Effects of vertical shear in modelling horizontal oceanic dispersion

Abstract. The effect of vertical shear on the horizontal dispersion properties of passive tracer particles on the continental shelf of the South Mediterranean is investigated by means of observation and model data. In situ current measurements reveal that vertical gradients of horizontal velocities in the upper mixing layer decorrelate quite fast ( ∼  1 day), whereas an eddy-permitting ocean model, such as the Mediterranean Forecasting System, tends to overestimate such decorrelation time because of finite resolution effects. Horizontal dispersion, simulated by the Mediterranean sea Forecasting System, is mostly affected by: (1) unresolved scale motions, and mesoscale motions that are largely smoothed out at scales close to the grid spacing; (2) poorly resolved time variability in the profiles of the horizontal velocities in the upper layer. For the case study we have analysed, we show that a suitable use of deterministic kinematic parametrizations is helpful to implement realistic statistical features of tracer dispersion in two and three dimensions. The approach here suggested provides a functional tool to control the horizontal spreading of small organisms or substance concentrations, and is thus relevant for marine biology, pollutant dispersion as well as oil spill applications

Entropy of the Nordic electricity market: anomalous scaling, spikes, and mean-reversion

The electricity market is a very peculiar market due to the large variety of phenomena that can affect the spot price. However, this market still shows many typical features of other speculative (commodity) markets like, for instance, data clustering and mean reversion. We apply the diffusion entropy analysis (DEA) to the Nordic spot electricity market (Nord Pool). We study the waiting time statistics between consecutive spot price spikes and find it to show anomalous scaling characterized by a decaying power-law. The exponent observed in data follows a quite robust relationship with the one implied by the DEA analysis. We also in terms of the DEA revisit topics like clustering, mean-reversion and periodicities. We finally propose a GARCH inspired model but for the price itself. Models in the context of stochastic volatility processes appear under this scope to have a feasible description.Comment: 16 pages, 7 figure

Extreme times for volatility processes

We present a detailed study on the mean first-passage time of volatility processes. We analyze the theoretical expressions based on the most common stochastic volatility models along with empirical results extracted from daily data of major financial indices. We find in all these data sets a very similar behavior that is far from being that of a simple Wiener process. It seems necessary to include a framework like the one provided by stochastic volatility models with a reverting force driving volatility toward its normal level to take into account memory and clustering effects in volatility dynamics. We also detect in data a very different behavior in the mean first-passage time depending whether the level is higher or lower than the normal level of volatility. For this reason, we discuss asymptotic approximations and confront them to empirical results with a good agreement, specially with the ExpOU model.Comment: 10, 6 colored figure

Memory beyond memory in heart beating: an efficient way to detect pathological conditions

We study the long-range correlations of heartbeat fluctuations with the method of diffusion entropy. We show that this method of analysis yields a scaling parameter $\delta$ that apparently conflicts with the direct evaluation of the distribution of times of sojourn in states with a given heartbeat frequency. The strength of the memory responsible for this discrepancy is given by a parameter $\epsilon^{2}$, which is derived from real data. The distribution of patients in the ($\delta$, $\epsilon^{2}$)-plane yields a neat separation of the healthy from the congestive heart failure subjects.Comment: submitted to Physical Review Letters, 5 figure

Towards the Thermodynamics of Localization Processes

We study the entropy time evolution of a quantum mechanical model, which is frequently used as a prototype for Anderson's localization. Recently Latora and Baranger [V. Latora, M. Baranger, Phys. Rev.Lett. 82, 520(1999)] found that there exist three entropy regimes, a transient regime of passage from dynamics to thermodynamics, a linear in time regime of entropy increase, namely a thermodynamic regime of Kolmogorov kind, and a saturation regime. We use the non-extensive entropic indicator recently advocated by Tsallis [ C. Tsallis, J. Stat. Phys. 52, 479 (1988)] with a mobile entropic index q, and we find that with the adoption of the ``magic'' value q = Q = 1/2 the Kolmogorov regime becomes more extended and more distinct than with the traditional entropic index q = 1. We adopt a two-site model to explain these properties by means of an analytical treatment and we argue that Q =1/2 might be a typical signature of the occurrence of Anderson's localization.Comment: 13 pages, 8 figures submitted to Phys. Rev.

