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Testing and Modelling Autoregressive Conditional Heteroskedasticit...

By: P. H. A. J. M Van Gelder; J. K. Vrijling; J. Ma; W. Wang

Description: Faculty of Water Resources and Environment, Hohai University, Nanjing, 210098, China. Conventional streamflow models operate under the assumption of constant variance or season-dependent variances (e.g. ARMA (AutoRegressive Moving Average) models for deseasonalized streamflow series and PARMA (Periodic AutoRegressive Moving Average) models for seasonal streamflow series). However, with McLeod-Li test and Engle's Lagrange Multiplier test, clear evidences ...

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On Ion-cyclotron-resonance Heating of the Corona and Solar Wind : ...

By: C.-y. Tu; E. Marsch; C. Vocks

Description: Max-Planck-Institut für Aeronomie, Katlenburg-Lindau, Germany. This paper concisely summarizes and critically reviews recent work by the authors on models of the heating of the solar corona by resonance of ions with high-frequency waves (up to the proton cyclotron frequency). The quasi-linear theory of pitch angle diffusion is presented in connection with relevant solar wind proton observations. Hybrid fluid-kinetic model equations, which...

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Resurrecting Dead-water Phenomenon : Volume 18, Issue 2 (11/03/2011)

By: T. Dauxois; M. J. Mercier; R. Vasseur

Description: Université de Lyon, Laboratoire de Physique de l'École Normale Supérieure de Lyon, CNRS, France. We revisit experimental studies performed by Ekman on dead-water (Ekman, 1904) using modern techniques in order to present new insights on this peculiar phenomenon. We extend its description to more general situations such as a three-layer fluid or a linearly stratified fluid in presence of a pycnocline, showing the robustness of dead-water phenomenon. We ob...

Baines, P. G.: Topographic Effects in Stratified Flows, Cambridge University Press, 1995.; Chomaz, J. M., Bonneton, P., and Hopfinger, E. J.: The structure of the near wake of a sphere moving horizontally in a stratified fluid, J. Fluid Mech., 254, 1–21, 1993.; Dalziel, S. B., Hughes, G. O., and Sutherland, B. R.: Whole-field density measurements by synthetic {S}chlieren, Exp. Fluids, 28, 322–335, 2000.; Dalziel, S. B., Carr, M., Sveen, J. K., and Davies, P. A.: Simultan...

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A Non-linear and Stochastic Response Surface Method for Bayesian E...

By: F. Hossain; K.-h. Lee; E. N. Anagnostou

Description: University of Connecticut, Department of Civil and Environmental Engineering, Storrs, Connecticut, USA. This study presents a simple and efficient scheme for Bayesian estimation of uncertainty in soil moisture simulation by a Land Surface Model (LSM). The scheme is assessed within a Monte Carlo (MC) simulation framework based on the Generalized Likelihood Uncertainty Estimation (GLUE) methodology. A primary limitation of using the GLUE method is the proh...

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Controlling Thermal Chaos in the Mantle by Positive Feedback from ...

By: D. A. Yuen; E. S. G. Rainey; F. Dubuffet

Description: Minnesota Supercomputing Institute and Dept. of Geology and Geophysics, University of Minnesota, Minneapolis, MN 55415-1227, USA. The thermal conductivity of mantle materials has two components, the lattice component klat from phonons and the radiative component krad due to photons. These two contributions of variable thermal conductivity have a nonlinear dependence in the temperature, thus endowing the...

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A Nonextensive Entropy Path to Probability Distributions in Solar ...

By: M. P. Leubner; Z. Vörös

Description: Space Research Institute, Austrian Academy of Sciences, Graz, Austria. The observed scale dependence of the probability distributions of the differences of characteristic solar wind variables is analyzed. Intermittency of the turbulent fluctuations at small-scale spatial separations is accompanied by strongly non-Gaussian distributions that turn into a normal distribution for large-scale separation. Conventional theoretical models are subject to insuffi...

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Horizontal Circulation and Jumps in Hamiltonian Wave Models : Volu...

