The programming language python in earth system simulations

-scale vary from a planetary scale and million years for convection problems to 100km and 10 years for fault systems simulations. Various techniques are in use to deal with the time dependency (e.g. Crank-Nicholson), with the non-linearity (e.g. Newton-Raphson) and weakly coupled equations (e.g. non-linear Gauss-Seidel). Besides these high-level solution algorithms discretization methods (e.g. finite element method (FEM), boundary element method (BEM)) are used to deal with spatial derivatives. Typically, large-scale, three dimensional meshes are required to resolve geometrical complexity (e.g. in the case of fault systems) or features in the solution (e.g. in mantel convection simulations). The modelling environment escript allows the rapid implementation of new physics as required for the development of simulation codes in earth sciences. Its main object is to provide a programming language, where the user can define new models and rapidly develop high-level solution algorithms. The current implementation is linked with the finite element package finley as a PDE solver. However, the design is open and other discretization technologies such as finite differences and boundary element methods could be included. escript is implemented as an extension of the interactive programming environment python (see www.python.org). Key concepts introduced are Data objects, which are holding values on nodes or elements of the finite element mesh, and linearPDE objects, which are defining linear partial differential equations to be solved by the underlying discretization technology. In this paper we will show the basic concepts of escript and will show how escript is used to implement a simulation code for interacting fault systems. We will show some results of large-scale, parallel simulations on an SGI Altix system. Acknowledgements: Project work is supported by Australian Commonwealth Government through the Australian Computational Earth Systems Simulator Major National Research Facility, Queensland State Government Smart State Research Facility Fund, The University of Queensland and SGI.

Approximate Bayesian techniques for inference in stochastic dynamical systems

This thesis is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variant of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here two new extended frameworks are derived and presented that are based on basis function expansions and local polynomial approximations of a recently proposed variational Bayesian algorithm. It is shown that the new extensions converge to the original variational algorithm and can be used for state estimation (smoothing). However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new methods are numerically validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein-Uhlenbeck process, for which the exact likelihood can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz '63 (3-dimensional model). The algorithms are also applied to the 40 dimensional stochastic Lorenz '96 system. In this investigation these new approaches are compared with a variety of other well known methods such as the ensemble Kalman filter / smoother, a hybrid Monte Carlo sampler, the dual unscented Kalman filter (for jointly estimating the systems states and model parameters) and full weak-constraint 4D-Var. Empirical analysis of their asymptotic behaviour as a function of observation density or length of time window increases is provided.

Estimating parameters in stochastic systems:a variational Bayesian approach

This work is concerned with approximate inference in dynamical systems, from a variational Bayesian perspective. When modelling real world dynamical systems, stochastic differential equations appear as a natural choice, mainly because of their ability to model the noise of the system by adding a variation of some stochastic process to the deterministic dynamics. Hence, inference in such processes has drawn much attention. Here a new extended framework is derived that is based on a local polynomial approximation of a recently proposed variational Bayesian algorithm. The paper begins by showing that the new extension of this variational algorithm can be used for state estimation (smoothing) and converges to the original algorithm. However, the main focus is on estimating the (hyper-) parameters of these systems (i.e. drift parameters and diffusion coefficients). The new approach is validated on a range of different systems which vary in dimensionality and non-linearity. These are the Ornstein–Uhlenbeck process, the exact likelihood of which can be computed analytically, the univariate and highly non-linear, stochastic double well and the multivariate chaotic stochastic Lorenz ’63 (3D model). As a special case the algorithm is also applied to the 40 dimensional stochastic Lorenz ’96 system. In our investigation we compare this new approach with a variety of other well known methods, such as the hybrid Monte Carlo, dual unscented Kalman filter, full weak-constraint 4D-Var algorithm and analyse empirically their asymptotic behaviour as a function of observation density or length of time window increases. In particular we show that we are able to estimate parameters in both the drift (deterministic) and the diffusion (stochastic) part of the model evolution equations using our new methods.

A variational method and approximations of a Cauchy problem for elliptic equations

A Cauchy problem for general elliptic second-order linear partial differential equations in which the Dirichlet data in H½(?1 ? ?3) is assumed available on a larger part of the boundary ? of the bounded domain O than the boundary portion ?1 on which the Neumann data is prescribed, is investigated using a conjugate gradient method. We obtain an approximation to the solution of the Cauchy problem by minimizing a certain discrete functional and interpolating using the finite diference or boundary element method. The minimization involves solving equations obtained by discretising mixed boundary value problems for the same operator and its adjoint. It is proved that the solution of the discretised optimization problem converges to the continuous one, as the mesh size tends to zero. Numerical results are presented and discussed.

