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This paper is concerned with the filtering problem in continuous time. Three algorithmic solution approaches for this problem are reviewed: (i) the classical Kalman-Bucy filter, which provides an exact solution for the linear Gaussian problem; (ii) the ensemble Kalman-Bucy filter (EnKBF), which is an approximate filter and represents an extension of the Kalman-Bucy filter to nonlinear problems; and (iii) the feedback particle filter (FPF), which represents an extension of the EnKBF and furthermore provides for a consistent solution in the general nonlinear, non-Gaussian case. The common feature of the three algorithms is the gain times error formula to implement the update step (to account for conditioning due to the observations) in the filter. In contrast to the commonly used sequential Monte Carlo methods, the EnKBF and FPF avoid the resampling of the particles in the importance sampling update step. Moreover, the feedback control structure provides for error correction potentially leading to smaller simulation variance and improved stability properties. The paper also discusses the issue of nonuniqueness of the filter update formula and formulates a novel approximation algorithm based on ideas from optimal transport and coupling of measures. Performance of this and other algorithms is illustrated for a numerical example.
From monthly mean observatory data spanning 1957-2014, geomagnetic field secular variation values were calculated by annual differences. Estimates of the spherical harmonic Gauss coefficients of the core field secular variation were then derived by applying a correlation based modelling. Finally, a Fourier transform was applied to the time series of the Gauss coefficients. This process led to reliable temporal spectra of the Gauss coefficients up to spherical harmonic degree 5 or 6, and down to periods as short as 1 or 2 years depending on the coefficient. We observed that a k(-2) slope, where k is the frequency, is an acceptable approximation for these spectra, with possibly an exception for the dipole field. The monthly estimates of the core field secular variation at the observatory sites also show that large and rapid variations of the latter happen. This is an indication that geomagnetic jerks are frequent phenomena and that significant secular variation signals at short time scales - i.e. less than 2 years, could still be extracted from data to reveal an unexplored part of the core dynamics.
The global prevalence of rapid and extensive land use change necessitates hydrologic modelling methodologies capable of handling non-stationarity. This is particularly true in the context of Hydrologic Forecasting using Data Assimilation. Data Assimilation has been shown to dramatically improve forecast skill in hydrologic and meteorological applications, although such improvements are conditional on using bias-free observations and model simulations. A hydrologic model calibrated to a particular set of land cover conditions has the potential to produce biased simulations when the catchment is disturbed. This paper sheds new light on the impacts of bias or systematic errors in hydrologic data assimilation, in the context of forecasting in catchments with changing land surface conditions and a model calibrated to pre-change conditions. We posit that in such cases, the impact of systematic model errors on assimilation or forecast quality is dependent on the inherent prediction uncertainty that persists even in pre-change conditions. Through experiments on a range of catchments, we develop a conceptual relationship between total prediction uncertainty and the impacts of land cover changes on the hydrologic regime to demonstrate how forecast quality is affected when using state estimation Data Assimilation with no modifications to account for land cover changes. This work shows that systematic model errors as a result of changing or changed catchment conditions do not always necessitate adjustments to the modelling or assimilation methodology, for instance through re-calibration of the hydrologic model, time varying model parameters or revised offline/online bias estimation.
For a given subcritical discrete Schrodinger operator H on a weighted infinite graph X, we construct a Hardy-weight w which is optimal in the following sense. The operator H - lambda w is subcritical in X for all lambda < 1, null-critical in X for lambda = 1, and supercritical near any neighborhood of infinity in X for any lambda > 1. Our results rely on a criticality theory for Schrodinger operators on general weighted graphs.
For an arbitrary euclidean field F we introduce a central extension (G(F), Phi) of SL(2, F) admitting a left-ordering and study its algebraic properties. The elements of G(F) are order preserving bijections of the convex hull of Q in F. If F = R then G(F) is isomorphic to the classical universal covering group of the Lie group SL(2, R). Among other results we show that G(F) is a perfect group which possesses a rank 1 cone of exceptional type. We also prove that its centre is an infinite cyclic group and investigate its normal subgroups.
