Dynamic fault tree analysis with PEWMA modeling of event rates and Bayesian updating of material balance parameters using MCMC

This research explores Bayesian updating as a tool for estimating parameters probabilistically by dynamic analysis of data sequences. Two distinct Bayesian updating methodologies are assessed. The first approach focuses on Bayesian updating of failure rates for primary events in fault trees. A Poisson Exponentially Moving Average (PEWMA) model is implemnented to carry out Bayesian updating of failure rates for individual primary events in the fault tree. To provide a basis for testing of the PEWMA model, a fault tree is developed based on the Texas City Refinery incident which occurred in 2005. A qualitative fault tree analysis is then carried out to obtain a logical expression for the top event. A dynamic Fault Tree analysis is carried out by evaluating the top event probability at each Bayesian updating step by Monte Carlo sampling from posterior failure rate distributions. It is demonstrated that PEWMA modeling is advantageous over conventional conjugate Poisson-Gamma updating techniques when failure data is collected over long time spans. The second approach focuses on Bayesian updating of parameters in non-linear forward models. Specifically, the technique is applied to the hydrocarbon material balance equation. In order to test the accuracy of the implemented Bayesian updating models, a synthetic data set is developed using the Eclipse reservoir simulator. Both structured grid and MCMC sampling based solution techniques are implemented and are shown to model the synthetic data set with good accuracy. Furthermore, a graphical analysis shows that the implemented MCMC model displays good convergence properties. A case study demonstrates that Likelihood variance affects the rate at which the posterior assimilates information from the measured data sequence. Error in the measured data significantly affects the accuracy of the posterior parameter distributions. Increasing the likelihood variance mitigates random measurement errors, but casuses the overall variance of the posterior to increase. Bayesian updating is shown to be advantageous over deterministic regression techniques as it allows for incorporation of prior belief and full modeling uncertainty over the parameter ranges. As such, the Bayesian approach to estimation of parameters in the material balance equation shows utility for incorporation into reservoir engineering workflows.

Organic matter deposition/resuspension in a one-dimensional physical-biogeochemical model. A modelling study

The shallow water configuration of the gulf of Trieste allows the propagation of the stress due to wind and waves along the whole water column down to the bottom. When the stress overcomes a particular threshold it produces resuspension processes of the benthic detritus. The benthic sediments in the North Adriatic are rich of organic matter, transported here by many rivers. This biological active particulate, when remaining in the water, can be transported in all the Adriatic basin by the basin-wide circulation. In this work is presented a first implementation of a resuspension/deposition submodel in the oceanographic coupled physical-biogeochemical 1-dimensional numerical model POM-BFM. At first has been considered the only climatological wind stress forcing, next has been introduced, on the surface, an annual cycle of wave motion and finally have been imposed some exceptional wave event in different periods of the year. The results show a strong relationship between the efficiency of the resuspension process and the stratification of the water column. During summer the strong stratification can contained a great quantity of suspended matter near to the bottom, while during winter even a low concentration of particulate can reach the surface and remains into the water for several months without settling and influencing the biogeochemical system. Looking at the biologic effects, the organic particulate, injected in the water column, allow a sudden growth of the pelagic bacteria which competes with the phytoplankton for nutrients strongly inhibiting its growth. This happen especially during summer when the suspended benthic detritus concentration is greater.

The Spanish Space Weather Service SeNMEs. A Case Study on the Sun-Earth Chain

The Spanish Space Weather Service SeNMEs, www.senores.es, is a portal created by the SRG-SW of the Universidad de Alcala, Spain, to meet societal needs of near real-time space weather services. This webpage-portal is divided in different sections to fulfill users needs about space weather effects: radio blackouts, solar energetic particle events, geomagnetic storms and presence of geomagnetically induced currents. In less than one year of activity, this service has released a daily report concerning the solar current status and interplanetary medium, informing about the chances of a solar perturbation to hit the Earth's environment. There are also two different forecasting tools for geomagnetic storms, and a daily ionospheric map. These tools allow us to nowcast a variety of solar eruptive events and forecast geomagnetic storms and their recovery, including a new local geomagnetic index, LDin, along with some specific new scaling. In this paper we also include a case study analysed by SeNMEs. Using different high resolution and cadence data from space-borne solar telescopes SDO, SOHO and GOES, along with ionospheric and geomagnetic data, we describe the Sun-Earth feature chain for the event.

