Complex dynamics in simple systems with periodic parameter oscillations

We study systems with periodically oscillating parameters that can give way to complex periodic or nonperiodic orbits. Performing the long time limit, we can define ergodic averages such as Lyapunov exponents, where a negative maximal Lyapunov exponent corresponds to a stable periodic orbit. By this, extremely complicated periodic orbits composed of contracting and expanding phases appear in a natural way. Employing the technique of ϵ-uncertain points, we find that values of the control parameters supporting such periodic motion are densely embedded in a set of values for which the motion is chaotic. When a tiny amount of noise is coupled to the system, dynamics with positive and with negative nontrivial Lyapunov exponents are indistinguishable. We discuss two physical systems, an oscillatory flow inside a duct and a dripping faucet with variable water supply, where such a mechanism seems to be responsible for a complicated alternation of laminar and turbulent phases.

On the difficulties of present theoretical models to predict the oxidation state of atomic Au adsorbed on regular sites of CeO2(111)

The electronic structure and oxidation state of atomic Au adsorbed on a perfect CeO2(111) surface have been investigated in detail by means of periodic density functional theory-based calculations, using the LDA+U and GGA+U potentials for a broad range of U values, complemented with calculations employing the HSE06 hybrid functional. In addition, the effects of the lattice parameter a0 and of the starting point for the geometry optimization have also been analyzed. From the present results we suggest that the oxidation state of single Au atoms on CeO2(111) predicted by LDA+U, GGA+U, and HSE06 density functional calculations is not conclusive and that the final picture strongly depends on the method chosen and on the construction of the surface model. In some cases we have been able to locate two well-defined states which are close in energy but with very different electronic structure and local geometries, one with Au fully oxidized and one with neutral Au. The energy difference between the two states is typically within the limits of the accuracy of the present exchange-correlation potentials, and therefore, a clear lowest-energy state cannot be identified. These results suggest the possibility of a dynamic distribution of Au0 and Au+ atomic species at the regular sites of the CeO2(111) surface.

Multi-site evaluation of an urban land-surface model: intra-urban heterogeneity, seasonality and parameter complexity requirements

An extensive off-line evaluation of the Noah/Single Layer Urban Canopy Model (Noah/SLUCM) urban land-surface model is presented using data from 15 sites to assess (1) the ability of the scheme to reproduce the surface energy balance observed in a range of urban environments, including seasonal changes, and (2) the impact of increasing complexity of input parameter information. Model performance is found to be most dependent on representation of vegetated surface area cover; refinement of other parameter values leads to smaller improvements. Model biases in net all-wave radiation and trade-offs between turbulent heat fluxes are highlighted using an optimization algorithm. Here we use the Urban Zones to characterize Energy partitioning (UZE) as the basis to assign default SLUCM parameter values. A methodology (FRAISE) to assign sites (or areas) to one of these categories based on surface characteristics is evaluated. Using three urban sites from the Basel Urban Boundary Layer Experiment (BUBBLE) dataset, an independent evaluation of the model performance with the parameter values representative of each class is performed. The scheme copes well with both seasonal changes in the surface characteristics and intra-urban heterogeneities in energy flux partitioning, with RMSE performance comparable to similar state-of-the-art models for all fluxes, sites and seasons. The potential of the methodology for high-resolution atmospheric modelling application using the Weather Research and Forecasting (WRF) model is highlighted. This analysis supports the recommendations that (1) three classes are appropriate to characterize the urban environment, and (2) that the parameter values identified should be adopted as default values in WRF.

The lottery-panel task for bi-dimensional parameter-free elicitation of risk attitudes

