A probability-conserving cross-section biasing mechanism for variance reduction in Monte Carlo particle transport calculations

In Monte Carlo particle transport codes, it is often important to adjust reaction cross sections to reduce the variance of calculations of relatively rare events, in a technique known as non-analogous Monte Carlo. We present the theory and sample code for a Geant4 process which allows the cross section of a G4VDiscreteProcess to be scaled, while adjusting track weights so as to mitigate the effects of altered primary beam depletion induced by the cross section change. This makes it possible to increase the cross section of nuclear reactions by factors exceeding 10^4 (in appropriate cases), without distorting the results of energy deposition calculations or coincidence rates. The procedure is also valid for bias factors less than unity, which is useful, for example, in problems that involve computation of particle penetration deep into a target, such as occurs in atmospheric showers or in shielding

Variability and trends in surface meteorology and air–sea fluxes at a site off northern Chile

Author Posting. © American Meteorological Society, 2015. This article is posted here by permission of American Meteorological Society for personal use, not for redistribution. The definitive version was published in Journal of Climate 28 (2015): 3004–3023, doi:10.1175/JCLI-D-14-00591.1.Time series of surface meteorology and air–sea exchanges of heat, freshwater, and momentum collected from a long-term surface mooring located 1600 km west of the coast of northern Chile are analyzed. The observations, spanning 2000–10, have been withheld from assimilation into numerical weather prediction models. As such, they provide a unique in situ record of atmosphere–ocean coupling in a trade wind region characterized by persistent stratocumulus clouds. The annual cycle is described, as is the interannual variability. Annual variability in the air–sea heat flux is dominated by the annual cycle in net shortwave radiation. In austral summer, the ocean is heated; the 9-yr mean annual heating of the ocean is 38 W m−2. Ocean cooling is seen in 2006–08, coincident with La Niña events. Over the full record, significant trends were found. Increases in wind speed, wind stress, and latent heat flux over 9 yr were 0.8 m s−1, 0.022 N m−2, and 20 W m−2 or 13%, 29%, and 20% of the respective 9-yr means. The decrease in the annual mean net heat flux was 39 W m−2 or 104% of the mean. These changes were found to be largely associated with spring and fall. If this change persists, the annual mean net air–sea heat flux will change sign by 2016, when the magnitude of the wind stress will have increased by close to 60%.This work is supported by the NOAA Climate Observation Division (NA09OAR4320129)

Observations of the velocity response to wind forcing in the upper ocean

Also published as: Journal of Geophysical Research 86 (1981): 1969-1977The response of the horizontal velocity field to forcing by the local wind was observed in the upper 150 m of the ocean by profiling with vector measuring current meters from the Research Platform Flip as it drifted off the coast of California in January 1977. In the mixed layer, approximately 50 m deep, motion at frequencies lower than 0.1 cph was coherent with the wind stress. Rotary cross spectral analysis showed that the shear in the surface layer was related to the local wind stress and that the structure of the response at low frequencies was similar to but did not agree completely with the predictions of simple linear, eddy viscosity models.Prepared for the. Office of Naval Research under Contract N00014-75-C-0152

Is technical analysis in the foreign exchange market profitable? a genetic programming approach

Using genetic programming techniques to find technical trading rules, we find strong evidence of economically significant out-of-sample excess returns to those rules for each of six exchange rates, over the period 1981-1995. Further, when the dollar/deutschemark rules are allowed to determine trades in the other markets, there is a significant improvement in performance in all cases, except for the deutschemark/yen. Betas calculated for the returns according to various benchmark portfolios provide no evidence that the returns to these rules are compensation for bearing systematic risk. Bootstrapping results on the dollar/deutschemark indicate that the trading rules are detecting patterns in the data that are not captured by standard statistical models.Programming (Mathematics) ; Foreign exchange

Objectively analyzed air-sea heat fluxes for the global ice-free oceans (1981-2005)

