Data-adaptive harmonic spectra and multilayer Stuart-Landau models

Harmonic decompositions of multivariate time series are considered for which we adopt an integral operator approach with periodic semigroup kernels. Spectral decomposition theorems are derived that cover the important cases of two-time statistics drawn from a mixing invariant measure. The corresponding eigenvalues can be grouped per Fourier frequency, and are actually given, at each frequency, as the singular values of a cross-spectral matrix depending on the data. These eigenvalues obey furthermore a variational principle that allows us to define naturally a multidimensional power spectrum. The eigenmodes, as far as they are concerned, exhibit a data-adaptive character manifested in their phase which allows us in turn to define a multidimensional phase spectrum. The resulting data-adaptive harmonic (DAH) modes allow for reducing the data-driven modeling effort to elemental models stacked per frequency, only coupled at different frequencies by the same noise realization. In particular, the DAH decomposition extracts time-dependent coefficients stacked by Fourier frequency which can be efficiently modeled---provided the decay of temporal correlations is sufficiently well-resolved---within a class of multilayer stochastic models (MSMs) tailored here on stochastic Stuart-Landau oscillators. Applications to the Lorenz 96 model and to a stochastic heat equation driven by a space-time white noise, are considered. In both cases, the DAH decomposition allows for an extraction of spatio-temporal modes revealing key features of the dynamics in the embedded phase space. The multilayer Stuart-Landau models (MSLMs) are shown to successfully model the typical patterns of the corresponding time-evolving fields, as well as their statistics of occurrence.Comment: 26 pages, double columns; 15 figure

Effects of stochastic parametrization on extreme value statistics

Extreme geophysical events are of crucial relevance to our daily life: they threaten human lives and cause property damage. To assess the risk and reduce losses, we need to model and probabilistically predict these events. Parametrizations are computational tools used in the Earth system models, which are aimed at reproducing the impact of unresolved scales on resolved scales. The performance of parametrizations has usually been examined on typical events rather than on extreme events. In this paper, we consider a modified version of the two-level Lorenz’96 model and investigate how two parametrizations of the fast degrees of freedom perform in terms of the representation of extreme events. One parametrization is constructed following Wilks [Q. J. R. Meteorol. Soc. 131, 389–407 (2005)] and is constructed through an empirical fitting procedure; the other parametrization is constructed through the statistical mechanical approach proposed by Wouters and Lucarini [J. Stat. Mech. Theory Exp. 2012, P03003 (2012); J. Stat. Phys. 151, 850–860 (2013)]. The two strategies show different advantages and disadvantages. We discover that the agreement between parametrized models and true model is in general worse when looking at extremes rather than at the bulk of the statistics. The results suggest that stochastic parametrizations should be accurately and specifically tested against their performance on extreme events, as usual optimization procedures might neglect them. The provision of accurate parametrizations is a task of paramount importance in many scientific areas and specifically in weather and climate modeling. Parametrizations are needed for representing accurately and efficiently the impact of the scales of motions and of the processes that cannot be explicitly represented by the numerical model. Parametrizations are usually constructed in order to optimize the overall performance of the model, thus aiming at an accurate representation of the bulk of the statistics. Nonetheless, numerical models are key to estimating, anticipating, and predicting extreme events. Here, we analyze critically in a simple yet illustrative example the performance of parametrizations in describing extreme events, and we conclude that good performance on typical conditions cannot be in any way extrapolated for rare conditions, which could, nonetheless, be of great practical relevance

Mesure des courbes de dispersion des ondes guidées circonférentielles dans une coque elliptique par retournement temporel

Le retournement temporel permet de déterminer la position de sources acoustiques à partir du signal reçu sur un réseau de récepteurs. On s'intéresse au cas d'une source directive mobile, modélisant une onde guidée circonférentielle dans une coque, rayonnant dans le milieu extérieur. L'analyse de la forme des fronts d'onde aux récepteurs détermine la position de la source effective qui dépend de la vitesse de phase. Cette analyse a permis d'étendre au cas de sections elliptiques une méthode de mesure des courbes de dispersion déjà existante pour des sections circulaires

DADA: data assimilation for the detection and attribution of weather and climate-related events

A new nudging method for data assimilation, delay‐coordinate nudging, is presented. Delay‐coordinate nudging makes explicit use of present and past observations in the formulation of the forcing driving the model evolution at each time step. Numerical experiments with a low‐order chaotic system show that the new method systematically outperforms standard nudging in different model and observational scenarios, also when using an unoptimized formulation of the delay‐nudging coefficients. A connection between the optimal delay and the dominant Lyapunov exponent of the dynamics is found based on heuristic arguments and is confirmed by the numerical results, providing a guideline for the practical implementation of the algorithm. Delay‐coordinate nudging preserves the easiness of implementation, the intuitive functioning and the reduced computational cost of the standard nudging, making it a potential alternative especially in the field of seasonal‐to‐decadal predictions with large Earth system models that limit the use of more sophisticated data assimilation procedures

