Stability of the Optimal Solution to a Problem of Variational Assimilation with Error Covariance Matrices of Observational Data for a Sea Thermodynamics Model

A mathematical model of sea thermodynamics developed at the Institute of Numerical Mathematics of the Russian Academy of Sciences is considered. A problem of variational assimilation of daily-averaged sea surface temperature (SST) data with observational error covariance matrices is formulated and investigated. On the basis of variational assimilation of satellite observation data, an inverse problem of restoring the heat flux on the sea surface is solved. The stability of the optimal solution to the problem of variational data assimilation is studied, and the results of numerical experiments with the model for Baltic Sea dynamics are presented.     

Design and validation of an unmanned surface vehicle simulation model

In this paper we present a multiphysics simulation model of Halcyon, an autonomous unmanned surface vehicle (USV). The simulation model presented in this paper has been developed to rapidly progress the design, development and validation of Halcyon’s autonomy management system, particularly in challenging sea conditions. Using simulation for this purpose enables extensive testing across the full environmental operating envelope of the vessel, hence greatly reducing the need for real-world sea-trials. The simulator is comprised of a novel and comprehensive sea-surface wave environment model, a six degree of freedom nonlinear unified seakeeping and manoeuvring boat dynamics model, an actuation dynamics model, an autopilot and an interface with an autonomy management system. Results are presented that show good agreement between real-world and simulated sea-trials data.     

Well-Posedness of a Problem of Propagation of Nonlinear Acoustic-Gravity Waves in the Atmosphere Generated by Surface Pressure Variations

Currently there are many international microbarograph networks for high-resolution recording of wave pressure variations on the Earth’s surface. This arouses interest in wave propagation in the atmosphere generated by atmospheric pressure variations. A full system of nonlinear hydrodynamic equations for atmospheric gases with lower boundary conditions in the form of wavelike pressure variations on the Earth’s surface is considered. Since the wave amplitudes near the Earth’s surface are small, linearized equations are used in the analysis of well-posedness of the problem. With the help of a wave energy functional method, it is shown that in the non-dissipative case the solution to the boundary value problem is uniquely determined by the variable pressure field on the Earth’s surface. The corresponding dissipative problem is well-posed if, in addition to the pressure field, appropriate conditions on the velocity and temperature on the Earth’s surface are given. In the case of an isothermal atmosphere, the problem admits analytical solutions that are harmonic in the variables x and t. A good agreement between the numerical and analytical solutions is obtained. The study shows that the temperature and density can rapidly vary at the lower boundary of the boundary value problem. An example of solving the three-dimensional problem with variable pressure on the Earth’s surface taken from experimental observations is given. The developed algorithms and computer programs can be used to simulate atmospheric waves generated by pressure variations on the Earth’s surface.     

Investigation of the squeezing out of the current in some flows in coastal water-bearing layers

Mathematical models of certain flows of fresh ground waters, in a semi-infinite pressurized water-bearing layer, to a salt water sea (basin, reservoir, pot hole, etc.), above the surface of which there is a layer of fresh water, are considered within the framework of the two-dimensional theory of steady seepage. To investigate them, mixed boundary-value problems in the theory of analytic functions are formulated and solved using Polubarinova-Kochina's method. On the basis of these models, algorithms are developed for calculating the squeezing out (that is, the process of the forcing out of the seeping fresh waters by the heavier salt waters, leading to deformation of the interface of the liquids) in cases when the ground water flows enter the sea from the side and from below. A detailed analysis of the structure and characteristic features of the processes, as well as of the effect of all the physical characteristics of the models on the nature and degree of the squeezing out of the fresh water, is carried out using the exact analytical relations obtained as well as numerical calculations. In the special case when there is no layer of fresh water above the surface of the sea, a comparison of the results of the calculation is given for both inflow schemes, and the nature of the dependences of the degree of squeezing out of the water from the initial position of contact of the liquids is discussed.     

