Predicting outliers in ensemble forecasts

An ensemble forecast is a collection of runs of a numerical dynamical model, initialized with perturbed initial conditions. In modern weather prediction for example, ensembles are used to retrieve probabilistic information about future weather conditions. In this contribution, we are concerned with ensemble forecasts of a scalar quantity (say, the temperature at a specific location). We consider the event that the verification is smaller than the smallest, or larger than the largest ensemble member. We call these events outliers. If a K-member ensemble accurately reflected the variability of the verification, outliers should occur with a base rate of 2/(K + 1). In operational forecast ensembles though, this frequency is often found to be higher. We study the predictability of outliers and find that, exploiting information available from the ensemble, forecast probabilities for outlier events can be calculated which are more skilful than the unconditional base rate. We prove this analytically for statistically consistent forecast ensembles. Further, the analytical results are compared to the predictability of outliers in an operational forecast ensemble by means of model output statistics. We find the analytical and empirical results to agree both qualitatively and quantitatively.

Sensitivity and out-of-sample error in continuous time data assimilation

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically though, these two requirements cannot both be met at the same time–tracking the observations is not possible without the trajectory deviating from the proposed model equations, while adherence to the model requires deviations from the observations. Thus, data assimilation faces a trade-off. In this contribution, the sensitivity of the data assimilation with respect to perturbations in the observations is identified as the parameter which controls the trade-off. A relation between the sensitivity and the out-of-sample error is established, which allows the latter to be calculated under operational conditions. A minimum out-of-sample error is proposed as a criterion to set an appropriate sensitivity and to settle the discussed trade-off. Two approaches to data assimilation are considered, namely variational data assimilation and Newtonian nudging, also known as synchronization. Numerical examples demonstrate the feasibility of the approach.

Pion: space-like structure

The scalar form factor describes modifications induced by the pion over the quark condensate. Assuming that representations produced by chiral perturbation theory can be pushed to high values of negative-t, a region in configuration space is reached (r < R similar to 0.5 fm) where the form factor changes sign, indicating that the condensate has turned into empty space. A simple model for the pion incorporates this feature into density functions. When supplemented by scalar-meson excitations, it yields predictions close to empirical values for the mean square radius (< r(2)>(pi)(S) = 0.59 fm(2)) and for one of the low energy constants ((l) over bar (4) = 4.3), with no adjusted parameters.

Aprendizado por Reforço com Valores deInfluência em Sistemas Multi-Agente

We propose a new paradigm for collective learning in multi-agent systems (MAS) as a solution to the problem in which several agents acting over the same environment must learn how to perform tasks, simultaneously, based on feedbacks given by each one of the other agents. We introduce the proposed paradigm in the form of a reinforcement learning algorithm, nominating it as reinforcement learning with influence values. While learning by rewards, each agent evaluates the relation between the current state and/or action executed at this state (actual believe) together with the reward obtained after all agents that are interacting perform their actions. The reward is a result of the interference of others. The agent considers the opinions of all its colleagues in order to attempt to change the values of its states and/or actions. The idea is that the system, as a whole, must reach an equilibrium, where all agents get satisfied with the obtained results. This means that the values of the state/actions pairs match the reward obtained by each agent. This dynamical way of setting the values for states and/or actions makes this new reinforcement learning paradigm the first to include, naturally, the fact that the presence of other agents in the environment turns it a dynamical model. As a direct result, we implicitly include the internal state, the actions and the rewards obtained by all the other agents in the internal state of each agent. This makes our proposal the first complete solution to the conceptual problem that rises when applying reinforcement learning in multi-agent systems, which is caused by the difference existent between the environment and agent models. With basis on the proposed model, we create the IVQ-learning algorithm that is exhaustive tested in repetitive games with two, three and four agents and in stochastic games that need cooperation and in games that need collaboration. This algorithm shows to be a good option for obtaining solutions that guarantee convergence to the Nash optimum equilibrium in cooperative problems. Experiments performed clear shows that the proposed paradigm is theoretical and experimentally superior to the traditional approaches. Yet, with the creation of this new paradigm the set of reinforcement learning applications in MAS grows up. That is, besides the possibility of applying the algorithm in traditional learning problems in MAS, as for example coordination of tasks in multi-robot systems, it is possible to apply reinforcement learning in problems that are essentially collaborative

