Conditioning of the weak-constraint variational data assimilation problem for numerical weather prediction

4-Dimensional Variational Data Assimilation (4DVAR) assimilates observations through the minimisation of a least-squares objective function, which is constrained by the model flow. We refer to 4DVAR as strong-constraint 4DVAR (sc4DVAR) in this thesis as it assumes the model is perfect. Relaxing this assumption gives rise to weak-constraint 4DVAR (wc4DVAR), leading to a different minimisation problem with more degrees of freedom. We consider two wc4DVAR formulations in this thesis, the model error formulation and state estimation formulation. The 4DVAR objective function is traditionally solved using gradient-based iterative methods. The principle method used in Numerical Weather Prediction today is the Gauss-Newton approach. This method introduces a linearised `inner-loop' objective function, which upon convergence, updates the solution of the non-linear `outer-loop' objective function. This requires many evaluations of the objective function and its gradient, which emphasises the importance of the Hessian. The eigenvalues and eigenvectors of the Hessian provide insight into the degree of convexity of the objective function, while also indicating the difficulty one may encounter while iterative solving 4DVAR. The condition number of the Hessian is an appropriate measure for the sensitivity of the problem to input data. The condition number can also indicate the rate of convergence and solution accuracy of the minimisation algorithm. This thesis investigates the sensitivity of the solution process minimising both wc4DVAR objective functions to the internal assimilation parameters composing the problem. We gain insight into these sensitivities by bounding the condition number of the Hessians of both objective functions. We also precondition the model error objective function and show improved convergence. We show that both formulations' sensitivities are related to error variance balance, assimilation window length and correlation length-scales using the bounds. We further demonstrate this through numerical experiments on the condition number and data assimilation experiments using linear and non-linear chaotic toy models.

Conditioning and preconditioning of the optimal state estimation problem

Optimal state estimation is a method that requires minimising a weighted, nonlinear, least-squares objective function in order to obtain the best estimate of the current state of a dynamical system. Often the minimisation is non-trivial due to the large scale of the problem, the relative sparsity of the observations and the nonlinearity of the objective function. To simplify the problem the solution is often found via a sequence of linearised objective functions. The condition number of the Hessian of the linearised problem is an important indicator of the convergence rate of the minimisation and the expected accuracy of the solution. In the standard formulation the convergence is slow, indicating an ill-conditioned objective function. A transformation to different variables is often used to ameliorate the conditioning of the Hessian by changing, or preconditioning, the Hessian. There is only sparse information in the literature for describing the causes of ill-conditioning of the optimal state estimation problem and explaining the effect of preconditioning on the condition number. This paper derives descriptive theoretical bounds on the condition number of both the unpreconditioned and preconditioned system in order to better understand the conditioning of the problem. We use these bounds to explain why the standard objective function is often ill-conditioned and why a standard preconditioning reduces the condition number. We also use the bounds on the preconditioned Hessian to understand the main factors that affect the conditioning of the system. We illustrate the results with simple numerical experiments.

Upper-mantle seismic structure beneath SE and Central Brazil from P- and S-wave regional traveltime tomography

We present models for the upper-mantle velocity structure beneath SE and Central Brazil using independent tomographic inversions of P- and S-wave relative arrival-time residuals (including core phases) from teleseismic earthquakes. The events were recorded by a total of 92 stations deployed through different projects, institutions and time periods during the years 1992-2004. Our results show correlations with the main tectonic structures and reveal new anomalies not yet observed in previous works. All interpretations are based on robust anomalies, which appear in the different inversions for P-and S-waves. The resolution is variable through our study volume and has been analyzed through different theoretical test inversions. High-velocity anomalies are observed in the western portion of the Sao Francisco Craton, supporting the hypothesis that this Craton was part of a major Neoproterozoic plate (San Franciscan Plate). Low-velocity anomalies beneath the Tocantins Province (mainly fold belts between the Amazon and Sao Francisco Cratons) are interpreted as due to lithospheric thinning, which is consistent with the good correlation between intraplate seismicity and low-velocity anomalies in this region. Our results show that the basement of the Parana Basin is formed by several blocks, separated by suture zones, according to model of Milani & Ramos. The slab of the Nazca Plate can be observed as a high-velocity anomaly beneath the Parana Basin, between the depths of 700 and 1200 km. Further, we confirm the low-velocity anomaly in the NE area of the Parana Basin which has been interpreted by VanDecar et al. as a fossil conduct of the Tristan da Cunha Plume related to the Parana flood basalt eruptions during the opening of the South Atlantic.

