A linear model of gravity wave drag for hydrostatic sheared flow over elliptical mountains

An analytical model of orographic gravity wave drag due to sheared flow past elliptical mountains is developed. The model extends the domain of applicability of the well-known Phillips model to wind profiles that vary relatively slowly in the vertical, so that they may be treated using a WKB approximation. The model illustrates how linear processes associated with wind profile shear and curvature affect the drag force exerted by the airflow on mountains, and how it is crucial to extend the WKB approximation to second order in the small perturbation parameter for these effects to be taken into account. For the simplest wind profiles, the normalized drag depends only on the Richardson number, Ri, of the flow at the surface and on the aspect ratio, γ, of the mountain. For a linear wind profile, the drag decreases as Ri decreases, and this variation is faster when the wind is across the mountain than when it is along the mountain. For a wind that rotates with height maintaining its magnitude, the drag generally increases as Ri decreases, by an amount depending on γ and on the incidence angle. The results from WKB theory are compared with exact linear results and also with results from a non-hydrostatic nonlinear numerical model, showing in general encouraging agreement, down to values of Ri of order one.

The structure of the optimal income tax in the quasi-linear model

Existing numerical characterizations of the optimal income tax have been based on a limited number of model specifications. As a result, they do not reveal which properties are general. We determine the optimal tax in the quasi-linear model under weaker assumptions than have previously been used; in particular, we remove the assumption of a lower bound on the utility of zero consumption and the need to permit negative labor incomes. A Monte Carlo analysis is then conducted in which economies are selected at random and the optimal tax function constructed. The results show that in a significant proportion of economies the marginal tax rate rises at low skills and falls at high. The average tax rate is equally likely to rise or fall with skill at low skill levels, rises in the majority of cases in the centre of the skill range, and falls at high skills. These results are consistent across all the specifications we test. We then extend the analysis to show that these results also hold for Cobb-Douglas utility.

Bayesian estimation of the double hurdle model in the presence of fixed costs

We present a model of market participation in which the presence of non-negligible fixed costs leads to random censoring of the traditional double-hurdle model. Fixed costs arise when household resources must be devoted a priori to the decision to participate in the market. These costs, usually of time, are manifested in non-negligible minimum-efficient supplies and supply correspondence that requires modification of the traditional Tobit regression. The costs also complicate econometric estimation of household behavior. These complications are overcome by application of the Gibbs sampler. The algorithm thus derived provides robust estimates of the fixed-costs, double-hurdle model. The model and procedures are demonstrated in an application to milk market participation in the Ethiopian highlands.

Validating the reported random errors of ACE‐FTS measurements

In order to validate the reported precision of space‐based atmospheric composition measurements, validation studies often focus on measurements in the tropical stratosphere, where natural variability is weak. The scatter in tropical measurements can then be used as an upper limit on single‐profile measurement precision. Here we introduce a method of quantifying the scatter of tropical measurements which aims to minimize the effects of short‐term atmospheric variability while maintaining large enough sample sizes that the results can be taken as representative of the full data set. We apply this technique to measurements of O3, HNO3, CO, H2O, NO, NO2, N2O, CH4, CCl2F2, and CCl3F produced by the Atmospheric Chemistry Experiment–Fourier Transform Spectrometer (ACE‐FTS). Tropical scatter in the ACE‐FTS retrievals is found to be consistent with the reported random errors (RREs) for H2O and CO at altitudes above 20 km, validating the RREs for these measurements. Tropical scatter in measurements of NO, NO2, CCl2F2, and CCl3F is roughly consistent with the RREs as long as the effect of outliers in the data set is reduced through the use of robust statistics. The scatter in measurements of O3, HNO3, CH4, and N2O in the stratosphere, while larger than the RREs, is shown to be consistent with the variability simulated in the Canadian Middle Atmosphere Model. This result implies that, for these species, stratospheric measurement scatter is dominated by natural variability, not random error, which provides added confidence in the scientific value of single‐profile measurements.

