977 resultados para Black Litterman Model


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Aerosol sources, transport, and sinks are simulated, and aerosol direct radiative effects are assessed over the Indian Ocean for the Indian Ocean Experiment (INDOEX) Intensive Field Phase during January to March 1999 using the Laboratoire de Me´te´orologie Dynamique (LMDZT) general circulation model. The model reproduces the latitudinal gradient in aerosol mass concentration and optical depth (AOD). The model-predicted aerosol concentrations and AODs agree reasonably well with measurements but are systematically underestimated during high-pollution episodes, especially in the month of March. The largest aerosol loads are found over southwestern China, the Bay of Bengal, and the Indian subcontinent. Aerosol emissions from the Indian subcontinent are transported into the Indian Ocean through either the west coast or the east coast of India. Over the INDOEX region, carbonaceous aerosols are the largest contributor to the estimated AOD, followed by sulfate, dust, sea salt, and fly ash. During the northeast winter monsoon, natural and anthropogenic aerosols reduce the solar flux reaching the surface by 25 W m�2, leading to 10–15% less insolation at the surface. A doubling of black carbon (BC) emissions from Asia results in an aerosol single-scattering albedo that is much smaller than in situ measurements, reflecting the fact that BC emissions are not underestimated in proportion to other (mostly scattering) aerosol types. South Asia is the dominant contributor to sulfate aerosols over the INDOEX region and accounts for 60–70% of the AOD by sulfate. It is also an important but not the dominant contributor to carbonaceous aerosols over the INDOEX region with a contribution of less than 40% to the AOD by this aerosol species. The presence of elevated plumes brings significant quantities of aerosols to the Indian Ocean that are generated over Africa and Southeast and east Asia.

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The global cycle of multicomponent aerosols including sulfate, black carbon (BC),organic matter (OM), mineral dust, and sea salt is simulated in the Laboratoire de Me´te´orologie Dynamique general circulation model (LMDZT GCM). The seasonal open biomass burning emissions for simulation years 2000–2001 are scaled from climatological emissions in proportion to satellite detected fire counts. The emissions of dust and sea salt are parameterized online in the model. The comparison of model-predicted monthly mean aerosol optical depth (AOD) at 500 nm with Aerosol Robotic Network (AERONET) shows good agreement with a correlation coefficient of 0.57(N = 1324) and 76% of data points falling within a factor of 2 deviation. The correlation coefficient for daily mean values drops to 0.49 (N = 23,680). The absorption AOD (ta at 670 nm) estimated in the model is poorly correlated with measurements (r = 0.27, N = 349). It is biased low by 24% as compared to AERONET. The model reproduces the prominent features in the monthly mean AOD retrievals from Moderate Resolution Imaging Spectroradiometer (MODIS). The agreement between the model and MODIS is better over source and outflow regions (i.e., within a factor of 2).There is an underestimation of the model by up to a factor of 3 to 5 over some remote oceans. The largest contribution to global annual average AOD (0.12 at 550 nm) is from sulfate (0.043 or 35%), followed by sea salt (0.027 or 23%), dust (0.026 or 22%),OM (0.021 or 17%), and BC (0.004 or 3%). The atmospheric aerosol absorption is predominantly contributed by BC and is about 3% of the total AOD. The globally and annually averaged shortwave (SW) direct aerosol radiative perturbation (DARP) in clear-sky conditions is �2.17 Wm�2 and is about a factor of 2 larger than in all-sky conditions (�1.04 Wm�2). The net DARP (SW + LW) by all aerosols is �1.46 and �0.59 Wm�2 in clear- and all-sky conditions, respectively. Use of realistic, less absorbing in SW, optical properties for dust results in negative forcing over the dust-dominated regions.

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The impact of black carbon (BC) aerosols on the global radiation balance is not well constrained. Here twelve global aerosol models are used to show that at least 20% of the present uncertainty in modeled BC direct radiative forcing (RF) is due to diversity in the simulated vertical profile of BC mass. Results are from phases 1 and 2 of the global aerosol model intercomparison project (AeroCom). Additionally, a significant fraction of the variability is shown to come from high altitudes, as, globally, more than 40% of the total BC RF is exerted above 5 km. BC emission regions and areas with transported BC are found to have differing characteristics. These insights into the importance of the vertical profile of BC lead us to suggest that observational studies are needed to better characterize the global distribution of BC, including in the upper troposphere.