On calculation of seiche oscillations of the middle part of the Peter the Great gulf

Characteristics of barotropic seiche oscillations of the middle part of the Peter the Great gulf are considered with the use of a spectral-finite difference model. The model is based on a linearized system of shallow water equations. Difference approximation is carried out on an irregular triangular spatial grid. The numerical method involves solving the eigenvalue problem and is able to directly obtain a set of frequencies and the corresponding shapes of seiche oscillations. The grid computational domain covers the Amurskiy bay and the Ussuriyskiy bay. The Zolotoy Rog bay and the Alekseeva bay are described in more detail on the grid. The spatial-temporal characteristics of a number of seiche oscillations corresponding to well-defined peaks of the energy spectrum of the sea level data from the “Vladivostok” station of the Russian tsunami warning service are calculated and presented. The results of calculations for the Alekseeva bay are compared to the data of natural measurements and to the solution to the Cauchy problem.     

An allometric scaling law between gray matter and white matter of cerebral cortex

An allometric scaling relationship between cortical white and gray volumes is derived from a general model that describes brain’s remarkable efficiency and prodigious communications between brain areas. The model assumes that (1) a cell’s metabolic rate depends upon cell’s surface; (2) the overall basal metabolic rates of brain areas depend upon their fractal structures; (3) differential brain areas have same basal metabolic rate at slow wave sleep. The obtained allometric exponent scaling white matter to gray matter is 1.2, which is very much close to Zhang and Sejnowski’s observation data.     

Modelling the impact of wind stress and river discharge on Danshuei River plume

A three-dimensional, time-dependent, baroclinic, hydrodynamic and salinity model, UnTRIM, was performed and applied to the Danshuei River estuarine system and adjacent coastal sea in northern Taiwan. The model forcing functions consist of tidal elevations along the open boundaries and freshwater inflows from the main stream and major tributaries in the Danshuei River estuarine system. The bottom friction coefficient was adjusted to achieve model calibration and verification in model simulations of barotropic and baroclinic flows. The turbulent diffusivities were ascertained through comparison of simulated salinity time series with observations. The model simulation results are in qualitative agreement with the available field data.     

Fitting discrete phase-type distribution from censored and truncated observations with pre-specified hazard sequence

Phase-type distribution allows approximation of non-Markovian models, which permits to analyze complex systems under Markovian deterioration. In addition, reliability data is often composed of truncated and censored observations. This paper presents a novel approach that fits a restricted class of discrete phase-type distribution through pre-specified hazard sequence from incomplete observations. Numerical results are shown using Balakrishnan’s mimicked power transformers dataset. Furthermore, it can be used to fit transition probabilities of maintenance optimization’s Markov decision process models from incomplete reliability data.     

估计海冰厚度函数的一种辨识方法

提出一种采用海冰和海水温度观测数据来估计海冰厚度的辨识方法, 避免了因使用厚度数据所带来的种种局限性. 首先建立一个拟线性海冰-海水热力学系统, 得到了系统解的存在唯一性; 然后以该系统中描述海冰厚度函数的参数为辨识量, 以系统输出的温度和实际观测温度的偏差为目标泛函, 建立了以目标泛函为最小的参数辨识模型; 最后构造了以半隐式差分格式、遗传算法和Hooke-Jeeves算法相结合的数值算法, 得到了海冰厚度函数, 并对辨识量做了敏感性分析. 结果表明: 这种方法是有效可行的.     

A comprehensive general simulation of small twin screw displacement hull boats with validation

A comprehensive general simulation of small twin screw displacement hull boats is developed as a tool to estimate ship and actuator responses in support of developing and tuning of control systems. The general form of this model allows many small displacement hull vessels to be rapidly simulated by specifying a set of 17 vessel parameters. The response of the vessel in the surge, sway and yaw degrees of motion are estimated from parametric equations and data compiled from literature and, when not found in literature, inferred from sea trials. Model validation and tuning of the coefficients not found in literature is accomplished using manoeuvring and response data obtained in a series of sea trials. The parametric model proved to be accurate and, when compared with the sea trial data, model estimates have rms errors over the vessel operational range of 0.09 m/s and 0.02 m/s for surge velocity when moving in a straight line in forward and reverse, respectively. For rotating on a fixed point, the simulation overestimates the rotational velocity by 7.6% and has an rms error of 0.27°/s. Open loop circle tests show that with both propellers rotating at 580 rpm, the simulated vessel has a minimum turning radius of 24.4 m and can complete a circle in 44 s, which is 18% smaller and 8% faster than during sea trials. Simulated rotation with the engines in opposite gears at similar RPMs of 500 result in a complete revolution in 68 s, 3 s faster than during sea trials.     