Integrated marine gravity field in the Brazilian coast from altimeter-derived sea surface gradient and shipborne gravity

Sea surface gradients derived from the Geosat and ERS-1 satellite altimetry geodetic missions were integrated with marine gravity data from the National Geophysical Data Center and Brazilian national surveys. Using the least squares collocation method, models of free-air gravity anomaly and geoid height were calculated for the coast of Brazil with a resolution of 2` x 2`. The integration of satellite and shipborne data showed better statistical results in regions near the coast than using satellite data only, suggesting an improvement when compared to the state-of-the-art global gravity models. Furthermore, these results were obtained with considerably less input information than was used by those reference models. The least squares collocation presented a very low content of high-frequency noise in the predicted gravity anomalies. This may be considered essential to improve the high resolution representation of the gravity field in regions of ocean-continent transition. (C) 2010 Elsevier Ltd. All rights reserved.

Effects of roads, topography, and land use on forest cover dynamics in the Brazilian Atlantic Forest

Roads and topography can determine patterns of land use and distribution of forest cover, particularly in tropical regions. We evaluated how road density, land use, and topography affected forest fragmentation, deforestation and forest regrowth in a Brazilian Atlantic Forest region near the city of Sao Paulo. We mapped roads and land use/land cover for three years (1962, 1981 and 2000) from historical aerial photographs, and summarized the distribution of roads, land use/land cover and topography within a grid of 94 non-overlapping 100 ha squares. We used generalized least squares regression models for data analysis. Our models showed that forest fragmentation and deforestation depended on topography, land use and road density, whereas forest regrowth depended primarily on land use. However, the relationships between these variables and forest dynamics changed in the two studied periods; land use and slope were the strongest predictors from 1962 to 1981, and past (1962) road density and land use were the strongest predictors for the following period (1981-2000). Roads had the strongest relationship with deforestation and forest fragmentation when the expansions of agriculture and buildings were limited to already deforested areas, and when there was a rapid expansion of development, under influence of Sao Paulo city. Furthermore, the past(1962)road network was more important than the recent road network (1981) when explaining forest dynamics between 1981 and 2000, suggesting a long-term effect of roads. Roads are permanent scars on the landscape and facilitate deforestation and forest fragmentation due to increased accessibility and land valorization, which control land-use and land-cover dynamics. Topography directly affected deforestation, agriculture and road expansion, mainly between 1962 and 1981. Forest are thus in peril where there are more roads, and long-term conservation strategies should consider ways to mitigate roads as permanent landscape features and drivers facilitators of deforestation and forest fragmentation. (C) 2009 Elsevier B.V. All rights reserved.

Robust inference in an heteroscedastic measurement error model

In this paper we deal with robust inference in heteroscedastic measurement error models Rather than the normal distribution we postulate a Student t distribution for the observed variables Maximum likelihood estimates are computed numerically Consistent estimation of the asymptotic covariance matrices of the maximum likelihood and generalized least squares estimators is also discussed Three test statistics are proposed for testing hypotheses of interest with the asymptotic chi-square distribution which guarantees correct asymptotic significance levels Results of simulations and an application to a real data set are also reported (C) 2009 The Korean Statistical Society Published by Elsevier B V All rights reserved

Resampling Strategies for Deforming MLS Surfaces

Moving-least-squares (MLS) surfaces undergoing large deformations need periodic regeneration of the point set (point-set resampling) so as to keep the point-set density quasi-uniform. Previous work by the authors dealt with algebraic MLS surfaces, and proposed a resampling strategy based on defining the new points at the intersections of the MLS surface with a suitable set of rays. That strategy has very low memory requirements and is easy to parallelize. In this article new resampling strategies with reduced CPU-time cost are explored. The basic idea is to choose as set of rays the lines of a regular, Cartesian grid, and to fully exploit this grid: as data structure for search queries, as spatial structure for traversing the surface in a continuation-like algorithm, and also as approximation grid for an interpolated version of the MLS surface. It is shown that in this way a very simple and compact resampling technique is obtained, which cuts the resampling cost by half with affordable memory requirements.

