837 resultados para Robust stochastic approximation
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In this paper, we study the approximation of solutions of the homogeneous Helmholtz equation Δu + ω 2 u = 0 by linear combinations of plane waves with different directions. We combine approximation estimates for homogeneous Helmholtz solutions by generalized harmonic polynomials, obtained from Vekua’s theory, with estimates for the approximation of generalized harmonic polynomials by plane waves. The latter is the focus of this paper. We establish best approximation error estimates in Sobolev norms, which are explicit in terms of the degree of the generalized polynomial to be approximated, the domain size, and the number of plane waves used in the approximations.
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We consider the approximation of solutions of the time-harmonic linear elastic wave equation by linear combinations of plane waves. We prove algebraic orders of convergence both with respect to the dimension of the approximating space and to the diameter of the domain. The error is measured in Sobolev norms and the constants in the estimates explicitly depend on the problem wavenumber. The obtained estimates can be used in the h- and p-convergence analysis of wave-based finite element schemes.
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Certain algebraic combinations of single scattering albedo and solar radiation reflected from, or transmitted through, vegetation canopies do not vary with wavelength. These ‘‘spectrally invariant relationships’’ are the consequence of wavelength independence of the extinction coefficient and scattering phase function in veg- etation. In general, this wavelength independence does not hold in the atmosphere, but in cloud-dominated atmospheres the total extinction and total scattering phase function vary only weakly with wavelength. This paper identifies the atmospheric conditions under which the spectrally invariant approximation can accu- rately describe the extinction and scattering properties of cloudy atmospheres. The validity of the as- sumptions and the accuracy of the approximation are tested with 1D radiative transfer calculations using publicly available radiative transfer models: Discrete Ordinate Radiative Transfer (DISORT) and Santa Barbara DISORT Atmospheric Radiative Transfer (SBDART). It is shown for cloudy atmospheres with cloud optical depth above 3, and for spectral intervals that exclude strong water vapor absorption, that the spectrally invariant relationships found in vegetation canopy radiative transfer are valid to better than 5%. The physics behind this phenomenon, its mathematical basis, and possible applications to remote sensing and climate are discussed.
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The assumed relationship between ice particle mass and size is profoundly important in radar retrievals of ice clouds, but, for millimeter-wave radars, shape and preferred orientation are important as well. In this paper the authors first examine the consequences of the fact that the widely used ‘‘Brown and Francis’’ mass–size relationship has often been applied to maximumparticle dimension observed by aircraftDmax rather than to the mean of the particle dimensions in two orthogonal directions Dmean, which was originally used by Brown and Francis. Analysis of particle images reveals that Dmax ’ 1.25Dmean, and therefore, for clouds for which this mass–size relationship holds, the consequences are overestimates of ice water content by around 53% and of Rayleigh-scattering radar reflectivity factor by 3.7 dB. Simultaneous radar and aircraft measurements demonstrate that much better agreement in reflectivity factor is provided by using this mass–size relationship with Dmean. The authors then examine the importance of particle shape and fall orientation for millimeter-wave radars. Simultaneous radar measurements and aircraft calculations of differential reflectivity and dual-wavelength ratio are presented to demonstrate that ice particles may usually be treated as horizontally aligned oblate spheroids with an axial ratio of 0.6, consistent with them being aggregates. An accurate formula is presented for the backscatter cross section apparent to a vertically pointing millimeter-wave radar on the basis of a modified version of Rayleigh–Gans theory. It is then shown that the consequence of treating ice particles as Mie-scattering spheres is to substantially underestimate millimeter-wave reflectivity factor when millimeter-sized particles are present, which can lead to retrieved ice water content being overestimated by a factor of 4.h
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A cloud-resolving model is modified to implement the weak temperature gradient approximation in order to simulate the interactions between tropical convection and the large-scale tropical circulation. The instantaneous domain-mean potential temperature is relaxed toward a reference profile obtained from a radiative–convective equilibrium simulation of the cloud-resolving model. For homogeneous surface conditions, the model state at equilibrium is a large-scale circulation with its descending branch in the simulated column. This is similar to the equilibrium state found in some other studies, but not all. For this model, the development of such a circulation is insensitive to the relaxation profile and the initial conditions. Two columns of the cloud-resolving model are fully coupled by relaxing the instantaneous domain-mean potential temperature in both columns toward each other. This configuration is energetically closed in contrast to the reference-column configuration. No mean large-scale circulation develops over homogeneous surface conditions, regardless of the relative area of the two columns. The sensitivity to nonuniform surface conditions is similar to that obtained in the reference-column configuration if the two simulated columns have very different areas, but it is markedly weaker for columns of comparable area. The weaker sensitivity can be understood as being a consequence of a formulation for which the energy budget is closed. The reference-column configuration has been used to study the convection in a local region under the influence of a large-scale circulation. The extension to a two-column configuration is proposed as a methodology for studying the influence on local convection of changes in remote convection.
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We discuss the time evolution of the wave function which is the solution of a stochastic Schrödinger equation describing the dynamics of a free quantum particle subject to spontaneous localizations in space. We prove global existence and uniqueness of solutions. We observe that there exist three time regimes: the collapse regime, the classical regime and the diffusive regime. Concerning the latter, we assert that the general solution converges almost surely to a diffusing Gaussian wave function having a finite spread both in position as well as in momentum. This paper corrects and completes earlier works on this issue.
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We consider the relation between so called continuous localization models—i.e. non-linear stochastic Schrödinger evolutions—and the discrete GRW-model of wave function collapse. The former can be understood as scaling limit of the GRW process. The proof relies on a stochastic Trotter formula, which is of interest in its own right. Our Trotter formula also allows to complement results on existence theory of stochastic Schrödinger evolutions by Holevo and Mora/Rebolledo.