利用贝叶斯网络提高港口国检查效率

提高港口国监控(PSC)的检查效率,本文研究了船舶固有属性(船舶年龄、船旗、船级社、船舶尺度)、港口国检查缺陷项与船舶事故间的影响关系。本文所使用的数据主要来自于英国劳氏船级社(LR)、国际海事组织(IMO)和东京谅解备忘录(Tokyo MOU)三个数据库,共5478条干散货船数据。利用贝叶斯网络(BN)构建模型,并分别采用Bayesian Network (BN)和Greedy thick thinning(GTT)算法构建网络模型。同时利用K-折交叉验证、对数似然函数(LL)、赤池信息量准则(AIC)和贝叶斯信息准则(BIC)对模型进行评估。结果表明船舶的固有属性和关键检查缺陷项对船舶事故均有较高的直接影响,而大多数的港口国监控检查缺陷之间具有相互影响,并且通过关键检查缺陷项对船舶事故产生间接影响。因此可以利用关键检查缺陷项优化港口国检验制度,提高检验效率。     

A model of hormonal regulation

A model of hormonal regulation comprising a system of three differential equations is constructed on the basis of physiological data. A qualitative analysis of the system is conducted and the existence conditions of a stable limiting cycle are derived. Numerical calculations show an adequate fit of the model to physiological observations.Simferopol' University. Translated from Dinamicheskie Sistemy, No. 10, pp. 83–88, 1992.     

Study of storm surge due to Typhoon Linda (1997) in the Gulf of Thailand using a three dimensional ocean model

Numerical integrations using the three dimensional ocean model based on the princeton ocean model (POM) were applied for the study of both sea level elevation and ocean circulation patterns forced by the wind fields during typhoons that moved over the Gulf of Thailand (GoT). The simulation concerned a case of Typhoon Linda which occurred during November 1-4, 1997. Typhoon Linda was one of the worst storms that passed the Gulf of Thailand and hit the southern coastal provinces of Thailand on November 3, 1997. It caused flooding and a strong wind covering large areas of agriculture and fisheries, which destroyed households, utilities and even human lives. The model is the time-dependent, primitive equation, Cartesian coordinates in a horizontal and sigma coordinate in the vertical. The model grid has 37 × 97 orthogonal curvilinear grid points in the horizontal, with variable spacing from 2 km near the head of the GoT to 55 km at the eastern boundary, with 10 sigma levels in the vertical conforming to a realistic bottom topography. Open boundary conditions are determined by using radiation conditions, and the sea surface elevation is prescribed from the archiving, validation and interpretation of satellite oceanographic data (AVISO). The initial condition is determined from the spin up phase of the first model run, which was executed by using wind stress calculated from climatological monthly mean wind, restoring-type surface heat and salt and climatological monthly mean freshwater flux. The model was run in spin up phase until an ocean model reached an equilibrium state under the applied force. A spatially variable wind field taken from the European Centre for Medium-Range Weather Forecasts (ECMWF) is used to compute the wind stress directly from the velocity fluctuations. Comparison of tendency between the sea surface elevations from model and the observed significant wave heights of moored buoys in the Gulf of Thailand under Seawatch project is investigated. The model predicts the sea level elevation up to 68.5 cm at the Cha-Am area located in the north of where the typhoon strands to the shore. Results of sea level elevation show that there is an area of peak set-up in the upper gulf, particularly in the western coast, and the effects of the storm surge are small at the lower gulf. During the entire period of this study, the surge in the gulf was induced by the northeasterly wind blowing over it.     