By: J. Van Der Vegt; O. Bokhove; E. Gagarina

Description: Department of Applied Mathematics, University of Twente, Enschede, the Netherlands. We are interested in the modelling of wave-current interactions around surf zones at beaches. Any model that aims to predict the onset of wave breaking at the breaker line needs to capture both the nonlinearity of the wave and its dispersion. We have therefore formulated the Hamiltonian dynamics of a new water wave model, incorporating both the shallow water and pure pote...

Ali, A. and Kalisch, H. : Energy balance for undular bores, C. R. Mecanique, 338, 67–70, doi:10.1016/j.crme.2010.02.003, 2010; Bokhove, O., Gagarina, E., Zweers, W., and Thornton, A.: Bore-Soliton-Splash: van spektakel naar oceaangolf, Ned. Tijdschrift voor Natuurkunde, Popular version, 77, 450–454, available at: http://eprints.eemcs.utwente.nl/20683/ (last access:...

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Flow Partitioning and Unstable Divergence in Fluviokarst Evolution...

By: M. D. Walls; J. D. Phillips

Description: Tobacco Road Research Team, Department of Geography, University of Kentucky, Lexington, KY 40506-0027, USA. In fluviokarst landscapes flow may be partitioned into its surface and subsurface components as well as into diffuse and concentrated flow. The competition among these is hypothesized to be responsible for the divergence of the landscape in a fluviokarst region of central Kentucky into depression-rich, unchannelled karst-rich and channel-poor (KRC...

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Scaling Property of Ideal Granitic Sequences : Volume 14, Issue 3 ...

By: F. Agterberg; Q. Cheng; D. Xu

Description: State Key Laboratory of Geological Processes and Mineral Resources, China University of Geosciences, Wuhan (430074), China. Quantification of granite textures and structures using a mathematical model for characterization of granites has been a long-term attempt of mathematical geologists over the past four decades. It is usually difficult to determine the influence of magma properties on mineral crystallization forming fined-grained granites due to its ...

Banavar, J. R., Damuth, J., Maritan, A., et al.: Scaling in ecosystems and the linkage of macroecological laws, Phys. Rev. Lett., 98(6), 068104, doi:10.1103/PhysRevLett.98.068104, 2007.; Benguicui, L. and Blumenfeld-Lieberthal, E.: From lognormal distribution to power law: A new classification of the size distributions, Int. J. Modern Phys. C, 17(10), 1429–1436 2006.; Bohez, E. L. J.: Two level cluster analysis based on fractal dimension and iteratedfunction systems (IFS...

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Spatio-temporal Error Growth in the Multi-scale Lorenz'96 Model : ...

By: M. A. Rodríguez; J. Fernández; J. M. Gutiérrez; S. Herrera

Description: University of Cantabria, Department of Applied Mathematics, 39005 Santander, Spain. The influence of multiple spatio-temporal scales on the error growth and predictability of atmospheric flows is analyzed throughout the paper. To this aim, we consider the two-scale Lorenz'96 model and study the interplay of the slow and fast variables on the error growth dynamics. It is shown that when the coupling between slow and fast variables is weak the slow variab...

Baker, G. and Gollub, J.: Chaotic dynamics: an introduction, Cambridge University Press, UK, 1996.; Fernández, J., Primo, C., Cofino, A. S., Rodríguez, M. A., and Gutiérrez, J. M.: MVL Spatiotemporal analysis for model intercomparison in EPS. Application to the DEMETER multi-model ensemble, Clim. Dynam., 33, 233–243, 2008.; Gutiérrez, J. M., Primo, C., Rodr\'{i}guez, M. A., and Fernández, J.: Spatiotemporal characterization of Ensemble Prediction Systems – the Mean-Varia...

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Magnetic Holes in the Solar Wind Between 0.3 Au and 17 Au : Volume...

