An Ensemble Kalman Smoother for Nonlinear Dynamics

It is for mally proved that the general smoother for nonlinear dynamics can be for mulated as a sequential method, that is, obser vations can be assimilated sequentially during a for ward integration. The general filter can be derived from the smoother and it is shown that the general smoother and filter solutions at the final time become identical, as is expected from linear theor y. Then, a new smoother algorithm based on ensemble statistics is presented and examined in an example with the Lorenz equations. The new smoother can be computed as a sequential algorithm using only for ward-in-time model integrations. It bears a strong resemblance with the ensemble Kalman filter . The difference is that ever y time a new dataset is available during the for ward integration, an analysis is computed for all previous times up to this time. Thus, the first guess for the smoother is the ensemble Kalman filter solution, and the smoother estimate provides an improvement of this, as one would expect a smoother to do. The method is demonstrated in this paper in an intercomparison with the ensemble Kalman filter and the ensemble smoother introduced by van Leeuwen and Evensen, and it is shown to be superior in an application with the Lorenz equations. Finally , a discussion is given regarding the properties of the analysis schemes when strongly non-Gaussian distributions are used. It is shown that in these cases more sophisticated analysis schemes based on Bayesian statistics must be used.

A joint state and parameter estimation scheme for nonlinear dynamical systems

We present a novel algorithm for concurrent model state and parameter estimation in nonlinear dynamical systems. The new scheme uses ideas from three dimensional variational data assimilation (3D-Var) and the extended Kalman filter (EKF) together with the technique of state augmentation to estimate uncertain model parameters alongside the model state variables in a sequential filtering system. The method is relatively simple to implement and computationally inexpensive to run for large systems with relatively few parameters. We demonstrate the efficacy of the method via a series of identical twin experiments with three simple dynamical system models. The scheme is able to recover the parameter values to a good level of accuracy, even when observational data are noisy. We expect this new technique to be easily transferable to much larger models.

A Prospective Follow-up Study of 44 Mandibular Immediately Loaded Implants Using Resonance Frequency Analysis: Preliminary 1-Year Results

Purpose: This clinical study aimed to evaluate initial, 4-months, and 1-year stability of immediately loaded dental implants inserted according to a protocol of lower rehabilitation with prefabricated bars. Materials and Methods: The sample was composed of 11 edentulous patients. In each patient, 4 interforaminal implants were inserted. Immediately after implant installation, resonance frequency analysis (RFA) for each fixation was registered as well as after 4 months and 1 year with the prosthetic bar removed as it is a screwed system. Results: The clinical implant survival rate was 100%. The RFA showed an increase in stability after 4 months from 64.09 +/- 648 to 64.31 +/- 4.96 and I year, 67.11 +/- 4.37. The analysis of variance showed a statistically significant result (P = 0.015) among implant stability quotient values for the different periods evaluated. Tukey test results showed statistically significant differences between 1-year results and the initial periods but there was no statistically significant difference between initial and 4-month results (P > 0.05). Conclusion: These preliminary 1-year results indicate that immediate loading of mandibular dental implants using the studied prefabricated bars protocol is a reliable treatment as it is in accordance with the results described in the literature for other similar techniques. (Implant Dent 2009; 18:530-538)

Objective Assessment of Internal Nasal Dimensions and Speech Resonance in Individuals With Repaired Unilateral Cleft Lip and Palate After Rhinoseptoplasty

