Intercomparison and evaluation of global aerosol microphysical properties among AeroCom models of a range of complexity

Many of the next generation of global climate models will include aerosol schemes which explicitly simulate the microphysical processes that determine the particle size distribution. These models enable aerosol optical properties and cloud condensation nuclei (CCN) concentrations to be determined by fundamental aerosol processes, which should lead to a more physically based simulation of aerosol direct and indirect radiative forcings. This study examines the global variation in particle size distribution simulated by 12 global aerosol microphysics models to quantify model diversity and to identify any common biases against observations. Evaluation against size distribution measurements from a new European network of aerosol supersites shows that the mean model agrees quite well with the observations at many sites on the annual mean, but there are some seasonal biases common to many sites. In particular, at many of these European sites, the accumulation mode number concentration is biased low during winter and Aitken mode concentrations tend to be overestimated in winter and underestimated in summer. At high northern latitudes, the models strongly underpredict Aitken and accumulation particle concentrations compared to the measurements, consistent with previous studies that have highlighted the poor performance of global aerosol models in the Arctic. In the marine boundary layer, the models capture the observed meridional variation in the size distribution, which is dominated by the Aitken mode at high latitudes, with an increasing concentration of accumulation particles with decreasing latitude. Considering vertical profiles, the models reproduce the observed peak in total particle concentrations in the upper troposphere due to new particle formation, although modelled peak concentrations tend to be biased high over Europe. Overall, the multi-model-mean data set simulates the global variation of the particle size distribution with a good degree of skill, suggesting that most of the individual global aerosol microphysics models are performing well, although the large model diversity indicates that some models are in poor agreement with the observations. Further work is required to better constrain size-resolved primary and secondary particle number sources, and an improved understanding of nucleation and growth (e.g. the role of nitrate and secondary organics) will improve the fidelity of simulated particle size distributions.

Neural population models and cortical field theory: overview

The term neural population models (NPMs) is used here as catchall for a wide range of approaches that have been variously called neural mass models, mean field models, neural field models, bulk models, and so forth. All NPMs attempt to describe the collective action of neural assemblies directly. Some NPMs treat the densely populated tissue of cortex as an excitable medium, leading to spatially continuous cortical field theories (CFTs). An indirect approach would start by modelling individual cells and then would explain the collective action of a group of cells by coupling many individual models together. In contrast, NPMs employ collective state variables, typically defined as averages over the group of cells, in order to describe the population activity directly in a single model. The strength and the weakness of his approach are hence one and the same: simplification by bulk. Is this justified and indeed useful, or does it lead to oversimplification which fails to capture the pheno ...

Two fast radiative transfer methods to improve the temporal sampling of clouds in numerical weather prediction and climate models

The high computational cost of calculating the radiative heating rates in numerical weather prediction (NWP) and climate models requires that calculations are made infrequently, leading to poor sampling of the fast-changing cloud field and a poor representation of the feedback that would occur. This paper presents two related schemes for improving the temporal sampling of the cloud field. Firstly, the ‘split time-stepping’ scheme takes advantage of the independent nature of the monochromatic calculations of the ‘correlated-k’ method to split the calculation into gaseous absorption terms that are highly dependent on changes in cloud (the optically thin terms) and those that are not (optically thick). The small number of optically thin terms can then be calculated more often to capture changes in the grey absorption and scattering associated with cloud droplets and ice crystals. Secondly, the ‘incremental time-stepping’ scheme uses a simple radiative transfer calculation using only one or two monochromatic calculations representing the optically thin part of the atmospheric spectrum. These are found to be sufficient to represent the heating rate increments caused by changes in the cloud field, which can then be added to the last full calculation of the radiation code. We test these schemes in an operational forecast model configuration and find a significant improvement is achieved, for a small computational cost, over the current scheme employed at the Met Office. The ‘incremental time-stepping’ scheme is recommended for operational use, along with a new scheme to correct the surface fluxes for the change in solar zenith angle between radiation calculations.

A cautionary note on the use of Ornstein Uhlenbeck models in macroevolutionary studies

Phylogenetic comparative methods are increasingly used to give new insights into the dynamics of trait evolution in deep time. For continuous traits the core of these methods is a suite of models that attempt to capture evolutionary patterns by extending the Brownian constant variance model. However, the properties of these models are often poorly understood, which can lead to the misinterpretation of results. Here we focus on one of these models – the Ornstein Uhlenbeck (OU) model. We show that the OU model is frequently incorrectly favoured over simpler models when using Likelihood ratio tests, and that many studies fitting this model use datasets that are small and prone to this problem. We also show that very small amounts of error in datasets can have profound effects on the inferences derived from OU models. Our results suggest that simulating fitted models and comparing with empirical results is critical when fitting OU and other extensions of the Brownian model. We conclude by making recommendations for best practice in fitting OU models in phylogenetic comparative analyses, and for interpreting the parameters of the OU model.