By: N. F. Ness; K. Baumgärtel; F. M. Neubauer; K. Sperveslage

Description: Institut für Geophysik und Meteorologie, Universität zu Köln, D-50923, Germany. Magnetic holes (MHs) are depressions of the magnetic field magnitude. Turner et al. (1977) identified the first MHs in the solar wind and determined an occurrence rate of 1.5 MHs/d. Winterhalter et al. (1994) developed an automatic identification criterion to search for MHs in Ulysses data in the solar wind between 1 AU and 5.4 AU. We adopt their criterion to expand the sear...

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Statistical Measures of Distribution Patterns of Silicon and Calci...

By: T. Klenke; J. A. Freund; U. Feudel; K. Bube

Description: Institut für Chemie und Biologie des Meeres, Carl von Ossietzky Universität Oldenburg, Germany. We analyze electron microscope X-ray spectroscopy data of recent supratidal marine sediments. Statistical measures are used to characterize the distribution of silicon and calcium in different layers of the sediments. We also use cluster analysis and symbolic dynamics to filter measurement noise and to classify different density regions. This allows to cal...

Allain, C. and Cloitre, M.: Characterizing the lacunarity of random and deterministic fractal sets, Phys. Rev. A, 44, 3552–3558, 1991.; Anguy, Y., Ehrlich, R., Ahmadi, A., and Quintard, M.: On the ability of a class of random models to portray the structural features of real, observed, porous media in relation to fluid flow, Cement and Concrete Composites, 23, 313–330, 2001.; Block, A., von Bloh, W., Klenke, T., and Schellnhuber, H J.: Multifractal Analysis of the Microd...

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Determining the Verse of Magnetic Turbulent Cascades in the Earth'...

By: E. Yordanova; M. Materassi; A. Wernik

Description: Istituto dei Sistemi Complessi del CNR, Florence, Italy. The inter-scale coupling in the dynamics of the magnetic field in the Earth's magnetospheric cusp is studied with the technique of transfer entropy. This is a non-linear data analysis technique conceived to determine which is the process that plays the role of the dynamical driver between two processes interacting.

The time series of the magnetic field components measured along the traj...

Farge, M., Kevlahan, N. K.-N., Perrier, V., and Schneider, K.: Turbulence analysis, modeling and computing using wavelets, in: Wavelets in physics, edited by: van den Berg, J. C., Cambridge University Press, 1999.; Farge, M.: Wavelet transforms and their application to turbulence, Annu. Rev. Fluid. Mech., 24, 395–457, 1992.; Frisch, U.: Turbulence, the legacy of A. N. Kolmogorov, Cambridge University Press, 1995.; Torrence, C. and Compo, G. P.: A practical guide to wavel...

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Characterisation of Long-term Climate Change by Dimension Estimate...

By: R. Donner; A. Witt

Description: Nonlinear Dynamics Group, Department of Physics, University of Potsdam, Am Neuen Palais 10, 14469 Potsdam, Germany. The problem of extracting climatically relevant information from multivariate geological records is tackled by characterising the eigenvalues of the temporarily varying correlation matrix. From these eigenvalues, a quantitative measure, the linear variance decay (LVD) dimension density, is derived. The LVD dimension density is shown to serv...

Abarbanel, H. D. I.: Analysis of Observed Chaotic Data, Springer, New York, 1996.; Aitchinson, J.: The Statistical Analysis of Compositional Data, Chapman and Hall, London, 1986.; Barrett, P. and Anderson, J. B.: Grain-size analysis of samples from CRP-2/2A, Victoria Land Basin, Antarctica, Terra Antartica, 7(3), 373–378, 2000.; Barrett, P. and Anderson, J. B.: Frequency percent in each size class for grain size analysis of sediment core CRP-2/2A (Table~1), PANGAEA datab...

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Combining Inflation-free and Iterative Ensemble Kalman Filters fo...

By: M. Bocquet; P. Sakov

Description: Université Paris-Est, CEREA joint laboratory École des Ponts ParisTech and EDF R&D, France. The finite-size ensemble Kalman filter (EnKF-N) is an ensemble Kalman filter (EnKF) which, in perfect model condition, does not require inflation because it partially accounts for the ensemble sampling errors. For the Lorenz '63 and '95 toy-models, it was so far shown to perform as well or better than the EnKF with an optimally tuned inflation. The iterative ens...

