An exploration of the equivalent weights particle filter

Particle filters are fully non-linear data assimilation techniques that aim to represent the probability distribution of the model state given the observations (the posterior) by a number of particles. In high-dimensional geophysical applications the number of particles required by the sequential importance resampling (SIR) particle filter in order to capture the high probability region of the posterior, is too large to make them usable. However particle filters can be formulated using proposal densities, which gives greater freedom in how particles are sampled and allows for a much smaller number of particles. Here a particle filter is presented which uses the proposal density to ensure that all particles end up in the high probability region of the posterior probability density function. This gives rise to the possibility of non-linear data assimilation in large dimensional systems. The particle filter formulation is compared to the optimal proposal density particle filter and the implicit particle filter, both of which also utilise a proposal density. We show that when observations are available every time step, both schemes will be degenerate when the number of independent observations is large, unlike the new scheme. The sensitivity of the new scheme to its parameter values is explored theoretically and demonstrated using the Lorenz (1963) model.

Spectra of a class of non-self-adjoint matrices

We consider a new class of non-self-adjoint matrices that arise from an indefinite self- adjoint linear pencil of matrices, and obtain the spectral asymptotics of the spectra as the size of the matrices diverges to infinity. We prove that the spectrum is qualitatively different when a certain parameter c equals 0, and when it is non-zero, and that certain features of the spectrum depend on Diophantine properties of c.

CASCADE: An Agent Based Framework For Modeling The Dynamics Of Smart Electricity Systems

The Complex Adaptive Systems, Cognitive Agents and Distributed Energy (CASCADE) project is developing a framework based on Agent Based Modelling (ABM). The CASCADE Framework can be used both to gain policy and industry relevant insights into the smart grid concept itself and as a platform to design and test distributed ICT solutions for smart grid based business entities. ABM is used to capture the behaviors of diff erent social, economic and technical actors, which may be defi ned at various levels of abstraction. It is applied to understanding their interactions and can be adapted to include learning processes and emergent patterns. CASCADE models ‘prosumer’ agents (i.e., producers and/or consumers of energy) and ‘aggregator’ agents (e.g., traders of energy in both wholesale and retail markets) at various scales, from large generators and Energy Service Companies down to individual people and devices. The CASCADE Framework is formed of three main subdivisions that link models of electricity supply and demand, the electricity market and power fl ow. It can also model the variability of renewable energy generation caused by the weather, which is an important issue for grid balancing and the profi tability of energy suppliers. The development of CASCADE has already yielded some interesting early fi ndings, demonstrating that it is possible for a mediating agent (aggregator) to achieve stable demandfl attening across groups of domestic households fi tted with smart energy control and communication devices, where direct wholesale price signals had previously been found to produce characteristic complex system instability. In another example, it has demonstrated how large changes in supply mix can be caused even by small changes in demand profi le. Ongoing and planned refi nements to the Framework will support investigation of demand response at various scales, the integration of the power sector with transport and heat sectors, novel technology adoption and diffusion work, evolution of new smart grid business models, and complex power grid engineering and market interactions.

Tests of non-linearity using LIFFE futures transactions price data

This paper presents and implements a number of tests for non-linear dependence and a test for chaos using transactions prices on three LIFFE futures contracts: the Short Sterling interest rate contract, the Long Gilt government bond contract, and the FTSE 100 stock index futures contract. While previous studies of high frequency futures market data use only those transactions which involve a price change, we use all of the transaction prices on these contracts whether they involve a price change or not. Our results indicate irrefutable evidence of non-linearity in two of the three contracts, although we find no evidence of a chaotic process in any of the series. We are also able to provide some indications of the effect of the duration of the trading day on the degree of non-linearity of the underlying contract. The trading day for the Long Gilt contract was extended in August 1994, and prior to this date there is no evidence of any structure in the return series. However, after the extension of the trading day we do find evidence of a non-linear return structure.

