Bridging the ensemble Kalman and particle filter

In many applications of Monte Carlo nonlinear filtering, the propagation step is computationally expensive, and hence, the sample size is limited. With small sample sizes, the update step becomes crucial. Particle filtering suffers from the well-known problem of sample degeneracy. Ensemble Kalman filtering avoids this, at the expense of treating non-Gaussian features of the forecast distribution incorrectly. Here we introduce a procedure which makes a continuous transition indexed by gamma in [0,1] between the ensemble and the particle filter update. We propose automatic choices of the parameter gamma such that the update stays as close as possible to the particle filter update subject to avoiding degeneracy. In various examples, we show that this procedure leads to updates which are able to handle non-Gaussian features of the prediction sample even in high-dimensional situations

A gyrokinetic model for the plasma periphery of tokamak devices

A gyrokinetic model is presented that can properly describe strong flows, large and small amplitude electromagnetic fluctuations occurring on scale lengths ranging from the electron Larmor radius to the equilibrium perpendicular pressure gradient scale length, and large deviations from thermal equilibrium. The formulation of the gyrokinetic model is based on a second order description of the single charged particle dynamics, derived from Lie perturbation theory, where the fast particle gyromotion is decoupled from the slow drifts, assuming that the ratio of the ion sound Larmor radius to the perpendicular equilibrium pressure scale length is small. The collective behavior of the plasma is obtained by a gyrokinetic Boltzmann equation that describes the evolution of the gyroaveraged distribution function and includes a non-linear gyrokinetic Dougherty collision operator. The gyrokinetic model is then developed into a set of coupled fluid equations referred to as the gyrokinetic moment hierarchy. To obtain this hierarchy, the gyroaveraged distribution function is expanded onto a velocity-space Hermite-Laguerre polynomial basis and the gyrokinetic equation is projected onto the same basis, obtaining the spatial and temporal evolution of the Hermite-Laguerre expansion coefficients. The Hermite-Laguerre projection is performed accurately at arbitrary perpendicular wavenumber values. Finally, the self-consistent evolution of the electromagnetic fields is described by a set of gyrokinetic Maxwell's equations derived from a variational principle, with the velocity integrals of the gyroaveraged distribution function explicitly evaluated

Cross-correlation of WMAP7 and the WISE Full Data Release

We measured the cross-correlation of the Wilkinson Microwave Anisotropy Probe (WMAP) 7 year temperature map and the full sky data release of the Wide-field Infrared Survey Explorer (WISE) galaxy map. Using careful mapmaking and masking techniques we find a positive cross-correlation signal. The results are fully consistent with a Lambda-CDM Universe, although not statistically significant. Our findings are robust against changing the galactic latitude cut from |b|>10 to |b|>20 and no color dependence was detected when we used WMAP Q, V or W maps. We confirm higher significance correlations found in the preliminary data release. The change in significance is consistent with cosmic variance.Comment: 5 pages, 4 figures, Accepted for publication in MNRAS Letter

Energy Loss from a Moving Vortex in Superfluid Helium

We present measurements on both energy loss and pinning for a vortex terminating on the curved surface of a cylindrical container. We vary surface roughness, cell diameter, fluid velocity, and temperature. Although energy loss and pinning both arise from interactions between the vortex and the surface, their dependences on the experimental parameters differ, suggesting that different mechanisms govern the two effects. We propose that the energy loss stems from reconnections with a mesh of microscopic vortices that covers the cell wall, while pinning is dominated by other influences such as the local fluid velocity.Comment: 8 pages, 6 figure

Methodologies for self-organising systems:a SPEM approach

We define ’SPEM fragments’ of five methods for developing self-organising multi-agent systems. Self-organising traffic lights controllers provide an application scenario

Mantle heterogeneity during the formation of the North Atlantic Igneous Province: Constraints from trace element and Sr-Nd-Os-O isotope systematics of Baffin Island picrites

