Nonlinear stability and ergodicity of ensemble based Kalman filters

The ensemble Kalman filter (EnKF) and ensemble square root filter (ESRF) are data assimilation methods used to combine high dimensional, nonlinear dynamical models with observed data. Despite their widespread usage in climate science and oil reservoir simulation, very little is known about the long-time behavior of these methods and why they are effective when applied with modest ensemble sizes in large dimensional turbulent dynamical systems. By following the basic principles of energy dissipation and controllability of filters, this paper establishes a simple, systematic and rigorous framework for the nonlinear analysis of EnKF and ESRF with arbitrary ensemble size, focusing on the dynamical properties of boundedness and geometric ergodicity. The time uniform boundedness guarantees that the filter estimate will not diverge to machine infinity in finite time, which is a potential threat for EnKF and ESQF known as the catastrophic filter divergence. Geometric ergodicity ensures in addition that the filter has a unique invariant measure and that initialization errors will dissipate exponentially in time. We establish these results by introducing a natural notion of observable energy dissipation. The time uniform bound is achieved through a simple Lyapunov function argument, this result applies to systems with complete observations and strong kinetic energy dissipation, but also to concrete examples with incomplete observations. With the Lyapunov function argument established, the geometric ergodicity is obtained by verifying the controllability of the filter processes; in particular, such analysis for ESQF relies on a careful multivariate perturbation analysis of the covariance eigen-structure.Comment: 38 page

Pair Production of MSSM Higgs Bosons in the Non-decoupling Region at the LHC

We consider the Higgs boson signals from pair production at the LHC within the framework of the MSSM in the non-decoupling (low-m_A) region. In light of the recent observation of a SM-like Higgs boson, we argue that the exploration for Higgs pair production at the LHC is a crucial next step to probe the MSSM Higgs sector. We emphasize that the production of H^\pm A^0 and H^{+}H^{-} depends only on the electroweak gauge couplings while all the leading Higgs production channels via gluon fusion, vector-boson fusion, and Higgsstrahlung depend on additional free Higgs sector parameters. In the non-decoupling region, the five MSSM Higgs bosons are all relatively light and pair production signals may be accessible. We find that at the 8 TeV LHC, a 5\sigma signal for H^\pm A^0, H^\pm h^0 -> \tau^{\pm}\nu b\bar b and H^{+}H^{-} -> \tau^{+}\nu \tau^{-}\nu are achievable with an integrated luminosity of 7 (11) fb^{-1} and 24 (48) fb^{-1}, respectively for m_A=95 (130) GeV. At the 14 TeV LHC, a 5\sigma signal for these two channels would require as little as 4 (7) fb^{-1} and 10 (19) fb^{-1}, respectively.Comment: 20 pages, 8 figures and 3 tables. Version to appear in PR

Heterotic Vortex Strings

We determine the low-energy N=(0,2) worldsheet dynamics of vortex strings in a large class of non-Abelian N=1 supersymmetric gauge theories.Comment: 44 pages, 3 figures. v2: typos corrected, reference adde

Enhanced heat transport by turbulent two-phase Rayleigh-B\'enard convection

We report measurements of turbulent heat-transport in samples of ethane (C$_2$H$_6$) heated from below while the applied temperature difference $\Delta T$ straddled the liquid-vapor co-existance curve $T_\phi(P)$. When the sample top temperature $T_t$ decreased below $T_\phi$, droplet condensation occurred and the latent heat of vaporization $H$ provided an additional heat-transport mechanism.The effective conductivity $\lambda_{eff}$ increased linearly with decreasing $T_t$, and reached a maximum value $\lambda_{eff}^*$ that was an order of magnitude larger than the single-phase $\lambda_{eff}$. As $P$ approached the critical pressure, $\lambda_{eff}^*$ increased dramatically even though $H$ vanished. We attribute this phenomenon to an enhanced droplet-nucleation rate as the critical point is approached.Comment: 4 gages, 6 figure