Numerical analyses of Runge–Kutta implicit–explicit schemes for horizontally explicit, vertically implicit solutions of atmospheric models

With the prospect of exascale computing, computational methods requiring only local data become especially attractive. Consequently, the typical domain decomposition of atmospheric models means horizontally-explicit vertically-implicit (HEVI) time-stepping schemes warrant further attention. In this analysis, Runge-Kutta implicit-explicit schemes from the literature are analysed for their stability and accuracy using a von Neumann stability analysis of two linear systems. Attention is paid to the numerical phase to indicate the behaviour of phase and group velocities. Where the analysis is tractable, analytically derived expressions are considered. For more complicated cases, amplification factors have been numerically generated and the associated amplitudes and phase diagnosed. Analysis of a system describing acoustic waves has necessitated attributing the three resultant eigenvalues to the three physical modes of the system. To do so, a series of algorithms has been devised to track the eigenvalues across the frequency space. The result enables analysis of whether the schemes exactly preserve the non-divergent mode; and whether there is evidence of spurious reversal in the direction of group velocities or asymmetry in the damping for the pair of acoustic modes. Frequency ranges that span next-generation high-resolution weather models to coarse-resolution climate models are considered; and a comparison is made of errors accumulated from multiple stability-constrained shorter time-steps from the HEVI scheme with a single integration from a fully implicit scheme over the same time interval. Two schemes, “Trap2(2,3,2)” and “UJ3(1,3,2)”, both already used in atmospheric models, are identified as offering consistently good stability and representation of phase across all the analyses. Furthermore, according to a simple measure of computational cost, “Trap2(2,3,2)” is the least expensive.

Impact of non-hydrostatic effects and trapped lee waves on mountain wave drag in directionally sheared flow

The orographic gravity wave drag produced in flow over an axisymmetric mountain when both vertical wind shear and non-hydrostatic effects are important was calculated using a semi-analytical two-layer linear model, including unidirectional or directional constant wind shear in a layer near the surface, above which the wind is constant. The drag behaviour is determined by partial wave reflection at the shear discontinuity, wave absorption at critical levels (both of which exist in hydrostatic flow), and total wave reflection at levels where the waves become evanescent (an intrinsically non-hydrostatic effect), which produces resonant trapped lee wave modes. As a result of constructive or destructive wave interference, the drag oscillates with the thickness of the constant-shear layer and the Richardson number within it (Ri), generally decreasing at low Ri and when the flow is strongly non-hydrostatic. Critical level absorption, which increases with the angle spanned by the wind velocity in the constant-shear layer, shields the surface from reflected waves, keeping the drag closer to its hydrostatic limit. While, for the parameter range considered here, the drag seldom exceeds this limit, a substantial drag fraction may be produced by trapped lee waves, particularly when the flow is strongly non-hydrostatic, the lower layer is thick and Ri is relatively high. In directionally sheared flows with Ri = O(1), the drag may be misaligned with the surface wind in a direction opposite to the shear, a behaviour which is totally due to non-trapped waves. The trapped lee wave drag, whose reaction force on the atmosphere is felt at low levels, may therefore have a distinctly different direction from the drag associated with vertically propagating waves, which acts on the atmosphere at higher levels.

Active control of rod vibrations using magnetic fluids

The use of magnetic fluids in controlling rod vibrations is investigated. A prototype of ferrofluid vibration damper is designed and experimentally set up based on the principle of anti-resonance. The efficiency of this damping system is verified in experiments and well explained with classical equations of motion. The improvement of the present system towards active control of rod vibration is also discussed.