Sr-Nd-Os-O isotope and major and trace element data from ~62 Ma picrites from Baffin Island constrain the composition of mantle sources sampled at the inception of North Atlantic Igneous Province (NAIP) magmatism. We recognize two compositional types. Depleted (N-type) lavas have low 87Sr/86Sri (0.702990–0.703060) and 187Os/188Osi (0.1220–0.1247) and high 143Nd/144Ndi (0.512989–0.512999) and are depleted in incompatible elements relative to primitive mantle. Enriched (E-type) lavas have higher 87Sr/86Sri (0.703306–0.703851) and 187Os/188Osi (0.1261–0.1303), lower 143Nd/144Ndi (0.512825–0.512906), and incompatible element concentrations similar to, or more enriched than, primitive mantle. There is also a subtle difference in oxygen isotope composition; E-type lavas are marginally lower in δ18Oolivine value (5.16–4.84‰) than N-type lavas (5.15–5.22‰). Chemical and isotopic variations between E- and N-type lavas are inconsistent with assimilation of crust and/or subcontinental lithospheric mantle and appear to instead reflect mixing between melts derived from two distinct mantle sources. Strontium-Nd-O isotope compositions and incompatible trace element abundances of N-type lavas suggest these are largely derived from the depleted upper mantle. The 187Os/188Osi ratios of N-type lavas can also be explained by such a model but require that the depleted upper mantle had γOs of approximately −5 to −7 at 62 Ma. This range overlaps the lowest γOs values measured in abyssal peridotites. Baffin Island lava compositions are also permissive of a model involving recharging of depleted upper mantle with 3He-rich material from the lower mantle (Stuart et al., Nature, 424, 57–59, 2003), with the proviso that recharge had no recognizable effect on the lithophile trace element and Sr-Nd-Os-O isotope composition. The origin of the enriched mantle component sampled by Baffin Island lavas is less clear but may be metasomatized and high-temperature-altered recycled oceanic lithosphere transported within the proto Iceland plume. Differences between Baffin Island lavas and modern Icelandic basalts suggest that a range of enriched and depleted mantle sources have been tapped since the inception of magmatism in the province. Similarities between Baffin Island lavas erupted and those of similar age from East and West Greenland also suggest that the enriched component in Baffin Island lavas may have been sampled by lavas erupted over a wide geographic range

Frequency Of Development Of Connective Tissue Disease In Statin-Users Versus Nonusers

Statins have pleiotropic properties that may affect the development of connective tissue diseases (CTD). The objective of this study was to compare the risk of CTD diagnoses in statin users and nonusers. This study was a propensity score-matched analysis of adult patients (30 to 85 years old) in the San Antonio military medical community. The study was divided into baseline (October 1, 2003 to September 30, 2005), and follow-up (October 1, 2005 to March 5, 2010) periods. Statin users received a statin prescription during fiscal year 2005. Nonusers did not receive a statin at any time during the study. The outcome measure was the occurrence of 3 diagnosis codes of the International Classification of Diseases, 9th Revision, Clinical Modification consistent with CTD. We described co-morbidities during the baseline period using the Charlson Comorbidity Index. We created a propensity score based on 41 variables. We then matched statin users and nonusers 1:1, using a caliper of 0.001. Of 46,488 patients who met study criteria (13,640 statin users and 32,848 nonusers), we matched 6,956 pairs of statin users and nonusers. Matched groups were similar in terms of patient age, gender, incidence of co-morbidities, total Charlson Comorbidity Index, health care use, and medication use. The odds ratio for CTD was lower in statin users than nonusers (odds ratio: 0.80; 95% confidence interval: 0.64 to 0.99; p = 0.05). Secondary analysis and sensitivity analysis confirmed these results. In conclusion, statin use was associated with a lower risk of CTD. Published by Elsevier Inc.Pharmac

Rotordynamic coefficients and leakage flow of parallel grooved seals and smooth seals

Based on Childs finite length solution for annular plain seals an extension of the bulk flow theory is derived to calculate the rotordynamic coefficients and the leakage flow of seals with parallel grooves in the stator. Hirs turbulent lubricant equations are modified to account for the different friction factors in circumferential and axial direction. Furthermore an average groove depth is introduced to consider the additional circumferential flow in the grooves. Theoretical and experimental results are compared for the smooth constant clearance seal and the corresponding seal with parallel grooves. Compared to the smooth seal the direct and cross-coupled stiffness coefficients as well as the direct damping coefficients are lower in the grooved seal configuration. Leakage is reduced by the grooving pattern