Smoothness of scale functions for spectrally negative Lévy processes

Scale functions play a central role in the fluctuation theory of spectrally negative Lévy processes and often appear in the context of martingale relations. These relations are often require excursion theory rather than Itô calculus. The reason for the latter is that standard Itô calculus is only applicable to functions with a sufficient degree of smoothness and knowledge of the precise degree of smoothness of scale functions is seemingly incomplete. The aim of this article is to offer new results concerning properties of scale functions in relation to the smoothness of the underlying Lévy measure. We place particular emphasis on spectrally negative Lévy processes with a Gaussian component and processes of bounded variation. An additional motivation is the very intimate relation of scale functions to renewal functions of subordinators. The results obtained for scale functions have direct implications offering new results concerning the smoothness of such renewal functions for which there seems to be very little existing literature on this topic.

Decadal to multidecadal variability and the climate change background

Three prominent quasi-global patterns of variability and change are observed using the Met Office's sea surface temperature (SST) analysis and almost independent night marine air temperature analysis. The first is a global warming signal that is very highly correlated with global mean SST. The second is a decadal to multidecadal fluctuation with some geographical similarity to the El Niño–Southern Oscillation (ENSO). It is associated with the Pacific Decadal Oscillation (PDO), and its Pacific-wide manifestation has been termed the Interdecadal Pacific Oscillation (IPO). We present model investigations of the relationship between the IPO and ENSO. The third mode is an interhemispheric variation on multidecadal timescales which, in view of climate model experiments, is likely to be at least partly due to natural variations in the thermohaline circulation. Observed climatic impacts of this mode also appear in model simulations. Smaller-scale, regional atmospheric phenomena also affect climate on decadal to interdecadal timescales. We concentrate on one such mode, the winter North Atlantic Oscillation (NAO). This shows strong decadal to interdecadal variability and a correspondingly strong influence on surface climate variability which is largely additional to the effects of recent regional anthropogenic climate change. The winter NAO is likely influenced by both SST forcing and stratospheric variability. A full understanding of decadal changes in the NAO and European winter climate may require a detailed representation of the stratosphere that is hitherto missing in the major climate models used to study climate change.

Adaptation-induced collective dynamics of a single-cell protozoan

We investigate the behavior of a single-cell protozoan in a narrow tubular ring. This environment forces them to swim under a one-dimensional periodic boundary condition. Above a critical density, single-cell protozoa aggregate spontaneously without external stimulation. The high-density zone of swimming cells exhibits a characteristic collective dynamics including translation and boundary fluctuation. We analyzed the velocity distribution and turn rate of swimming cells and found that the regulation of the turing rate leads to a stable aggregation and that acceleration of velocity triggers instability of aggregation. These two opposing effects may help to explain the spontaneous dynamics of collective behavior. We also propose a stochastic model for the mechanism underlying the collective behavior of swimming cells.

Correlation between Fourier series expansion and Hückel orbital theory

The Fourier series can be used to describe periodic phenomena such as the one-dimensional crystal wave function. By the trigonometric treatements in Hückel theory it is shown that Hückel theory is a special case of Fourier series theory. Thus, the conjugated π system is in fact a periodic system. Therefore, it can be explained why such a simple theorem as Hückel theory can be so powerful in organic chemistry. Although it only considers the immediate neighboring interactions, it implicitly takes account of the periodicity in the complete picture where all the interactions are considered. Furthermore, the success of the trigonometric methods in Hückel theory is not accidental, as it based on the fact that Hückel theory is a specific example of the more general method of Fourier series expansion. It is also important for education purposes to expand a specific approach such as Hückel theory into a more general method such as Fourier series expansion.

Cyclic prefixed OQAM-OFDM and its application to single-carrier FDMA

Single-carrier frequency division multiple access (SC-FDMA) has appeared to be a promising technique for high data rate uplink communications. Aimed at SC-FDMA applications, a cyclic prefixed version of the offset quadrature amplitude modulation based OFDM (OQAM-OFDM) is first proposed in this paper. We show that cyclic prefixed OQAMOFDM CP-OQAM-OFDM) can be realized within the framework of the standard OFDM system, and perfect recovery condition in the ideal channel is derived. We then apply CP-OQAMOFDM to SC-FDMA transmission in frequency selective fading channels. Signal model and joint widely linear minimum mean square error (WLMMSE) equalization using a prior information with low complexity are developed. Compared with the existing DFTS-OFDM based SC-FDMA, the proposed SC-FDMA can significantly reduce envelope fluctuation (EF) of the transmitted signal while maintaining the bandwidth efficiency. The inherent structure of CP-OQAM-OFDM enables low-complexity joint equalization in the frequency domain to combat both the multiple access interference and the intersymbol interference. The joint WLMMSE equalization using a prior information guarantees optimal MMSE performance and supports Turbo receiver for improved bit error rate (BER) performance. Simulation resultsconfirm the effectiveness of the proposed SC-FDMA in termsof EF (including peak-to-average power ratio, instantaneous-toaverage power ratio and cubic metric) and BER performances.

