Comparison of the computational cost of a Monte Carlo and deterministic algorithm for computing bilinear forms of matrix powers

In this paper we consider bilinear forms of matrix polynomials and show that these polynomials can be used to construct solutions for the problems of solving systems of linear algebraic equations, matrix inversion and finding extremal eigenvalues. An almost Optimal Monte Carlo (MAO) algorithm for computing bilinear forms of matrix polynomials is presented. Results for the computational costs of a balanced algorithm for computing the bilinear form of a matrix power is presented, i.e., an algorithm for which probability and systematic errors are of the same order, and this is compared with the computational cost for a corresponding deterministic method.

Modelling the propagation of terahertz radiation through a tissue simulating phantom

Terahertz (THz) frequency radiation, 0.1 THz to 20 THz, is being investigated for biomedical imaging applications following the introduction of pulsed THz sources that produce picosecond pulses and function at room temperature. Owing to the broadband nature of the radiation, spectral and temporal information is available from radiation that has interacted with a sample; this information is exploited in the development of biomedical imaging tools and sensors. In this work, models to aid interpretation of broadband THz spectra were developed and evaluated. THz radiation lies on the boundary between regions best considered using a deterministic electromagnetic approach and those better analysed using a stochastic approach incorporating quantum mechanical effects, so two computational models to simulate the propagation of THz radiation in an absorbing medium were compared. The first was a thin film analysis and the second a stochastic Monte Carlo model. The Cole–Cole model was used to predict the variation with frequency of the physical properties of the sample and scattering was neglected. The two models were compared with measurements from a highly absorbing water-based phantom. The Monte Carlo model gave a prediction closer to experiment over 0.1 to 3 THz. Knowledge of the frequency-dependent physical properties, including the scattering characteristics, of the absorbing media is necessary. The thin film model is computationally simple to implement but is restricted by the geometry of the sample it can describe. The Monte Carlo framework, despite being initially more complex, provides greater flexibility to investigate more complicated sample geometries.

Deterministic IIR video deghoster for all ghost carrier phases

It is known that certain video deghoster systems cannot fully process the induced signal derived from the quadrature carrier forming nature of the VSB filter under a multipath condition. A new deterministic IIR deghoster filter structure is given which is capable of deghosting terrestrial video for any relative ghost carrier phase.

Working Group 1: Future developments in deterministic and stochastic parametrizations

Our group considered the desirability of including representations of uncertainty in the development of parameterizations. (By ‘uncertainty’ here we mean the deviation of sub-grid scale fluxes or tendencies in any given model grid box from truth.) We unanimously agreed that the ECWMF should attempt to provide a more physical basis for uncertainty estimates than the very effective but ad hoc methods being used at present. Our discussions identified several issues that will arise.

Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

Ensemble clustering in deterministic ensemble Kalman filters

Ensemble clustering (EC) can arise in data assimilation with ensemble square root filters (EnSRFs) using non-linear models: an M-member ensemble splits into a single outlier and a cluster of M−1 members. The stochastic Ensemble Kalman Filter does not present this problem. Modifications to the EnSRFs by a periodic resampling of the ensemble through random rotations have been proposed to address it. We introduce a metric to quantify the presence of EC and present evidence to dispel the notion that EC leads to filter failure. Starting from a univariate model, we show that EC is not a permanent but transient phenomenon; it occurs intermittently in non-linear models. We perform a series of data assimilation experiments using a standard EnSRF and a modified EnSRF by a resampling though random rotations. The modified EnSRF thus alleviates issues associated with EC at the cost of traceability of individual ensemble trajectories and cannot use some of algorithms that enhance performance of standard EnSRF. In the non-linear regimes of low-dimensional models, the analysis root mean square error of the standard EnSRF slowly grows with ensemble size if the size is larger than the dimension of the model state. However, we do not observe this problem in a more complex model that uses an ensemble size much smaller than the dimension of the model state, along with inflation and localisation. Overall, we find that transient EC does not handicap the performance of the standard EnSRF.

Case study part 1: how to calculate appropriate deterministic long-term toxicity to exposure rates (TERs) for birds and mammals

In the European Union, first-tier assessment of the long-term risk to birds and mammals from pesticides is based on calculation of a deterministic long-term toxicity/exposure ratio(TERlt). The ratio is developed from generic herbivores and insectivores and applied to all species. This paper describes two case studies that implement proposed improvements to the way long-term risk is assessed. These refined methods require calculation of a TER for each of five identified phases of reproduction (phase-specific TERs) and use of adjusted No Observed Effect Levels (NOELs)to incorporate variation in species sensitivity to pesticides. They also involve progressive refinement of the exposure estimate so that it applies to particular species, rather than generic indicators, and relates spraying date to onset of reproduction. The effect of using these new methods on the assessment of risk is described. Each refinement did not necessarily alter the calculated TER value in a way that was either predictable or consistent across both case studies. However, use of adjusted NOELs always reduced TERs, and relating spraying date to onset of reproduction increased most phase-specific TERs. The case studies suggested that the current first-tier TERlt assessment may underestimate risk in some circumstances and that phase-specific assessments can help identify appropriate risk-reduction measures. The way in which deterministic phase-specific assessments can currently be implemented to enhance first-tier assessment is outlined.

