The Brownian traveller on manifolds

We study the inuence of the intrinsic curvature on the large time behaviour of the heat equation in a tubular neighbourhood of an unbounded geodesic in a two-dimensional Riemannian manifold. Since we consider killing boundary conditions, there is always an exponential-type decay for the heat semigroup. We show that this exponential-type decay is slower for positively curved manifolds comparing to the at case. As the main result, we establish a sharp extra polynomial-type decay for the heat semigroup on negatively curved manifolds comparing to the at case. The proof employs the existence of Hardy-type inequalities for the Dirichlet Laplacian in the tubular neighbourhoods on negatively curved manifolds and the method of self-similar variables and weighted Sobolev spaces for the heat equation.

On the generalized eigenvalue problem for the Rossby wave vertical velocity in the presence of mean flow and topography

In a series of papers, Killworth and Blundell have proposed to study the effects of a background mean flow and topography on Rossby wave propagation by means of a generalized eigenvalue problem formulated in terms of the vertical velocity, obtained from a linearization of the primitive equations of motion. However, it has been known for a number of years that this eigenvalue problem contains an error, which Killworth was prevented from correcting himself by his unfortunate passing and whose correction is therefore taken up in this note. Here, the author shows in the context of quasigeostrophic (QG) theory that the error can ulti- mately be traced to the fact that the eigenvalue problem for the vertical velocity is fundamentally a non- linear one (the eigenvalue appears both in the numerator and denominator), unlike that for the pressure. The reason that this nonlinear term is lacking in the Killworth and Blundell theory comes from neglecting the depth dependence of a depth-dependent term. This nonlinear term is shown on idealized examples to alter significantly the Rossby wave dispersion relation in the high-wavenumber regime but is otherwise irrelevant in the long-wave limit, in which case the eigenvalue problems for the vertical velocity and pressure are both linear. In the general dispersive case, however, one should first solve the generalized eigenvalue problem for the pressure vertical structure and, if needed, diagnose the vertical velocity vertical structure from the latter.

An historical perspective on the development of the thermodynamic equation of seawater - 2010

Oceanography is concerned with understanding the mechanisms controlling the movement of seawater and its contents. A fundamental tool in this process is the characterization of the thermophysical properties of seawater as functions of measured temperature and electrical conductivity, the latter used as a proxy for the concentration of dissolved matter in seawater. For many years a collection of algorithms denoted the Equation of State 1980 (EOS-80) has been the internationally accepted standard for calculating such properties. However, modern measurement technology now allows routine observations of temperature and electrical conductivity to be made to at least one order of magnitude more accurately than the uncertainty in this standard. Recently, a new standard has been developed, the Thermodynamical Equation of Seawater 2010 (TEOS-10). This new standard is thermodynamically consistent, valid over a wider range of temperature and salinity, and includes a mechanism to account for composition variations in seawater. Here we review the scientific development of this standard, and describe the literature involved in its development, which includes many of the articles in this special issue.

Nature of vegetation and building morphology characteristics across a city: influence on shadow patterns and mean radiant temperatures in London

Vegetation and building morphology characteristics are investigated at 19 sites on a north-south LiDAR transect across the megacity of London. Local maxima of mean building height and building plan area density at the city centre are evident. Surprisingly, the mean vegetation height (zv3) is also found to be highest in the city centre. From the LiDAR data various morphological parameters are derived as well as shadow patterns. Continuous images of the effects of buildings and of buildings plus vegetationon sky view factor (Ψ) are derived. A general reduction of Ψ is found, indicating the importance of including vegetation when deriving Ψ in urban areas. The contribution of vegetation to the shadowing at ground level is higher during summer than in autumn. Using these 3D data the influence on urban climate and mean radiant temperature (T mrt ) is calculated with SOLWEIG. The results from these simulations highlight that vegetation can be most effective at reducing heat stress within dense urban environments in summer. The daytime average T mrt is found to be lowest in the densest urban environments due to shadowing; foremost from buildings but also from trees. It is clearly shown that this method could be used to quantify the influence of vegetation on T mrt within the urban environment. The results presented in this paper highlight a number of possible climate sensitive planning practices for urban areas at the local scale (i.e. 102- 5 × 103 m).

The influence of vegetation and building morphology on shadow patterns and mean radiant temperatures in urban areas: model development and evaluation

The solar and longwave environmental irradiance geometry (SOLWEIG) model simulates spatial variations of 3-D radiation fluxes and mean radiant temperature (T mrt) as well as shadow patterns in complex urban settings. In this paper, a new vegetation scheme is included in SOLWEIG and evaluated. The new shadow casting algorithm for complex vegetation structures makes it possible to obtain continuous images of shadow patterns and sky view factors taking both buildings and vegetation into account. For the calculation of 3-D radiation fluxes and T mrt, SOLWEIG only requires a limited number of inputs, such as global shortwave radiation, air temperature, relative humidity, geographical information (latitude, longitude and elevation) and urban geometry represented by high-resolution ground and building digital elevation models (DEM). Trees and bushes are represented by separate DEMs. The model is evaluated using 5 days of integral radiation measurements at two sites within a square surrounded by low-rise buildings and vegetation in Göteborg, Sweden (57°N). There is good agreement between modelled and observed values of T mrt, with an overall correspondence of R 2 = 0.91 (p < 0.01, RMSE = 3.1 K). A small overestimation of T mrt is found at locations shadowed by vegetation. Given this good performance a number of suggestions for future development are identified for applications which include for human comfort, building design, planning and evaluation of instrument exposure.