Localising the auditory N1m with event-related beamformers:localisation accuracy following bilateral and unilateral stimulation

The auditory evoked N1m-P2m response complex presents a challenging case for MEG source-modelling, because symmetrical, phase-locked activity occurs in the hemispheres both contralateral and ipsilateral to stimulation. Beamformer methods, in particular, can be susceptible to localisation bias and spurious sources under these conditions. This study explored the accuracy and efficiency of event-related beamformer source models for auditory MEG data under typical experimental conditions: monaural and diotic stimulation; and whole-head beamformer analysis compared to a half-head analysis using only sensors from the hemisphere contralateral to stimulation. Event-related beamformer localisations were also compared with more traditional single-dipole models. At the group level, the event-related beamformer performed equally well as the single-dipole models in terms of accuracy for both the N1m and the P2m, and in terms of efficiency (number of successful source models) for the N1m. The results yielded by the half-head analysis did not differ significantly from those produced by the traditional whole-head analysis. Any localisation bias caused by the presence of correlated sources is minimal in the context of the inter-individual variability in source localisations. In conclusion, event-related beamformers provide a useful alternative to equivalent-current dipole models in localisation of auditory evoked responses.

Methods of modelling people using discrete-event simulation

Discrete-event simulation (DES) is a developed technology used to model manufacturing and service systems. However, although the importance of modelling people in a DES has been recognised, there is little guidance on how this can be achieved in practice. The results from a literature review were used in order to identify examples of the use of DES to model people. Each article was examined in order to determine the method used to model people within the simulation study. It was found that there are no common methods but a diverse range of approaches used to model human behaviour in DES. This paper provides an outline of the approaches used to model people in terms of their decision making, availability for work, task performance and arrival rate. The outcome brings together the current knowledge in this area and will be of interest to researchers considering developing a methodology for modelling people in DES and to practitioners engaged with a simulation project involving the model ling of people’s behaviour.

A Study of How Economic Attitudes Are Shaped by Environmental Shocks and Life Experiences

Social attitudes, attitudes toward financial risk and attitudes toward deferred gratification are thought to influence many important economic decisions over the life-course. In economic theory, these attitudes are key components in diverse models of behavior, including collective action, saving and investment decisions and occupational choice. The relevance of these attitudes have been confirmed empirically. Yet, the factors that influence them are not well understood. This research evaluates how these attitudes are affected by large disruptive events, namely, a natural disaster and a civil conflict, and also by an individual-specific life event, namely, having children.

By implementing rigorous empirical strategies drawing on rich longitudinal datasets, this research project advances our understanding of how life experiences shape these attitudes. Moreover, compelling evidence is provided that the observed changes in attitudes are likely to reflect changes in preferences given that they are not driven just by changes in financial circumstances. Therefore the findings of this research project also contribute to the discussion of whether preferences are really fixed, a usual assumption in economics.

In the first chapter, I study how altruistic and trusting attitudes are affected by exposure to the 2004 Indian Ocean tsunami as long as ten years after the disaster occurred. Establishing a causal relationship between natural disasters and attitudes presents several challenges as endogenous exposure and sample selection can confound the analysis. I take on these challenges by exploiting plausibly exogenous variation in exposure to the tsunami and by relying on a longitudinal dataset representative of the pre-tsunami population in two districts of Aceh, Indonesia. The sample is drawn from the Study of the Tsunami Aftermath and Recovery (STAR), a survey with data collected both before and after the disaster and especially designed to identify the impact of the tsunami. The altruistic and trusting attitudes of the respondents are measured by their behavior in the dictator and trust games. I find that witnessing closely the damage caused by the tsunami but without suffering severe economic damage oneself increases altruistic and trusting behavior, particularly towards individuals from tsunami affected communities. Having suffered severe economic damage has no impact on altruistic behavior but may have increased trusting behavior. These effects do not seem to be caused by the consequences of the tsunami on people’s financial situation. Instead they are consistent with how experiences of loss and solidarity may have shaped social attitudes by affecting empathy and perceptions of who is deserving of aid and trust.