Twofold adaptive partition of unity implicits

Partition of Unity Implicits (PUI) has been recently introduced for surface reconstruction from point clouds. In this work, we propose a PUI method that employs a set of well-observed solutions in order to produce geometrically pleasant results without requiring time consuming or mathematically overloaded computations. One feature of our technique is the use of multivariate orthogonal polynomials in the least-squares approximation, which allows the recursive refinement of the local fittings in terms of the degree of the polynomial. However, since the use of high-order approximations based only on the number of available points is not reliable, we introduce the concept of coverage domain. In addition, the method relies on the use of an algebraically defined triangulation to handle two important tasks in PUI: the spatial decomposition and an adaptive polygonization. As the spatial subdivision is based on tetrahedra, the generated mesh may present poorly-shaped triangles that are improved in this work by means a specific vertex displacement technique. Furthermore, we also address sharp features and raw data treatment. A further contribution is based on the PUI locality property that leads to an intuitive scheme for improving or repairing the surface by means of editing local functions.

Statistical analysis of the Doppler broadening coincidence spectrum of electron-positron annihilation radiation in silicon

We report a statistical analysis of Doppler broadening coincidence data of electron-positron annihilation radiation in silicon using a (22)Na source. The Doppler broadening coincidence spectrum was fit using a model function that included positron annihilation at rest with 1s, 2s, 2p, and valence band electrons. In-flight positron annihilation was also fit. The response functions of the detectors accounted for backscattering, combinations of Compton effects, pileup, ballistic deficit, and pulse-shaping problems. The procedure allows the quantitative determination of positron annihilation with core and valence electron intensities as well as their standard deviations directly from the experimental spectrum. The results obtained for the core and valence band electron annihilation intensities were 2.56(9)% and 97.44(9)%, respectively. These intensities are consistent with published experimental data treated by conventional analysis methods. This new procedure has the advantage of allowing one to distinguish additional effects from those associated with the detection system response function. (C) 2009 Elsevier B.V. All rights reserved.

Intermolecular Contacts Influencing the Conformational and Geometric Features of the Pharmaceutically Preferred Mebendazole Polymorph C

Mebendazole (MBZ) is a common benzimidazole anthelmintic that exists in three different polymorphic forms, A, B, and C. Polymorph C is the pharmaceutically preferred form due to its adequated aqueous solubility. No single crystal structure determinations depicting the nature of the crystal packing and molecular conformation and geometry have been performed on this compound. The crystal structure of mebendazole form C is resolved for the first time. Mebendazole form C crystallizes in the triclinic centrosymmetric space group and this drug is practically planar, since the least-squares methyl benzimidazolylcarbamate plane is much fitted on the forming atoms. However, the benzoyl group is twisted by 31(1)degrees from the benzimidazole ring, likewise the torsional angle between the benzene and carbonyl moieties is 27(1)degrees. The formerly described bends and other interesting intramolecular geometry features were viewed as consequence of the intermolecular contacts occurring within mebendazole C structure. Among these features, a conjugation decreasing through the imine nitrogen atom of the benzimidazole core and a further resonance path crossing the carbamate one were described. At last, the X-ray powder diffractogram of a form C rich mebendazole mixture was overlaid to the calculated one with the mebendazole crystal structure. (C) 2008 Wiley-Liss, Inc. and the American Pharmacists Association J Pharm Sci 98:2336-2344, 2009