The objective of the current study was to analyze the effects of rhinoseptoplasty on internal nasal dimensions and speech resonance of individuals with unilateral cleft lip and palate, estimated by acoustic rhinometry and nasometry, respectively. Twenty-one individuals (aged 15-46 years) with previously repaired unilateral cleft lip and palate were analyzed before (PRE), and 6 to 9 (POST1) and 12 to 18 months (POST2) after surgery. Acoustic rhinometry was used to measure the cross-sectional areas (CSAs) of segments corresponding to the nasal valve (CSA1), anterior portion (CSA2), and posterior portion (CSA3) of the lower turbinate, and the volumes at the nasal valve (V1) and turbinate (V2) regions at cleft and noncleft sides, before and after nasal decongestion with a topical vasoconstrictor. Nasometry was used to evaluate speech nasalance during the reading of a set of sentences containing nasal sounds and other devoid of nasal sounds. At the cleft side, before nasal decongestion, there was a significant increase (P < 0.05) in mean CSA1 and V1 values at POST1 and POST2 compared with PRE. After decongestion, increased values were also observed for CSA2 and V2 at POST2. No significant changes were observed at the noncleft side. Mean nasalance values at PRE, POST1, an POST2 were not different from each other in both oral and nasal sentences. The measurement of CSAs and volumes by acoustic rhinometry revealed that rhinoseptoplasty provided, in most cases analyzed, a significant increase in nasal patency, without concomitant changes in speech resonance, as estimated by nasalance assessment.

Resonant Wave Interactions in the Equatorial Waveguide

Weakly nonlinear interactions among equatorial waves have been explored in this paper using the adiabatic version of the equatorial beta-plane primitive equations in isobaric coordinates. Assuming rigid lid vertical boundary conditions, the conditions imposed at the surface and at the top of the troposphere were expanded in a Taylor series around two isobaric surfaces in an approach similar to that used in the theory of surface-gravity waves in deep water and capillary-gravity waves. By adopting the asymptotic method of multiple time scales, the equatorial Rossby, mixed Rossby-gravity, inertio-gravity, and Kelvin waves, as well as their vertical structures, were obtained as leading-order solutions. These waves were shown to interact resonantly in a triad configuration at the O(epsilon) approximation. The resonant triads whose wave components satisfy a resonance condition for their vertical structures were found to have the most significant interactions, although this condition is not excluding, unlike the resonant conditions for the zonal wavenumbers and meridional modes. Thus, the analysis has focused on such resonant triads. In general, it was found that for these resonant triads satisfying the resonance condition in the vertical direction, the wave with the highest absolute frequency always acts as an energy source (or sink) for the remaining triad components, as usually occurs in several other physical problems in fluid dynamics. In addition, the zonally symmetric geostrophic modes act as catalyst modes for the energy exchanges between two dispersive waves in a resonant triad. The integration of the reduced asymptotic equations for a single resonant triad shows that, for the initial mode amplitudes characterizing realistic magnitudes of atmospheric flow perturbations, the modes in general exchange energy on low-frequency (intraseasonal and/or even longer) time scales, with the interaction period being dependent upon the initial mode amplitudes. Potential future applications of the present theory to the real atmosphere with the inclusion of diabatic forcing, dissipation, and a more realistic background state are also discussed.

Dynamic portrait of the planetary 2/1 mean-motion resonance - I. Systems with a more massive outer planet

We analyse the global structure of the phase space of the planar planetary 2/1 mean-motion resonance in cases where the outer planet is more massive than its inner companion. Inside the resonant domain, we show the existence of two families of periodic orbits, one associated to the librational motion of resonant angle (sigma-family) and the other related to the circulatory motion of the difference in longitudes of pericentre (Delta pi-family). The well-known apsidal corotation resonances (ACR) appear as intersections between both families. A complex web of secondary resonances is also detected for low eccentricities, whose strengths and positions are dependent on the individual masses and spatial scale of the system. The construction of dynamical maps for various values of the total angular momentum shows the evolution of the families of stable motion with the eccentricities, identifying possible configurations suitable for exoplanetary systems. For low-moderate eccentricities, several different stable modes exist outside the ACR. For larger eccentricities, however, all stable solutions are associated to oscillations around the stationary solutions. Finally, we present a possible link between these stable families and the process of resonance capture, identifying the most probable routes from the secular region to the resonant domain, and discussing how the final resonant configuration may be affected by the extension of the chaotic layer around the resonance region.

