On Variational Data Assimilation in Continuous Time

Variational data assimilation in continuous time is revisited. The central techniques applied in this paper are in part adopted from the theory of optimal nonlinear control. Alternatively, the investigated approach can be considered as a continuous time generalisation of what is known as weakly constrained four dimensional variational assimilation (WC--4DVAR) in the geosciences. The technique allows to assimilate trajectories in the case of partial observations and in the presence of model error. Several mathematical aspects of the approach are studied. Computationally, it amounts to solving a two point boundary value problem. For imperfect models, the trade off between small dynamical error (i.e. the trajectory obeys the model dynamics) and small observational error (i.e. the trajectory closely follows the observations) is investigated. For (nearly) perfect models, this trade off turns out to be (nearly) trivial in some sense, yet allowing for some dynamical error is shown to have positive effects even in this situation. The presented formalism is dynamical in character; no assumptions need to be made about the presence (or absence) of dynamical or observational noise, let alone about their statistics.Comment: 28 Pages, 12 Figure

Sensitivity And Out-Of-Sample Error in Continuous Time Data Assimilation

Data assimilation refers to the problem of finding trajectories of a prescribed dynamical model in such a way that the output of the model (usually some function of the model states) follows a given time series of observations. Typically though, these two requirements cannot both be met at the same time--tracking the observations is not possible without the trajectory deviating from the proposed model equations, while adherence to the model requires deviations from the observations. Thus, data assimilation faces a trade-off. In this contribution, the sensitivity of the data assimilation with respect to perturbations in the observations is identified as the parameter which controls the trade-off. A relation between the sensitivity and the out-of-sample error is established which allows to calculate the latter under operational conditions. A minimum out-of-sample error is proposed as a criterion to set an appropriate sensitivity and to settle the discussed trade-off. Two approaches to data assimilation are considered, namely variational data assimilation and Newtonian nudging, aka synchronisation. Numerical examples demonstrate the feasibility of the approach.Comment: submitted to Quarterly Journal of the Royal Meteorological Societ

Stochastic resonance in a suspension of magnetic dipoles under shear flow

We show that a magnetic dipole in a shear flow under the action of an oscillating magnetic field displays stochastic resonance in the linear response regime. To this end, we compute the classical quantifiers of stochastic resonance, i.e. the signal to noise ratio, the escape time distribution, and the mean first passage time. We also discuss limitations and role of the linear response theory in its applications to the theory of stochastic resonance.Comment: 17 pages, 5 figures, approved for publication in PR

Ion size effects on the electrokinetics of salt-free concentrated suspensions in ac fields

We analyze the influence of finite ion size effects in the response of a salt-free concentrated suspension of spherical particles to an oscillating electric field. Salt-free suspensions are just composed of charged colloidal particles and the added counterions released by the particles to the solution, that counterbalance their surface charge. In the frequency domain, we study the dynamic electrophoretic mobility of the particles and the dielectric response of the suspension. We find that the Maxwell-Wagner-O'Konski process associated with the counterions condensation layer, is enhanced for moderate to high particle charges, yielding an increment of the mobility for such frequencies. We also find that the increment of the mobility grows with ion size and particle charge. All these facts show the importance of including ion size effects in any extension attempting to improve standard electrokinetic models.Comment: J. Colloid Interface Sci., in press, 13 pages, 9 figure

Metastability of solitary roll wave solutions of the St. Venant equations with viscosity

We study by a combination of numerical and analytical Evans function techniques the stability of solitary wave solutions of the St. Venant equations for viscous shallow-water flow down an incline, and related models. Our main result is to exhibit examples of metastable solitary waves for the St. Venant equations, with stable point spectrum indicating coherence of the wave profile but unstable essential spectrum indicating oscillatory convective instabilities shed in its wake. We propose a mechanism based on ``dynamic spectrum'' of the wave profile, by which a wave train of solitary pulses can stabilize each other by de-amplification of convective instabilities as they pass through successive waves. We present numerical time evolution studies supporting these conclusions, which bear also on the possibility of stable periodic solutions close to the homoclinic. For the closely related viscous Jin-Xin model, by contrast, for which the essential spectrum is stable, we show using the stability index of Gardner--Zumbrun that solitary wave pulses are always exponentially unstable, possessing point spectra with positive real part.Comment: 42 pages, 9 figure