Structural basis for selective inhibition of trypanosomatid glyceraldehyde-3-phosphate dehydrogenase: Molecular docking and 3D QSAR studies

The glycolytic enzyme glyceraldehyde-3 -phosphate dehydrogenase (GAPDH) is as an attractive target for the development of novel antitrypanosomatid agents. In the present work, comparative molecular field analysis and comparative molecular similarity index analysis were conducted on a large series of selective inhibitors of trypanosomatid GAPDH. Four statistically significant models were obtained (r(2) > 0.90 and q(2) > 0.70), indicating their predictive ability for untested compounds. The models were then used to predict the potency of an external test set, and the predicted values were in good agreement with the experimental results. Molecular modeling studies provided further insight into the structural basis for selective inhibition of trypanosomatid GAPDH.

OSCILLATOR STRENGTHS AND LIFETIMES FOR THE P XII

Semi-empirical weighted oscillator strengths (gf) and lifetimes presented in this work for all experimentally known electric dipole P XII spectral lines and energy levels were computed within a multiconfiguration Hartree-Fock relativistic approach. In this calculation, the electrostatic parameters were optimized by a least-squares procedure in order to improve the adjustment to experimental energy levels. The method produces lifetime and gf values that are in agreement with intensity observations used for the interpretation of spectrograms of solar and laboratory plasmas.

Exact penalties for variational inequalities with applications to nonlinear complementarity problems

In this paper, we present a new reformulation of the KKT system associated to a variational inequality as a semismooth equation. The reformulation is derived from the concept of differentiable exact penalties for nonlinear programming. The best theoretical results are presented for nonlinear complementarity problems, where simple, verifiable, conditions ensure that the penalty is exact. We close the paper with some preliminary computational tests on the use of a semismooth Newton method to solve the equation derived from the new reformulation. We also compare its performance with the Newton method applied to classical reformulations based on the Fischer-Burmeister function and on the minimum. The new reformulation combines the best features of the classical ones, being as easy to solve as the reformulation that uses the Fischer-Burmeister function while requiring as few Newton steps as the one that is based on the minimum.

Comparing diagnostic tests with missing data

When missing data occur in studies designed to compare the accuracy of diagnostic tests, a common, though naive, practice is to base the comparison of sensitivity, specificity, as well as of positive and negative predictive values on some subset of the data that fits into methods implemented in standard statistical packages. Such methods are usually valid only under the strong missing completely at random (MCAR) assumption and may generate biased and less precise estimates. We review some models that use the dependence structure of the completely observed cases to incorporate the information of the partially categorized observations into the analysis and show how they may be fitted via a two-stage hybrid process involving maximum likelihood in the first stage and weighted least squares in the second. We indicate how computational subroutines written in R may be used to fit the proposed models and illustrate the different analysis strategies with observational data collected to compare the accuracy of three distinct non-invasive diagnostic methods for endometriosis. The results indicate that even when the MCAR assumption is plausible, the naive partial analyses should be avoided.

The reduction of Cu(II)/neocuproine complexes by some polyphenols: Total polyphenols determination in wine samples

A new method is presented for spectrophotometric determination of total polyphenols content in wine. The procedure is a modified CUPRAC method based on the reduction of Cu(II), in hydroethanolic medium (pH 7.0) in the presence of neocuproine (2,9-dimethyl-1,10-phenanthroline), by polyphenols, yielding a Cu(I) complexes with maximum absorption peak at 450 nm. The absorbance values are linear (r = 0.998, n = 6) with tannic acid concentrations from 0.4 to 3.6 mu mol L(-1). The limit of detection obtained was 0.41 mu mol L(-1) and relative standard deviation 1.2% (1 mu mol L(-1); n = 8). Recoveries between 80% and 110% (mean value of 95%) were calculated for total polyphenols determination in 14 commercials and 2 synthetic wine samples (with and without sulphite). The proposed procedure is about 1.5 more sensitive than the official Folin-Ciocalteu method. The sensitivities of both methods were compared by the analytical responses of several polyphenols tested in each method. (C) 2010 Elsevier Ltd. All rights reserved.