Three-dimensional, fully adaptive simulations of phase-field fluid models

We present an efficient numerical methodology for the 31) computation of incompressible multi-phase flows described by conservative phase-field models We focus here on the case of density matched fluids with different viscosity (Model H) The numerical method employs adaptive mesh refinements (AMR) in concert with an efficient semi-implicit time discretization strategy and a linear, multi-level multigrid to relax high order stability constraints and to capture the flow`s disparate scales at optimal cost. Only five linear solvers are needed per time-step. Moreover, all the adaptive methodology is constructed from scratch to allow a systematic investigation of the key aspects of AMR in a conservative, phase-field setting. We validate the method and demonstrate its capabilities and efficacy with important examples of drop deformation, Kelvin-Helmholtz instability, and flow-induced drop coalescence (C) 2010 Elsevier Inc. All rights reserved

Tests of conditional asset pricing models in the brazilian stock market

In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the period 1976-1992. We also test a conditional APT modeI by using the difference between the 3-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. The conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from individual securities exchanged on the Brazilian markets. The inclusion of this second factor proves to be important for the appropriate pricing of the portfolios.

Simulation-based smoothing and filtering in factor stochastic volatility models : two econometric applications

In this article we use factor models to describe a certain class of covariance structure for financiaI time series models. More specifical1y, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. We build on previous work by allowing the factor loadings, in the factor mo deI structure, to have a time-varying structure and to capture changes in asset weights over time motivated by applications with multi pIe time series of daily exchange rates. We explore and discuss potential extensions to the models exposed here in the prediction area. This discussion leads to open issues on real time implementation and natural model comparisons.

Simulation -based smoothing and filtering in factor stochastic volatility models : two econometric applications (July-2001)

The past decade has wítenessed a series of (well accepted and defined) financial crises periods in the world economy. Most of these events aI,"e country specific and eventually spreaded out across neighbor countries, with the concept of vicinity extrapolating the geographic maps and entering the contagion maps. Unfortunately, what contagion represents and how to measure it are still unanswered questions. In this article we measure the transmission of shocks by cross-market correlation\ coefficients following Forbes and Rigobon's (2000) notion of shift-contagion,. Our main contribution relies upon the use of traditional factor model techniques combined with stochastic volatility mo deIs to study the dependence among Latin American stock price indexes and the North American indexo More specifically, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. From a theoretical perspective, we improve currently available methodology by allowing the factor loadings, in the factor model structure, to have a time-varying structure and to capture changes in the series' weights over time. By doing this, we believe that changes and interventions experienced by those five countries are well accommodated by our models which learns and adapts reasonably fast to those economic and idiosyncratic shocks. We empirically show that the time varying covariance structure can be modeled by one or two common factors and that some sort of contagion is present in most of the series' covariances during periods of economical instability, or crisis. Open issues on real time implementation and natural model comparisons are thoroughly discussed.

Use of Poisson spatiotemporal regression models for the Brazilian Amazon Forest: malaria count data

INTRODUÇÃO: A malaria é uma doença endêmica na região da Amazônia Brasileira, e a detecção de possíveis fatores de risco pode ser de grande interesse às autoridades em saúde pública. O objetivo deste artigo é investigar a associação entre variáveis ambientais e os registros anuais de malária na região amazônica usando métodos bayesianos espaço-temporais. MÉTODOS: Utilizaram-se modelos de regressão espaço-temporais de Poisson para analisar os dados anuais de contagem de casos de malária entre os anos de 1999 a 2008, considerando a presença de alguns fatores como a taxa de desflorestamento. em uma abordagem bayesiana, as inferências foram obtidas por métodos Monte Carlo em cadeias de Markov (MCMC) que simularam amostras para a distribuição conjunta a posteriori de interesse. A discriminação de diferentes modelos também foi discutida. RESULTADOS: O modelo aqui proposto sugeriu que a taxa de desflorestamento, o número de habitants por km² e o índice de desenvolvimento humano (IDH) são importantes para a predição de casos de malária. CONCLUSÕES: É possível concluir que o desenvolvimento humano, o crescimento populacional, o desflorestamento e as alterações ecológicas associadas a estes fatores estão associados ao aumento do risco de malária. Pode-se ainda concluir que o uso de modelos de regressão de Poisson que capturam o efeito temporal e espacial em um enfoque bayesiano é uma boa estratégia para modelar dados de contagem de malária.

Sphere of influence and gravitational capture radius: a dynamical approach

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Inflation and the variability of relative prices in the Caribbean: evidence from panel threshold models

Includes bibliography

Animal models of alcohol and drug dependence

Drug addiction has serious health and social consequences. In the last 50 years, a wide range of techniques have been developed to model specific aspects of drug-taking behaviors and have greatly contributed to the understanding of the neurobiological basis of drug abuse and addiction. In the last two decades, new models have been proposed in an attempt to capture the more genuine aspects of addiction-like behaviors in laboratory animals. The goal of the present review is to provide an overview of the preclinical procedures used to study drug abuse and dependence and describe recent progress that has been made in studying more specific aspects of addictive behavior in animals.

