Multi-method global sensitivity analysis (MMGSA) for modelling floodplain hydrological processes

When studying hydrological processes with a numerical model, global sensitivity analysis (GSA) is essential if one is to understand the impact of model parameters and model formulation on results. However, different definitions of sensitivity can lead to a difference in the ranking of importance of the different model factors. Here we combine a fuzzy performance function with different methods of calculating global sensitivity to perform a multi-method global sensitivity analysis (MMGSA). We use an application of a finite element subsurface flow model (ESTEL-2D) on a flood inundation event on a floodplain of the River Severn to illustrate this new methodology. We demonstrate the utility of the method for model understanding and show how the prediction of state variables, such as Darcian velocity vectors, can be affected by such a MMGSA. This paper is a first attempt to use GSA with a numerically intensive hydrological model

Modelling the rheology of anisotropic particles adsorbed on a two-dimensional fluid interface

We present a general approach based on nonequilibrium thermodynamics for bridging the gap between a well-defined microscopic model and the macroscopic rheology of particle-stabilised interfaces. Our approach is illustrated by starting with a microscopic model of hard ellipsoids confined to a planar surface, which is intended to simply represent a particle-stabilised fluid–fluid interface. More complex microscopic models can be readily handled using the methods outlined in this paper. From the aforementioned microscopic starting point, we obtain the macroscopic, constitutive equations using a combination of systematic coarse-graining, computer experiments and Hamiltonian dynamics. Exemplary numerical solutions of the constitutive equations are given for a variety of experimentally relevant flow situations to explore the rheological behaviour of our model. In particular, we calculate the shear and dilatational moduli of the interface over a wide range of surface coverages, ranging from the dilute isotropic regime, to the concentrated nematic regime.

Asset liability modelling and pension schemes: the application of robust optimization to USS

This paper uses a novel numerical optimization technique - robust optimization - that is well suited to solving the asset-liability management (ALM) problem for pension schemes. It requires the estimation of fewer stochastic parameters, reduces estimation risk and adopts a prudent approach to asset allocation. This study is the first to apply it to a real-world pension scheme, and the first ALM model of a pension scheme to maximise the Sharpe ratio. We disaggregate pension liabilities into three components - active members, deferred members and pensioners, and transform the optimal asset allocation into the scheme’s projected contribution rate. The robust optimization model is extended to include liabilities and used to derive optimal investment policies for the Universities Superannuation Scheme (USS), benchmarked against the Sharpe and Tint, Bayes-Stein, and Black-Litterman models as well as the actual USS investment decisions. Over a 144 month out-of-sample period robust optimization is superior to the four benchmarks across 20 performance criteria, and has a remarkably stable asset allocation – essentially fix-mix. These conclusions are supported by six robustness checks.

The impact of a thermodynamic sea-ice module in the COSMO numerical weather prediction model on simulations for the Laptev Sea, Siberian Arctic

Previous versions of the Consortium for Small-scale Modelling (COSMO) numerical weather prediction model have used a constant sea-ice surface temperature, but observations show a high degree of variability on sub-daily timescales. To account for this, we have implemented a thermodynamic sea-ice module in COSMO and performed simulations at a resolution of 15 km and 5 km for the Laptev Sea area in April 2008. Temporal and spatial variability of surface and 2-m air temperature are verified by four automatic weather stations deployed along the edge of the western New Siberian polynya during the Transdrift XIII-2 expedition and by surface temperature charts derived from Moderate Resolution Imaging Spectroradiometer (MODIS) satellite data. A remarkable agreement between the new model results and these observations demonstrates that the implemented sea-ice module can be applied for short-range simulations. Prescribing the polynya areas daily, our COSMO simulations provide a high-resolution and high-quality atmospheric data set for the Laptev Sea for the period 14-30 April 2008. Based on this data set, we derive a mean total sea-ice production rate of 0.53 km3/day for all Laptev Sea polynyas under the assumption that the polynyas are ice-free and a rate of 0.30 km3/day if a 10-cm-thin ice layer is assumed. Our results indicate that ice production in Laptev Sea polynyas has been overestimated in previous studies.