Empirical test of an agricultural landscape model: the importance of farmer preference for risk aversion and crop complexity

Developing models to predict the effects of social and economic change on agricultural landscapes is an important challenge. Model development often involves making decisions about which aspects of the system require detailed description and which are reasonably insensitive to the assumptions. However, important components of the system are often left out because parameter estimates are unavailable. In particular, measurements of the relative influence of different objectives, such as risk, environmental management, on farmer decision making, have proven difficult to quantify. We describe a model that can make predictions of land use on the basis of profit alone or with the inclusion of explicit additional objectives. Importantly, our model is specifically designed to use parameter estimates for additional objectives obtained via farmer interviews. By statistically comparing the outputs of this model with a large farm-level land-use data set, we show that cropping patterns in the United Kingdom contain a significant contribution from farmer’s preference for objectives other than profit. In particular, we found that risk aversion had an effect on the accuracy of model predictions, whereas preference for a particular number of crops grown was less important. While nonprofit objectives have frequently been identified as factors in farmers’ decision making, our results take this analysis further by demonstrating the relationship between these preferences and actual cropping patterns.

Metabifurcation analysis of a mean field model of the cortex

Mean field models (MFMs) of cortical tissue incorporate salient, average features of neural masses in order to model activity at the population level, thereby linking microscopic physiology to macroscopic observations, e.g., with the electroencephalogram (EEG). One of the common aspects of MFM descriptions is the presence of a high-dimensional parameter space capturing neurobiological attributes deemed relevant to the brain dynamics of interest. We study the physiological parameter space of a MFM of electrocortical activity and discover robust correlations between physiological attributes of the model cortex and its dynamical features. These correlations are revealed by the study of bifurcation plots, which show that the model responses to changes in inhibition belong to two archetypal categories or “families”. After investigating and characterizing them in depth, we discuss their essential differences in terms of four important aspects: power responses with respect to the modeled action of anesthetics, reaction to exogenous stimuli such as thalamic input, and distributions of model parameters and oscillatory repertoires when inhibition is enhanced. Furthermore, while the complexity of sustained periodic orbits differs significantly between families, we are able to show how metamorphoses between the families can be brought about by exogenous stimuli. We here unveil links between measurable physiological attributes of the brain and dynamical patterns that are not accessible by linear methods. They instead emerge when the nonlinear structure of parameter space is partitioned according to bifurcation responses. We call this general method “metabifurcation analysis”. The partitioning cannot be achieved by the investigation of only a small number of parameter sets and is instead the result of an automated bifurcation analysis of a representative sample of 73,454 physiologically admissible parameter sets. Our approach generalizes straightforwardly and is well suited to probing the dynamics of other models with large and complex parameter spaces.

Dynamical complexity in a mean-field model of human EEG

A recently proposed mean-field theory of mammalian cortex rhythmogenesis describes the salient features of electrical activity in the cerebral macrocolumn, with the use of inhibitory and excitatory neuronal populations (Liley et al 2002). This model is capable of producing a range of important human EEG (electroencephalogram) features such as the alpha rhythm, the 40 Hz activity thought to be associated with conscious awareness (Bojak & Liley 2007) and the changes in EEG spectral power associated with general anesthetic effect (Bojak & Liley 2005). From the point of view of nonlinear dynamics, the model entails a vast parameter space within which multistability, pseudoperiodic regimes, various routes to chaos, fat fractals and rich bifurcation scenarios occur for physiologically relevant parameter values (van Veen & Liley 2006). The origin and the character of this complex behaviour, and its relevance for EEG activity will be illustrated. The existence of short-lived unstable brain states will also be discussed in terms of the available theoretical and experimental results. A perspective on future analysis will conclude the presentation.

Averaging, slaving and balance dynamics in a simple atmospheric model

We report numerical results from a study of balance dynamics using a simple model of atmospheric motion that is designed to help address the question of why balance dynamics is so stable. The non-autonomous Hamiltonian model has a chaotic slow degree of freedom (representing vortical modes) coupled to one or two linear fast oscillators (representing inertia-gravity waves). The system is said to be balanced when the fast and slow degrees of freedom are separated. We find adiabatic invariants that drift slowly in time. This drift is consistent with a random-walk behaviour at a speed which qualitatively scales, even for modest time scale separations, as the upper bound given by Neishtadt’s and Nekhoroshev’s theorems. Moreover, a similar type of scaling is observed for solutions obtained using a singular perturbation (‘slaving’) technique in resonant cases where Nekhoroshev’s theorem does not apply. We present evidence that the smaller Lyapunov exponents of the system scale exponentially as well. The results suggest that the observed stability of nearly-slow motion is a consequence of the approximate adiabatic invariance of the fast motion.