In situ and remote-sensing measurements of the mean microphysical and optical properties of industrial pollution aerosol during ADRIEX

We present a summary of the principal physical and optical properties of aerosol particles using the FAAM BAE-146 instrumented aircraft during ADRIEX between 27 August and 6 September 2004, augmented by sunphotometer, lidar and satellite retrievals. Observations of anthropogenic aerosol, principally from industrial sources, were concentrated over the northern Adriatic Sea and over the Po Valley close to the aerosol sources. An additional flight was also carried out over the Black Sea to compare east and west European pollution. Measurements show the single-scattering albedo of dry aerosol particles to vary considerably between 0.89 and 0.97 at a wavelength of 0.55 μm, with a campaign mean within the polluted lower free troposphere of 0.92. Although aerosol concentrations varied significantly from day to day and during individual days, the shape of the aerosol size distribution was relatively consistent through the experiment, with no detectable change observed over land and over sea. There is evidence to suggest that the pollution aerosol within the marine boundary layer was younger than that in the elevated layer. Trends in the aerosol volume distribution show consistency with multiple-site AERONET radiometric observations. The aerosol optical depths derived from aircraft measurements show a consistent bias to lower values than both the AERONET and lidar ground-based radiometric observations, differences which can be explained by local variations in the aerosol column loading and by some aircraft instrumental artefacts. Retrievals of the aerosol optical depth and fine-mode (<0.5 μm radius) fraction contribution to the optical depth using MODIS data from the Terra and Aqua satellites show a reasonable level of agreement with the AERONET and aircraft measurements.

The stochastic component in choice and regression to the mean

In this article, we illustrate experimentally an important consequence of the stochastic component in choice behaviour which has not been acknowledged so far. Namely, its potential to produce ‘regression to the mean’ (RTM) effects. We employ a novel approach to individual choice under risk, based on repeated multiple-lottery choices (i.e. choices among many lotteries), to show how the high degree of stochastic variability present in individual decisions can distort crucially certain results through RTM effects. We demonstrate the point in the context of a social comparison experiment.

Modelling the rheology of sea ice as a collection of diamond-shaped floes

In polar oceans, seawater freezes to form a layer of sea ice of several metres thickness that can cover up to 8% of the Earth’s surface. The modelled sea ice cover state is described by thickness and orientational distribution of interlocking, anisotropic diamond-shaped ice floes delineated by slip lines, as supported by observation. The purpose of this study is to develop a set of equations describing the mean-field sea ice stresses that result from interactions between the ice floes and the evolution of the ice floe orientation, which are simple enough to be incorporated into a climate model. The sea ice stress caused by a deformation of the ice cover is determined by employing an existing kinematic model of ice floe motion, which enables us to calculate the forces acting on the ice floes due to crushing into and sliding past each other, and then by averaging over all possible floe orientations. We describe the orientational floe distribution with a structure tensor and propose an evolution equation for this tensor that accounts for rigid body rotation of the floes, their apparent re-orientation due to new slip line formation, and change of shape of the floes due to freezing and melting. The form of the evolution equation proposed is motivated by laboratory observations of sea ice failure under controlled conditions. Finally, we present simulations of the evolution of sea ice stress and floe orientation for several imposed flow types. Although evidence to test the simulations against is lacking, the simulations seem physically reasonable.

The importance of moisture distribution for the growth and energetics of mid-latitude systems

A primitive equation model is used to study the sensitivity of baroclinic wave life cycles to the initial latitude-height distribution of humidity. Diabatic heating is parametrized only as a consequence of condensation in regions of large-scale ascent. Experiments are performed in which the initial relative humidity is a simple function of model level, and in some cases latitude bands are specified which are initially relatively dry. It is found that the presence of moisture can either increase or decrease the peak eddy kinetic energy of the developing wave, depending on the initial moisture distribution. A relative abundance of moisture at mid-latitudes tends to weaken the wave, while a relative abundance at low latitudes tends to strengthen it. This sensitivity exists because competing processes are at work. These processes are described in terms of energy box diagnostics. The most realistic case lies on the cusp of this sensitivity. Further physical parametrizations are then added, including surface fluxes and upright moist convection. These have the effect of increasing wave amplitude, but the sensitivity to initial conditions of relative humidity remains. Finally, 'control' and 'doubled CO2' life cycles are performed, with initial conditions taken from the time-mean zonal-mean output of equilibrium GCM experiments. The attenuation of the wave resulting from reduced baroclinicity is more pronounced than any effect due to changes in initial moisture.

Conditional mean functions of non-linear models of US output

We compare a number of models of post War US output growth in terms of the degree and pattern of non-linearity they impart to the conditional mean, where we condition on either the previous period's growth rate, or the previous two periods' growth rates. The conditional means are estimated non-parametrically using a nearest-neighbour technique on data simulated from the models. In this way, we condense the complex, dynamic, responses that may be present in to graphical displays of the implied conditional mean.

