Topics in data assimilation: Stochastic processes

Stochastic models with varying degrees of complexity are increasingly widespread in the oceanic and atmospheric sciences. One application is data assimilation, i.e., the combination of model output with observations to form the best picture of the system under study. For any given quantity to be estimated, the relative weights of the model and the data will be adjusted according to estimated model and data error statistics, so implementation of any data assimilation scheme will require some assumption about errors, which are considered to be random. For dynamical models, some assumption about the evolution of errors will be needed. Stochastic models are also applied in studies of predictability.

The formal theory of stochastic processes was well developed in the last half of the twentieth century. One consequence of this theory is that methods of simulation of deterministic processes cannot be applied to random processes without some modification. In some cases the rules of ordinary calculus must be modified.

The formal theory was developed in terms of mathematical formalism that may be unfamiliar to many oceanic and atmospheric scientists. The purpose of this article is to provide an informal introduction to the relevant theory, and to point out those situations in which that theory must be applied in order to model random processes correctly.     

One-dimensional non-nearest-neighbor random walks in the presence of traps

A one-dimensional lattice random walk in the presence ofm equally spaced traps is considered. The step length distribution is a symmetric exponential. An explicit analytic expression is obtained for the probability that the random walk will be trapped at thejth trapping site.     

The Geometry of the Newton Method on Non-Compact Lie Groups

An important class of optimization problems involve minimizing a cost function on a Lie group. In the case where the Lie group is non-compact there is no natural choice of a Riemannian metric and it is not possible to apply recent results on the optimization of functions on Riemannian manifolds. In this paper the invariant structure of a Lie group is exploited to provide a strong interpretation of a Newton iteration on a general Lie group. The paper unifies several previous algorithms proposed in the literature in a single theoretical framework. Local asymptotic quadratic convergence is proved for the algorithms considered.     

High-energy electron pair production on oxygen

Electron-positron pair production cross sections are calculated for 50-MeV electrons incident on an oxygen nucleus. The symmetric coplanar cross sections are emphasized. Neglecting exchange, the spectra of forward-scattered projectile electrons is numerically calculated. In the extreme relativistic and nonrelativistic limits for the produced pair kinetic energies, calculated cross sections are similar to those of Bhabha.     

Fluid and diffusion limits for transient sojourn times of processor sharing queues with time varying rates

We provide an approximate analysis of the transient sojourn time for a processor sharing queue with time varying arrival and service rates, where the load can vary over time, including periods of overload. Using the same asymptotic technique as uniform acceleration as demonstrated in [12] and [13], we obtain fluid and diffusion limits for the sojourn time of the M_t/M_t/1 processor-sharing queue. Our analysis is enabled by the introduction of a “virtual customer” which differs from the notion of a “tagged customer” in that the former has no effect on the processing time of the other customers in the system. Our analysis generalizes to non-exponential service and interarrival times, when the fluid and diffusion limits for the queueing process are known.     

Large Discrepancy In Homogenous Quasi-Arithmetic Progressions

We prove that the class of homogeneous quasi-arithmetic progressions has unbounded discrepancy. That is, we show that given any 2-coloring of the natural numbers and any positive integer D, one can find a real number α≥1 and a set of natural numbers of the form {0, [α], [2α], [3α], . . . , [kα]} so that one color appears at least D times more than the other color. This was already proved by Beck in 1983, but the proof given here is somewhat simpler and gives a better bound on the discrepancy.     

Nonaqueous diazotization of 4-amino-3-arylisothiazole-5-carboxylate esters

4-Amino-3-arylisothiazole-5-carboxylate esters are converted to the corresponding desamino, chloro, bromo, and iodo esters by processes involving nonaqueous diazotization. These related procedures open up the possibility for the conversion of readily available heterocyclic ortho-amino esters and nitriles to related heterocyclic derivatives, which are not easily obtained by alternate routes.