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.     

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.     

Fabrication of material-independent morphology gradients for high-throughput applications

Gradient surfaces allow rapid, high-throughput investigations and systematic studies in many disparate fields, including biology, tribology and adhesion. We describe a novel method for the fabrication of material-independent morphology gradients, involving a two-step process of particle erosion followed by a chemical polishing procedure that preferentially removes features with a small radius of curvature as a function of time. Gradients are fabricated on aluminium surfaces, but they may be readily transferred to other materials via a replication technique, which allows for the production of identical roughness gradient samples with any chosen surface chemistry. The gradients have been characterized by means of scanning electron microscopy and optical profilometry. Standard roughness parameters (Ra, Rq, Rz, Sm and Sk) were calculated from optical profilometry data. The roughness has also been assessed over different wavelength windows by means of a fast Fourier transformation approach.     

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.     

A short and efficient synthesis of grisan

A three-step synthesis of grisan (spiro[benzofuran-2(3H)-1′-cyclohexane]), using methoxymethoxybenzene and 1-chloromethylcyclohexene as starting materials, is described.     

Acetylene weak bands at 2.5 μm from intracavity Cr:ZnSe laser absorption observed with time-resolved Fourier transform spectroscopy

The spectral dynamics of a mid-infrared multimode Cr(2+):ZnSe laser located in a vacuum sealed chamber containing acetylene at low pressure is analyzed by a stepping-mode high-resolution time-resolved Fourier transform interferometer. Doppler-limited absorption spectra of C(2)H(2) in natural isotopic abundance are recorded around 4000 cm(-1) with kilometric absorption path lengths and sensitivities better than 3 10(-8) cm(-1). Two cold bands are newly identified and assigned to the ν(1)+ν(4) (1) and ν(3)+ν(5) (1) transitions of (12)C(13)CH(2). The ν(1)+ν(5) (1) band of (12)C(2)HD and fourteen (12)C(2)H(2) bands are observed, among which for the first time ν(2)+2ν(4) (2)+ν(5) (-1).     

Latex particles bearing hydrophilic grafted hairs with controlled chain length and functionality synthesized by reversible addition–fragmentation chain transfer

A method is described for synthesizing latex particles with anchored hairs by the grafting of hydrophilic chains, synthesized by reversible addition–fragmentation chain transfer, onto functionalized latex particles. These have the potential to bind biologically active species. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 41: 1188–1195, 2003