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by KnutSchnute
March 2nd, 2013, 12:47 pm
Forum: Student Forum
Topic: wind modeling with Vasicek
Replies: 32
Views: 10836

wind modeling with Vasicek

<t>@outrun and Cuchulainnthanks for the suggestion!I think I need to emphasize again that with respect to the ash model I have already done a lot of research and decided for an advection diffusion reaction equation equation, and already collected a couple of numerical methods to solve it; however, a...
by KnutSchnute
March 1st, 2013, 9:11 pm
Forum: Student Forum
Topic: wind modeling with Vasicek
Replies: 32
Views: 10836

wind modeling with Vasicek

<t>Outrun,thanks for your demotivational post! :-)I did not know about the hairy ball theorem, but I guess it does not apply if I am just modeling a certain region...If you have any suggestions on literature about the infeasibility of wind modeling, you would help me out a lot. (I assume there is no...
by KnutSchnute
March 1st, 2013, 8:12 pm
Forum: Student Forum
Topic: wind modeling with Vasicek
Replies: 32
Views: 10836

wind modeling with Vasicek

outrun, thanks for the suggestion. I think there are huge amount of data available (NCEP), right?If you are working on it, could you suggest a model that allows for the effects I described below?(I only use windspeed as the advection parameter in an advection diffusion equation)
by KnutSchnute
March 1st, 2013, 9:32 am
Forum: Student Forum
Topic: wind modeling with Vasicek
Replies: 32
Views: 10836

wind modeling with Vasicek

@Cuchulainn: As I described below, I want to keep things simple as a first shot and assume u1(x ,y,t) = u1(t) for all x,y (same for u2). Even with that assumption I find it difficult to incorporate the characteristics I want.
by KnutSchnute
February 28th, 2013, 3:15 pm
Forum: Student Forum
Topic: wind modeling with Vasicek
Replies: 32
Views: 10836

wind modeling with Vasicek

<t>yes, conservative.wind speed = sqrt(u1^2 + u2^2) over a year is Weibull distributed. (which does not mean that the (acculumated) time series process does have a weibull distribution, according to my understanding, this is Alan's "infinitely divisibility" and even more)In order to get u1 and u2, I...
by KnutSchnute
February 28th, 2013, 2:57 pm
Forum: Student Forum
Topic: wind modeling with Vasicek
Replies: 32
Views: 10836

wind modeling with Vasicek

Yes, but for the PDE it is indeed the best choice (in my non-expert opinion). Thanks.
by KnutSchnute
February 28th, 2013, 2:38 pm
Forum: Student Forum
Topic: wind modeling with Vasicek
Replies: 32
Views: 10836

wind modeling with Vasicek

<t>This would be something like the method of characteristics for the advection part, if I am not mistaken?I do not see the connection to the model for the parameter of the advection then. Could you please elaborate? Quote:"Like lowlands (e.g. Heimay) versus uplands(Vatnajukell) wind profiles?"I wou...
by KnutSchnute
February 28th, 2013, 2:24 pm
Forum: Student Forum
Topic: wind modeling with Vasicek
Replies: 32
Views: 10836

wind modeling with Vasicek

Thanks, frenchX, but this paper just tries to fit one month of wind data to AR, ARMA, ARFIMA models etc.I am less interested in the specific fit and rather aim at picturing some general characteristics.
by KnutSchnute
February 28th, 2013, 9:51 am
Forum: Student Forum
Topic: wind modeling with Vasicek
Replies: 32
Views: 10836

wind modeling with Vasicek

yes, that's almost it.dC/dt = -u1 dC/dx -u2 dC/dy + turbulent diffusion factors in (x and y)I want to find a model for u1 and u2
by KnutSchnute
February 28th, 2013, 9:33 am
Forum: Student Forum
Topic: wind modeling with Vasicek
Replies: 32
Views: 10836

wind modeling with Vasicek

Yes! The scope of my question is only how to model wind though. I think I am all set with the Advection-Diffusion setup. (wind will serve as the advection coefficient, more or less)
by KnutSchnute
February 28th, 2013, 9:10 am
Forum: Student Forum
Topic: wind modeling with Vasicek
Replies: 32
Views: 10836

wind modeling with Vasicek

<r>I apologize for not being specific from the start:Background:I need a stochastic model for wind (speed and direction) as input for an advection diffusion model to model the development of an ash could after an volcanic outbreak.As the model is supposed to be as generic as possible, but I need onl...
by KnutSchnute
February 27th, 2013, 8:39 pm
Forum: Student Forum
Topic: wind modeling with Vasicek
Replies: 32
Views: 10836

wind modeling with Vasicek

<t>Cuchulainn,thanks for the suggestion!The wind simulation is supposed to be only a by product and serves as an input for a stochastic simulation.Therefore,a) I want to keep things simple b) I need to simulate wind characteristics (as opposed to a forecast)Nevertheless, I am grateful for your input...
by KnutSchnute
February 27th, 2013, 3:51 pm
Forum: Student Forum
Topic: wind modeling with Vasicek
Replies: 32
Views: 10836

wind modeling with Vasicek

<t>Hi everybody,I want to try something in the field of wind modeling, but I do not know how to get what I need:I would like to employ the Vasicek model for wind strength development over time, such that the result (r_t in Vasicek's terms) is Weibull distributed (for each t). I have no clue how to c...
by KnutSchnute
February 23rd, 2013, 9:15 pm
Forum: Student Forum
Topic: interesting coin game
Replies: 3
Views: 8646

interesting coin game

Hi wilsonnl,I think we should consider a utility function for reflection of risk attitude. If I am not mistaken, this setup is called St. Petersburg paradoxon. If you play it forever, your expected gain is infinite.
by KnutSchnute
December 22nd, 2012, 11:24 am
Forum: Student Forum
Topic: USD 3M Lib vs 1M Lib Basis swap
Replies: 1
Views: 9410

USD 3M Lib vs 1M Lib Basis swap

I think this might help you.
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