Existence and stability of viscoelastic shock profiles

We investigate existence and stability of viscoelastic shock profiles for a class of planar models including the incompressible shear case studied by Antman and Malek-Madani. We establish that the resulting equations fall into the class of symmetrizable hyperbolic--parabolic systems, hence spectral stability implies linearized and nonlinear stability with sharp rates of decay. The new contributions are treatment of the compressible case, formulation of a rigorous nonlinear stability theory, including verification of stability of small-amplitude Lax shocks, and the systematic incorporation in our investigations of numerical Evans function computations determining stability of large-amplitude and or nonclassical type shock profiles.Comment: 43 pages, 12 figure

Non-parametric foreground subtraction for 21cm epoch of reionization experiments

An obstacle to the detection of redshifted 21cm emission from the epoch of reionization (EoR) is the presence of foregrounds which exceed the cosmological signal in intensity by orders of magnitude. We argue that in principle it would be better to fit the foregrounds non-parametrically - allowing the data to determine their shape - rather than selecting some functional form in advance and then fitting its parameters. Non-parametric fits often suffer from other problems, however. We discuss these before suggesting a non-parametric method, Wp smoothing, which seems to avoid some of them. After outlining the principles of Wp smoothing we describe an algorithm used to implement it. We then apply Wp smoothing to a synthetic data cube for the LOFAR EoR experiment. The performance of Wp smoothing, measured by the extent to which it is able to recover the variance of the cosmological signal and to which it avoids leakage of power from the foregrounds, is compared to that of a parametric fit, and to another non-parametric method (smoothing splines). We find that Wp smoothing is superior to smoothing splines for our application, and is competitive with parametric methods even though in the latter case we may choose the functional form of the fit with advance knowledge of the simulated foregrounds. Finally, we discuss how the quality of the fit is affected by the frequency resolution and range, by the characteristics of the cosmological signal and by edge effects.Comment: 15 pages, 12 figures; lengthened and two figures added, to match version accepted by MNRA

Somitogenesis Clock-Wave Initiation Requires Differential Decay and Multiple Binding Sites for Clock Protein

Somitogenesis is a process common to all vertebrate embryos in which repeated blocks of cells arise from the presomitic mesoderm (PSM) to lay a foundational pattern for trunk and tail development. Somites form in the wake of passing waves of periodic gene expression that originate in the tailbud and sweep posteriorly across the PSM. Previous work has suggested that the waves result from a spatiotemporally graded control protein that affects the oscillation rate of clock-gene expression. With a minimally constructed mathematical model, we study the contribution of two control mechanisms to the initial formation of this gene-expression wave. We test four biologically motivated model scenarios with either one or two clock protein transcription binding sites, and with or without differential decay rates for clock protein monomers and dimers. We examine the sensitivity of wave formation with respect to multiple model parameters and robustness to heterogeneity in cell population. We find that only a model with both multiple binding sites and differential decay rates is able to reproduce experimentally observed waveforms. Our results show that the experimentally observed characteristics of somitogenesis wave initiation constrain the underlying genetic control mechanisms

Growth-induced buckling of an epithelial layer

We use a proof-of-concept experiment and two mathematical models to explore growth-induced tissue buckling, as may occur in colorectal crypt formation. Our experiment reveals how growth of a cultured epithelial monolayer on a thin flexible substrate can cause out-of-plane substrate deflections. We describe this system theoretically using a 'bilayer' model in which a growing cell layer adheres to a thin compressible elastic beam. We compare this with the 'supported-monolayer' model due to Edwards and Chapman (Bull Math Biol 69:1927-1942, 2007) for an incompressible expanding beam (representing crypt epithelium), which incorporates viscoelastic tethering to underlying stroma. We show that the bilayer model can exhibit buckling via parametric growth (in which the system passes through a sequence of equilibrium states, parameterised by the total beam length); in this case, non-uniformities in cell growth and variations in cell-substrate adhesion are predicted to have minimal effect on the shape of resulting buckled states. The supported-monolayer model reveals how competition between lateral supports and stromal adhesion influences the wavelength of buckled states (in parametric growth), and how non-equilibrium relaxation of tethering forces influences post-buckled shapes. This model also predicts that non-uniformities in growth patterns have a much weaker influence on buckled shapes than non-uniformities in material properties. Together, the experiment and models support the concept of patterning by growth-induced buckling and suggest that targeted softening of a growing cell layer provides greater control in shaping tissues than non-uniform growth