Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors

This paper considers the effect of GARCH errors on the tests proposed byPerron (1997) for a unit root in the presence of a structural break. We assessthe impact of degeneracy and integratedness of the conditional varianceindividually and find that, apart from in the limit, the testing procedure isinsensitive to the degree of degeneracy but does exhibit an increasingover-sizing as the process becomes more integrated. When we consider the GARCHspecifications that we are likely to encounter in empirical research, we findthat the Perron tests are reasonably robust to the presence of GARCH and donot suffer from severe over-or under-rejection of a correct null hypothesis.

Wave-activity conservation laws for the three-dimensional anelastic and Boussinesq equations with a horizontally homogeneous background flow

Wave-activity conservation laws are key to understanding wave propagation in inhomogeneous environments. Their most general formulation follows from the Hamiltonian structure of geophysical fluid dynamics. For large-scale atmospheric dynamics, the Eliassen–Palm wave activity is a well-known example and is central to theoretical analysis. On the mesoscale, while such conservation laws have been worked out in two dimensions, their application to a horizontally homogeneous background flow in three dimensions fails because of a degeneracy created by the absence of a background potential vorticity gradient. Earlier three-dimensional results based on linear WKB theory considered only Doppler-shifted gravity waves, not waves in a stratified shear flow. Consideration of a background flow depending only on altitude is motivated by the parameterization of subgrid-scales in climate models where there is an imposed separation of horizontal length and time scales, but vertical coupling within each column. Here we show how this degeneracy can be overcome and wave-activity conservation laws derived for three-dimensional disturbances to a horizontally homogeneous background flow. Explicit expressions for pseudoenergy and pseudomomentum in the anelastic and Boussinesq models are derived, and it is shown how the previously derived relations for the two-dimensional problem can be treated as a limiting case of the three-dimensional problem. The results also generalize earlier three-dimensional results in that there is no slowly varying WKB-type requirement on the background flow, and the results are extendable to finite amplitude. The relationship A E =cA P between pseudoenergy A E and pseudomomentum A P, where c is the horizontal phase speed in the direction of symmetry associated with A P, has important applications to gravity-wave parameterization and provides a generalized statement of the first Eliassen–Palm theorem.

Estimation of optimal gravity wave parameters for climate models using data assimilation

There is a current need to constrain the parameters of gravity wave drag (GWD) schemes in climate models using observational information instead of tuning them subjectively. In this work, an inverse technique is developed using data assimilation principles to estimate gravity wave parameters. Because mostGWDschemes assume instantaneous vertical propagation of gravity waves within a column, observations in a single column can be used to formulate a one-dimensional assimilation problem to estimate the unknown parameters. We define a cost function that measures the differences between the unresolved drag inferred from observations (referred to here as the ‘observed’ GWD) and the GWD calculated with a parametrisation scheme. The geometry of the cost function presents some difficulties, including multiple minima and ill-conditioning because of the non-independence of the gravity wave parameters. To overcome these difficulties we propose a genetic algorithm to minimize the cost function, which provides a robust parameter estimation over a broad range of prescribed ‘true’ parameters. When real experiments using an independent estimate of the ‘observed’ GWD are performed, physically unrealistic values of the parameters can result due to the non-independence of the parameters. However, by constraining one of the parameters to lie within a physically realistic range, this degeneracy is broken and the other parameters are also found to lie within physically realistic ranges. This argues for the essential physical self-consistency of the gravity wave scheme. A much better fit to the observed GWD at high latitudes is obtained when the parameters are allowed to vary with latitude. However, a close fit can be obtained either in the upper or the lower part of the profiles, but not in both at the same time. This result is a consequence of assuming an isotropic launch spectrum. The changes of sign in theGWDfound in the tropical lower stratosphere, which are associated with part of the quasi-biennial oscillation forcing, cannot be captured by the parametrisation with optimal parameters.

Efficient fully nonlinear data assimilation for geophysical fluid dynamics

A potential problem with Ensemble Kalman Filter is the implicit Gaussian assumption at analysis times. Here we explore the performance of a recently proposed fully nonlinear particle filter on a high-dimensional but simplified ocean model, in which the Gaussian assumption is not made. The model simulates the evolution of the vorticity field in time, described by the barotropic vorticity equation, in a highly nonlinear flow regime. While common knowledge is that particle filters are inefficient and need large numbers of model runs to avoid degeneracy, the newly developed particle filter needs only of the order of 10-100 particles on large scale problems. The crucial new ingredient is that the proposal density cannot only be used to ensure all particles end up in high-probability regions of state space as defined by the observations, but also to ensure that most of the particles have similar weights. Using identical twin experiments we found that the ensemble mean follows the truth reliably, and the difference from the truth is captured by the ensemble spread. A rank histogram is used to show that the truth run is indistinguishable from any of the particles, showing statistical consistency of the method.

