Automatic nonlinear predictive model-construction algorithm using forward regression and the PRESS statistic

An automatic nonlinear predictive model-construction algorithm is introduced based on forward regression and the predicted-residual-sums-of-squares (PRESS) statistic. The proposed algorithm is based on the fundamental concept of evaluating a model's generalisation capability through crossvalidation. This is achieved by using the PRESS statistic as a cost function to optimise model structure. In particular, the proposed algorithm is developed with the aim of achieving computational efficiency, such that the computational effort, which would usually be extensive in the computation of the PRESS statistic, is reduced or minimised. The computation of PRESS is simplified by avoiding a matrix inversion through the use of the orthogonalisation procedure inherent in forward regression, and is further reduced significantly by the introduction of a forward-recursive formula. Based on the properties of the PRESS statistic, the proposed algorithm can achieve a fully automated procedure without resort to any other validation data set for iterative model evaluation. Numerical examples are used to demonstrate the efficacy of the algorithm.

Numerical precision requirements on the Multiband Ultra-Wideband system for practical consumer electronic devices

This paper discusses the requirements on the numerical precision for a practical Multiband Ultra-Wideband (UWB) consumer electronic solution. To this end we first present the possibilities that UWB has to offer to the consumer electronics market and the possible range of devices. We then show the performance of a model of the UWB baseband system implemented using floating point precision. Then, by simulation we find the minimal numerical precision required to maintain floating-point performance for each of the specific data types and signals present in the UWB baseband. Finally, we present a full description of the numerical requirements for both the transmit and receive components of the UWB baseband. The numerical precision results obtained in this paper can then be used by baseband designers to implement cost effective UWB systems using System-on-Chip (SoC), FPGA and ASIC technology solutions biased toward the competitive consumer electronics market(1).

An efficient numerical method for compressible flows of a real gas using arithmetic averaging

An efficient numerical method is presented for the solution of the Euler equations governing the compressible flow of a real gas. The scheme is based on the approximate solution of a specially constructed set of linearised Riemann problems. An average of the flow variables across the interface between cells is required, and this is chosen to be the arithmetic mean for computational efficiency, which is in contrast to the usual square root averaging. The scheme is applied to a test problem for five different equations of state.

An efficient numerical scheme for the Euler equations

A finite difference scheme based on flux difference splitting is presented for the solution of the Euler equations for the compressible flow of an ideal gas. A linearised Riemann problem is defined, and a scheme based on numerical characteristic decomposition is presented for obtaining approximate solutions to the linearised problem. An average of the flow variables across the interface between cells is required, and this average is chosen to be the arithmetic mean for computational efficiency, leading to arithmetic averaging. This is in contrast to the usual ‘square root’ averages found in this type of Riemann solver, where the computational expense can be prohibitive. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids nonphysical, spurious oscillations. The scheme is applied to a shock tube problem and a blast wave problem. Each approximate solution compares well with those given by other schemes, and for the shock tube problem is in agreement with the exact solution.

An efficient numerical scheme for the two-dimensional shallow water equations using arithmetic averaging

A finite difference scheme based on flux difference splitting is presented for the solution of the two-dimensional shallow water equations of ideal fluid flow. A linearised problem, analogous to that of Riemann for gas dynamics is defined, and a scheme, based on numerical characteristic decomposition is presented for obtaining approximate solutions to the linearised problem, and incorporates the technique of operator splitting. An average of the flow variables across the interface between cells is required, and this average is chosen to be the arithmetic mean for computational efficiency leading to arithmetic averaging. This is in contrast to usual ‘square root’ averages found in this type of Riemann solver, where the computational expense can be prohibitive. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids nonphysical, spurious oscillations. An extension to the two-dimensional equations with source terms is included. The scheme is applied to the one-dimensional problems of a breaking dam and reflection of a bore, and in each case the approximate solution is compared to the exact solution of ideal fluid flow. The scheme is also applied to a problem of stationary bore generation in a channel of variable cross-section. Finally, the scheme is applied to two other dam-break problems, this time in two dimensions with one having cylindrical symmetry. Each approximate solution compares well with those given by other authors.

A non-uniform mesh scheme for compressible flow

A non-uniform mesh scheme is presented for the computation of compressible flows governed by the Euler equations of gas dynamics. The scheme is based on flux-difference splitting and represents an extension of a similar scheme designed for uniform meshes. The numerical results demonstrate that little, if any, spurious oscillation occurs as a result of the non-uniformity of the mesh; and importantly, shock speeds are computed correctly.

A numerical scheme for two-dimensional, open channel flows with non-rectangular geometries

An algorithm based on flux difference splitting is presented for the solution of two-dimensional, open channel flows. A transformation maps a non-rectangular, physical domain into a rectangular one. The governing equations are then the shallow water equations, including terms of slope and friction, in a generalized coordinate system. A regular mesh on a rectangular computational domain can then be employed. The resulting scheme has good jump capturing properties and the advantage of using boundary/body-fitted meshes. The scheme is applied to a problem of flow in a river whose geometry induces a region of supercritical flow.