Influence of mass diffusion in sea ice dynamical models

The mixing of floes of different thickness caused by repeated deformation of the ice cover is modeled as diffusion, and the mass balance equation for sea ice accounting for mass diffusion is developed. The effect of deformational diffusion on the ice thickness balance is shown to reach 1% of the divergence effect, which describes ridging and lead formation. This means that with the same accuracy the mass balance equation can be written in terms of mean velocity rather than mean mass-weighted velocity, which one should correctly use for a multicomponent fluid such as sea ice with components identified by floe thickness. Mixing (diffusion) of sea ice also occurs because of turbulent variations in wind and ocean drags that are unresolved in models. Estimates of the importance of turbulent mass diffusion on the dynamic redistribution of ice thickness are determined using empirical data for the turbulent diffusivity. For long-time-scale prediction (≫5 days), where unresolved atmospheric motion may have a length scale on the order of the Arctic basin and the time scale is larger than the synoptic time scale of atmospheric events, turbulent mass diffusion can exceed 10% of the divergence effect. However, for short-time-scale prediction, for example, 5 days, the unresolved scales are on the order of 100 km, and turbulent diffusion is about 0.1% of the divergence effect. Because inertial effects are small in the dynamics of the sea ice pack, diffusive momentum transfer can be disregarded.

Efficient fully nonlinear data assimilation for geophysical fluid dynamics

A potential problem with Ensemble Kalman Filter is the implicit Gaussian assumption at analysis times. Here we explore the performance of a recently proposed fully nonlinear particle filter on a high-dimensional but simplified ocean model, in which the Gaussian assumption is not made. The model simulates the evolution of the vorticity field in time, described by the barotropic vorticity equation, in a highly nonlinear flow regime. While common knowledge is that particle filters are inefficient and need large numbers of model runs to avoid degeneracy, the newly developed particle filter needs only of the order of 10-100 particles on large scale problems. The crucial new ingredient is that the proposal density cannot only be used to ensure all particles end up in high-probability regions of state space as defined by the observations, but also to ensure that most of the particles have similar weights. Using identical twin experiments we found that the ensemble mean follows the truth reliably, and the difference from the truth is captured by the ensemble spread. A rank histogram is used to show that the truth run is indistinguishable from any of the particles, showing statistical consistency of the method.

A Double-threshold GARCH Model for the French Franc/Deutschmark exchange rate

This paper combines and generalizes a number of recent time series models of daily exchange rate series by using a SETAR model which also allows the variance equation of a GARCH specification for the error terms to be drawn from more than one regime. An application of the model to the French Franc/Deutschmark exchange rate demonstrates that out-of-sample forecasts for the exchange rate volatility are also improved when the restriction that the data it is drawn from a single regime is removed. This result highlights the importance of considering both types of regime shift (i.e. thresholds in variance as well as in mean) when analysing financial time series.

Coalescence of particles by differential sedimentation

We consider a three dimensional system consisting of a large number of small spherical particles, distributed in a range of sizes and heights (with uniform distribution in the horizontal direction). Particles move vertically at a size-dependent terminal velocity. They are either allowed to merge whenever they cross or there is a size ratio criterion enforced to account for collision efficiency. Such a system may be described, in mean field approximation, by the Smoluchowski kinetic equation with a differential sedimentation kernel. We obtain self-similar steady-state and time-dependent solutions to the kinetic equation, using methods borrowed from weak turbulence theory. Analytical results are compared with direct numerical simulations (DNS) of moving and merging particles, and a good agreement is found.

Instantaneous gelation in Smoluchowski’s coagulation equation revisited

We study the solutions of the Smoluchowski coagulation equation with a regularization term which removes clusters from the system when their mass exceeds a specified cutoff size, M. We focus primarily on collision kernels which would exhibit an instantaneous gelation transition in the absence of any regularization. Numerical simulations demonstrate that for such kernels with monodisperse initial data, the regularized gelation time decreasesas M increases, consistent with the expectation that the gelation time is zero in the unregularized system. This decrease appears to be a logarithmically slow function of M, indicating that instantaneously gelling kernels may still be justifiable as physical models despite the fact that they are highly singular in the absence of a cutoff. We also study the case when a source of monomers is introduced in the regularized system. In this case a stationary state is reached. We present a complete analytic description of this regularized stationary state for the model kernel, K(m1,m2)=max{m1,m2}ν, which gels instantaneously when M→∞ if ν>1. The stationary cluster size distribution decays as a stretched exponential for small cluster sizes and crosses over to a power law decay with exponent ν for large cluster sizes. The total particle density in the stationary state slowly vanishes as [(ν−1)logM]−1/2 when M→∞. The approach to the stationary state is nontrivial: Oscillations about the stationary state emerge from the interplay between the monomer injection and the cutoff, M, which decay very slowly when M is large. A quantitative analysis of these oscillations is provided for the addition model which describes the situation in which clusters can only grow by absorbing monomers.