Interdecadal enhancement of the Walker circulation over the Tropical Pacific in the late 1990s

The Walker circulation is one of the major components of the large-scale tropical atmospheric circulation and variations in its strength are critical to equatorial Pacific Ocean circulation. It has been argued in the literature that during the 20th century the Walker circulation weakened, and that this weakening was attributable to anthropogenic climate change. By using updated observations, we show that there has been a rapid interdecadal enhancement of the Walker circulation since the late 1990s. Associated with this enhancement is enhanced precipitation in the tropical western Pacific, anomalous westerlies in the upper troposphere, descent in the central and eastern tropical Pacific, and anomalous surface easterlies in the western and central tropical Pacific. The characteristics of associated oceanic changes are a strengthened thermocline slope and an enhanced zonal SST gradient across the tropical Pacific. Many characteristics of these changes are similar to those associated with the mid-1970s climate shift with an opposite sign. We also show that the interdecadal variability of the Walker circulation in the tropical Pacific is inversely correlated to the interdecadal variability of the zonal circulation in the tropical Atlantic. An enhancement of the Walker circulation in the tropical Pacific is associated with a weakening zonal circulation in the tropical Atlantic and vise versa, implying an inter-Atlantic-Pacific connection of the zonal overturning circulation variation. Whether these recent changes will be sustained is not yet clear, but our research highlights the importance of understanding the interdecadal variability, as well as the long-term trends, that influence tropical circulation.

Should system dynamics be described as a 'hard' or 'deterministic' systems approach?

This paper explores the criticism that system dynamics is a ‘hard’ or ‘deterministic’ systems approach. This criticism is seen to have four interpretations and each is addressed from the perspectives of social theory and systems science. Firstly, system dynamics is shown to offer not prophecies but Popperian predictions. Secondly, it is shown to involve the view that system structure only partially, not fully, determines human behaviour. Thirdly, the field's assumptions are shown not to constitute a grand content theory—though its structural theory and its attachment to the notion of causality in social systems are acknowledged. Finally, system dynamics is shown to be significantly different from systems engineering. The paper concludes that such confusions have arisen partially because of limited communication at the theoretical level from within the system dynamics community but also because of imperfect command of the available literature on the part of external commentators. Improved communication on theoretical issues is encouraged, though it is observed that system dynamics will continue to justify its assumptions primarily from the point of view of practical problem solving. The answer to the question in the paper's title is therefore: on balance, no.

Analysis of the courtship behavior of the Navel Orangeworm, Amyelois transitella (Walker) (Lepidoptera: Pyralidae), with a commentary on methods for the analysis of sequences of behavioral transitions

The courtship behavior of the navel orangeworm, Amyelois transitella, was examined in a wind tunnel. Sixty nine courtship sequences were analyzed and successful sequences divided into two categories: rapid courtship sequences, which involved few breaks in contact, short or no periods of male/female chasing and lasted <10 s between initial contact and mating; and prolonged courtship sequences, which involved many breaks in contact, extended periods of male/female chasing and lasted >10 s. Fifty six (81%) courtships were successful (50.7% rapid courtship and 30.4% prolonged courtship); the remaining 13 (18.8%) sequences were failed courtships. Of failed courtships, 9 (13.0%) were due to males losing contact with females during courtship chases and 4 (5.8%) due to females flying away immediately after male contact. Of all courtship sequences involving a break in contact during a chase, 38.5% resulted in an unsuccessful mating attempt. These findings contrast with previous studies of the courtship behavior of the navel orangeworm, potentially indicating that the type of bioassay used to study courtship may have a large effect on the behavioral sequences displayed. We evaluate several diagnostic techniques for the analysis of sequences of behavioral transitions.