Nonlinear stability of Eady's model

A nonlinear stability theorem is established for Eady's model of baroclinic flow. In particular, the Eady basic state is shown to be nonlinearly stable (for arbitrary shear) provided (Δz)/(Δy) > 2(5)^1/2f/(πN),where Δz is the height of the domain, Δy the channel width, f the Coriolis parameter, and N the buoyancy frequency. When this criterion is satisfied, explicit bounds can be derived on the disturbance potential enstrophy, the disturbance energy, and the disturbance available potential energy on the rigid lids, which are expressed in terms of the initial disturbance fields. The disturbances are completely general (with nonzero potential vorticity) and are not assumed to be of small amplitude. The results may be regarded as an extension of Arnol'd's second nonlinear stability theorem to continuously stratified quasigeostrophic baroclinic flow.

Optimising the FAMOUS climate model: inclusion of global carbon cycling

FAMOUS fills an important role in the hierarchy of climate models, both explicitly resolving atmospheric and oceanic dynamics yet being sufficiently computationally efficient that either very long simulations or large ensembles are possible. An improved set of carbon cycle parameters for this model has been found using a perturbed physics ensemble technique. This is an important step towards building the "Earth System" modelling capability of FAMOUS, which is a reduced resolution, and hence faster running, version of the Hadley Centre Climate model, HadCM3. Two separate 100 member perturbed parameter ensembles were performed; one for the land surface and one for the ocean. The land surface scheme was tested against present-day and past representations of vegetation and the ocean ensemble was tested against observations of nitrate. An advantage of using a relatively fast climate model is that a large number of simulations can be run and hence the model parameter space (a large source of climate model uncertainty) can be more thoroughly sampled. This has the associated benefit of being able to assess the sensitivity of model results to changes in each parameter. The climatologies of surface and tropospheric air temperature and precipitation are improved relative to previous versions of FAMOUS. The improved representation of upper atmosphere temperatures is driven by improved ozone concentrations near the tropopause and better upper level winds.

A dynamic causal model of the coupling between pulse stimulation and neural activity

We present a dynamic causal model that can explain context-dependent changes in neural responses, in the rat barrel cortex, to an electrical whisker stimulation at different frequencies. Neural responses were measured in terms of local field potentials. These were converted into current source density (CSD) data, and the time series of the CSD sink was extracted to provide a time series response train. The model structure consists of three layers (approximating the responses from the brain stem to the thalamus and then the barrel cortex), and the latter two layers contain nonlinearly coupled modules of linear second-order dynamic systems. The interaction of these modules forms a nonlinear regulatory system that determines the temporal structure of the neural response amplitude for the thalamic and cortical layers. The model is based on the measured population dynamics of neurons rather than the dynamics of a single neuron and was evaluated against CSD data from experiments with varying stimulation frequency (1–40 Hz), random pulse trains, and awake and anesthetized animals. The model parameters obtained by optimization for different physiological conditions (anesthetized or awake) were significantly different. Following Friston, Mechelli, Turner, and Price (2000), this work is part of a formal mathematical system currently being developed (Zheng et al., 2005) that links stimulation to the blood oxygen level dependent (BOLD) functional magnetic resonance imaging (fMRI) signal through neural activity and hemodynamic variables. The importance of the model described here is that it can be used to invert the hemodynamic measurements of changes in blood flow to estimate the underlying neural activity.

A time-invariant visco-elastic windkessel model relating blood flow and blood volume

The difference between the rate of change of cerebral blood volume (CBV) and cerebral blood flow (CBF) following stimulation is thought to be due to circumferential stress relaxation in veins (Mandeville, J.B., Marota, J.J.A., Ayata, C., Zaharchuk, G., Moskowitz, M.A., Rosen, B.R., Weisskoff, R.M., 1999. Evidence of a cerebrovascular postarteriole windkessel with delayed compliance. J. Cereb. Blood Flow Metab. 19, 679–689). In this paper we explore the visco-elastic properties of blood vessels, and present a dynamic model relating changes in CBF to changes in CBV. We refer to this model as the visco-elastic windkessel (VW) model. A novel feature of this model is that the parameter characterising the pressure–volume relationship of blood vessels is treated as a state variable dependent on the rate of change of CBV, producing hysteresis in the pressure–volume space during vessel dilation and contraction. The VW model is nonlinear time-invariant, and is able to predict the observed differences between the time series of CBV and that of CBF measurements following changes in neural activity. Like the windkessel model derived by Mandeville, J.B., Marota, J.J.A., Ayata, C., Zaharchuk, G., Moskowitz, M.A., Rosen, B.R., Weisskoff, R.M., 1999. Evidence of a cerebrovascular postarteriole windkessel with delayed compliance. J. Cereb. Blood Flow Metab. 19, 679–689, the VW model is primarily a model of haemodynamic changes in the venous compartment. The VW model is demonstrated to have the following characteristics typical of visco-elastic materials: (1) hysteresis, (2) creep, and (3) stress relaxation, hence it provides a unified model of the visco-elastic properties of the vasculature. The model will not only contribute to the interpretation of the Blood Oxygen Level Dependent (BOLD) signals from functional Magnetic Resonance Imaging (fMRI) experiments, but also find applications in the study and modelling of the brain vasculature and the haemodynamics of circulatory and cardiovascular systems.