Weibull and generalised exponential overdispersion models with an application to ozone air pollution

We consider the problem of estimating the mean and variance of the time between occurrences of an event of interest (inter-occurrences times) where some forms of dependence between two consecutive time intervals are allowed. Two basic density functions are taken into account. They are the Weibull and the generalised exponential density functions. In order to capture the dependence between two consecutive inter-occurrences times, we assume that either the shape and/or the scale parameters of the two density functions are given by auto-regressive models. The expressions for the mean and variance of the inter-occurrences times are presented. The models are applied to the ozone data from two regions of Mexico City. The estimation of the parameters is performed using a Bayesian point of view via Markov chain Monte Carlo (MCMC) methods.

Multi-level models and infrastructures for simulating biological system development

The hierarchical organisation of biological systems plays a crucial role in the pattern formation of gene expression resulting from the morphogenetic processes, where autonomous internal dynamics of cells, as well as cell-to-cell interactions through membranes, are responsible for the emergent peculiar structures of the individual phenotype. Being able to reproduce the systems dynamics at different levels of such a hierarchy might be very useful for studying such a complex phenomenon of self-organisation. The idea is to model the phenomenon in terms of a large and dynamic network of compartments, where the interplay between inter-compartment and intra-compartment events determines the emergent behaviour resulting in the formation of spatial patterns. According to these premises the thesis proposes a review of the different approaches already developed in modelling developmental biology problems, as well as the main models and infrastructures available in literature for modelling biological systems, analysing their capabilities in tackling multi-compartment / multi-level models. The thesis then introduces a practical framework, MS-BioNET, for modelling and simulating these scenarios exploiting the potential of multi-level dynamics. This is based on (i) a computational model featuring networks of compartments and an enhanced model of chemical reaction addressing molecule transfer, (ii) a logic-oriented language to flexibly specify complex simulation scenarios, and (iii) a simulation engine based on the many-species/many-channels optimised version of Gillespie’s direct method. The thesis finally proposes the adoption of the agent-based model as an approach capable of capture multi-level dynamics. To overcome the problem of parameter tuning in the model, the simulators are supplied with a module for parameter optimisation. The task is defined as an optimisation problem over the parameter space in which the objective function to be minimised is the distance between the output of the simulator and a target one. The problem is tackled with a metaheuristic algorithm. As an example of application of the MS-BioNET framework and of the agent-based model, a model of the first stages of Drosophila Melanogaster development is realised. The model goal is to generate the early spatial pattern of gap gene expression. The correctness of the models is shown comparing the simulation results with real data of gene expression with spatial and temporal resolution, acquired in free on-line sources.

Fiber beam-columns models with flexure-shear interaction for nonlinear analysis of reinforced concrete structures

The aim of this study was to develop a model capable to capture the different contributions which characterize the nonlinear behaviour of reinforced concrete structures. In particular, especially for non slender structures, the contribution to the nonlinear deformation due to bending may be not sufficient to determine the structural response. Two different models characterized by a fibre beam-column element are here proposed. These models can reproduce the flexure-shear interaction in the nonlinear range, with the purpose to improve the analysis in shear-critical structures. The first element discussed is based on flexibility formulation which is associated with the Modified Compression Field Theory as material constitutive law. The other model described in this thesis is based on a three-field variational formulation which is associated with a 3D generalized plastic-damage model as constitutive relationship. The first model proposed in this thesis was developed trying to combine a fibre beamcolumn element based on the flexibility formulation with the MCFT theory as constitutive relationship. The flexibility formulation, in fact, seems to be particularly effective for analysis in the nonlinear field. Just the coupling between the fibre element to model the structure and the shear panel to model the individual fibres allows to describe the nonlinear response associated to flexure and shear, and especially their interaction in the nonlinear field. The model was implemented in an original matlab® computer code, for describing the response of generic structures. The simulations carried out allowed to verify the field of working of the model. Comparisons with available experimental results related to reinforced concrete shears wall were performed in order to validate the model. These results are characterized by the peculiarity of distinguishing the different contributions due to flexure and shear separately. The presented simulations were carried out, in particular, for monotonic loading. The model was tested also through numerical comparisons with other computer programs. Finally it was applied for performing a numerical study on the influence of the nonlinear shear response for non slender reinforced concrete (RC) members. Another approach to the problem has been studied during a period of research at the University of California Berkeley. The beam formulation follows the assumptions of the Timoshenko shear beam theory for the displacement field, and uses a three-field variational formulation in the derivation of the element response. A generalized plasticity model is implemented for structural steel and a 3D plastic-damage model is used for the simulation of concrete. The transverse normal stress is used to satisfy the transverse equilibrium equations of at each control section, this criterion is also used for the condensation of degrees of freedom from the 3D constitutive material to a beam element. In this thesis is presented the beam formulation and the constitutive relationships, different analysis and comparisons are still carrying out between the two model presented.