Towards a general theory of extremes for observables of chaotic dynamical systems

In this paper we provide a connection between the geometrical properties of the attractor of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the classical generalised Pareto distribution and derive explicit expressions for the scaling and the shape parameter. In particular, we derive that the shape parameter does not depend on the cho- sen observables, but only on the partial dimensions of the invariant measure on the stable, unstable, and neutral manifolds. The shape parameter is negative and is close to zero when high-dimensional systems are considered. This result agrees with what was derived recently using the generalized extreme value approach. Combining the results obtained using such physical observables and the properties of the extremes of distance observables, it is possible to derive estimates of the partial dimensions of the attractor along the stable and the unstable directions of the flow. Moreover, by writing the shape parameter in terms of moments of the extremes of the considered observable and by using linear response theory, we relate the sensitivity to perturbations of the shape parameter to the sensitivity of the moments, of the partial dimensions, and of the Kaplan–Yorke dimension of the attractor. Preliminary numer- ical investigations provide encouraging results on the applicability of the theory presented here. The results presented here do not apply for all combinations of Axiom A systems and observables, but the breakdown seems to be related to very special geometrical configurations.

Thermospheric Control of the Auroral Source of O+Ions for the Magnetosphere

Linear theory, model ion-density profiles and MSIS neutral thermospheric predictions are used to investigate the stability of the auroral, topside ionosphere to oxygen cyclotron waves: variations of the critical height, above which the plasma is unstable, with field-aligned current, thermal ion density and exospheric temperature are considered. In addition, probabilities are assessed that interactions with neutral atomic gases prevent O+ ions from escaping into the magnetosphere after they have been transversely accelerated by these waves. The two studies are combined to give a rough estimate of the total O+ escape flux as a function of the field-aligned current density for an assumed rise in the perpendicular ion temperature. Charge exchange with neutral oxygen, not hydrogen, is shown to be the principle limitation to the escape of O+ ions, which occurs when the waves are driven unstable down to low altitudes. It is found that the largest observed field-aligned current densities can heat a maximum of about 5×1014 O+ ions m−2 to a threshold above which they are subsequently able to escape into the magnetosphere in the following 500s. Averaged over this period, this would constitute a flux of 1012 m−2 s−1 and in steady-state the peak outflow would then be limited to about 1013 m−2 s−1 by frictional drag on thermal O+ at lower altitudes. Maximum escape is at low plasma density unless the O+ scale height is very large. The outflow decreases with decreasing field-aligned current density and, to a lesser extent, with increasing exospheric temperature. Upward flowing ion events are evaluated as a source of O+ ions for the magnetosphere and as an explanation of the observed solar cycle variation of ring current O+ abundance.

Organic soils promote the efficacy of entomopathogenic nematodes, with different foraging strategies, in the control of a major forest pest: a meta-analysis of field trial data

The large pine weevil, Hylobius abietis, is a serious pest of reforestation in northern Europe. However, weevils developing in stumps of felled trees can be killed by entomopathogenic nematodes applied to soil around the stumps and this method of control has been used at an operational level in the UK and Ireland. We investigated the factors affecting the efficacy of entomopathogenic nematodes in the control of the large pine weevil spanning 10 years of field experiments, by means of a meta-analysis of published studies and previously unpublished data. We investigated two species with different foraging strategies, the ‘ambusher’ Steinernema carpocapsae, the species most often used at an operational level, and the ‘cruiser’ Heterorhabditis downesi. Efficacy was measured both by percentage reduction in numbers of adults emerging relative to untreated controls and by percentage parasitism of developing weevils in the stump. Both measures were significantly higher with H. downesi compared to S. carpocapsae. General linear models were constructed for each nematode species separately, using substrate type (peat versus mineral soil) and tree species (pine versus spruce) as fixed factors, weevil abundance (from the mean of untreated stumps) as a covariate and percentage reduction or percentage parasitism as the response variable. For both nematode species, the most significant and parsimonious models showed that substrate type was consistently, but not always, the most significant variable, whether replicates were at a site or stump level, and that peaty soils significantly promote the efficacy of both species. Efficacy, in terms of percentage parasitism, was not density dependent.