CP-OQAM-OFDM based SC-FDMA: adjustable user bandwidth and space-time coding

The discrete Fourier transmission spread OFDM DFTS-OFDM) based single-carrier frequency division multiple access (SC-FDMA) has been widely adopted due to its lower peak-to-average power ratio (PAPR) of transmit signals compared with OFDM. However, the offset modulation, which has lower PAPR than general modulation, cannot be directly applied into the existing SC-FDMA. When pulse-shaping filters are employed to further reduce the envelope fluctuation of transmit signals of SC-FDMA, the spectral efficiency degrades as well. In order to overcome such limitations of conventional SC-FDMA, this paper for the first time investigated cyclic prefixed OQAMOFDM (CP-OQAM-OFDM) based SC-FDMA transmission with adjustable user bandwidth and space-time coding. Firstly, we propose CP-OQAM-OFDM transmission with unequally-spaced subbands. We then apply it to SC-FDMA transmission and propose a SC-FDMA scheme with the following features: a) the transmit signal of each user is offset modulated single-carrier with frequency-domain pulse-shaping; b) the bandwidth of each user is adjustable; c) the spectral efficiency does not decrease with increasing roll-off factors. To combat both inter-symbolinterference and multiple access interference in frequencyselective fading channels, a joint linear minimum mean square error frequency domain equalization using a prior information with low complexity is developed. Subsequently, we construct space-time codes for the proposed SC-FDMA. Simulation results confirm the powerfulness of the proposed CP-OQAM-OFDM scheme (i.e., effective yet with low complexity).

A 27 day persistence model of near-Earth solar wind conditions: a long lead-time forecast and a benchmark for dynamical models

Geomagnetic activity has long been known to exhibit approximately 27 day periodicity, resulting from solar wind structures repeating each solar rotation. Thus a very simple near-Earth solar wind forecast is 27 day persistence, wherein the near-Earth solar wind conditions today are assumed to be identical to those 27 days previously. Effective use of such a persistence model as a forecast tool, however, requires the performance and uncertainty to be fully characterized. The first half of this study determines which solar wind parameters can be reliably forecast by persistence and how the forecast skill varies with the solar cycle. The second half of the study shows how persistence can provide a useful benchmark for more sophisticated forecast schemes, namely physics-based numerical models. Point-by-point assessment methods, such as correlation and mean-square error, find persistence skill comparable to numerical models during solar minimum, despite the 27 day lead time of persistence forecasts, versus 2–5 days for numerical schemes. At solar maximum, however, the dynamic nature of the corona means 27 day persistence is no longer a good approximation and skill scores suggest persistence is out-performed by numerical models for almost all solar wind parameters. But point-by-point assessment techniques are not always a reliable indicator of usefulness as a forecast tool. An event-based assessment method, which focusses key solar wind structures, finds persistence to be the most valuable forecast throughout the solar cycle. This reiterates the fact that the means of assessing the “best” forecast model must be specifically tailored to its intended use.

Government policy under price uncertainty: a source of volatility in illegal immigration

In this paper we provide an alternative explanation for why illegal immigration can exhibit substantial fluctuation. We develop a model economy in which migrants make decisions in the face of uncertain border enforcement and lump-sum transfers from the host country. The uncertainty is extrinsic in nature, a sunspot, and arises as a result of ambiguity regarding the commodity price of money. Migrants are restricted from participating in state-contingent insurance markets in the host country, whereas host country natives are not. Volatility in migration flows stems from two distinct sources: the tension between transfers inducing migration and enforcement discouraging it and secondly the existence of a sunspot. Finally, we examine the impact of a change in tax/transfer policies by the government on migration.

Scanning tunneling microscopy and molecular dynamics study of the Li2TiO3(001) surface

We have investigated the (001) surface structure of lithium titanate (Li2TiO3) using auger electron spectroscopy (AES), low-energy electron diffraction (LEED), and scanning tunneling microscopy (STM). Li2TiO3 is a potential fusion reactor blanket material. After annealing at 1200 K, LEED demonstrated that the Li2TiO3(001) surface was well ordered and not reconstructed. STM imaging showed that terraces are separated in height by about 0.3 nm suggesting a single termination layer. Moreover, hexagonal patterns with a periodicity of ∼0.4 nm are observed. On the basis of molecular dynamics (MD) simulations, these are interpreted as a dynamic arrangement of Li atoms.

Granular flow in the marginal ice zone

The region of sea ice near the edge of the sea ice pack is known as the marginal ice zone (MIZ), and its dynamics are complicated by ocean wave interaction with the ice cover, strong gradients in the atmosphere and ocean and variations in sea ice rheology. This paper focuses on the role of sea ice rheology in determining the dynamics of the MIZ. Here, sea ice is treated as a granular material with a composite rheology describing collisional ice floe interaction and plastic interaction. The collisional component of sea ice rheology depends upon the granular temperature, a measure of the kinetic energy of flow fluctuations. A simplified model of the MIZ is introduced consisting of the along and across momentum balance of the sea ice and the balance equation of fluctuation kinetic energy. The steady solution of these equations is found to leading order using elementary methods. This reveals a concentrated region of rapid ice flow parallel to the ice edge, which is in accordance with field observations, and previously called the ice jet. Previous explanations of the ice jet relied upon the existence of ocean currents beneath the ice cover. We show that an ice jet results as a natural consequence of the granular nature of sea ice.