Decays of new nuclides and isomers beyond the proton drip line — the influence of neutron configurations

The energy of the vh9/2 orbital in nuclei above N = 82 drops rapidly in energy relative to the vf7/2 orbital as the occupancy of the πh11/2 orbital increases. These two neutron orbitals become nearly degenerate as the proton drip line is approached. In this work, we have discovered the new nuclides 161Os and 157W, and studied the decays of the proton emitter 160Re in detail. The 161Os and 160Re nuclei were produced in reactions of 290, 300 and 310 MeV 58Ni ions with an isotopically enriched 106Cd target, separated in‐flight using the RITU separator and implanted into the GREAT spectrometer. The 161Os α a decays populated the new nuclide 157W, which decayed by β‐particle emission. The β decay fed the known α‐decaying 1/2+ and 11/2− states in 157Ta, which is consistent with a vf7/2 ground state in 157W. The measured α‐decay energy and half‐life for 161Os correspond to a reduced α‐decay width that is compatible with s‐wave α‐particle emission, implying that its ground state is also a vf7/2 state. Over 7000 160Re nuclei were produced and the γ decays of a new isomeric state feeding the πd3/2 level in 160Re were discovered, but no evidence for the proton or a decay of the expected πh11/2 state could be found. The isomer decays offer a natural explanation for this non‐observation and provides a striking example of the influence of the near degeneracy of the vh9/2 and vf7/2 orbitals on the properties of nuclei in this region.

The equivalent-weights particle filter in a high-dimensional system

In general, particle filters need large numbers of model runs in order to avoid filter degeneracy in high-dimensional systems. The recently proposed, fully nonlinear equivalent-weights particle filter overcomes this requirement by replacing the standard model transition density with two different proposal transition densities. The first proposal density is used to relax all particles towards the high-probability regions of state space as defined by the observations. The crucial second proposal density is then used to ensure that the majority of particles have equivalent weights at observation time. Here, the performance of the scheme in a high, 65 500 dimensional, simplified ocean model is explored. The success of the equivalent-weights particle filter in matching the true model state is shown using the mean of just 32 particles in twin experiments. It is of particular significance that this remains true even as the number and spatial variability of the observations are changed. The results from rank histograms are less easy to interpret and can be influenced considerably by the parameter values used. This article also explores the sensitivity of the performance of the scheme to the chosen parameter values and the effect of using different model error parameters in the truth compared with the ensemble model runs.

Twin experiments with the equivalent weights particle filter and HadCM3

This paper investigates the use of a particle filter for data assimilation with a full scale coupled ocean–atmosphere general circulation model. Synthetic twin experiments are performed to assess the performance of the equivalent weights filter in such a high-dimensional system. Artificial 2-dimensional sea surface temperature fields are used as observational data every day. Results are presented for different values of the free parameters in the method. Measures of the performance of the filter are root mean square errors, trajectories of individual variables in the model and rank histograms. Filter degeneracy is not observed and the performance of the filter is shown to depend on the ability to keep maximum spread in the ensemble.

Implicit equal-weights particle filter

Filter degeneracy is the main obstacle for the implementation of particle filter in non-linear high-dimensional models. A new scheme, the implicit equal-weights particle filter (IEWPF), is introduced. In this scheme samples are drawn implicitly from proposal densities with a different covariance for each particle, such that all particle weights are equal by construction. We test and explore the properties of the new scheme using a 1,000-dimensional simple linear model, and the 1,000-dimensional non-linear Lorenz96 model, and compare the performance of the scheme to a Local Ensemble Kalman Filter. The experiments show that the new scheme can easily be implemented in high-dimensional systems and is never degenerate, with good convergence properties in both systems.