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In order to influence global policy effectively, conservation scientists need to be able to provide robust predictions of the impact of alternative policies on biodiversity and measure progress towards goals using reliable indicators. We present a framework for using biodiversity indicators predictively to inform policy choices at a global level. The approach is illustrated with two case studies in which we project forwards the impacts of feasible policies on trends in biodiversity and in relevant indicators. The policies are based on targets agreed at the Convention on Biological Diversity (CBD) meeting in Nagoya in October 2010. The first case study compares protected area policies for African mammals, assessed using the Red List Index; the second example uses the Living Planet Index to assess the impact of a complete halt, versus a reduction, in bottom trawling. In the protected areas example, we find that the indicator can aid in decision-making because it is able to differentiate between the impacts of the different policies. In the bottom trawling example, the indicator exhibits some counter-intuitive behaviour, due to over-representation of some taxonomic and functional groups in the indicator, and contrasting impacts of the policies on different groups caused by trophic interactions. Our results support the need for further research on how to use predictive models and indicators to credibly track trends and inform policy. To be useful and relevant, scientists must make testable predictions about the impact of global policy on biodiversity to ensure that targets such as those set at Nagoya catalyse effective and measurable change.
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This paper presents a video surveillance framework that robustly and efficiently detects abandoned objects in surveillance scenes. The framework is based on a novel threat assessment algorithm which combines the concept of ownership with automatic understanding of social relations in order to infer abandonment of objects. Implementation is achieved through development of a logic-based inference engine based on Prolog. Threat detection performance is conducted by testing against a range of datasets describing realistic situations and demonstrates a reduction in the number of false alarms generated. The proposed system represents the approach employed in the EU SUBITO project (Surveillance of Unattended Baggage and the Identification and Tracking of the Owner).
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Climate models consistently predict a strengthened Brewer–Dobson circulation in response to greenhouse gas (GHG)-induced climate change. Although the predicted circulation changes are clearly the result of changes in stratospheric wave drag, the mechanism behind the wave-drag changes remains unclear. Here, simulations from a chemistry–climate model are analyzed to show that the changes in resolved wave drag are largely explainable in terms of a simple and robust dynamical mechanism, namely changes in the location of critical layers within the subtropical lower stratosphere, which are known from observations to control the spatial distribution of Rossby wave breaking. In particular, the strengthening of the upper flanks of the subtropical jets that is robustly expected from GHG-induced tropospheric warming pushes the critical layers (and the associated regions of wave drag) upward, allowing more wave activity to penetrate into the subtropical lower stratosphere. Because the subtropics represent the critical region for wave driving of the Brewer–Dobson circulation, the circulation is thereby strengthened. Transient planetary-scale waves and synoptic-scale waves generated by baroclinic instability are both found to play a crucial role in this process. Changes in stationary planetary wave drag are not so important because they largely occur away from subtropical latitudes.
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The validity of approximating radiative heating rates in the middle atmosphere by a local linear relaxation to a reference temperature state (i.e., ‘‘Newtonian cooling’’) is investigated. Using radiative heating rate and temperature output from a chemistry–climate model with realistic spatiotemporal variability and realistic chemical and radiative parameterizations, it is found that a linear regressionmodel can capture more than 80% of the variance in longwave heating rates throughout most of the stratosphere and mesosphere, provided that the damping rate is allowed to vary with height, latitude, and season. The linear model describes departures from the climatological mean, not from radiative equilibrium. Photochemical damping rates in the upper stratosphere are similarly diagnosed. Threeimportant exceptions, however, are found.The approximation of linearity breaks down near the edges of the polar vortices in both hemispheres. This nonlinearity can be well captured by including a quadratic term. The use of a scale-independentdamping rate is not well justified in the lower tropical stratosphere because of the presence of a broad spectrum of vertical scales. The local assumption fails entirely during the breakup of the Antarctic vortex, where large fluctuations in temperature near the top of the vortex influence longwave heating rates within the quiescent region below. These results are relevant for mechanistic modeling studies of the middle atmosphere, particularly those investigating the final Antarctic warming.
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The relationship between price volatility and competition is examined. Atheoretic, vector auto regressions on farm prices of wheat and retail prices of derivatives (flour, bread, pasta, bulgur and cookies) are compared to results from a dynamic, simultaneous-equations model with theory-based farm-to-retail linkages. Analytical results yield insights about numbers of firms and their impacts on demand- and supply-side multipliers, but the applications to Turkish time series (1988:1-1996:12) yield mixed results.
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Many modern statistical applications involve inference for complex stochastic models, where it is easy to simulate from the models, but impossible to calculate likelihoods. Approximate Bayesian computation (ABC) is a method of inference for such models. It replaces calculation of the likelihood by a step which involves simulating artificial data for different parameter values, and comparing summary statistics of the simulated data with summary statistics of the observed data. Here we show how to construct appropriate summary statistics for ABC in a semi-automatic manner. We aim for summary statistics which will enable inference about certain parameters of interest to be as accurate as possible. Theoretical results show that optimal summary statistics are the posterior means of the parameters. Although these cannot be calculated analytically, we use an extra stage of simulation to estimate how the posterior means vary as a function of the data; and we then use these estimates of our summary statistics within ABC. Empirical results show that our approach is a robust method for choosing summary statistics that can result in substantially more accurate ABC analyses than the ad hoc choices of summary statistics that have been proposed in the literature. We also demonstrate advantages over two alternative methods of simulation-based inference.