We propose first, a simple task for the eliciting attitudes toward risky choice, the SGG lottery-panel task, which consists in a series of lotteries constructed to compensate riskier options with higher risk-return trade-offs. Using Principal Component Analysis technique, we show that the SGG lottery-panel task is capable of capturing two dimensions of individual risky decision making i.e. subjects’ average risk taking and their sensitivity towards variations in risk-return. From the results of a large experimental dataset, we confirm that the task systematically captures a number of regularities such as: A tendency to risk averse behavior (only around 10% of choices are compatible with risk neutrality); An attraction to certain payoffs compared to low risk lotteries, compatible with over-(under-) weighting of small (large) probabilities predicted in PT and; Gender differences, i.e. males being consistently less risk averse than females but both genders being similarly responsive to the increases in risk-premium. Another interesting result is that in hypothetical choices most individuals increase their risk taking responding to the increase in return to risk, as predicted by PT, while across panels with real rewards we see even more changes, but opposite to the expected pattern of riskier choices for higher risk-returns. Therefore, we conclude from our data that an “economic anomaly” emerges in the real reward choices opposite to the hypothetical choices. These findings are in line with Camerer's (1995) view that although in many domains, paid subjects probably do exert extra mental effort which improves their performance, choice over money gambles is not likely to be a domain in which effort will improve adherence to rational axioms (p. 635). Finally, we demonstrate that both dimensions of risk attitudes, average risk taking and sensitivity towards variations in the return to risk, are desirable not only to describe behavior under risk but also to explain behavior in other contexts, as illustrated by an example. In the second study, we propose three additional treatments intended to elicit risk attitudes under high stakes and mixed outcome (gains and losses) lotteries. Using a dataset obtained from a hypothetical implementation of the tasks we show that the new treatments are able to capture both dimensions of risk attitudes. This new dataset allows us to describe several regularities, both at the aggregate and within-subjects level. We find that in every treatment over 70% of choices show some degree of risk aversion and only between 0.6% and 15.3% of individuals are consistently risk neutral within the same treatment. We also confirm the existence of gender differences in the degree of risk taking, that is, in all treatments females prefer safer lotteries compared to males. Regarding our second dimension of risk attitudes we observe, in all treatments, an increase in risk taking in response to risk premium increases. Treatment comparisons reveal other regularities, such as a lower degree of risk taking in large stake treatments compared to low stake treatments and a lower degree of risk taking when losses are incorporated into the large stake lotteries. Results that are compatible with previous findings in the literature, for stake size effects (e.g., Binswanger, 1980; Antoni Bosch-Domènech & Silvestre, 1999; Hogarth & Einhorn, 1990; Holt & Laury, 2002; Kachelmeier & Shehata, 1992; Kühberger et al., 1999; B. J. Weber & Chapman, 2005; Wik et al., 2007) and domain effect (e.g., Brooks and Zank, 2005, Schoemaker, 1990, Wik et al., 2007). Whereas for small stake treatments, we find that the effect of incorporating losses into the outcomes is not so clear. At the aggregate level an increase in risk taking is observed, but also more dispersion in the choices, whilst at the within-subjects level the effect weakens. Finally, regarding responses to risk premium, we find that compared to only gains treatments sensitivity is lower in the mixed lotteries treatments (SL and LL). In general sensitivity to risk-return is more affected by the domain than the stake size. After having described the properties of risk attitudes as captured by the SGG risk elicitation task and its three new versions, it is important to recall that the danger of using unidimensional descriptions of risk attitudes goes beyond the incompatibility with modern economic theories like PT, CPT etc., all of which call for tests with multiple degrees of freedom. Being faithful to this recommendation, the contribution of this essay is an empirically and endogenously determined bi-dimensional specification of risk attitudes, useful to describe behavior under uncertainty and to explain behavior in other contexts. Hopefully, this will contribute to create large datasets containing a multidimensional description of individual risk attitudes, while at the same time allowing for a robust context, compatible with present and even future more complex descriptions of human attitudes towards risk.

Analytical and numerical solutions describing the inward solidification of a binary melt

We present a mathematical model describing the inward solidification of a slab, a circular cylinder and a sphere of binary melt kept below its equilibrium freezing temperature. The thermal and physical properties of the melt and solid are assumed to be identical. An asymptotic method, valid in the limit of large Stefan number is used to decompose the moving boundary problem for a pure substance into a hierarchy of fixed-domain diffusion problems. Approximate, analytical solutions are derived for the inward solidification of a slab and a sphere of a binary melt which are compared with numerical solutions of the unapproximated system. The solutions are found to agree within the appropriate asymptotic regime of large Stefan number and small time. Numerical solutions are used to demonstrate the dependence of the solidification process upon the level of impurity and other parameters. We conclude with a discussion of the solutions obtained, their stability and possible extensions and refinements of our study.