Dowscaling estocástico para extremos climáticos via interpolação espacial

Present day weather forecast models usually cannot provide realistic descriptions of local and particulary extreme weather conditions. However, for lead times of about a small number of days, they provide reliable forecast of the atmospheric circulation that encompasses the subscale processes leading to extremes. Hence, forecasts of extreme events can only be achieved through a combination of dynamical and statistical analysis methods, where a stable and significant statistical model based on prior physical reasoning establishes posterior statistical-dynamical model between the local extremes and the large scale circulation. Here we present the development and application of such a statistical model calibration on the besis of extreme value theory, in order to derive probabilistic forecast for extreme local temperature. The dowscaling applies to NCEP/NCAR re-analysis, in order to derive estimates of daily temperature at Brazilian northeastern region weather stations

Artificial satellites orbits in 2:1 resonance: GPS constellation

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Gap solitons in fermion superfluids

We consider a dynamical model of a superfluid Fermi gas in the Bardeen-Cooper-Schrieffer regime trapped in a periodic optical lattice (OL) potential. The model is based on an equation for complex order parameter phi of the superfluid, which is derived from the relevant energy density and includes a self-repulsive term similar to phi(7/3). By means of the variational approximation (VA) and numerical simulations, we find families of stable one- and two-dimensional (I D and 2D) gap solitons (GSs) in this model. Chiefly, they are compact objects trapped in a single cell of the OL. Families of stable even and odd bound states of these GSs are also found in one dimension. A 3D GS family is constructed too, but solely within the framework of the VA. In the linear limit, the VA predicts an almost exact position of the left edge of the first band-gap in the OL-induced spectrum. The full VA provides an accurate description of families of I D and 2D fundamental GSs. We also demonstrate that a I D GS can be safely transported by an OL moving at a moderate velocity. (C) 2009 IMACS. Published by Elsevier B.V. All rights reserved.

Dipolar Bose-Einstein condensates with large scattering length

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

State Dependent Riccati Equation (SDRE) control method applied in cancellation of a parametric resonance in a magnetically levitated body

Here, a simplified dynamical model of a magnetically levitated body is considered. The origin of an inertial Cartesian reference frame is set at the pivot point of the pendulum on the levitated body in its static equilibrium state (ie, the gap between the magnet on the base and the magnet on the body, in this state). The governing equations of motion has been derived and the characteristic feature of the strategy is the exploitation of the nonlinear effect of the inertial force associated, with the motion of a pendulum-type vibration absorber driven, by an appropriate control torque [4]. In the present paper, we analyzed the nonlinear dynamics of problem, discussed the energy transfer between the main system and the pendulum in time, and developed State Dependent Riccati Equation (SDRE) control design to reducing the unstable oscillatory movement of the magnetically levitated body to a stable fixed point. The simulations results showed the effectiveness of the (SDRE) control design. Copyright © 2011 by ASME.

Artificial satellites dynamics: Resonant effects

In this work, the resonance problem in the artificial satellites motion is studied. The development of the geopotential includes the zonal harmonics J20 and J40 and the tesseral harmonics J22 and J42. Through successive Mathieu transformations, the order of dynamical system is reduced and the final system is solved by numerical integration. In the simplified dynamical model, two critical angles are studied, 2201 and 4211. Numerical results show the time behavior of the semi-major axis and 2 angle.