Author Posting. © American Meteorological Society, 2007. This article is posted here by permission of American Meteorological Society for personal use, not for redistribution. The definitive version was published in Bulletin of the American Meteorological Society 88 (2007): 527-539, doi:10.1175/bams-88-4-527.A 25-yr (1981–2005) time series of daily latent and sensible heat fluxes over the global ice-free oceans has been produced by synthesizing surface meteorology obtained from satellite remote sensing and atmospheric model reanalyses outputs. The project, named Objectively Analyzed Air–Sea Fluxes (OAFlux), was developed from an initial study of the Atlantic Ocean that demonstrated that such data synthesis improves daily flux estimates over the basin scale. This paper introduces the 25-yr heat flux analysis and documents variability of the global ocean heat flux fields on seasonal, interannual, decadal, and longer time scales suggested by the new dataset. The study showed that, among all the climate signals investigated, the most striking is a long-term increase in latent heat flux that dominates the data record. The globally averaged latent heat flux increased by roughly 9 W m−2 between the low in 1981 and the peak in 2002, which amounted to about a 10% increase in the mean value over the 25-yr period. Positive linear trends appeared on a global scale, and were most significant over the tropical Indian and western Pacific warm pool and the boundary current regions. The increase in latent heat flux was in concert with the rise of sea surface temperature, suggesting a response of the atmosphere to oceanic forcing.The authors gratefully acknowledge support from NOAA through the Cooperative Institute for Climate and Oceanic Research (CICOR) at the Woods Hole Oceanographic Institution (WHOI). Supporting NOAA grants are from the Office of Climate Observations (OCO) and Climate Change Data and Detection (CCDD)

The variability and heat budget of the upper ocean under the Chile-Peru stratus

Author Posting. © Sears Foundation for Marine Research, 2007. This article is posted here by permission of Sears Foundation for Marine Research for personal use, not for redistribution. The definitive version was published in Journal of Marine Research 65 (2007): 607-637, doi:10.1357/002224007783649510.The persistent stratus clouds found west of Chile and Peru are important for the coupling of the ocean and atmosphere in the eastern Pacific and thus in the climate of the region. The relatively cool sea-surface temperatures found west of Peru and northern Chile are believed to play a role in maintaining the stratus clouds over the region. In October 2000 a buoy was deployed at 20S, 85W, a site near the center of the stratus region, in order to examine the variability of sea-surface temperature and the temporal evolution of the vertical structure of the upper ocean. The buoy was wellinstrumented and obtained accurate time series of the surface forcing as well as time series in the upper ocean of temperature, salinity, and velocity. The variability and the extent to which local forcing explains the temporal evolution of upper ocean structure and heat content was examined. The sources of heating (primarily surface fluxes with weaker contributions from Ekman convergence and transport) are found to be balanced by cooling from the gyre-scale circulation, an eddy flux divergence and vertical diffusion. The deduced eddy flux divergence term is bounded away from zero and represents an order one source of cooling (and freshening). We postulate that the eddy flux divergence represents the effect of the cold coherent eddies formed near the coast, which propagate westward and slowly decay. Direct advection of coastal upwelled water by Ekman transport is negligible. Thus the upwelled water does influence the offshore structure, but through the fluctuating mesoscale flow not the mean transport.Support for the buoy deployments and the analysis from NOAA is greatly appreciated (Grants NA17RJ1223 and NA17RJ1224)

Improved meteorological measurements from buoys and ships (IMET) : preliminary comparison of precipitation sensors

Rainfall data obtained from an optical rain gauge and a capacitive siphon rain gauge are analyzed and discussed. These sensors were developed for unattended use and are being considered for use at sea on ships and buoys.Funding was provided by the National Science Foundation under Grant No. OCE-87-0961

Drifting vertical current meter, moored aanderaa thermistor chain, and XBT data : Jasin 1978 Atlantis-II cruise (102)

The report presents summaries of three data sets taken at and in the vicinity of the oceanographic moorings deployed in the 1978 Joint Air-Sea Inte raction Project (JASIN). The data sets are: (1) the temperature, pressure and vertical motion records from the freely drifting Vertical Current Meters (VCMs) deployed from the ATLANTIS II, (2) the temperature data from the Aanderaa thermistor chains on W.H.O.I. mooring 653, designated as JASIN mooring W3, and (3) the expendable bathythermograph (XBT) data collected from the ATLANTIS II while participating in the JASIN Project.Prepared for the Office of Naval Research under Contract N00014-76-C-0197; NR 083- 400 and for the National Science Foundation under Grant OCE 77-25803

Correction to “Intraseasonal variability near 10°N in the eastern tropical Pacific Ocean”

Author Posting. © American Geophysical Union, 2007. This article is posted here by permission of American Geophysical Union for personal use, not for redistribution. The definitive version was published in Journal of Geophysical Research 112 (2007): C03011, doi:10.1029/2007JC004135