Problems with binary pattern measures for flood model evaluation

As the calibration and evaluation of flood inundation models are a prerequisite for their successful application, there is a clear need to ensure that the performance measures that quantify how well models match the available observations are fit for purpose. This paper evaluates the binary pattern performance measures that are frequently used to compare flood inundation models with observations of flood extent. This evaluation considers whether these measures are able to calibrate and evaluate model predictions in a credible and consistent way, i.e. identifying the underlying model behaviour for a number of different purposes such as comparing models of floods of different magnitudes or on different catchments. Through theoretical examples, it is shown that the binary pattern measures are not consistent for floods of different sizes, such that for the same vertical error in water level, a model of a flood of large magnitude appears to perform better than a model of a smaller magnitude flood. Further, the commonly used Critical Success Index (usually referred to as F<2 >) is biased in favour of overprediction of the flood extent, and is also biased towards correctly predicting areas of the domain with smaller topographic gradients. Consequently, it is recommended that future studies consider carefully the implications of reporting conclusions using these performance measures. Additionally, future research should consider whether a more robust and consistent analysis could be achieved by using elevation comparison methods instead.

Control and analysis of oriented thin films of lipid inverse bicontinuous cubic phases using grazing incidence small-angle X‑ray scattering

Lipid cubic phases are complex nanostructures that form naturally in a variety of biological systems, with applications including drug delivery and nanotemplating. Most X-ray scattering studies on lipid cubic phases have used unoriented polydomain samples as either bulk gels or suspensions of micrometer-sized cubosomes. We present a method of investigating cubic phases in a new form, as supported thin films that can be analyzed using grazing incidence small-angle X-ray scattering (GISAXS). We present GISAXS data on three lipid systems: phytantriol and two grades of monoolein (research and industrial). The use of thin films brings a number of advantages. First, the samples exhibit a high degree of uniaxial orientation about the substrate normal. Second, the new morphology allows precise control of the substrate mesophase geometry and lattice parameter using a controlled temperature and humidity environment, and we demonstrate the controllable formation of oriented diamond and gyroid inverse bicontinuous cubic along with lamellar phases. Finally, the thin film morphology allows the induction of reversible phase transitions between these mesophase structures by changes in humidity on subminute time scales, and we present timeresolved GISAXS data monitoring these transformations.

Chaotic destruction of Anderson localization in a nonlinear lattice

We consider a scattering problem for a nonlinear disordered lattice layer governed by the discrete nonlinear Schrodinger equation. The linear state with exponentially small transparency, due to the Anderson localization, is followed for an increasing nonlinearity, until it is destroyed via a bifurcation. The critical nonlinearity is shown to decay with the lattice length as a power law. We demonstrate that in the chaotic regimes beyond the bifurcation the field is delocalized and this leads to a drastic increase of transparency. Copyright (C) EPLA, 2008

Parameter spaces of environmental fields responsible for cyclone development from tropics to extratropics

Objective cyclone tracking applied to a 30-yr reanalysis dataset shows that cyclone development in the summer and autumn seasons is active in the tropics and extratropics and inactive in the subtropics. To understand this geographically bimodal distribution of cyclone development associated with tropical and extratropical cyclones quantitatively, the direct relationship between cyclone types and their environments are assessed by using a parameter space of environmental variables [environmental parameter space (EPS)]. The number of cyclones is analyzed in terms of two different factors: the environmental conditions favorable for cyclone development and the area size that satisfies the favorable condition. The EPS analysis is mainly conducted for two representative environmental parameters that are commonly used for cyclone analysis: potential intensity for tropical cyclones and baroclinicity for extratropical cyclones. The geographically bimodal distribution is attributed to the high sensitivity of the cyclone development to the change in the environmental fields from tropics to extratropics. In addition, the bimodal distribution is partly attributed to the rapid change in the environmental fields from tropics to extratropics. The EPS analysis also shows that other environmental parameters, including relative humidity and vertical velocity, may enhance the contrast between the tropics (extratropics) and subtropics, whereas they are not essential for determining cyclone types. The relationship between cyclones and their environments is found to be similar between the hemispheres in the EPS, although the geographical distribution, particularly the longitudinal uniformity, is markedly different between the hemispheres.