In the second chapter, co-authored with Ryan Brown, Duncan Thomas and Andrea Velasquez, we investigate how attitudes toward financial risk are affected by elevated levels of insecurity and uncertainty brought on by the Mexican Drug War. To conduct our analysis, we pair the Mexican Family Life Survey (MxFLS), a rich longitudinal dataset ideally suited for our purposes, with a dataset on homicide rates at the month and municipality-level. The homicide rates capture well the overall crime environment created by the drug war. The MxFLS elicits risk attitudes by asking respondents to choose between hypothetical gambles with different payoffs. Our strategy to identify a causal effect has two key components. First, we implement an individual fixed effects strategy which allows us to control for all time-invariant heterogeneity. The remaining time variant heterogeneity is unlikely to be correlated with changes in the local crime environment given the well-documented political origins of the Mexican Drug War. We also show supporting evidence in this regard. The second component of our identification strategy is to use an intent-to-treat approach to shield our estimates from endogenous migration. Our findings indicate that exposure to greater local-area violent crime results in increased risk aversion. This effect is not driven by changes in financial circumstances, but may be explained instead by heightened fear of victimization. Nonetheless, we find that having greater economic resources mitigate the impact. This may be due to individuals with greater economic resources being able to avoid crime by affording better transportation or security at work.

The third chapter, co-authored with Duncan Thomas, evaluates whether attitudes toward deferred gratification change after having children. For this study we also exploit the MxFLS, which elicits attitudes toward deferred gratification (commonly known as time discounting) by asking individuals to choose between hypothetical payments at different points in time. We implement a difference-in-difference estimator to control for all time-invariant heterogeneity and show that our results are robust to the inclusion of time varying characteristics likely correlated with child birth. We find that becoming a mother increases time discounting especially in the first two years after childbirth and in particular for those women without a spouse at home. Having additional children does not have an effect and the effect for men seems to go in the opposite direction. These heterogeneous effects suggest that child rearing may affect time discounting due to generated stress or not fully anticipated spending needs.

Biomarker in Heinrich event layers

There are controversies regarding the origin of Heinrich layer 3 (H3), the massive ice-rafting and meltwater event in the North Atlantic during the last glacial cycle spanning a time window between 29 and 30 kyr B.P. Some argue in favor of a Laurentide Ice Sheet source similar to other Heinrich layers, while a contending view argues for the European ice sheet source. Existing geochemical proxies such as 40Ar/39Ar, 206Pb/204Pb, or epsilon-Nd, etc., could not be used to distinguish among various sources of ice-rafted debris in H3 because of their low abundances, suggesting a background glacial sediment signal. In order to circumvent this problem a biomarker-based approach is used to characterize the provenance of H layers 2, 3, and 4 and other non-Heinrich layers. The presence of hopanes and steranes and their aromatic counterparts in the H layers is incompatible with Recent sediments and is attributed to the transportation of organic matter because of the glacial erosion of source rocks. The most diagnostic and useful signatures of this ancient organic matter in the H layers are the dominance of C34 hopanoids over C33 and the occurrence of isorenieratane along with palaerenieratane. Biomarkers signatures in H layers 2 and 3 of the Labrador Sea suggest no difference in their source. Hydrocarbon distributions suggest that these sediments were derived from the Middle to Late Ordovician and Silurian source rocks of the Hudson Bay of eastern Canada. Biomarker data of the H layer 4 from the northwest Atlantic reveal that the sediments of this layer have a similar source to the H layers in the Labrador Sea.

San Francisco Coastal System grain size and geochemical data for sand provenance study

Over 150 million cubic meter of sand-sized sediment has disappeared from the central region of the San Francisco Bay Coastal System during the last half century. This enormous loss may reflect numerous anthropogenic influences, such as watershed damming, bay-fill development, aggregate mining, and dredging. The reduction in Bay sediment also appears to be linked to a reduction in sediment supply and recent widespread erosion of adjacent beaches, wetlands, and submarine environments. A unique, multi-faceted provenance study was performed to definitively establish the primary sources, sinks, and transport pathways of beach sized-sand in the region, thereby identifying the activities and processes that directly limit supply to the outer coast. This integrative program is based on comprehensive surficial sediment sampling of the San Francisco Bay Coastal System, including the seabed, Bay floor, area beaches, adjacent rock units, and major drainages. Analyses of sample morphometrics and biological composition (e.g., Foraminifera) were then integrated with a suite of tracers including 87Sr/86Sr and 143Nd/144Nd isotopes, rare earth elements, semi-quantitative X-ray diffraction mineralogy, and heavy minerals, and with process-based numerical modeling, in situ current measurements, and bedform asymmetry to robustly determine the provenance of beach-sized sand in the region.