Onboard and real-time artificial satellite orbit determination using GPS

An algorithm for real-time and onboard orbit determination applying the Extended Kalman Filter (EKF) method is developed. Aiming at a very simple and still fairly accurate orbit determination, an analysis is performed to ascertain an adequacy of modeling complexity versus accuracy. The minimum set of to-be-estimated states to reach the level of accuracy of tens of meters is found to have at least the position, velocity, and user clock offset components. The dynamical model is assessed through several tests, covering force model, numerical integration scheme and step size, and simplified variational equations. The measurement model includes only relevant effects to the order of meters. The EKF method is chosen to be the simplest real-time estimation algorithm with adequate tuning of its parameters. In the developed procedure, the obtained position and velocity errors along a day vary from 15 to 20 m and from 0.014 to 0.018 m/s, respectively, with standard deviation from 6 to 10 m and from 0.006 to 0.008 m/s, respectively, with the SA either on or off. The results, as well as analysis of the final adopted models used, are presented in this work. © 2013 Ana Paula Marins Chiaradia et al.

Movimento orbital de satélites artificiais: efeitos ressonantes

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

On the effects of each term of the geopotential perturbation along the time I: Quasi-circular orbits

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The gaseous halo of the Milky Way

In the last decade, sensitive observations have revealed that disc galaxies are surrounded by multiphase gaseous halos produced by the circulation of gas from the discs to the environment and vice-versa. This Thesis is a study of the gaseous halo of the Milky Way carried out via the modelling of the HI emission and the available absorption-line data. We fitted simple kinematical models to the HI LAB Survey and found that the Galaxy has a massive (~3x10^8 Mo) HI halo extending a few kiloparsecs above the plane. This layer rotates more slowly than the disc and shows a global inflow motion, a kinematics similar to that observed in the HI halos of nearby galaxies. We built a dynamical model of the galactic fountain to reproduce the properties of this layer. In this model, fountain clouds are ejected from the disc by SN feedback and - as suggested by hydrodynamical simulations - triggers the cooling of coronal gas, which is entrained by the cloud wakes and accretes onto the disc when the clouds fall back. For a proper choice of the parameters, the model reproduces well the HI data and predicts an accretion of coronal gas onto the disc at a rate of 2 Mo/yr. We extended this model to the warm-hot component of the halo, showing that most of the ion absorption features observed towards background sources are consistent with being produced in the turbulent wakes that lag behind the fountain clouds. Specifically, the column densities, positions, and velocities of the absorbers are well reproduced by our model. Finally, we studied the gas content of galaxies extracted from a cosmological N-body+SPH simulation, and found that an HI halo with the forementioned properties is not observed, probably due ti the relatively low resolution of the simulations.

Techniques for Lagrangian modelling of dispersion in geophysical flows

Basic concepts and definitions relative to Lagrangian Particle Dispersion Models (LPDMs)for the description of turbulent dispersion are introduced. The study focusses on LPDMs that use as input, for the large scale motion, fields produced by Eulerian models, with the small scale motions described by Lagrangian Stochastic Models (LSMs). The data of two different dynamical model have been used: a Large Eddy Simulation (LES) and a General Circulation Model (GCM). After reviewing the small scale closure adopted by the Eulerian model, the development and implementation of appropriate LSMs is outlined. The basic requirement of every LPDM used in this work is its fullfillment of the Well Mixed Condition (WMC). For the dispersion description in the GCM domain, a stochastic model of Markov order 0, consistent with the eddy-viscosity closure of the dynamical model, is implemented. A LSM of Markov order 1, more suitable for shorter timescales, has been implemented for the description of the unresolved motion of the LES fields. Different assumptions on the small scale correlation time are made. Tests of the LSM on GCM fields suggest that the use of an interpolation algorithm able to maintain an analytical consistency between the diffusion coefficient and its derivative is mandatory if the model has to satisfy the WMC. Also a dynamical time step selection scheme based on the diffusion coefficient shape is introduced, and the criteria for the integration step selection are discussed. Absolute and relative dispersion experiments are made with various unresolved motion settings for the LSM on LES data, and the results are compared with laboratory data. The study shows that the unresolved turbulence parameterization has a negligible influence on the absolute dispersion, while it affects the contribution of the relative dispersion and meandering to absolute dispersion, as well as the Lagrangian correlation.