The spiral structure of the Galaxy revealed by CS sources and evidence for the 4:1 resonance

We present a map of the spiral structure of the Galaxy, as traced by molecular carbon monosulphide (CS) emission associated with IRAS sources which are believed to be compact H II regions. The CS line velocities are used to determine the kinematic distances of the sources in order to investigate their distribution in the galactic plane. This allows us to use 870 objects to trace the arms, a number larger than that of previous studies based on classical H II regions. The distance ambiguity of the kinematic distances, when it exists, is solved by different procedures, including the latitude distribution and an analysis of the longitude-velocity diagram. The study of the spiral structure is complemented with other tracers: open clusters, Cepheids, methanol masers and H II regions. The well-defined spiral arms are seen to be confined inside the corotation radius, as is often the case in spiral galaxies. We identify a square-shaped sub-structure in the CS map with that predicted by stellar orbits at the 4:1 resonance (four epicycle oscillations in one turn around the galactic centre). The sub-structure is found at the expected radius, based on the known pattern rotation speed and epicycle frequency curve. An inner arm presents an end with strong inwards curvature and intense star formation that we tentatively associate with the region where this arm surrounds the extremity of the bar, as seen in many barred galaxies. Finally, a new arm with concave curvature is found in the Sagitta to Cepheus region of the sky. The observed arms are interpreted in terms of perturbations similar to grooves in the gravitational potential of the disc, produced by crowding of stellar orbits.

Chirikov diffusion in the asteroidal three-body resonance (5,-2,-2)

The theory of diffusion in many-dimensional Hamiltonian system is applied to asteroidal dynamics. The general formulation developed by Chirikov is applied to the NesvornA1/2-Morbidelli analytic model of three-body (three-orbit) mean-motion resonances (Jupiter-Saturn-asteroid). In particular, we investigate the diffusion along and across the separatrices of the (5, -2, -2) resonance of the (490) Veritas asteroidal family and their relationship to diffusion in semi-major axis and eccentricity. The estimations of diffusion were obtained using the Melnikov integral, a Hadjidemetriou-type sympletic map and numerical integrations for times up to 10(8) years.

Dynamic portrait of the planetary 2/1 mean-motion resonance - II. Systems with a more massive inner planet

This paper presents the second part in our study of the global structure of the planar phase space of the planetary three-body problem, when both planets lie in the vicinity of a 2/1 mean-motion resonance. While Paper I was devoted to cases where the outer planet is the more massive body, the present work is devoted to the cases where the more massive body is the inner planet. As before, outside the well-known Apsidal Corotation Resonances (ACR), the phase space shows a complex picture marked by the presence of several distinct regimes of resonant and non-resonant motion, crossed by families of periodic orbits and separated by chaotic zones. When the chosen values of the integrals of motion lead to symmetric ACR, the global dynamics are generally similar to the structure presented in Paper I. However, for asymmetric ACR the resonant phase space is strikingly different and shows a galore of distinct dynamical states. This structure is shown with the help of dynamical maps constructed on two different representative planes, one centred on the unstable symmetric ACR and the other on the stable asymmetric equilibrium solution. Although the study described in the work may be applied to any mass ratio, we present a detailed analysis for mass values similar to the Jupiter-Saturn case. Results give a global view of the different dynamical states available to resonant planets with these characteristics. Some of these dynamical paths could have marked the evolution of the giant planets of our Solar system, assuming they suffered a temporary capture in the 2/1 resonance during the latest stages of the formation of our Solar system.

Heteroscedastic Nonlinear Regression Models

In this article, we present a generalization of the Bayesian methodology introduced by Cepeda and Gamerman (2001) for modeling variance heterogeneity in normal regression models where we have orthogonality between mean and variance parameters to the general case considering both linear and highly nonlinear regression models. Under the Bayesian paradigm, we use MCMC methods to simulate samples for the joint posterior distribution. We illustrate this algorithm considering a simulated data set and also considering a real data set related to school attendance rate for children in Colombia. Finally, we present some extensions of the proposed MCMC algorithm.