Background and objective Optimisation of hydrocortisone replacement therapy in children is challenging as there is currently no licensed formulation and dose in Europe for children under 6 years of age. In addition, hydrocortisone has non-linear pharmacokinetics caused by saturable plasma protein binding. A paediatric hydrocortisone formulation, Infacort (R) oral hydrocortisone granules with taste masking, has therefore been developed. The objective of this study was to establish a population pharmacokinetic model based on studies in healthy adult volunteers to predict hydrocortisone exposure in paediatric patients with adrenal insufficiency. Methods Cortisol and binding protein concentrations were evaluated in the absence and presence of dexamethasone in healthy volunteers (n = 30). Dexamethasone was used to suppress endogenous cortisol concentrations prior to and after single doses of 0.5, 2, 5 and 10 mg of Infacort (R) or 20 mg of Infacort (R)/hydrocortisone tablet/hydrocortisone intravenously. A plasma protein binding model was established using unbound and total cortisol concentrations, and sequentially integrated into the pharmacokinetic model. Results Both specific (non-linear) and non-specific (linear) protein binding were included in the cortisol binding model. A two-compartment disposition model with saturable absorption and constant endogenous cortisol baseline (Baseline (cort),15.5 nmol/L) described the data accurately. The predicted cortisol exposure for a given dose varied considerably within a small body weight range in individuals weighing < 20 kg. Conclusions Our semi-mechanistic population pharmacokinetic model for hydrocortisone captures the complex pharmacokinetics of hydrocortisone in a simplified but comprehensive framework. The predicted cortisol exposure indicated the importance of defining an accurate hydrocortisone dose to mimic physiological concentrations for neonates and infants weighing < 20 kg.
The simultaneous detection of energy, momentum and temporal information in electron spectroscopy is the key aspect to enhance the detection efficiency in order to broaden the range of scientific applications. Employing a novel 60 degrees wide angle acceptance lens system, based on an additional accelerating electron optical element, leads to a significant enhancement in transmission over the previously employed 30 degrees electron lenses. Due to the performance gain, optimized capabilities for time resolved electron spectroscopy and other high transmission applications with pulsed ionizing radiation have been obtained. The energy resolution and transmission have been determined experimentally utilizing BESSY II as a photon source. Four different and complementary lens modes have been characterized. (C) 2017 The Authors. Published by Elsevier B.V.
We prove finiteness and diameter bounds for graphs having a positive Ricci-curvature bound in the Bakry–Émery sense. Our first result using only curvature and maximal vertex degree is sharp in the case of hypercubes. The second result depends on an additional dimension bound, but is independent of the vertex degree. In particular, the second result is the first Bonnet–Myers type theorem for unbounded graph Laplacians. Moreover, our results improve diameter bounds from Fathi and Shu (Bernoulli 24(1):672–698, 2018) and Horn et al. (J für die reine und angewandte Mathematik (Crelle’s J), 2017, https://doi.org/10.1515/crelle-2017-0038) and solve a conjecture from Cushing et al. (Bakry–Émery curvature functions of graphs, 2016).
Lie group method in combination with Magnus expansion is utilized to develop a universal method applicable to solving a Sturm–Liouville Problem (SLP) of any order with arbitrary boundary conditions. It is shown that the method has ability to solve direct regular and some singular SLPs of even orders (tested up to order eight), with a mix of boundary conditions (including non-separable and finite singular endpoints), accurately and efficiently.
The present technique is successfully applied to overcome the difficulties in finding suitable sets of eigenvalues so that the inverse SLP problem can be effectively solved.
Next, a concrete implementation to the inverse Sturm–Liouville problem
algorithm proposed by Barcilon (1974) is provided. Furthermore, computational feasibility and applicability of this algorithm to solve inverse Sturm–Liouville problems of order n=2,4 is verified successfully. It is observed that the method is successful even in the presence of significant noise, provided that the assumptions of the algorithm are satisfied.
In conclusion, this work provides methods that can be adapted successfully for solving a direct (regular/singular) or inverse SLP of an arbitrary order with arbitrary boundary conditions.