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Though many global aerosols models prognose surface deposition, only a few models have been used to directly simulate the radiative effect from black carbon (BC) deposition to snow and sea ice. Here, we apply aerosol deposition fields from 25 models contributing to two phases of the Aerosol Comparisons between Observations and Models (AeroCom) project to simulate and evaluate within-snow BC concentrations and radiative effect in the Arctic. We accomplish this by driving the offline land and sea ice components of the Community Earth System Model with different deposition fields and meteorological conditions from 2004 to 2009, during which an extensive field campaign of BC measurements in Arctic snow occurred. We find that models generally underestimate BC concentrations in snow in northern Russia and Norway, while overestimating BC amounts elsewhere in the Arctic. Although simulated BC distributions in snow are poorly correlated with measurements, mean values are reasonable. The multi-model mean (range) bias in BC concentrations, sampled over the same grid cells, snow depths, and months of measurements, are −4.4 (−13.2 to +10.7) ng g−1 for an earlier phase of AeroCom models (phase I), and +4.1 (−13.0 to +21.4) ng g−1 for a more recent phase of AeroCom models (phase II), compared to the observational mean of 19.2 ng g−1. Factors determining model BC concentrations in Arctic snow include Arctic BC emissions, transport of extra-Arctic aerosols, precipitation, deposition efficiency of aerosols within the Arctic, and meltwater removal of particles in snow. Sensitivity studies show that the model–measurement evaluation is only weakly affected by meltwater scavenging efficiency because most measurements were conducted in non-melting snow. The Arctic (60–90° N) atmospheric residence time for BC in phase II models ranges from 3.7 to 23.2 days, implying large inter-model variation in local BC deposition efficiency. Combined with the fact that most Arctic BC deposition originates from extra-Arctic emissions, these results suggest that aerosol removal processes are a leading source of variation in model performance. The multi-model mean (full range) of Arctic radiative effect from BC in snow is 0.15 (0.07–0.25) W m−2 and 0.18 (0.06–0.28) W m−2 in phase I and phase II models, respectively. After correcting for model biases relative to observed BC concentrations in different regions of the Arctic, we obtain a multi-model mean Arctic radiative effect of 0.17 W m−2 for the combined AeroCom ensembles. Finally, there is a high correlation between modeled BC concentrations sampled over the observational sites and the Arctic as a whole, indicating that the field campaign provided a reasonable sample of the Arctic.

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Atmospheric pollution over South Asia attracts special attention due to its effects on regional climate, water cycle and human health. These effects are potentially growing owing to rising trends of anthropogenic aerosol emissions. In this study, the spatio-temporal aerosol distributions over South Asia from seven global aerosol models are evaluated against aerosol retrievals from NASA satellite sensors and ground-based measurements for the period of 2000–2007. Overall, substantial underestimations of aerosol loading over South Asia are found systematically in most model simulations. Averaged over the entire South Asia, the annual mean aerosol optical depth (AOD) is underestimated by a range 15 to 44% across models compared to MISR (Multi-angle Imaging SpectroRadiometer), which is the lowest bound among various satellite AOD retrievals (from MISR, SeaWiFS (Sea-Viewing Wide Field-of-View Sensor), MODIS (Moderate Resolution Imaging Spectroradiometer) Aqua and Terra). In particular during the post-monsoon and wintertime periods (i.e., October–January), when agricultural waste burning and anthropogenic emissions dominate, models fail to capture AOD and aerosol absorption optical depth (AAOD) over the Indo–Gangetic Plain (IGP) compared to ground-based Aerosol Robotic Network (AERONET) sunphotometer measurements. The underestimations of aerosol loading in models generally occur in the lower troposphere (below 2 km) based on the comparisons of aerosol extinction profiles calculated by the models with those from Cloud–Aerosol Lidar with Orthogonal Polarization (CALIOP) data. Furthermore, surface concentrations of all aerosol components (sulfate, nitrate, organic aerosol (OA) and black carbon (BC)) from the models are found much lower than in situ measurements in winter. Several possible causes for these common problems of underestimating aerosols in models during the post-monsoon and wintertime periods are identified: the aerosol hygroscopic growth and formation of secondary inorganic aerosol are suppressed in the models because relative humidity (RH) is biased far too low in the boundary layer and thus foggy conditions are poorly represented in current models, the nitrate aerosol is either missing or inadequately accounted for, and emissions from agricultural waste burning and biofuel usage are too low in the emission inventories. These common problems and possible causes found in multiple models point out directions for future model improvements in this important region.

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Precipitation is expected to respond differently to various drivers of anthropogenic climate change. We present the first results from the Precipitation Driver and Response Model Intercomparison Project (PDRMIP), where nine global climate models have perturbed CO2, CH4, black carbon, sulfate, and solar insolation. We divide the resulting changes to global mean and regional precipitation into fast responses that scale with changes in atmospheric absorption and slow responses scaling with surface temperature change. While the overall features are broadly similar between models, we find significant regional intermodel variability, especially over land. Black carbon stands out as a component that may cause significant model diversity in predicted precipitation change. Processes linked to atmospheric absorption are less consistently modeled than those linked to top-of-atmosphere radiative forcing. We identify a number of land regions where the model ensemble consistently predicts that fast precipitation responses to climate perturbations dominate over the slow, temperature-driven responses.

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We study the evolution of a primordial black hole (PBH) taking into account the presence of dark energy modeled by a general perfect fluid. In the specific case of a stationary non-self-gravitating test fluid, the competition between radiation accretion, Hawking evaporation and the accretion of such a fluid has been studied in detail. The evaporation of PBHs is quite modified at late times by these effects. We address further generalizations of this scenario to consider other types of fluids, and point out early developments of a nonstationary accretion model.