Nonlinear equalization of Hammerstein OFDM systems

A practical orthogonal frequency-division multiplexing (OFDM) system can generally be modelled by the Hammerstein system that includes the nonlinear distortion effects of the high power amplifier (HPA) at transmitter. In this contribution, we advocate a novel nonlinear equalization scheme for OFDM Hammerstein systems. We model the nonlinear HPA, which represents the static nonlinearity of the OFDM Hammerstein channel, by a B-spline neural network, and we develop a highly effective alternating least squares algorithm for estimating the parameters of the OFDM Hammerstein channel, including channel impulse response coefficients and the parameters of the B-spline model. Moreover, we also use another B-spline neural network to model the inversion of the HPA’s nonlinearity, and the parameters of this inverting B-spline model can easily be estimated using the standard least squares algorithm based on the pseudo training data obtained as a byproduct of the Hammerstein channel identification. Equalization of the OFDM Hammerstein channel can then be accomplished by the usual one-tap linear equalization as well as the inverse B-spline neural network model obtained. The effectiveness of our nonlinear equalization scheme for OFDM Hammerstein channels is demonstrated by simulation results.

Uptake of agri-environmental schemes in the Less-Favoured Areas of Greece: The role of corruption and farmers' responses to the financial crisis

Vine-growing in the Less-Favoured Areas of Greece is facing multiple challenges that might lead to its abandonment. In an attempt to maintain rural populations, Rural Development Schemes have been created that offer the opportunity to rural households to maintain or expand their farming businesses including vine-growing. This paper stems from a study that used data from a cross-sectional survey of 204 farmers to investigate how farming systems and farmers’ perception of corruption, amongst other socio-economic factors, affected their decisions to continue vine-growing through participation in Rural Development Schemes, in three remote Less-Favoured Areas of Greece. The Theory of Planned Behaviour was used to frame the research problem with the assumption being that an individual’s intention to participate in a Scheme is based on their prior beliefs about it. Data from the survey were reduced and simplified by the use of non-linear principal component analysis. The ensuing variables were used in selectivity corrected ordered probit models to reveal farmers’ attitudes towards viticulture and rural development. It was found that economic factors, perceived corruption and farmers’ attitudes were significant determinants on whether to participate in the Schemes. The research findings highlight the important role of perceived corruption and the need for policies that facilitate farmers’ access to decision making centres.

Compositional control of the electrical transport properties in the new series of thiospinels Ga1-xGexV4S8-delta (0 <=x<=1)

A new series of non-stoichiometric sulfides Ga1−xGexV4S8−δ (0≤x≤1; δ≤0.23) has been synthesized at high temperatures by heating stoichiometric mixtures of the elements in sealed quartz tubes. The samples have been characterized by powder X-ray diffraction, SQUID magnetometry and electrical transport-property measurements. Structural analysis reveals that a solid solution is formed throughout this composition range, whilst thermogravimetric data reveal sulfur deficiency of up to 2.9% in the quaternary phases. Magnetic measurements suggest that the ferromagnetic behavior of the end-member phase GaV4S8 is retained at x≤0.7; samples in this composition range showing a marked increase in magnetization at low temperatures. By contrast Ga0.25Ge0.75V4S8−δ appears to undergo antiferromagnetic ordering at ca. 15 K. All materials with x≠1 are n-type semiconductors whose resistivity falls by almost six orders of magnitude with decreasing Ga content, whilst the end-member phase GeV4S8−δ is a p-type semiconductor. The results demonstrate that the physical properties are determined principally by the degree of electron filling of narrow-band states arising from intracluster V–V interactions.

Drinking water application of Denargard Tiamulin for control of Brachyspira pilosicoli infection of laying poultry