Suggestion from the Past?

Mathematics Subject Classification: 26A33 (main), 35A22, 78A25, 93A30

Stochastic Solution of a KPP-Type Nonlinear Fractional Differential Equation

Mathematics Subject Classification: 26A33, 76M35, 82B31

On a Differential Equation with Left and Right Fractional Derivatives

Mathematics Subject Classification: 26A33; 70H03, 70H25, 70S05; 49S05

Generalized Convolution Transforms and Toeplitz Plus Hankel Integral Equations

Mathematics Subject Classification: 44A05, 44A35

Necessary and Sufficient Condition for Oscillations of Neutral Differential Equation

2000 Mathematics Subject Classification: 34K15, 34C10.

Riemann-Hilbert Problems with Canonical Normalization and Families of Commuting Operators

2010 Mathematics Subject Classification: 35Q15, 31A25, 37K10, 35Q58.

Symbolic Solving of Partial Differential Equation Systems and Compatibility Conditions

An algorithm is produced for the symbolic solving of systems of partial differential equations by means of multivariate Laplace–Carson transform. A system of K equations with M as the greatest order of partial derivatives and right-hand parts of a special type is considered. Initial conditions are input. As a result of a Laplace–Carson transform of the system according to initial condition we obtain an algebraic system of equations. A method to obtain compatibility conditions is discussed.

Solvability of an Infinite System of Singular Integral Equations

2000 Mathematics Subject Classification: 45G15, 26A33, 32A55, 46E15.

Low Volatility Options and Numerical Diffusion of Finite Difference Schemes

2000 Mathematics Subject Classification: 65M06, 65M12.

Mathematical modelling of integrin-like receptors systems

Nel presente lavoro, ho studiato e trovato le soluzioni esatte di un modello matematico applicato ai recettori cellulari della famiglia delle integrine. Nel modello le integrine sono considerate come un sistema a due livelli, attivo e non attivo. Quando le integrine si trovano nello stato inattivo possono diffondere nella membrana, mentre quando si trovano nello stato attivo risultano cristallizzate nella membrana, incapaci di diffondere. La variazione di concentrazione nella superficie cellulare di una sostanza chiamata attivatore dà luogo all’attivazione delle integrine. Inoltre, questi eterodimeri possono legare una molecola inibitrice con funzioni di controllo e regolazione, che chiameremo v, la quale, legandosi al recettore, fa aumentare la produzione della sostanza attizzatrice, che chiameremo u. In questo modo si innesca un meccanismo di retroazione positiva. L’inibitore v regola il meccanismo di produzione di u, ed assume, pertanto, il ruolo di modulatore. Infatti, grazie a questo sistema di fine regolazione il meccanismo di feedback positivo è in grado di autolimitarsi. Si costruisce poi un modello di equazioni differenziali partendo dalle semplici reazioni chimiche coinvolte. Una volta che il sistema di equazioni è impostato, si possono desumere le soluzioni per le concentrazioni dell’inibitore e dell’attivatore per un caso particolare dei parametri. Infine, si può eseguire un test per vedere cosa predice il modello in termini di integrine. Per farlo, ho utilizzato un’attivazione del tipo funzione gradino e l’ho inserita nel sistema, valutando la dinamica dei recettori. Si ottiene in questo modo un risultato in accordo con le previsioni: le integrine legate si trovano soprattutto ai limiti della zona attivata, mentre le integrine libere vengono a mancare nella zona attivata.

Codomain Rigidity of the Dirichlet to Neumann Operator for the Riemannian Wave Equation

We study the Dirichlet to Neumann operator for the Riemannian wave equation on a compact Riemannian manifold. If the Riemannian manifold is modelled as an elastic medium, this operator represents the data available to an observer on the boundary of the manifold when the manifold is set into motion through boundary vibrations. We study the Dirichlet to Neumann operator when vibrations are imposed and data recorded on disjoint sets, a useful setting for applications. We prove that this operator determines the Dirichlet to Neumann operator where sources and observations are on the same set, provided a spectral condition on the Laplace-Beltrami operator for the manifold is satisfied. We prove this by providing an implementable procedure for determining a portion of the Riemannian manifold near the area where sources are applied. Drawing on established results, an immediate corollary is that a compact Riemannian manifold can be reconstructed from the Dirichlet to Neumann operator where sources and observations are on disjoint sets.