Extending the Lincoln–Petersen estimator for multiple identifications in one source

The Lincoln–Petersen estimator is one of the most popular estimators used in capture–recapture studies. It was developed for a sampling situation in which two sources independently identify members of a target population. For each of the two sources, it is determined if a unit of the target population is identified or not. This leads to a 2 × 2 table with frequencies f11, f10, f01, f00 indicating the number of units identified by both sources, by the first but not the second source, by the second but not the first source and not identified by any of the two sources, respectively. However, f00 is unobserved so that the 2 × 2 table is incomplete and the Lincoln–Petersen estimator provides an estimate for f00. In this paper, we consider a generalization of this situation for which one source provides not only a binary identification outcome but also a count outcome of how many times a unit has been identified. Using a truncated Poisson count model, truncating multiple identifications larger than two, we propose a maximum likelihood estimator of the Poisson parameter and, ultimately, of the population size. This estimator shows benefits, in comparison with Lincoln–Petersen’s, in terms of bias and efficiency. It is possible to test the homogeneity assumption that is not testable in the Lincoln–Petersen framework. The approach is applied to surveillance data on syphilis from Izmir, Turkey.

Temperature-dependent orientational ordering on a spherical surface modeled with a lattice spin model

We study the orientational ordering on the surface of a sphere using Monte Carlo and Brownian dynamics simulations of rods interacting with an anisotropic potential. We restrict the orientations to the local tangent plane of the spherical surface and fix the position of each rod to be at a discrete point on the spherical surface. On the surface of a sphere, orientational ordering cannot be perfectly nematic due to the inevitable presence of defects. We find that the ground state of four +1/2 point defects is stable across a broad range of temperatures. We investigate the transition from disordered to ordered phase by decreasing the temperature and find a very smooth transition. We use fluctuations of the local directors to estimate the Frank elastic constant on the surface of a sphere and compare it to the planar case. We observe subdiffusive behavior in the mean square displacement of the defect cores and estimate their diffusion constants.

Lattice Boltzmann method for simulating the viscous flow in large distensible blood vessels

A lattice Boltzmann method for simulating the viscous flow in large distensible blood vessels is presented by introducing a boundary condition for elastic and moving boundaries. The mass conservation for the boundary condition is tested in detail. The viscous flow in elastic vessels is simulated with a pressure-radius relationship similar to that of the Pulmonary blood vessels. The numerical results for steady flow agree with the analytical prediction to very high accuracy, and the simulation results for pulsatile flow are comparable with those of the aortic flows observed experimentally. The model is expected to find many applications for studying blood flows in large distensible arteries, especially in those suffering from atherosclerosis. stenosis. aneurysm, etc.

Studying the contact point and interface moving in a sinusoidal tube with lattice Boltzmann method

The multicomponent nonideal gas lattice Boltzmann model by Shan and Chen (S-C) is used to study the immiscible displacement in a sinusoidal tube. The movement of interface and the contact point (contact line in three-dimension) is studied. Due to the roughness of the boundary, the contact point shows "stick-slip" mechanics. The "stick-slip" effect decreases as the speed of the interface increases. For fluids that are nonwetting, the interface is almost perpendicular to the boundaries at most time, although its shapes at different position of the tube are rather different. When the tube becomes narrow, the interface turns a complex curves rather than remains simple menisci. The velocity is found to vary considerably between the neighbor nodes close to the contact point, consistent with the experimental observation that the velocity is multi-values on the contact line. Finally, the effect of three boundary conditions is discussed. The average speed is found different for different boundary conditions. The simple bounce-back rule makes the contact point move fastest. Both the simple bounce-back and the no-slip bounce-back rules are more sensitive to the roughness of the boundary in comparison with the half-way bounce-back rule. The simulation results suggest that the S-C model may be a promising tool in simulating the displacement behaviour of two immiscible fluids in complex geometry.

Fractal-to-Euclidean crossover of the isotropy restoration feature in a family of fractal resistor networks

Fractal with microscopic anisotropy shows a unique type of macroscopic isotropy restoration phenomenon that is absent in Euclidean space [M. T. Barlow et al., Phys. Rev. Lett. 75, 3042]. In this paper the isotropy restoration feature is considered for a family of two-dimensional Sierpinski gasket type fractal resistor networks. A parameter xi is introduced to describe this phenomenon. Our numerical results show that xi satisfies the scaling law xi similar to l(-alpha), where l is the system size and alpha is an exponent independent of the degree of microscopic anisotropy, characterizing the isotropy restoration feature of the fractal systems. By changing the underlying fractal structure towards the Euclidean triangular lattice through increasing the side length b of the gasket generators, the fractal-to-Euclidean crossover behavior of the isotropy restoration feature is discussed.