Properties making a chaotic system a good Pseudo Random Number Generator

We discuss two properties making a deterministic algorithm suitable to generate a pseudo random sequence of numbers: high value of Kolmogorov-Sinai entropy and high-dimensionality. We propose the multi dimensional Anosov symplectic (cat) map as a Pseudo Random Number Generator. We show what chaotic features of this map are useful for generating Pseudo Random Numbers and investigate numerically which of them survive in the discrete version of the map. Testing and comparisons with other generators are performed.Comment: 10 pages, 3 figures, new version, title changed and minor correction

Renewal processes and fluctuation analysis of molecular motor stepping

We model the dynamics of a processive or rotary molecular motor using a renewal processes, in line with the work initiated by Svoboda, Mitra and Block. We apply a functional technique to compute different types of multiple-time correlation functions of the renewal process, which have applications to bead-assay experiments performed both with processive molecular motors, such as myosin V and kinesin, and rotary motors, such as F1-ATPase

Boltzmann entropy and chaos in a large assembly of weakly interacting systems

We introduce a high dimensional symplectic map, modeling a large system consisting of weakly interacting chaotic subsystems, as a toy model to analyze the interplay between single-particle chaotic dynamics and particles interactions in thermodynamic systems. We study the growth with time of the Boltzmann entropy, S_B, in this system as a function of the coarse graining resolution. We show that a characteristic scale emerges, and that the behavior of S_B vs t, at variance with the Gibbs entropy, does not depend on the coarse graining resolution, as far as it is finer than this scale. The interaction among particles is crucial to achieve this result, while the rate of entropy growth depends essentially on the single-particle chaotic dynamics (for t not too small). It is possible to interpret the basic features of the dynamics in terms of a suitable Markov approximation.Comment: 21 pages, 11 figures, submitted to Journal of Statistical Physic

Effects of vertical shear in modelling horizontal oceanic dispersion

The effect of vertical shear on the horizontal dispersion properties of passive tracer particles on the continental shelf of the South Mediterranean is investigated by means of observation and model data. In situ current measurements reveal that vertical gradients of horizontal velocities in the upper mixing layer decorrelate quite fast ( ∼  1 day), whereas an eddy-permitting ocean model, such as the Mediterranean Forecasting System, tends to overestimate such decorrelation time because of finite resolution effects. Horizontal dispersion, simulated by the Mediterranean sea Forecasting System, is mostly affected by: (1) unresolved scale motions, and mesoscale motions that are largely smoothed out at scales close to the grid spacing; (2) poorly resolved time variability in the profiles of the horizontal velocities in the upper layer. For the case study we have analysed, we show that a suitable use of deterministic kinematic parametrizations is helpful to implement realistic statistical features of tracer dispersion in two and three dimensions. The approach here suggested provides a functional tool to control the horizontal spreading of small organisms or substance concentrations, and is thus relevant for marine biology, pollutant dispersion as well as oil spill applications

Seascape connectivity of European anchovy in the Central Mediterranean Sea revealed by weighted Lagrangian backtracking and bio-energetic modelling

Ecological connectivity is one of the most important processes that shape marine populations and ecosystems, determining their distribution, persistence, and productivity. Here we use the synergy of Lagrangian back-trajectories, otolith-derived ages of larvae, and satellite-based chlorophyll-a to identify spawning areas of European anchovy from ichthyoplanktonic data, collected in the Strait of Sicily (Central Mediterranean Sea), i.e., the crucial channel in between the European and African continents. We obtain new evidence of ecosystem connectivity between North Africa and recruitment regions off the southern European coasts. We assess this result by using bio-energetic modeling, which predicts species-specific responses to environmental changes by producing quantitative information on functional traits. Our work gives support to a collaborative and harmonized use of Geographical Sub-Areas, currently identified by the General Fisheries Commission for the Mediterranean. It also confirms the need to incorporate climate and environmental variability effects into future marine resources management plans, strategies, and directives