A ‘Boscastle-type’ quasi-stationary convective system over the UK Southwest Peninsula

An investigation is presented of a quasi-stationary convective system (QSCS) which occurred over the UK Southwest Peninsula on 21 July 2010. This system was remarkably similar in its location and structure to one which caused devastating flash flooding in the coastal village of Boscastle, Cornwall on 16 August 2004. However, in the 2010 case rainfall accumulations were around four times smaller and no flooding was recorded. The more extreme nature of the Boscastle case is shown to be related to three factors: (1) higher rain rates, associated with a warmer and moister tropospheric column and deeper convective clouds; (2) a more stationary system, due to slower evolution of the large-scale flow; and (3) distribution of the heaviest precipitation over fewer river catchments. Overall, however, the synoptic setting of the two events was broadly similar, suggesting that such conditions favour the development of QSCSs over the Southwest Peninsula. A numerical simulation of the July 2010 event was performed using a 1.5-km grid length configuration of the Met Office Unified Model. This reveals that convection was repeatedly initiated through lifting of low-level air parcels along a quasi-stationary coastal convergence line. Sensitivity tests are used to show that this convergence line was a sea breeze front which temporarily stalled along the coastline due to the retarding influence of an offshore-directed background wind component. Several deficiencies are noted in the 1.5-km model’s representation of the storm system, including delayed convective initiation; however, significant improvements are observed when the grid length is reduced to 500 m. These result in part from an improved representation of the convergence line, which enhances the associated low-level ascent allowing air parcels to more readily reach their level of free convection. The implications of this finding for forecasting convective precipitation are discussed.

Non-stationary frequency analysis of extreme daily rainfall in Sao Paulo, Brazil

This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of Sao Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of Sao Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

Shared information in stationary states at criticality

We consider bipartitions of one-dimensional extended systems whose probability distribution functions describe stationary states of stochastic models. We define estimators of the information shared between the two subsystems. If the correlation length is finite, the estimators stay finite for large system sizes. If the correlation length diverges, so do the estimators. The definition of the estimators is inspired by information theory. We look at several models and compare the behaviors of the estimators in the finite-size scaling limit. Analytical and numerical methods as well as Monte Carlo simulations are used. We show how the finite-size scaling functions change for various phase transitions, including the case where one has conformal invariance.

The adaptable buffer algorithm for high quantile estimation in non-stationary data streams

The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements of many semi-automatic surveillance analytics systems which detect abnormalities in close-circuit television (CCTV) footage using statistical models of low-level motion features. In this paper we specifically address the problem of estimating the running quantile of a data stream with non-stationary stochasticity when the memory for storing observations is limited. We make several major contributions: (i) we derive an important theoretical result which shows that the change in the quantile of a stream is constrained regardless of the stochastic properties of data, (ii) we describe a set of high-level design goals for an effective estimation algorithm that emerge as a consequence of our theoretical findings, (iii) we introduce a novel algorithm which implements the aforementioned design goals by retaining a sample of data values in a manner adaptive to changes in the distribution of data and progressively narrowing down its focus in the periods of quasi-stationary stochasticity, and (iv) we present a comprehensive evaluation of the proposed algorithm and compare it with the existing methods in the literature on both synthetic data sets and three large 'real-world' streams acquired in the course of operation of an existing commercial surveillance system. Our findings convincingly demonstrate that the proposed method is highly successful and vastly outperforms the existing alternatives, especially when the target quantile is high valued and the available buffer capacity severely limited.

Bounds for the probability distribution function of the linear ACD process

This paper derives both lower and upper bounds for the probability distribution function of stationary ACD(p, q) processes. For the purpose of illustration, I specialize the results to the main parent distributions in duration analysis. Simulations show that the lower bound is much tighter than the upper bound.

CLASSICAL DISTRIBUTION-FUNCTIONS DERIVED FROM WIGNER DISTRIBUTION-FUNCTIONS

A mapping which relates the Wigner phase-space distribution function associated with a given stationary quantum-mechanical wavefunction to a specific solution of the time-independent Liouville transport equation is obtained. Two examples are studied.

Non-stationary frequency analysis of extreme daily rainfall in São Paulo, Brazil

This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of São Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of São Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

Mapping Wigner distribution functions into semiclassical distribution functions

A mapping that relates the Wigner phase-space distribution function of a given stationary quantum mechani-cal wave function, a solution of the Schrödinger equation, to a specific solution of the Liouville equation, both subject to the same potential, is studied. By making this mapping, bound states are described by semiclassical distribution functions still depending on Planck's constant, whereas for elastic scattering of a particle by a potential they do not depend on it, the classical limit being reached in this case. Following this method, the mapped distributions of a particle bound in the Pöschl-Teller potential and also in a modified oscillator potential are obtained.