Response formulae for n-point correlations in statistical mechanical systems and application to a problem of coarse graining

Predicting the response of a system to perturbations is a key challenge in mathematical and natural sciences. Under suitable conditions on the nature of the system, of the perturbation, and of the observables of interest, response theories allow to construct operators describing the smooth change of the invariant measure of the system of interest as a function of the small parameter controlling the intensity of the perturbation. In particular, response theories can be developed both for stochastic and chaotic deterministic dynamical systems, where in the latter case stricter conditions imposing some degree of structural stability are required. In this paper we extend previous findings and derive general response formulae describing how n-point correlations are affected by perturbations to the vector flow. We also show how to compute the response of the spectral properties of the system to perturbations. We then apply our results to the seemingly unrelated problem of coarse graining in multiscale systems: we find explicit formulae describing the change in the terms describing parameterisation of the neglected degrees of freedom resulting from applying perturbations to the full system. All the terms envisioned by the Mori-Zwanzig theory - the deterministic, stochastic, and non-Markovian terms - are affected at 1st order in the perturbation. The obtained results provide a more comprehesive understanding of the response of statistical mechanical systems to perturbations and contribute to the goal of constructing accurate and robust parameterisations and are of potential relevance for fields like molecular dynamics, condensed matter, and geophysical fluid dynamics. We envision possible applications of our general results to the study of the response of climate variability to anthropogenic and natural forcing and to the study of the equivalence of thermostatted statistical mechanical systems

The writing on the wall: the concealed communities of the East Yorkshire horselads

This paper examines the graffiti found within late nineteenth and early-twentieth century farm buildings in the Wolds of East Yorkshire. It suggests that the graffiti were created by a group of young men at the bottom of the social hierarchy - the horselads – and was one of the ways in which they constructed a distinctive sense of communal identity, at a particular stage in their lives. Whilst it tells us much about changing agricultural regimes and social structures, it also informs us about experiences and attitudes often hidden from official histories and biographies. In this way, the graffiti are argued to inform our understanding, not only of a concealed community, but also about their hidden histor

Investigating possible ethnicity and sex bias in clinical examiners: an analysis of data from the MRCP(UK) PACES and nPACES examinations

Bias of clinical examiners against some types of candidate, based on characteristics such as sex or ethnicity, would represent a threat to the validity of an examination, since sex or ethnicity are 'construct-irrelevant' characteristics. In this paper we report a novel method for assessing sex and ethnic bias in over 2000 examiners who had taken part in the PACES and nPACES (new PACES) examinations of the MRCP(UK)

Dimension reduction for systems with slow relaxation

We develop reduced, stochastic models for high dimensional, dissipative dynamical systems that relax very slowly to equilibrium and can encode long term memory. We present a variety of empirical and first principles approaches for model reduction, and build a mathematical framework for analyzing the reduced models. We introduce the notions of universal and asymptotic filters to characterize `optimal' model reductions for sloppy linear models. We illustrate our methods by applying them to the practically important problem of modeling evaporation in oil spills.Comment: 48 Pages, 13 figures. Paper dedicated to the memory of Leo Kadanof

Evaluating people's perceptions of trust in a robot in a repeated interactions study

Funding Information: Acknowledgment. This project has received funding from the European Union’s Horizon 2020 research and innovation programme under the Marie Sklodowska-Curie grant agreement No 642667 (Safety Enables Cooperation in Uncertain Robotic Environments - SECURE). KD acknowledges funding from the Canada 150 Research Chairs Program. Publisher Copyright: © 2020, Springer Nature Switzerland AG This is a post-peer-review, pre-copyedit version of an article published of 'Rossi A., Dautenhahn K., Koay K.L., Walters M.L., Holthaus P. (2020) Evaluating People’s Perceptions of Trust in a Robot in a Repeated Interactions Study. In: Wagner A.R. et al. (eds) Social Robotics. ICSR 2020. Lecture Notes in Computer Science, vol 12483. Springer, Cham. https://doi.org/10.1007/978-3-030-62056-1_38'Trust has been established to be a key factor in fostering human-robot interactions. However, trust can change overtime according to different factors, including a breach of trust due to a robot’s error. In this exploratory study, we observed people’s interactions with a companion robot in a real house, adapted for human-robot interaction experimentation, over three weeks. The interactions happened in six scenarios in which a robot performed different tasks under two different conditions. Each condition included fourteen tasks performed by the robot, either correctly, or with errors with severe consequences on the first or last day of interaction. At the end of each experimental condition, participants were presented with an emergency scenario to evaluate their trust in the robot. We evaluated participants’ trust in the robot by observing their decision to trust the robot during the emergency scenario, and by collecting their views through questionnaires. We concluded that there is a correlation between the timing of an error with severe consequences performed by the robot and the corresponding loss of trust of the human in the robot. In particular, people’s trust is subjected to the initial mental formation