The extreme physical properties of the CoRoT-7b super-Earth

The search for rocky exoplanets plays an important role in our quest for extra-terrestrial life. Here, we discuss the extreme physical properties possible for the first characterised rocky super-Earth, CoRoT-7b (R(pl) = 1.58 +/- 0.10 R(Earth), M(pl) = 6.9 +/- 1.2 M(Earth)). It is extremely close to its star (a = 0.0171 AU = 4.48 R(st)), with its spin and orbital rotation likely synchronised. The comparison of its location in the (M(pl), R(pl)) plane with the predictions of planetary models for different compositions points to an Earth-like composition, even if the error bars of the measured quantities and the partial degeneracy of the models prevent a definitive conclusion. The proximity to its star provides an additional constraint on the model. It implies a high extreme-UV flux and particle wind, and the corresponding efficient erosion of the planetary atmosphere especially for volatile species including water. Consequently, we make the working hypothesis that the planet is rocky with no volatiles in its atmosphere, and derive the physical properties that result. As a consequence, the atmosphere is made of rocky vapours with a very low pressure (P <= 1.5 Pa), no cloud can be sustained, and no thermalisation of the planet is expected. The dayside is very hot (2474 +/- 71 K at the sub-stellar point) while the nightside is very cold (50-75 K). The sub-stellar point is as hot as the tungsten filament of an incandescent bulb, resulting in the melting and distillation of silicate rocks and the formation of a lava ocean. These possible features of CoRoT-7b could be common to many small and hot planets, including the recently discovered Kepler-10b. They define a new class of objects that we propose to name ""Lava-ocean planets"". (C) 2011 Elsevier Inc. All rights reserved.

DENSITY PROFILE, VELOCITY ANISOTROPY, AND LINE-OF-SIGHT EXTERNAL CONVERGENCE OF SLACS GRAVITATIONAL LENSES

Data from 58 strong-lensing events surveyed by the Sloan Lens ACS Survey are used to estimate the projected galaxy mass inside their Einstein radii by two independent methods: stellar dynamics and strong gravitational lensing. We perform a joint analysis of these two estimates inside models with up to three degrees of freedom with respect to the lens density profile, stellar velocity anisotropy, and line-of-sight (LOS) external convergence, which incorporates the effect of the large-scale structure on strong lensing. A Bayesian analysis is employed to estimate the model parameters, evaluate their significance, and compare models. We find that the data favor Jaffe`s light profile over Hernquist`s, but that any particular choice between these two does not change the qualitative conclusions with respect to the features of the system that we investigate. The density profile is compatible with an isothermal, being sightly steeper and having an uncertainty in the logarithmic slope of the order of 5% in models that take into account a prior ignorance on anisotropy and external convergence. We identify a considerable degeneracy between the density profile slope and the anisotropy parameter, which largely increases the uncertainties in the estimates of these parameters, but we encounter no evidence in favor of an anisotropic velocity distribution on average for the whole sample. An LOS external convergence following a prior probability distribution given by cosmology has a small effect on the estimation of the lens density profile, but can increase the dispersion of its value by nearly 40%.

CONSTRAINING THE NONEXTENSIVE MASS FUNCTION OF HALOS FROM BAO, CMB AND X-RAY DATA

Clusters of galaxies are the most impressive gravitationally-bound systems in the universe, and their abundance (the cluster mass function) is an important statistic to probe the matter density parameter (Omega(m)) and the amplitude of density fluctuations (sigma(8)). The cluster mass function is usually described in terms of the Press-Schecther (PS) formalism where the primordial density fluctuations are assumed to be a Gaussian random field. In previous works we have proposed a non-Gaussian analytical extension of the PS approach with basis on the q-power law distribution (PL) of the nonextensive kinetic theory. In this paper, by applying the PL distribution to fit the observational mass function data from X-ray highest flux-limited sample (HIFLUGCS), we find a strong degeneracy among the cosmic parameters, sigma(8), Omega(m) and the q parameter from the PL distribution. A joint analysis involving recent observations from baryon acoustic oscillation (BAO) peak and Cosmic Microwave Background (CMB) shift parameter is carried out in order to break these degeneracy and better constrain the physically relevant parameters. The present results suggest that the next generation of cluster surveys will be able to probe the quantities of cosmological interest (sigma(8), Omega(m)) and the underlying cluster physics quantified by the q-parameter.