(Table 1) Rodent (lemming and vole) densities in 5 study areas in the Canadian Arctic

Lemmings construct nests of grass and moss under the snow during winter, and counting these nests in spring is 1 method of obtaining an index of winter density and habitat use. We counted winter nests after snow melt on fixed grids on 5 areas scattered across the Canadian Arctic and compared these nest counts to population density estimated by mark-recapture on the same areas in spring and during the previous autumn. Collared lemmings were a common species in most areas, some sites had an abundance of brown lemmings, and only 2 sites had tundra voles. Winter nest counts were correlated with lemming densities estimated in the following spring (r(s) = 0.80, P < 0.001), but less well correlated with densities the previous autumn (r(s) = 0.55, P < 0.001). Winter nest counts can be used to predict spring lemming densities with a log-log regression that explains 64% of the observed variation. Winter nest counts are best treated as an approximate index and should not be used when precise, quantitative lemming density estimates are required. Nest counts also can be used to provide general information about habitat-use in winter, predation rates by weasels, and the extent of winter breeding.

(Table 1) Radiocarbon results from this study

The Indonesian Arc represents the subduction of the Indian-Australian plate beneath Asia. It has been the scene of catastrophic tectonic activity, including the recent 2004 M=9.1 Aceh earthquake and resulting Indian Ocean tsunami. We have dated planktonic forams associated with historic tephras (Tambora, 1815 and Krakatau, 1883) in marine sediment cores to determine radiocarbon reservoir ages for 2 locations along the arc. Our best estimates for 19th century regional reservoir corrections (DeltaR) are +90 ± 40 yr for surface-dwelling species and +220 ± 40 yr for mixed planktic assemblages containing some upper thermocline species, but scatter in the data suggests that past surface reservoir ages may have varied by about ±100 yr. We used the results of this study to investigate a proposed very large AD 535 eruption at or near Krakatau. We find no evidence for ash from such an eruption, and although this is negative evidence, we consider it sufficiently strong to rule out any possibility that one took place.

Nitrite consumption and associated isotope changes during a river flood event in the Elbe river

In oceans, estuaries, and rivers, nitrification is an important nitrate source, and stable isotopes of nitrate are often used to investigate recycling processes (e.g. remineralisation, nitrification) in the water column. Nitrification is a two-step process, where ammonia is oxidised via nitrite to nitrate. Nitrite usually does not accumulate in natural environments, which makes it difficult to study the single isotope effect of ammonia oxidation or nitrite oxidation in natural systems. However, during an exceptional flood in the Elbe River in June 2013, we found a unique co-occurrence of ammonium, nitrite, and nitrate in the water column, returning towards normal summer conditions within 1 week. Over the course of the flood, we analysed the evolution of d15N-[NH4]+ and d15N-[NO2]- in the Elbe River. In concert with changes in suspended particulate matter (SPM) and d15N SPM, as well as nitrate concentration, d15N-NO3 - and d18O-[NO3] -, we calculated apparent isotope effects during net nitrite and nitrate consumption. During the flood event, > 97 % of total reactive nitrogen was nitrate, which was leached from the catchment area and appeared to be subject to assimilation. Ammonium and nitrite concentrations increased to 3.4 and 4.4 µmol/l, respectively, likely due to remineralisation, nitrification, and denitrification in the water column. d15N-[NH4]+ values increased up to 12 per mil, and d15N-[NO2]- ranged from -8.0 to -14.2 per mil. Based on this, we calculated an apparent isotope effect 15-epsilon of -10.0 ± 0.1 per mil during net nitrite consumption, as well as an isotope effect 15-epsilon of -4.0 ± 0.1 per mil and 18-epsilon of -5.3 ± 0.1 per mil during net nitrate consumption. On the basis of the observed nitrite isotope changes, we evaluated different nitrite uptake processes in a simple box model. We found that a regime of combined riparian denitrification and 22 to 36 % nitrification fits best with measured data for the nitrite concentration decrease and isotope increase.