The prediction of Northern Hemisphere tropical cyclone extended life cycles by the ECMWF Ensemble and Deterministic Prediction Systems. Part I: tropical cyclone stage

This study has explored the prediction errors of tropical cyclones (TCs) in the European Centre for Medium-Range Weather Forecasts (ECMWF) Ensemble Prediction System (EPS) for the Northern Hemisphere summer period for five recent years. Results for the EPS are contrasted with those for the higher-resolution deterministic forecasts. Various metrics of location and intensity errors are considered and contrasted for verification based on IBTrACS and the numerical weather prediction (NWP) analysis (NWPa). Motivated by the aim of exploring extended TC life cycles, location and intensity measures are introduced based on lower-tropospheric vorticity, which is contrasted with traditional verification metrics. Results show that location errors are almost identical when verified against IBTrACS or the NWPa. However, intensity in the form of the mean sea level pressure (MSLP) minima and 10-m wind speed maxima is significantly underpredicted relative to IBTrACS. Using the NWPa for verification results in much better consistency between the different intensity error metrics and indicates that the lower-tropospheric vorticity provides a good indication of vortex strength, with error results showing similar relationships to those based on MSLP and 10-m wind speeds for the different forecast types. The interannual variation in forecast errors are discussed in relation to changes in the forecast and NWPa system and variations in forecast errors between different ocean basins are discussed in terms of the propagation characteristics of the TCs.

Effect of Fish Oil Supplementation for Two Generations on Changes of Lymphocyte Function Induced by Walker 256 Cancer Cachexia in Rats

Fish oil supplementation has been shown to improve the cachectic state of tumor-bearing animals and humans. Our previous study showed that fish oil supplementation (1 g per kg body weight per day) for 2 generations had anticancer and anticachetic effects in Walker 256 tumor-bearing rats as demonstrated by reduced tumor growth and body weight loss and increased food intake and survival. In this study, the effect of fish oil supplementation for 2 generations on membrane integrity, proliferation capacity, and CD4/CD8 ratio of lymphocytes isolated from mesenteric lymph nodes, spleen, and thymus of Walker 256 tumor-bearing animals was investigated. We also determined fish oil effect on plasma concentration and ex vivo production of cytokines [tumor necrosis factor-alpha (TNF-alpha), interferon-gamma (IFN-gamma), interleukin-4 (IL-4), IL-6, and IL-10]. Lymphocytes from thymus of tumor-bearing rats presented lower viability, but this change was abolished by fish oil supplementation. Tumor growth increased proliferation of lymphocytes from all lymphoid organs, and fish oil supplementation abolished this effect. Ex vivo production of TNF-alpha and IL-6 was reduced in supplemented animals, but IL-4 and IL-10 secretion was stimulated in both nontumor and tumor-bearing rats. IL-10 and IFN-gamma plasma levels was also decreased in supplemented animals. These results suggest that the anticachetic effects of fish oil supplementation for a long period of time (2 generations) in Walker 256 tumor-bearing rats may be associated to a decrease in lymphocyte function as demonstrated by reduced viability, proliferation capacity, and cytokine production.

Glucose metabolism by lymphocytes, macrophages, and tumor cells from Walker 256 tumor-bearing rats supplemented with fish oil for one generation

Here we investigated the effect of lifelong supplementation of the diet with coconut fat (CO, rich in saturated fatty acids) or fish oil (170, rich in n-3 polyunsaturated fatty acids) on tumor growth and lactate production from glucose in Walker 256 tumor cells, peritoneal macrophages, spleen, and gut-associated lymphocytes. Female Wistar rats were supplemented with CO or FO prior to mating and then throughout pregnancy and gestation and then the male offspring were supplemented from weaning until 90 days of age. Then they were inoculated subcutaneously with Walker 256 tumor cells. Tumor weight at 14 days in control rats (those fed standard chow) and CO supplemented was approximately 30 g. Supplementation of the diet with FO significantly reduced tumor growth by 76%. Lactate production (nmol h(-1) mg(-1) protein) from glucose by Walker 256 cells in the group fed regular chow (W) was 381.8 +/- 14.9. Supplementation with coconut fat (WCO) caused a significant reduction in lactate production by 1.6-fold and with fish oil (WFO) by 3.8-fold. Spleen lymphocytes obtained from W and WCO groups had markedly increased lactate production (553 +/- 70 and 635 +/- 150) when compared to non-tumor-bearing rats (similar to 260 +/- 30). FO supplementation reduced significantly the lactate production (297 +/- 50). Gut-associated lymphocytes obtained from W and WCO groups increased lactate production markedly (280 +/- 31 and 276 +/- 25) when compared to non-tumor-bearing rats (similar to 90 +/- 18). FO supplementation reduced significantly the lactate production (168 +/- 14). Lactate production by peritoneal macrophages was increased by tumor burden but there was no difference between the groups fed the various diets. Lifelong consumption of FO protects against tumor growth and modifies glucose metabolism in Walker tumor cells and lymphocytes but not in macrophages. Copyright (C) 2008 John Wiley & Sons, Ltd.