Avian intestinal spirochaetosis (AIS) caused by Brachyspira spp., and notably Brachyspira pilosicoli, is common in layer flocks and reportedly of increasing incidence in broilers and broiler breeders. Disease manifests as diar- rhoea, increased feed consumption, reduced growth rates and occasional mortality in broilers and these signs are shown in layers also associated with a delayed onset of lay, reduced egg weights, faecal staining of eggshells and non-productive ovaries. Treatment with Denagard® Tiamulin has been used to protect against B. pilosicoli colonisation, persistence and clinical presentation of AIS in commercial layers, but to date there has been no de- finitive study validating efficacy. Here, we used a poultry model of B. pilosicoli infection of layers to compare the impact of three doses of Denagard® Tiamulin. Four groups of thirty 17 week old commercial pre-lay birds were all challenged with B. pilosicoli strain B2904 with three oral doses two days apart. All birds were colonised within 2 days after the final oral challenge and mild onset of clinical signs were observed thereafter. A fifth group that was unchallenged and untreated was also included for comparison as healthy birds. Five days after the final oral Brachypira challenge three groups were given Denagard® Tiamulin in drinking water made up following the manufacturer's recommendations with doses verified as 58.7 ppm, 113 ppm and 225 ppm. Weight gain body condition and the level of diarrhoea of birds infected with B. pilosicoli were improved and shedding of the organism reduced significantly (p = 0.001) following treatment with Denagard® Tiamulin irrespective of dose given. The level and duration of colonisation of organs of birds infected with B. pilosicoli was also reduced. Confirming previous findings we showed that the ileum, caeca, colon, and both liver and spleen were colonised and here we demonstrated that treatment with Denagard® Tiamulin resulted in significant reduction in the numbers of Brachyspira found in each of these sites and dramatic reduction in faecal shedding (p b 0.001) to ap- proaching zero as assessed by culture of cloacal swabs. Although the number of eggs produced per bird and the level of eggshell staining appeared unaffected, egg weights of treated birds were greater than those of untreated birds for a period of approximately two weeks following treatment. These data conclusively demonstrate the ef- fectiveness of Denagard® Tiamulin in reducing B. pilosicoli infection in laying hens.

Drinking water application of Denagard® Tiamulin for control of Brachyspira pilosicoli infection of laying poultry

Avian intestinal spirochaetosis (AIS) caused by Brachyspira spp., and notably Brachyspira pilosicoli, is common in layer flocks and reportedly of increasing incidence in broilers and broiler breeders. Disease manifests as diarrhoea,increased feed consumption, reduced growth rates and occasional mortality in broilers and these signs are shown in layers also associated with a delayed onset of lay, reduced egg weights, faecal staining of eggshells and non-productive ovaries. Treatment with Denagard® Tiamulin has been used to protect against B. pilosicoli colonisation, persistence and clinical presentation of AIS in commercial layers, but to date there has been no definitive study validating efficacy. Here, we used a poultry model of B. pilosicoli infection of layers to compare the impact of three doses of Denagard® Tiamulin. Four groups of thirty 17 week old commercial pre-lay birds were all challengedwith B. pilosicoli strain B2904with three oral doses two days apart. All birdswere colonised within 2 days after the final oral challenge and mild onset of clinical signs were observed thereafter. A fifth group that was unchallenged and untreated was also included for comparison as healthy birds. Five days after the final oral Brachypira challenge three groups were given Denagard® Tiamulin in drinking water made up following the manufacturer's recommendations with doses verified as 58.7 ppm, 113 ppm and 225 ppm. Weight gain body condition and the level of diarrhoea of birds infected with B. pilosicoli were improved and shedding of the organism reduced significantly (p = 0.001) following treatment with Denagard® Tiamulin irrespective of dose given. The level and duration of colonisation of organs of birds infected with B. pilosicoli was also reduced. Confirming previous findings we showed that the ileum, caeca, colon, and both liver and spleen were colonised and here we demonstrated that treatment with Denagard® Tiamulin resulted in significant reduction in the numbers of Brachyspira found in each of these sites and dramatic reduction in faecal shedding (p b 0.001) to approaching zero as assessed by culture of cloacal swabs. Although the number of eggs produced per bird and the level of eggshell staining appeared unaffected, egg weights of treated birds were greater than those of untreated birds for a period of approximately two weeks following treatment. These data conclusively demonstrate the effectiveness of Denagard® Tiamulin in reducing B. pilosicoli infection in laying hens.