Restrictions on Aliens in the United Kingdom, 1914-1919 : a Study of the Origins and Political Background of the Aliens Restrictions Acts of 1914 and 1919.

At first glance the Aliens Restriction Act of 1914, which was introduced and passed on the first day of World War One, seems a hasty and ill-prepared piece of legislation. Actually, when examined in the light of Arthur Marwick's thesis that war is a forcing house for pre-existent social and governmental ideas, it becomes clear that the act was not after all the product of hastily formed notions. In point of fact it followed the precedent of detailed draft clauses produced in 1911 by a sub-committee of the Committee of Imperial Defence established to consider the treatment of aliens in the event of war. Indeed the draft clauses and the restrictions embodied in the 1914 act were strikingly similar to restrictions on aliens legislated in 1793. Hostility to aliens had been growing from 1905 to 1914 and this hostility blossomed into xeno-phobia on the outbreak of war, a crucial precondition for the specifically anti-enemy fears of the time. In 1919 the Aliens Restriction (Amendment) Bill was introduced into parliament to extend temporarily the provisions of the 1914 act thus permitting the Home Secretary to plan permanent, detailed legislation. Two minority groups of MPs with extreme views on the treatment of aliens were prominent in the debates on this bill. The extreme Liberal group which advocated leniency in the treatment of aliens had little effect on the final form of the bill, but the extreme Conservative group, which demanded severe restrictions on aliens, succeeded in persuading the government to include detailed restrictions. Despite its allegedly temporary nature, the Aliens Restriction (Amendment) Act of 1919 was renewed annually until 1971.

A strategy-based framework for assessing the flood resilience of cities – the Hamburg case study

Climate change and continuous urbanization contribute to an increased urban vulnerability towards flooding. Only relying on traditional flood control measures is recognized as inadequate, since the damage can be catastrophic if flood controls fail. The idea of a flood-resilient city – one which can withstand or adapt to a flood event without being harmed in its functionality – seems promising. But what does resilience actually mean when it is applied to urban environments exposed to flood risk, and how can resilience be achieved? This paper presents a heuristic framework for assessing the flood resilience of cities, for scientists and policy-makers alike. It enriches the current literature on flood resilience by clarifying the meaning of its three key characteristics – robustness, adaptability and transformability – and identifying important components to implement resilience strategies. The resilience discussion moves a step forward, from predominantly defining resilience to generating insight into “doing” resilience in practice. The framework is illustrated with two case studies from Hamburg, showing that resilience, and particularly the underlying notions of adaptability and transformability, first and foremost require further capacity-building among public as well as private stakeholders. The case studies suggest that flood resilience is currently not enough motivation to move from traditional to more resilient flood protection schemes in practice; rather, it needs to be integrated into a bigger urban agenda.

Cruise Speed Reduction for Ground Delay Programs: A Case Study for San Francisco International Airport Arrivals

Ground Delay Programs (GDP) are sometimes cancelled before their initial planned duration and for this reason aircraft are delayed when it is no longer needed. Recovering this delay usually leads to extra fuel consumption, since the aircraft will typically depart after having absorbed on ground their assigned delay and, therefore, they will need to cruise at more fuel consuming speeds. Past research has proposed speed reduction strategy aiming at splitting the GDP-assigned delay between ground and airborne delay, while using the same fuel as in nominal conditions. Being airborne earlier, an aircraft can speed up to nominal cruise speed and recover part of the GDP delay without incurring extra fuel consumption if the GDP is cancelled earlier than planned. In this paper, all GDP initiatives that occurred in San Francisco International Airport during 2006 are studied and characterised by a K-means algorithm into three different clusters. The centroids for these three clusters have been used to simulate three different GDPs at the airport by using a realistic set of inbound traffic and the Future Air Traffic Management Concepts Evaluation Tool (FACET). The amount of delay that can be recovered using this cruise speed reduction technique, as a function of the GDP cancellation time, has been computed and compared with the delay recovered with the current concept of operations. Simulations have been conducted in calm wind situation and without considering a radius of exemption. Results indicate that when aircraft depart early and fly at the slower speed they can recover additional delays, compared to current operations where all delays are absorbed prior to take-off, in the event the GDP cancels early. There is a variability of extra delay recovered, being more significant, in relative terms, for those GDPs with a relatively low amount of demand exceeding the airport capacity.