Application of saddlepoint approximation in reliability analysis of dynamic systems

The application of the saddlepoint approximation to reliability analysis of dynamic systems is investigated. The failure event in reliability problems is formulated as the exceedance of a single performance variable over a prescribed threshold level. The saddlepoint approximation technique provides a choice to estimate the cumulative distribution function (CDF) of the performance variable. The failure probability is obtained as the value of the complement CDF at a specif ied threshold. The method requires computing the saddlepoint from a simple algebraic equation that depends on the cumulant generating function (CGF) of the performance variable. A method for calculating the saddlepoint using random samples of the performance variable is presented. The applicable region of the saddlepoint approximation is discussed in detail. A 10-story shear building model with white noise excitation illustrates the accuracy and effi ciency of the proposed methodology.     

Nonlinear determinism in river flow: prediction as a possible indicator

Whether or not river flow exhibits nonlinear determinism remains an unresolved question. While studies on the use of nonlinear deterministic methods for modeling and prediction of river flow series are on the rise and the outcomes are encouraging, suspicions and criticisms of such studies continue to exist as well. An important reason for this situation is that the correlation dimension method, used as a nonlinear determinism identification tool in most of those studies, may possess certain limitations when applied to real river flow series, which are always finite and often short and also contaminated with noise (e.g. measurement error). In view of this, the present study addresses the issue of nonlinear determinism in river flow series using prediction as a possible indicator. This is done by (1) reviewing studies that have employed nonlinear deterministic methods (coupling phase‐space reconstruction and local approximation techniques) for river flow predictions and (2) identifying nonlinear determinism (or linear stochasticity) based on the level of prediction accuracy in general, and on the prediction accuracy against the phase‐space reconstruction parameters in particular (termed as the ‘inverse approach’). The results not only provide possible indications to the presence of nonlinear determinism in the river flow series studied, but also support, both qualitatively and quantitatively, the low correlation dimensions reported for such. Therefore, nonlinear deterministic methods are a viable complement to linear stochastic ones for studying river flow dynamics, if sufficient caution is exercised in their applications and in interpreting the outcomes. Copyright © 2006 John Wiley & Sons, Ltd.     

拟合推估新用——新逼近模式

作为拟合推估的新用之一，提出一种带有随机量的新逼近模式，将拟合推估的通行算法，去短取长，藉以推得良好的插值。     

Atmospheric, oceanic and hydrological contributions to seasonal variations in length of day

 The annual and semiannual residuals derived in the axial angular momentum budget of the solid Earth–atmosphere system reflect significant signals. They must be caused by further excitation sources. Since, in particular, the contribution for the wind term from the atmospheric layer between the 10 and 0.3 hPa levels to the seasonal variations in length of day (LOD) is still missing, it is necessary to extend the top level into the upper stratosphere up to 0.3 hPa. Under the conservation of the total angular momentum of the entire Earth, variations in the oceanic angular momentum (OAM) and the hydrological angular momentum (HAM) are further significant excitation sources at seasonal time scales. Focusing on other contributions to the Earth's axial angular momentum budget, the following data are used in this study: axial atmospheric angular momentum (AAM) data derived for the 10–0.3 hPa layer from 1991 to 1997 for computing the missing wind effects; axial OAM functions as generated by oceanic general circulation models (GCMs), namely for the ECHAM3 and the MICOM models, available from 1975 to 1994 and from 1992 to 1994, respectively, for computing the oceanic contributions to LOD changes, and, concerning the HAM variations, the seasonal estimates of the hydrological contribution as derived by Chao and O'Connor [(1988) Geophys J 94: 263–270]. Using vector representation, it is shown that the vectors achieve a close balance in the global axial angular momentum budget within the estimated uncertainties of the momentum quantities on seasonal time scales. Received: 6 April 2000 / Accepted: 13 December 2000     

边界层内冷锋流场的动力学特征

文中求解了锋面存在时地转动量近似下的大气边界层运动方程 ,得到了边界层内冷锋流场的一些特征 ,如冷锋坡度随地转涡度增加而增加 ,随地转风速时间倾向的增加而增加 ,随沿锋面传播方向的热成风分量的减少而增加。而边界层内冷锋面上下的流场与锋面坡度、地转风及其时空变化特征有关 ,共同特点是在冷锋面高度以下有下滑运动 ,而其上有一层上滑运动区。     

