proposed a novel blind channel estimation method in MIMO system. Simulation result demonstrates the effectiveness of this method.

Parallel Monte Carlo algorithms for information retrieval

In any data mining applications, automated text and text and image retrieval of information is needed. This becomes essential with the growth of the Internet and digital libraries. Our approach is based on the latent semantic indexing (LSI) and the corresponding term-by-document matrix suggested by Berry and his co-authors. Instead of using deterministic methods to find the required number of first "k" singular triplets, we propose a stochastic approach. First, we use Monte Carlo method to sample and to build much smaller size term-by-document matrix (e.g. we build k x k matrix) from where we then find the first "k" triplets using standard deterministic methods. Second, we investigate how we can reduce the problem to finding the "k"-largest eigenvalues using parallel Monte Carlo methods. We apply these methods to the initial matrix and also to the reduced one. The algorithms are running on a cluster of workstations under MPI and results of the experiments arising in textual retrieval of Web documents as well as comparison of the stochastic methods proposed are presented. (C) 2003 IMACS. Published by Elsevier Science B.V. All rights reserved.

Solving optimal control problems with state constraints using nonlinear programming and simulation tools

This paper illustrates how nonlinear programming and simulation tools, which are available in packages such as MATLAB and SIMULINK, can easily be used to solve optimal control problems with state- and/or input-dependent inequality constraints. The method presented is illustrated with a model of a single-link manipulator. The method is suitable to be taught to advanced undergraduate and Master's level students in control engineering.

Femtosecond evolution of spatially inhomogeneous carrier excitations: part 2: stochastic approach and GRID implementation

We present a stochastic approach for solving the quantum-kinetic equation introduced in Part I. A Monte Carlo method based on backward time evolution of the numerical trajectories is developed. The computational complexity and the stochastic error are investigated numerically. Variance reduction techniques are applied, which demonstrate a clear advantage with respect to the approaches based on symmetry transformation. Parallel implementation is realized on a GRID infrastructure.

A new method for evaluating regional air quality forecasts

A Kriging interpolation method is combined with an object-based evaluation measure to assess the ability of the UK Met Office's dispersion and weather prediction models to predict the evolution of a plume of tracer as it was transported across Europe. The object-based evaluation method, SAL, considers aspects of the Structure, Amplitude and Location of the pollutant field. The SAL method is able to quantify errors in the predicted size and shape of the pollutant plume, through the structure component, the over- or under-prediction of the pollutant concentrations, through the amplitude component, and the position of the pollutant plume, through the location component. The quantitative results of the SAL evaluation are similar for both models and close to a subjective visual inspection of the predictions. A negative structure component for both models, throughout the entire 60 hour plume dispersion simulation, indicates that the modelled plumes are too small and/or too peaked compared to the observed plume at all times. The amplitude component for both models is strongly positive at the start of the simulation, indicating that surface concentrations are over-predicted by both models for the first 24 hours, but modelled concentrations are within a factor of 2 of the observations at later times. Finally, for both models, the location component is small for the first 48 hours after the start of the tracer release, indicating that the modelled plumes are situated close to the observed plume early on in the simulation, but this plume location error grows at later times. The SAL methodology has also been used to identify differences in the transport of pollution in the dispersion and weather prediction models. The convection scheme in the weather prediction model is found to transport more pollution vertically out of the boundary layer into the free troposphere than the dispersion model convection scheme resulting in lower pollutant concentrations near the surface and hence a better forecast for this case study.

Measuring departures from Hardy-Weinberg: a Markov chain Monte Carlo method for estimating the inbreeding coefficient

Many well-established statistical methods in genetics were developed in a climate of severe constraints on computational power. Recent advances in simulation methodology now bring modern, flexible statistical methods within the reach of scientists having access to a desktop workstation. We illustrate the potential advantages now available by considering the problem of assessing departures from Hardy-Weinberg (HW) equilibrium. Several hypothesis tests of HW have been established, as well as a variety of point estimation methods for the parameter which measures departures from HW under the inbreeding model. We propose a computational, Bayesian method for assessing departures from HW, which has a number of important advantages over existing approaches. The method incorporates the effects-of uncertainty about the nuisance parameters--the allele frequencies--as well as the boundary constraints on f (which are functions of the nuisance parameters). Results are naturally presented visually, exploiting the graphics capabilities of modern computer environments to allow straightforward interpretation. Perhaps most importantly, the method is founded on a flexible, likelihood-based modelling framework, which can incorporate the inbreeding model if appropriate, but also allows the assumptions of the model to he investigated and, if necessary, relaxed. Under appropriate conditions, information can be shared across loci and, possibly, across populations, leading to more precise estimation. The advantages of the method are illustrated by application both to simulated data and to data analysed by alternative methods in the recent literature.

The Prony fitting method for digital deconvolution problem

The Prony fitting theory is applied in this paper to solve the deconvolution problem. There are two cases in deconvolution in which unstable solution is easy to appear. They are: (1)the frequency band of known kernel is more narraw than that of the unknown kernel; (2) there exists noise. These two cases are studied thoroughly and the effectiveness of Prony fitting method is showed. Finally, this method is simulated in computer. The simulation results are compared with those obtained by using FFT method directly.

A simplified mathematical model for urban microclimate simulation

Techniques for modelling urban microclimates and urban block surfaces temperatures are desired by urban planners and architects for strategic urban designs at the early design stages. This paper introduces a simplified mathematical model for urban simulations (UMsim) including urban surfaces temperatures and microclimates. The nodal network model has been developed by integrating coupled thermal and airflow model. Direct solar radiation, diffuse radiation, reflected radiation, long-wave radiation, heat convection in air and heat transfer in the exterior walls and ground within the complex have been taken into account. The relevant equations have been solved using the finite difference method under the Matlab platform. Comparisons have been conducted between the data produced from the simulation and that from an urban experimental study carried out in a real architectural complex on the campus of Chongqing University, China in July 2005 and January 2006. The results show a satisfactory agreement between the two sets of data. The UMsim can be used to simulate the microclimates, in particular the surface temperatures of urban blocks, therefore it can be used to assess the impact of urban surfaces properties on urban microclimates. The UMsim will be able to produce robust data and images of urban environments for sustainable urban design.

Effects of dendritic morphology on CA3 pyramidal cell electrophysiology: a simulation study

We investigated the effect of morphological differences on neuronal firing behavior within the hippocampal CA3 pyramidal cell family by using three-dimensional reconstructions of dendritic morphology in computational simulations of electrophysiology. In this paper, we report for the first time that differences in dendritic structure within the same morphological class can have a dramatic influence on the firing rate and firing mode (spiking versus bursting and type of bursting). Our method consisted of converting morphological measurements from three-dimensional neuroanatomical data of CA3 pyramidal cells into a computational simulator format. In the simulation, active channels were distributed evenly across the cells so that the electrophysiological differences observed in the neurons would only be due to morphological differences. We found that differences in the size of the dendritic tree of CA3 pyramidal cells had a significant qualitative and quantitative effect on the electrophysiological response. Cells with larger dendritic trees: (1) had a lower burst rate, but a higher spike rate within a burst, (2) had higher thresholds for transitions from quiescent to bursting and from bursting to regular spiking and (3) tended to burst with a plateau. Dendritic tree size alone did not account for all the differences in electrophysiological responses. Differences in apical branching, such as the distribution of branch points and terminations per branch order, appear to effect the duration of a burst. These results highlight the importance of considering the contribution of morphology in electrophysiological and simulation studies.

Random orthogonal matrix simulation

This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.