Determination of carrier mobility in MEH-PPV thin-films by stationary and transient current techniques

Charge transport and shelf-degradation of MEH-PPV thin-films were investigated through stationary (e.g. current versus voltage - JxV) and transient (e.g. Time-of-Flight - ToF, Dark-Injection Space-Charge-Limited Current - DI-SCLC, Charge Extraction by Linearly Increasing Voltage - CELN) current techniques. Charge carrier mobility in nanometric films was best characterized through JxV and DI-SCLC. It approaches 10(-6) cm(2)Ns under a SCLC regime with deep traps for light-emitting diode applications. ToF measurements performed on micrometric layers (i.e. - 3 mu m) confirmed studies in 100 nm-thick films as deposited in OLEDs. All results were comparable to a similar poly(para-phenylene vinylene) derivative, MDMO-PPV. Electrical properties extracted from thin-film transistors demonstrated mobility dependence on carrier concentration in the channel (similar to 10(-7)-10(-4) cm(2)/Vs). At low accumulated charge levels and reduced free carrier concentration, a perfect agreement to the previously cited techniques was observed. Degradation was verified through mobility reduction and changes in trap distribution of states. (C) 2011 Elsevier B.V. All rights reserved.

Irreversible spherical model and its stationary entropy production rate

The nonequilibrium stationary state of an irreversible spherical model is investigated on hypercubic lattices. The model is defined by Langevin equations similar to the reversible case, but with asymmetric transition rates. In spite of being irreversible, we have succeeded in finding an explicit form for the stationary probability distribution, which turns out to be of the Boltzmann-Gibbs type. This enables one to evaluate the exact form of the entropy production rate at the stationary state, which is non-zero if the dynamical rules of the transition rates are asymmetric.

Comparing non-stationary and irregularly spaced time series

In this paper, we present approximate distributions for the ratio of the cumulative wavelet periodograms considering stationary and non-stationary time series generated from independent Gaussian processes. We also adapt an existing procedure to use this statistic and its approximate distribution in order to test if two regularly or irregularly spaced time series are realizations of the same generating process. Simulation studies show good size and power properties for the test statistic. An application with financial microdata illustrates the test usefulness. We conclude advocating the use of these approximate distributions instead of the ones obtained through randomizations, mainly in the case of irregular time series. (C) 2012 Elsevier B.V. All rights reserved.

LARGE-SCALE DISTRIBUTION OF ARRIVAL DIRECTIONS OF COSMIC RAYS DETECTED ABOVE 10(18) eV AT THE PIERRE AUGER OBSERVATORY

A thorough search for large-scale anisotropies in the distribution of arrival directions of cosmic rays detected above 10(18) eV at the Pierre Auger Observatory is presented. This search is performed as a function of both declination and right ascension in several energy ranges above 10(18) eV, and reported in terms of dipolar and quadrupolar coefficients. Within the systematic uncertainties, no significant deviation from isotropy is revealed. Assuming that any cosmic-ray anisotropy is dominated by dipole and quadrupole moments in this energy range, upper limits on their amplitudes are derived. These upper limits allow us to test the origin of cosmic rays above 10(18) eV from stationary Galactic sources densely distributed in the Galactic disk and predominantly emitting light particles in all directions.

Strategy and model building in the fourth dimension: a null model for genotype × age interaction as a Gaussian stationary stochastic process

Abstract Background Using univariate and multivariate variance components linkage analysis methods, we studied possible genotype × age interaction in cardiovascular phenotypes related to the aging process from the Framingham Heart Study. Results We found evidence for genotype × age interaction for fasting glucose and systolic blood pressure. Conclusions There is polygenic genotype × age interaction for fasting glucose and systolic blood pressure and quantitative trait locus × age interaction for a linkage signal for systolic blood pressure phenotypes located on chromosome 17 at 67 cM.

Characteristics, Distribution and Persistence of Thin Layers Over a 48 Hour Period

The biological and physical processes contributing to planktonic thin layer dynamics were examined in a multidisciplinary study conducted in East Sound, Washington, USA between June 10 and June 25, 1998. The temporal and spatial scales characteristic of thin layers were determined using a nested sampling strategy utilizing 4 major types of platforms: (1) an array of 3 moored acoustical instrument packages and 2 moored optical instrument packages that recorded distributions and intensities of thin layers; (2) additional stationary instrumentation deployed outside the array comprised of meteorological stations, wave-tide gauges, and thermistor chains; (3) a research vessel anchored 150 m outside the western edge of the array; (4) 2 mobile vessels performing basin-wide surveys to define the spatial extent of thin layers and the physical hydrography of the Sound. We observed numerous occurrences of thin layers that contained locally enhanced concentrations of material; many of the layers persisted for intervals of several hours to a few days. More than one persistent thin layer may be present at any one time, and these spatially distinct thin layers often contain distinct plankton assemblages. The results suggest that the species or populations comprising each distinct thin layer have responded to different sets of biological and/or physical processes. The existence and persistence of planktonic thin layers generates extensive biological heterogeneity in the water column and may be important in maintaining species diversity and overall community structure.