THREE-DIMENSIONAL NUMERICAL SIMULATIONS OF MAGNETIZED WINDS OF SOLAR-LIKE STARS

By means of self-consistent three-dimensional magnetohydrodynamics (MHD) numerical simulations, we analyze magnetized solar-like stellar winds and their dependence on the plasma-beta parameter (the ratio between thermal and magnetic energy densities). This is the first study to perform such analysis solving the fully ideal three-dimensional MHD equations. We adopt in our simulations a heating parameter described by gamma, which is responsible for the thermal acceleration of the wind. We analyze winds with polar magnetic field intensities ranging from 1 to 20 G. We show that the wind structure presents characteristics that are similar to the solar coronal wind. The steady-state magnetic field topology for all cases is similar, presenting a configuration of helmet streamer-type, with zones of closed field lines and open field lines coexisting. Higher magnetic field intensities lead to faster and hotter winds. For the maximum magnetic intensity simulated of 20 G and solar coronal base density, the wind velocity reaches values of similar to 1000 km s(-1) at r similar to 20r(0) and a maximum temperature of similar to 6 x 10(6) K at r similar to 6r(0). The increase of the field intensity generates a larger ""dead zone"" in the wind, i.e., the closed loops that inhibit matter to escape from latitudes lower than similar to 45 degrees extend farther away from the star. The Lorentz force leads naturally to a latitude-dependent wind. We show that by increasing the density and maintaining B(0) = 20 G the system recover back to slower and cooler winds. For a fixed gamma, we show that the key parameter in determining the wind velocity profile is the beta-parameter at the coronal base. Therefore, there is a group of magnetized flows that would present the same terminal velocity despite its thermal and magnetic energy densities, as long as the plasma-beta parameter is the same. This degeneracy, however, can be removed if we compare other physical parameters of the wind, such as the mass-loss rate. We analyze the influence of gamma in our results and we show that it is also important in determining the wind structure.

Divergence Involving Global Regulatory Gene Mutations in an Escherichia coli Population Evolving under Phosphate Limitation

Many of the important changes in evolution are regulatory in nature. Sequenced bacterial genomes point to flexibility in regulatory circuits but we do not know how regulation is remodeled in evolving bacteria. Here, we study the regulatory changes that emerge in populations evolving under controlled conditions during experimental evolution of Escherichia coli in a phosphate-limited chemostat culture. Genomes were sequenced from five clones with different combinations of phenotypic properties that coexisted in a population after 37 days. Each of the distinct isolates contained a different mutation in 1 of 3 highly pleiotropic regulatory genes (hfq, spoT, or rpoS). The mutations resulted in dissimilar proteomic changes, consistent with the documented effects of hfq, spoT, and rpoS mutations. The different mutations do share a common benefit, however, in that the mutations each redirect cellular resources away from stress responses that are redundant in a constant selection environment. The hfq mutation lowers several individual stress responses as well the small RNA-dependent activation of rpoS translation and hence general stress resistance. The spoT mutation reduces ppGpp levels, decreasing the stringent response as well as rpoS expression. The mutations in and upstream of rpoS resulted in partial or complete loss of general stress resistance. Our observations suggest that the degeneracy at the core of bacterial stress regulation provides alternative solutions to a common evolutionary challenge. These results can explain phenotypic divergence in a constant environment and also how evolutionary jumps and adaptive radiations involve altered gene regulation.

The signature of dark energy perturbations in galaxy cluster surveys

Models of dynamical dark energy unavoidably possess fluctuations in the energy density and pressure of that new component. In this paper we estimate the impact of dark energy fluctuations on the number of galaxy clusters in the Universe using a generalization of the spherical collapse model and the Press-Schechter formalism. The observations we consider are several hypothetical Sunyaev-Zel`dovich and weak lensing (shear maps) cluster surveys, with limiting masses similar to ongoing (SPT, DES) as well as future (LSST, Euclid) surveys. Our statistical analysis is performed in a 7-dimensional cosmological parameter space using the Fisher matrix method. We find that, in some scenarios, the impact of these fluctuations is large enough that their effect could already be detected by existing instruments such as the South Pole Telescope, when priors from other standard cosmological probes are included. We also show how dark energy fluctuations can be a nuisance for constraining cosmological parameters with cluster counts, and point to a degeneracy between the parameter that describes dark energy pressure on small scales (the effective sound speed) and the parameters describing its equation of state.

Dirac equation in noncommutative space for hydrogen atom

We consider the energy levels of a hydrogen-like atom in the framework of theta-modified, due to space noncommutativity, Dirac equation with Coulomb field. It is shown that on the noncommutative (NC) space the degeneracy of the levels 2S(1/2), 2P(1/2) and 2P(3/2) is lifted completely, such that new transition channels are allowed. (C) 2009 Elsevier B.V. All rights reserved.