First-order turbulence closure for modelling complex canopy flows

Simple first-order closure remains an attractive way of formulating equations for complex canopy flows when the aim is to find analytic or simple numerical solutions to illustrate fundamental physical processes. Nevertheless, the limitations of such closures must be understood if the resulting models are to illuminate rather than mislead. We propose five conditions that first-order closures must satisfy then test two widely used closures against them. The first is the eddy diffusivity based on a mixing length. We discuss the origins of this approach, its use in simple canopy flows and extensions to more complex flows. We find that it satisfies most of the conditions and, because the reasons for its failures are well understood, it is a reliable methodology. The second is the velocity-squared closure that relates shear stress to the square of mean velocity. Again we discuss the origins of this closure and show that it is based on incorrect physical principles and fails to satisfy any of the five conditions in complex canopy flows; consequently its use can lead to actively misleading conclusions.

PMIP4-CMIP6: the contribution of the Paleoclimate Modelling Intercomparison Project to CMIP6

The goal of the Palaeoclimate Modelling Intercomparison Project (PMIP) is to understand the response of the climate system to changes in different climate forcings and to feedbacks. Through comparison with observations of the environmental impacts of these climate changes, or with climate reconstructions based on physical, chemical or biological records, PMIP also addresses the issue of how well state-of-the-art models simulate climate changes. Palaeoclimate states are radically different from those of the recent past documented by the instrumental record and thus provide an out-of-sample test of the models used for future climate projections and a way to assess whether they have the correct sensitivity to forcings and feedbacks. Five distinctly different periods have been selected as focus for the core palaeoclimate experiments that are designed to contribute to the objectives of the sixth phase of the Coupled Model Intercomparison Project (CMIP6). This manuscript describes the motivation for the choice of these periods and the design of the numerical experiments, with a focus upon their novel features compared to the experiments performed in previous phases of PMIP and CMIP as well as the benefits of common analyses of the models across multiple climate states. It also describes the information needed to document each experiment and the model outputs required for analysis and benchmarking.

A numerical investigation of the atmosphere-ocean thermal contrast over the coastal upwelling region of Cabo Frio, Brazil

An one-dimensional atmospheric second order closure model, coupled to an oceanic mixed layer model, is used to investigate the short term variation of the atmospheric and oceanic boundary layers in the coastal upwelling area of Cabo Frio, Brazil (23 degrees S, 42 degrees 08`W). The numerical simulations were carried out to evaluate the impact caused by the thermal contrast between atmosphere and ocean on the vertical extent and other properties of both atmospheric and oceanic boundary layers. The numerical simulations were designed taking as reference the observations carried out during the passage of a cold front that disrupted the upwelling regime in Cabo Frio in July of 1992. The simulations indicated that in 10 hours the mechanical mixing, sustained by a constant background flow of 10 in s(-1), increases the atmospheric boundary layer in 214 in when the atmosphere is initially 2 K warmer than the ocean (positive thermal contrast observed during upwelling regime). For an atmosphere initially -2 K colder than the ocean (negative thermal contrast observed during passage of the cold front), the incipient thermal convection intensifies the mechanical mixing increasing the vertical extent of the atmospheric boundary layer in 360 in. The vertical evolution of the atmospheric boundary layer is consistent with the observations carried out in Cabo Frio during upwelling condition. When the upwelling is disrupted, the discrepancy between the simulated and observed atmospheric boundary layer heights in Cabo Frio during July of 1992 increases considerably. During the period of 10 hours, the simulated oceanic mixed layer deepens 2 in and 5.4 in for positive and negative thermal contrasts of 2 K and -2 K, respectively. In the latter case, the larger vertical extent of the oceanic mixed layer is due to the presence of thermal convection in the atmospheric boundary layer, which in turn is associated to the absence of upwelling caused by the passage of cold fronts in Cabo Frio.