Anderson, J. L. and Anderson, S. L.: A {M}onte {C}arlo Implementation of the Nonlinear Filtering Problem to Produce Ensemble Assimilations and Forecasts, Mon. Weather Rev., 127, 2741–2758, 1999.; Bocquet, M.: Ensemble Kalman filtering without the intrinsic need for inflation, Nonlin. Processes Geophys., 18, 735–750, doi:10.5194/npg-18-735-2011, 2011.; Borwein, J. M. and Lewis, A. S.: Convex analysis and nonlinear opti...

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Propagation Regimes of Interfacial Solitary Waves in a Three-layer...

By: A. A. Kurkin; E. A. Rouvinskaya; T. Soomere; O. E. Kurkina

Description: Nizhny Novgorod State Technical University n.a. R. Alekseev, Nizhny Novgorod, Russia. Long weakly nonlinear finite-amplitude internal waves in a fluid consisting of three inviscid immiscible layers of arbitrary thickness and constant densities (stable configuration, Boussinesq approximation) bounded by a horizontal rigid bottom from below and by a rigid lid at the surface are described up to the second order of perturbation theory in small paramete...

Apel, J. R., Ostrovsky, L. A., Stepanyants, Y. A., and Lynch, J. F.: Internal solitons in the ocean and their effect on underwater sound, J. Acoust. Soc. Am., 121, 695–722, 2007.; Bogucki, D. J. and Redekopp, L. G.: A mechanism for sediment resuspension by internal solitary waves, Geophys. Res. Lett., 26, 1317–1320, 1999.; Camassa, R., Rusas, P.-O., Saxen, A., and Tiron, R.: Fully nonlinear periodic internal waves in a two-fluid system of finite depth, J. Fluid Mech., 65...

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Nonlinear Multivariable Analysis of Soi and Local Precipitation an...

By: K. Jinno; R. Berndtsson; A. Kawamura; Y.-h. Jin

Description: Department of Water Resources Engineering, Lund University, Box 118 221 00 Lund, Sweden. Global climate variability affects important local hydro-meteorological variables like precipitation and temperature. The Southern Oscillation (SO) is an easily quantifiable major driving force that gives impact on regional and local climate. The relationships between SO and local climate variation are, however, characterized by strongly nonlinear processes. Due to t...

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Preface International Workshops on Nonlinear Waves and Chaos in Sp...

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On the Influence of Spatial Sampling on Climate Networks : Volume ...

By: L. Tupikina; V. Stolbova; K. Rehfeld; J. Kurths; N. Molkenthin

Description: PIK Potsdam Institute of Climate Impact Research, P.O. Box 601203, 14412 Potsdam, Germany. Climate networks are constructed from climate time series data using correlation measures. It is widely accepted that the geographical proximity, as well as other geographical features such as ocean and atmospheric currents, have a large impact on the observable time-series similarity. Therefore it is to be expected that the spatial sampling will influence the rec...

Barthélemy, M.: Spatial networks, Phys. Rep., 499, 1–101, doi:10.1016/j.physrep.2010.11.002, 2011.; Boccaletti, S., Latora, V., Moreno, Y., Chavez, M., and Hwang, D.: Complex networks: Structure and dynamics, Phys. Rep., 424, 175–308, doi:10.1016/j.physrep.2005.10.009, 2006.; Dippé, M. and Wold, E.: Antialiasing through stochastic sampling, ACM Siggraph...

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Electron Acoustic Solitons in the Earth's Magnetotail : Volume 11,...

By: S. V. Singh; R. V. Reddy; G. S. Lakhina; S. G. Tagare

Description: Applied Mathematics, Shadan Institue of P. G. Studies, Khairatabad, Hyderabad 5000004, India. Small amplitude electron - acoustic solitons are studied in a magnetized plasma consisting of two types of electrons, namely cold electron beam and background plasma electrons and two temperature ion plasma. The analysis predicts rarefactive solitons. The model may provide a possible explanation for the perpendicular polarization of the low-frequency component ...

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