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Increasing efforts exist in integrating different levels of detail in models of the cardiovascular system. For instance, one-dimensional representations are employed to model the systemic circulation. In this context, effective and black-box-type decomposition strategies for one-dimensional networks are needed, so as to: (i) employ domain decomposition strategies for large systemic models (1D-1D coupling) and (ii) provide the conceptual basis for dimensionally-heterogeneous representations (1D-3D coupling, among various possibilities). The strategy proposed in this article works for both of these two scenarios, though the several applications shown to illustrate its performance focus on the 1D-1D coupling case. A one-dimensional network is decomposed in such a way that each coupling point connects two (and not more) of the sub-networks. At each of the M connection points two unknowns are defined: the flow rate and pressure. These 2M unknowns are determined by 2M equations, since each sub-network provides one (non-linear) equation per coupling point. It is shown how to build the 2M x 2M non-linear system with arbitrary and independent choice of boundary conditions for each of the sub-networks. The idea is then to solve this non-linear system until convergence, which guarantees strong coupling of the complete network. In other words, if the non-linear solver converges at each time step, the solution coincides with what would be obtained by monolithically modeling the whole network. The decomposition thus imposes no stability restriction on the choice of the time step size. Effective iterative strategies for the non-linear system that preserve the black-box character of the decomposition are then explored. Several variants of matrix-free Broyden`s and Newton-GMRES algorithms are assessed as numerical solvers by comparing their performance on sub-critical wave propagation problems which range from academic test cases to realistic cardiovascular applications. A specific variant of Broyden`s algorithm is identified and recommended on the basis of its computer cost and reliability. (C) 2010 Elsevier B.V. All rights reserved.

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Students, likely studying carpentry, are shown working on the roof of a model of a house in a classroom at the New York Trade School. Black and white photograph.

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Examina o modelo de seleção de portfólios desenvolvido por Markowitz, principalmente no que concerne: as suas relações com a teoria da utilidade de Von Neumann-Morgenstern; aos algo ritmos de solução do problema de Programação Quadrática paramétrica dele decorrente; a simplificação proporcionada pelo Modelo Diagonal de Sharpe. Mostra que a existência de um título sem risco permite a especificação do Teorema da Separação e a simplificação do problema de seleção de portfólios. Analisa o modelo denominado por CAPM, de equilíbrio no Mercado de Capitais sob condições de incerteza, comparando os processos dedutivos empregados por Lintner e Mossin. Examina as implicações decorrentes do relaxamento dos pressupostos subjacentes ã esse modelo de equilíbrio geral, principalmente a teoria do portfólio Zero-Beta desenvolvida por Black.

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Nove vacas Holandesas lactantes com 526 ± 5 kg de peso corporal (cinco predominantemente pretas e quatro predominantemente brancas), criadas em região tropical e manejadas em pastagens, foram observadas com os objetivos de determinar simultaneamente as taxas de evaporação cutânea e respiratória em ambiente tropical e desenvolver modelos de predição. Para a medição da perda de calor latente pela superfície corporal, utilizou-se uma cápsula ventilada e, para a perda por respiração, utilizou-se uma máscara facial. Os resultados mostraram que as vacas que tinham maior peso corporal (classe 2 e 3) apresentaram maiores taxas evaporativas. Quando a temperatura do ar aumentou de 10 para 36ºC e a umidade relativa do ar caiu de 90 para 30%, a eliminação de calor por evaporação respiratória aumentou de aproximadamente 5 para 57 W m-2 e a evaporação na superfície corporal passou de 30 para 350 W m-2. Esses resultados confirmam que a eliminação de calor latente é o principal mecanismo de perda de energia térmica sob altas temperaturas (>30ºC); a evaporação cutânea é a maior via e corresponde a aproximadamente 85% da perda total de calor, enquanto o restante é eliminado pelo sistema respiratório. O modelo para predizer o fluxo de perda de calor latente baseado em variáveis fisiológicas e ambientais pode ser utilizado para estimar a contribuição da evaporação na termorregulação, enquanto o modelo baseado somente na temperatura do ar deve ser usado apenas para a simples caracterização do processo evaporativo.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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The hybrid formalism is used to quantize the superstring compactified to two-dimensional target-space in a manifestly spacetime supersymmetric manner. A quantizable sigma model action is then constructed for the type II superstring in curved two-dimensional supergravity backgrounds which can include Ramond-Ramond flux. Such curved backgrounds include Calabi-Yau fourfold compactifications with Ramond-Ramond flux, and new extremal black hole solutions in two-dimensional dilaton supergravity theory. These black hole solutions are a natural generalization of the CGHS model and might be possible to describe using a supergroup version of the SL(2, R)/U(1) WZW model. We also study some dynamical aspects of the new black holes, such as formation and evaporation. (C) 2001 Published by Elsevier B.V. B.V.

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Employing a time dependent mean-field-hydrodynamic model we study the generation of black solitons in a degenerate fermion-fermion mixture in a cigar-shaped geometry using variational and numerical solutions. The black soliton is found to be the first stationary vibrational excitation of the system and is considered to be a nonlinear continuation of the vibrational excitation of the harmonic oscillator state. We illustrate the stationary nature of the black soliton, by studying different perturbations on it after its formation.