Conditioning and preconditioning of the variational data assimilation problem

Numerical weather prediction (NWP) centres use numerical models of the atmospheric flow to forecast future weather states from an estimate of the current state. Variational data assimilation (VAR) is used commonly to determine an optimal state estimate that miminizes the errors between observations of the dynamical system and model predictions of the flow. The rate of convergence of the VAR scheme and the sensitivity of the solution to errors in the data are dependent on the condition number of the Hessian of the variational least-squares objective function. The traditional formulation of VAR is ill-conditioned and hence leads to slow convergence and an inaccurate solution. In practice, operational NWP centres precondition the system via a control variable transform to reduce the condition number of the Hessian. In this paper we investigate the conditioning of VAR for a single, periodic, spatially-distributed state variable. We present theoretical bounds on the condition number of the original and preconditioned Hessians and hence demonstrate the improvement produced by the preconditioning. We also investigate theoretically the effect of observation position and error variance on the preconditioned system and show that the problem becomes more ill-conditioned with increasingly dense and accurate observations. Finally, we confirm the theoretical results in an operational setting by giving experimental results from the Met Office variational system.

“Financial alchemy” or a zero sum game? Real estate finance, securitisation and the UK property market

Following the US model, the UK has seen considerable innovation in the funding, finance and procurement of real estate in the last decade. In the growing CMBS market asset backed securitisations have included $2.25billion secured on the Broadgate office development and issues secured on Canary Wharf and the Trafford Centre regional mall. Major occupiers (retailer Sainsbury’s, retail bank Abbey National) have engaged in innovative sale & leaseback and outsourcing schemes. Strong claims are made concerning the benefits of such schemes – e.g. British Land were reported to have reduced their weighted cost of debt by 150bp as a result of the Broadgate issue. The paper reports preliminary findings from a project funded by the Corporation of London and the RICS Research Foundation examining a number of innovative schemes to identify, within a formal finance framework, sources of added value and hidden costs. The analysis indicates that many of the gains claimed conceal costs – in terms of market value of debt or flexibility of management – while others result from unusual firm or market conditions (for example utilising the UK long lease and the unusual shape of the yield curve). Nonetheless, there are real gains resulting from the innovations, reflecting arbitrage and institutional constraints in the direct (private) real estate market

Curriculum theory, curriculum policy and the problem of ill-disciplined thinking

This paper examines the implications of policy fracture and arms length governance within the decision making processes currently shaping curriculum design within the English education system. In particular it argues that an unresolved ‘ideological fracture’ at government level has been passed down to school leaders whose response to the dilemma is distorted by the target-driven agenda of arms length agencies. Drawing upon the findings of a large scale on-line survey of history teaching in English secondary schools, this paper illustrates the problems that occur when policy making is divorced from curriculum theory, and in particular from any consideration of the nature of knowledge. Drawing on the social realist theory of knowledge elaborated by Young (2008), we argue that the rapid spread of alternative curricular arrangements, implemented in the absence of an understanding of curriculum theory, undermines the value of disciplined thinking to the detriment of many young people, particularly those in areas of social and economic deprivation.

Simple solution for a complex problem: Proanthocyanidins, galloyl glucoses and ellagitannins fit on a single calibration curve in high performance-gel permeation chromatography

This study was undertaken to explore gel permeation chromatography (GPC) for estimating molecular weights of proanthocyanidin fractions isolated from sainfoin (Onobrychis viciifolia). The results were compared with data obtained by thiolytic degradation of the same fractions. Polystyrene, polyethylene glycol and polymethyl methacrylate standards were not suitable for estimating the molecular weights of underivatized proanthocyanidins. Therefore, a novel HPLC-GPC method was developed based on two serially connected PolarGel-L columns using DMF that contained 5% water, 1% acetic acid and 0.15 M LiBr at 0.7 ml/min and 50 degrees C. This yielded a single calibration curve for galloyl glucoses (trigalloyl glucose, pentagalloyl glucose), ellagitannins (pedunculagin, vescalagin, punicalagin, oenothein B, gemin A), proanthocyanidins (procyanidin B2, cinnamtannin B1), and several other polyphenols (catechin, epicatechin gallate, epicallocatechin gallate, amentoflavone). These GPC predicted molecular weights represented a considerable advance over previously reported HPLC-GPC methods for underivatized proanthocyanidins. (C) 2011 Elsevier B.V. All rights reserved.

Path dependence and Britain’s "coal wagon problem"

This article explores the nature and impact of path dependence in British rail coal haulage before 1939. It examines the factors which locked Britain's railways into a system of small coal wagons with highly fragmented ownership, the cost penalties of this system, and the reasons that attempts at modernization were unsuccessful. The analysis highlights the importance of decentralized ownership of a highly durable installed base of complementary infrastructure. Technical and institutional interrelatedness blocked incremental modernization, while the political requirement to compensate private wagon owners for the loss of their wagon stock made wholesale rationalization financially unattractive.

Symmetric Push-Sum Protocol for decentralised aggregation

Gossip (or Epidemic) protocols have emerged as a communication and computation paradigm for large-scale networked systems. These protocols are based on randomised communication, which provides probabilistic guarantees on convergence speed and accuracy. They also provide robustness, scalability, computational and communication efficiency and high stability under disruption. This work presents a novel Gossip protocol named Symmetric Push-Sum Protocol for the computation of global aggregates (e.g., average) in decentralised and asynchronous systems. The proposed approach combines the simplicity of the push-based approach and the efficiency of the push-pull schemes. The push-pull schemes cannot be directly employed in asynchronous systems as they require synchronous paired communication operations to guarantee their accuracy. Although push schemes guarantee accuracy even with asynchronous communication, they suffer from a slower and unstable convergence. Symmetric Push- Sum Protocol does not require synchronous communication and achieves a convergence speed similar to the push-pull schemes, while keeping the accuracy stability of the push scheme. In the experimental analysis, we focus on computing the global average as an important class of node aggregation problems. The results have confirmed that the proposed method inherits the advantages of both other schemes and outperforms well-known state of the art protocols for decentralized Gossip-based aggregation.