地形对地转适应和锋生的影响

作者的目的是分析地形对由于热力差异所引起的局地锋生现象和地转适应过程的影响．为此，分别用零位涡流和均匀位涡流来近似代替实际大气，并借助位涡、绝对动量、位温的守恒关系，就地形对适应锋生和适应过程中能量转换等问题进行了简单讨论。初始位温扰动的水平分布及其相对于地形的位置对适应锋生有重要影响。当初始热力扰动主要位于地形迎风坡山脚时，地形不利于锋面形成，这时要形成锋面不连续，初始位温梯度的水平变化必须非常显著；当初始热力扰动主要位于山顶附近时，地形促进流体运动的辐合，有利于锋面不连续的形成，这时即使初始位温梯度的水平变化不是很大，也可能会形成锋面；当初始热力扰动主要位于背风坡时，地形是否有利于锋面不连续的形成取决于流体的层结情况，如果流体的基本层结很弱，地形促进锋面不连续的形成，反之，地形不利于锋面不连续的形成，这种差异主要是由于在这两种情况下，地形引起的下沉增温效应的强弱是不同的。另外，地形对地转适应过程中动能和位能之间的能量转换率也有影响，与没有地形的情况相比，当初始热力差异显著区位于迎风坡时，能量转换率减小，当不平衡场位于背风坡时，能量转换率增加，原因是在迎风坡流体要克服重力作功，在背风坡重力对流体作正功。     

变化涡动沾性系数的Ekman动量近似模式风场结构

在边界层动力学中，涡动粘性系数是影响边界层风场结构的一个重要参数。本文利用边界层动力学中的Ekman动量近似理论，给出了涡动粘性系数随高度缓变条件下的Ekman动量近似边界层模式解，着重讨论了边界层的风场结构、水平散度、垂直涡度以及边界层顶部的垂直速度。结果分析表明：与常值涡动粘性系数情况相比，在边界层低层随高度增加的涡动粘性系数可以导致低层边界层风速随高度迅速增加，即风速垂直切变增加，同时风速矢与地转风之间的夹角减小。惯性项作用可以导致上述作用在气旋性区域减小、而在反气旋性区域增大。随高度增加的涡动粘性系数导致水平散度绝对值、垂直涡度绝对值以及边界层顶部的垂直速度绝对值在气旋性区域减小，而在反气性旋区域增大。涡动粘性系数与惯性之间的非线性相互作用是边界层动力学中重要过程。     

On the meridional circulation and balance of momentum in the Southern Ocean of POP

 The circulation of the Southern Ocean is studied in the eddy-resolving model POP (Parallel Ocean Program) by an analysis of zonally integrated balances. The TEM formalism (Transformed Eulerian Mean) is extended to include topography and continental boundaries, thus deviations from a zonally integrated state involve transient and standing eddies. The meridional circulation is presented in terms of the Eulerian, eddy-induced, and residual streamfunctions. It is shown that the splitting of the meridional circulation into Ekman and geostrophic transports and the component induced by subgrid and Reynolds stresses is identical to a particular form of the zonally integrated balance of zonal momentum. In this balance, the eddy-induced streamfunctions represent the interfacial form stresses by transient and standing eddies and the residual streamfunction represents the acceleration of the zonal current by density fluxes in a zonally integrated frame. The latter acceleration term is directly related to the surface flux of density and interior fluxes due to the resolved and unresolved eddies. The eddy-induced circulation is extremely vigorous in POP. In the upper ocean a shallow circulation, reversed in comparison to the Deacon cell and mainly due to standing eddies, appears to the north of Drake Passage latitudes, and in the Drake Passage belt of latitudes a deep-reaching cell is induced by transient eddies. In the resulting residual circulation the Deacon cell is largely cancelled and the residual advection of the zonal mean potential density is balanced by diapycnal eddy and subgrid fluxes which are strong in the upper few hundred meters but small in the ocean interior. The balance of zonal momentum is consistent with other eddy-resolving models; a new aspect is the clear identification of density effects in the zonally integrated balance. We show that the wind stress and the stress induced by the residual circulation drive the eastward current, whereas both eddy species result in a braking. Finally, we extend the Johnson–Bryden model of zonal transport to incorporate all relevant terms from the zonal momentum balance. It is shown that wind stress and induction by the residual circulation carry an eastward transport while bottom form stress and the stress induced by standing eddies yield westward components of transport. Received: 26 June 2001 / Accepted: 2 November 2001     

合成平面波数据的Rytov近似叠前深度偏移

作者把Berkhout(1992)提出的合成平面波技术应用于线性Rytov近似叠前深度偏移，提高了波动方程叠前深度偏移的计算效率。通过在Marmousi模型数据试验，我们认为在达到基本相同成像效果的条件下，利用合成平面波技术的波动方程叠前深度偏移相对于基本共炮集数据的波动方程叠前深度偏移可提高计算效率约10倍。     

一次三峡大暴雨的地转螺旋度分析

本文引入了地转螺旋度概念，并将其用于一次大暴雨的分析，结果发现；在地转螺旋度垂直剖面图上，在雨区上空３００ｈＰａ附近有一个负的极小值中心，在５００ｈＰａ有一个正的极大值中心，该分布形成原因可用图６解释。