Numerical solution of some nonlocal, nonlinear dispersive wave equations

We use a spectral method to solve numerically two nonlocal, nonlinear, dispersive, integrable wave equations, the Benjamin-Ono and the Intermediate Long Wave equations. The proposed numerical method is able to capture well the dynamics of the solutions; we use it to investigate the behaviour of solitary wave solutions of the equations with special attention to those, among the properties usually connected with integrability, for which there is at present no analytic proof. Thus we study in particular the resolution property of arbitrary initial profiles into sequences of solitary waves for both equations and clean interaction of Benjamin-Ono solitary waves. We also verify numerically that the behaviour of the solution of the Intermediate Long Wave equation as the model parameter tends to the infinite depth limit is the one predicted by the theory.

Numerical modelling of two-way propagation of non-linear dispersive waves

We describe and implement a fully discrete spectral method for the numerical solution of a class of non-linear, dispersive systems of Boussinesq type, modelling two-way propagation of long water waves of small amplitude in a channel. For three particular systems, we investigate properties of the numerically computed solutions; in particular we study the generation and interaction of approximate solitary waves.

Evaluating the ability of a numerical weather prediction model to forecast tracer concentrations during ETEX 2

In this paper the meteorological processes responsible for transporting tracer during the second ETEX (European Tracer EXperiment) release are determined using the UK Met Office Unified Model (UM). The UM predicted distribution of tracer is also compared with observations from the ETEX campaign. The dominant meteorological process is a warm conveyor belt which transports large amounts of tracer away from the surface up to a height of 4 km over a 36 h period. Convection is also an important process, transporting tracer to heights of up to 8 km. Potential sources of error when using an operational numerical weather prediction model to forecast air quality are also investigated. These potential sources of error include model dynamics, model resolution and model physics. In the UM a semi-Lagrangian monotonic advection scheme is used with cubic polynomial interpolation. This can predict unrealistic negative values of tracer which are subsequently set to zero, and hence results in an overprediction of tracer concentrations. In order to conserve mass in the UM tracer simulations it was necessary to include a flux corrected transport method. Model resolution can also affect the accuracy of predicted tracer distributions. Low resolution simulations (50 km grid length) were unable to resolve a change in wind direction observed during ETEX 2, this led to an error in the transport direction and hence an error in tracer distribution. High resolution simulations (12 km grid length) captured the change in wind direction and hence produced a tracer distribution that compared better with the observations. The representation of convective mixing was found to have a large effect on the vertical transport of tracer. Turning off the convective mixing parameterisation in the UM significantly reduced the vertical transport of tracer. Finally, air quality forecasts were found to be sensitive to the timing of synoptic scale features. Errors in the position of the cold front relative to the tracer release location of only 1 h resulted in changes in the predicted tracer concentrations that were of the same order of magnitude as the absolute tracer concentrations.

Numerical modeling of the propagation environment in the atmospheric boundary layer over the Persian Gulf

Strong vertical gradients at the top of the atmospheric boundary layer affect the propagation of electromagnetic waves and can produce radar ducts. A three-dimensional, time-dependent, nonhydrostatic numerical model was used to simulate the propagation environment in the atmosphere over the Persian Gulf when aircraft observations of ducting had been made. A division of the observations into high- and low-wind cases was used as a framework for the simulations. Three sets of simulations were conducted with initial conditions of varying degrees of idealization and were compared with the observations taken in the Ship Antisubmarine Warfare Readiness/Effectiveness Measuring (SHAREM-115) program. The best results occurred with the initialization based on a sounding taken over the coast modified by the inclusion of data on low-level atmospheric conditions over the Gulf waters. The development of moist, cool, stable marine internal boundary layers (MIBL) in air flowing from land over the waters of the Gulf was simulated. The MIBLs were capped by temperature inversions and associated lapses of humidity and refractivity. The low-wind MIBL was shallower and the gradients at its top were sharper than in the high-wind case, in agreement with the observations. Because it is also forced by land–sea contrasts, a sea-breeze circulation frequently occurs in association with the MIBL. The size, location, and internal structure of the sea-breeze circulation were realistically simulated. The gradients of temperature and humidity that bound the MIBL cause perturbations in the refractivity distribution that, in turn, lead to trapping layers and ducts. The existence, location, and surface character of the ducts were well captured. Horizontal variations in duct characteristics due to the sea-breeze circulation were also evident. The simulations successfully distinguished between high- and low-wind occasions, a notable feature of the SHAREM-115 observations. The modeled magnitudes of duct depth and strength, although leaving scope for improvement, were most encouraging.