On the environmental valuation of catastrophe: revisiting mining disasters in the United Kingdom, 1851-1962

In the context of environmental valuation of natural disasters, an important component of the evaluation procedure lies in determining the periodicity of events. This paper explores alternative methodologies for determining such periodicity, illustrating the advantages and the disadvantages of the separate methods and their comparative predictions. The procedures employ Bayesian inference and explore recent advances in computational aspects of mixtures methodology. The procedures are applied to the classic data set of Maguire et al (Biometrika, 1952) which was subsequently updated by Jarrett (Biometrika, 1979) and which comprise the seminal investigations examining the periodicity of mining disasters within the United Kingdom, 1851-1962.

Atlantic overturning in decline?

Global ocean circulation is an important factor in climate variability and change. In particular, changes in the strength of the Atlantic meridional overturning circulation (AMOC) have been implicated in ancient climate events, as well as in recent climate anomalies such as the rapid warming of the North Atlantic Ocean in the mid-1990s. A series of moored current meters and temperature sensors deployed in the Atlantic at 26° N known as the RAPID-MOCHA array has been used to monitor the strength of meridional overturning since 2004. The data indicate a decline in this strength over the period 2004–20123. Here, using additional observations and climate model simulations we suggest that this measured decline is not merely a short-term fluctuation, but is part of a substantial reduction in meridional overturning occurring on a decadal timescale.

Flow structure and near-field dispersion in arrays of building-like obstacles

Dispersion in the near-field region of localised releases in urban areas is difficult to predict because of the strong influence of individual buildings. Effects include upstream dispersion, trapping of material into building wakes and enhanced concentration fluctuations. As a result, concentration patterns are highly variable in time and mean profiles in the near field are strongly non-Gaussian. These aspects of near-field dispersion are documented by analysing data from direct numerical simulations in arrays of building-like obstacles and are related to the underlying flow structure. The mean flow structure around the buildings is found to exert a strong influence over the dispersion of material in the near field. Diverging streamlines around buildings enhance lateral dispersion. Entrainment of material into building wakes in the very near field gives rise to secondary sources, which then affect the subsequent dispersion pattern. High levels of concentration fluctuations are also found in this very near field; the fluctuation intensity is of order 2 to 5.

Solar cycle evolution of dipolar and pseudostreamer belts and their relation to the slow solar wind

Dipolar streamers are coronal structures formed by open solar flux converging from coronal holes of opposite polarity. Thus the dipolar streamer belt traces the coronal foot print of the heliospheric current sheet (HCS), and it is strongly associated with the origin of slow solar wind. Pseudostreamers, on the other hand, separate converging regions of open solar flux from coronal holes of the same polarity and do not contain current sheets. They have recently received a great deal of interest as a possible additional source of slow solar wind. Here we add to that growing body of work by using the potential-field source-surface model to determine the occurrence and location of dipolar and pseudostreamers over the last three solar cycles. In addition to providing new information about pseudostreamer morphology, the results help explain why the observations taken during the first Ulysses perihelion pass in 1995 showed noncoincidence between dipolar streamer belt and the locus of slowest flow. We find that Carrington rotation averages of the heliographic latitudes of dipolar and pseudostreamer belts are systematically shifted away from the equator, alternately in opposite directions, with a weak solar cycle periodicity, thus keeping slow wind from the web of combined streamer belts approximately symmetric about the equator. The largest separation of dipolar and pseudostreamer belts occurred close to the Ulysses pass, allowing a unique opportunity to see that slow wind from pseudostreamer belts north of the southward-displaced dipolar belt was responsible for the noncoincident pattern.

How reward and emotional stimuli induce different reactions across the menstrual cycle

Despite widespread belief that moods are affected by the menstrual cycle, researchers on emotion and reward have not paid much attention to the menstrual cycle until recently. However, recent research has revealed different reactions to emotional stimuli and to rewarding stimuli across the different phases of the menstrual cycle. The current paper reviews the emerging literature on how ovarian hormone fluctuation during the menstrual cycle modulates reactions to emotional stimuli and to reward. Behavioral and neuroimaging studies in humans suggest that estrogen and progesterone have opposing influences. That is, it appears that estrogen enhances reactions to reward, but progesterone counters the facilitative effects of estrogen and decreases reactions to rewards. In contrast, reactions to emotionally arousing stimuli (particularly negative stimuli) appear to be decreased by estrogen but enhanced by progesterone. Potential factors that can modulate the effects of the ovarian hormones (e.g., an inverse quadratic function of hormones’ effects; the structural changes of the hippocampus across the menstrual cycle) are also discussed.