Reappraisal of the effective elastic thickness for the sub-Andes using 3-D finite element flexural modelling, gravity and geological constraints

P>Estimates of effective elastic thickness (T(e)) for the western portion of the South American Plate using, independently, forward flexural modelling and coherence analysis, suggest different thermomechanical properties for the same continental lithosphere. We present a review of these T(e) estimates and carry out a critical reappraisal using a common methodology of 3-D finite element method to solve a differential equation for the bending of a thin elastic plate. The finite element flexural model incorporates lateral variations of T(e) and the Andes topography as the load. Three T(e) maps for the entire Andes were analysed: Stewart & Watts (1997), Tassara et al. (2007) and Perez-Gussinye et al. (2007). The predicted flexural deformation obtained for each T(e) map was compared with the depth to the base of the foreland basin sequence. Likewise, the gravity effect of flexurally induced crust-mantle deformation was compared with the observed Bouguer gravity. T(e) estimates using forward flexural modelling by Stewart & Watts (1997) better predict the geological and gravity data for most of the Andean system, particularly in the Central Andes, where T(e) ranges from greater than 70 km in the sub-Andes to less than 15 km under the Andes Cordillera. The misfit between the calculated and observed foreland basin subsidence and the gravity anomaly for the Maranon basin in Peru and the Bermejo basin in Argentina, regardless of the assumed T(e) map, may be due to a dynamic topography component associated with the shallow subduction of the Nazca Plate beneath the Andes at these latitudes.

Calibration Strategies Designed For Long Term Sediment Transport Modelling

The presented work deals with the calibration of a 2D numerical model for the simulation of long term bed load transport. A settled basin along an alpine stream was used as a case study. The focus is to parameterise the used multi fractional transport model such that a dynamically balanced behavior regarding erosion and deposition is reached. The used 2D hydrodynamic model utilizes a multi-fraction multi-layer approach to simulate morphological changes and bed load transport. The mass balancing is performed between three layers: a top mixing layer, an intermediate subsurface layer and a bottom layer. Using this approach bears computational limitations in calibration. Due to the high computational demands, the type of calibration strategy is not only crucial for the result, but as well for the time required for calibration. Brute force methods such as Monte Carlo type methods may require a too large number of model runs. All here tested calibration strategies used multiple model runs utilising the parameterization and/or results from previous run. One concept was to reset to initial bed elevations after each run, allowing the resorting process to convert to stable conditions. As an alternative or in combination, the roughness was adapted, based on resulting nodal grading curves, from the previous run. Since the adaptations are a spatial process, the whole model domain is subdivided in homogeneous sections regarding hydraulics and morphological behaviour. For a faster optimization, the adaptation of the parameters is made section wise. Additionally, a systematic variation was done, considering results from previous runs and the interaction between sections. The used approach can be considered as similar to evolutionary type calibration approaches, but using analytical links instead of random parameter changes.

Numerical Simulation Of Sediment Transport And Bedmorphology Around A Hydraulic Structure On A River

Scour around hydraulic structures is a critical problem in hydraulic engineering. Under prediction of scour depth may lead to costly failures of the structure, while over prediction might result in unnecessary costs. Unfortunately, up-to-date empirical scour prediction formulas are based on laboratory experiments that are not always able to reproduce field conditions due to complicated geometry of rivers and temporal and spatial scales of a physical model. However, computational fluid dynamics (CFD) tools can perform using real field dimensions and operating conditions to predict sediment scour around hydraulic structures. In Korea, after completing the Four Major Rivers Restoration Project, several new weirs have been built across Han, Nakdong, Geum and Yeongsan Rivers. Consequently, sediment deposition and bed erosion around such structures have became a major issue in these four rivers. In this study, an application of an open source CFD software package, the TELEMAC-MASCARET, to simulate sediment transport and bed morphology around Gangjeong weir, which is the largest multipurpose weir built on Nakdong River. A real bathymetry of the river and a geometry of the weir have been implemented into the numerical model. The numerical simulation is carried out with a real hydrograph at the upstream boundary. The bedmorphology obtained from the numerical results has been validated against field observation data, and a maximum of simulated scour depth is compared with the results obtained by empirical formulas of Hoffmans. Agreement between numerical computations, observed data and empirical formulas is judged to be satisfactory on all major comparisons. The outcome of this study does not only point out the locations where deposition and erosion might take place depending on the weir gate operation, but also analyzes the mechanism of formation and evolution of scour holes after the weir gates.