Sequential variations of phytoplankton growth and mortality in an NPZ model: a remote-sensing-based assessment

Radiometric data in the visible domain acquired by satellite remote sensing have proven to be powerful for monitoring the states of the ocean, both physical and biological. With the help of these data it is possible to understand certain variations in biological responses of marine phytoplankton on ecological time scales. Here, we implement a sequential data-assimilation technique to estimate from a conventional nutrient–phytoplankton–zooplankton (NPZ) model the time variations of observed and unobserved variables. In addition, we estimate the time evolution of two biological parameters, namely, the specific growth rate and specific mortality of phytoplankton. Our study demonstrates that: (i) the series of time-varying estimates of specific growth rate obtained by sequential data assimilation improves the fitting of the NPZ model to the satellite-derived time series: the model trajectories are closer to the observations than those obtained by implementing static values of the parameter; (ii) the estimates of unobserved variables, i.e., nutrient and zooplankton, obtained from an NPZ model by implementation of a pre-defined parameter evolution can be different from those obtained on applying the sequences of parameters estimated by assimilation; and (iii) the maximum estimated specific growth rate of phytoplankton in the study area is more sensitive to the sea-surface temperature than would be predicted by temperature-dependent functions reported previously. The overall results of the study are potentially useful for enhancing our understanding of the biological response of phytoplankton in a changing environment.

Nutrient-limited toxin production and the dynamics of two phytoplankton in culture media: a mathematical model

In this paper we have proposed and analyzed a simple mathematical model consisting of four variables, viz., nutrient concentration, toxin producing phytoplankton (TPP), non-toxic phytoplankton (NTP), and toxin concentration. Limitation in the concentration of the extracellular nutrient has been incorporated as an environmental stress condition for the plankton population, and the liberation of toxic chemicals has been described by a monotonic function of extracellular nutrient. The model is analyzed and simulated to reproduce the experimental findings of Graneli and Johansson [Graneli, E., Johansson, N., 2003. Increase in the production of allelopathic Prymnesium parvum cells grown under N- or P-deficient conditions. Harmful Algae 2, 135–145]. The robustness of the numerical experiments are tested by a formal parameter sensitivity analysis. As the first theoretical model consistent with the experiment of Graneli and Johansson (2003), our results demonstrate that, when nutrient-deficient conditions are favorable for the TPP population to release toxic chemicals, the TPP species control the bloom of other phytoplankton species which are non-toxic. Consistent with the observations made by Graneli and Johansson (2003), our model overcomes the limitation of not incorporating the effect of nutrient-limited toxic production in several other models developed on plankton dynamics.

Sparse model construction using coordinate descent optimization

We propose a new sparse model construction method aimed at maximizing a model’s generalisation capability for a large class of linear-in-the-parameters models. The coordinate descent optimization algorithm is employed with a modified l1- penalized least squares cost function in order to estimate a single parameter and its regularization parameter simultaneously based on the leave one out mean square error (LOOMSE). Our original contribution is to derive a closed form of optimal LOOMSE regularization parameter for a single term model, for which we show that the LOOMSE can be analytically computed without actually splitting the data set leading to a very simple parameter estimation method. We then integrate the new results within the coordinate descent optimization algorithm to update model parameters one at the time for linear-in-the-parameters models. Consequently a fully automated procedure is achieved without resort to any other validation data set for iterative model evaluation. Illustrative examples are included to demonstrate the effectiveness of the new approaches.