Cross-validation using the t statistic

One application area of regression analysis is simulation where the regression model may explain the relationship between the simulation model's inputs and outputs.However, whether or not the regression model is used in a simulation context, its validity can be tested by comparing the model's forecast to one or more new observations not used in the estimation of the model's parameters. The familiar Student or t statistic is proposed for this comparison, combined with a Bonferroni approach accounting for the presence of multiple, dependent validation observations.A ‘trick’ is used to obtain as many validation observations as possible. This trick is also known as cross-validation.Several Monte Carlo experiments are performed to study the α and β errors of the proposed validation procedure. The experimental results suggest that the procedure is worthwhile.     

第三方数据平台精准营销收费模式研究

第三方数据平台通过大数据分析技术为商家提供精准营销服务,本文研究了两个竞争商家通过同一个数据平台进行精准营销时,平台收费模式(费率佣金与按销量收费)对商家竞争以及平台与商家利润的影响。研究发现:1)费率佣金模式的绩效依赖于费率参数,在精准度高的情况下,它不能最大化平台与商家的利润。2)与费率佣金相比,按销量收费模式显著提高了商家的利润,并且平台与商家的利润都随费用参数的增加而增加。3)从收费模式选择的角度,精准度越高,按销量收费模式的优势越明显;费率佣金模式适用于垄断情况,而按销量收费模式更适用于竞争情况。4)费率佣金与按销量收费的结合可以实现平台与商家的共赢。研究结论为大数据驱动下的精准营销收费模式选择,以及“大数据平台”的盈利模式创新提供了理论参考。     

基于不均衡数据的小企业信用风险评价

小企业信用风险评价既是银行风险管理问题,又事关经济社会稳定。针对小企业贷款实践中,违约样本远少于非违约样本、且违约客户误判对银行影响较大的现实,采用不均衡支持向量机对小企业信用风险评价指标进行赋权,进而构建了能有效区分违约客户、非违约客户的评价模型。根据有无特定评价指标、特定评价指标数值变化对贷款小企业违约状态的影响程度赋权;反映了对违约状态影响越大、评价指标权重越大的赋权思路。将违约样本正确识别率、违约样本的准确率与查全率等因素作为支持向量机赋权模型中客户识别率的度量标准,改变了样本数据不均衡所导致的样本总体精度很高、违约样本精度反而不高的现象。研究结果表明:行业景气指数、资本固定化比率、净利润现金含量、恩格尔系数、营业利润率等评价指标对小企业信用风险的影响较大。     

An in-service primary teacher’s implementation of mathematical tasks: the case of length measurement and perimeter instruction

The purpose of this paper is to examine the cognitive demand levels of tasks used by an in-service primary teacher during length measurement and perimeter instruction and to examine a possible link between these tasks and the teacher’s mathematical knowledge in teaching. For this purpose, a case study approach was used and the data was drawn from classroom observations, semi-structured interviews, and field notes. Specific tasks from length measurement and perimeter instruction were presented and analyzed according to the Mathematical Tasks Framework. Then, how these tasks gave information about the teacher’s mathematical knowledge in teaching in the length measurement and perimeter topics was examined according to the Knowledge Quartet model. According to the findings of the study, the tasks used during length measurement and perimeter instruction were mostly categorized as low-level tasks. In addition, teacher’s mathematical knowledge in teaching affected the implementation of the tasks.     

The singing wineglass: an exercise in mathematical modelling

Lecturers in mathematical modelling courses are always on the lookout for new examples to illustrate the modelling process. A physical phenomenon, documented as early as the nineteenth century, was recalled: when a wineglass ‘sings’, waves are visible on the surface of the wine. These surface waves are used as an exercise in mathematical modelling. Based on assumptions about the wine in the glass and observations illustrated with photographs, a mathematical problem is set up. This problem includes a non-homogeneous Neumann boundary condition on the lateral side of the glass. The solution to the mathematical problem is animated using Mathematica?. The predictions of the model are tested by comparing them with the known facts. The predictions of the model agree with the actual observations.