Kunihiko Hamagami

Bio: Kunihiko Hamagami is an academic researcher from Iwate University. The author has contributed to research in topics: Aquatic plant & Water quality. The author has an hindex of 4, co-authored 28 publications receiving 87 citations. Previous affiliations of Kunihiko Hamagami include Kyushu University.

Hamilton–Jacobi–Bellman Quasi-Variational Inequality arising in an environmental problem and its numerical discretization

Abstract: A Hamilton–Jacobi–Bellman Quasi-Variational Inequality (HJBQVI) for a river environmental restoration problem with wise-use of sediment is formulated and its mathematical properties are analyzed. A finite difference scheme with a penalization technique is then established for solving the HJBQVI. The scheme is free from any iterative solvers and is unconditionally stable and convergent in the viscosity sense under certain conditions. A demonstrative application example of the HJBQVI is finally presented.

Mixing by wind-induced flow and thermal convection in a small, shallow and stratified lake

Abstract: Thermal stratification is one of the important features in closed water bodies, which primarily depend on meteorological conditions, and has strong impact on the ecological environment in lakes or reservoirs. Data monitored in 3 days were analyzed for factors that affect heat mixing processes to examine the diurnal stratification cycles in the Shikinawa Lake, a study area in Fukuoka prefecture, Japan. We found that wind speeds and directions played an important role in the thermal mixing in the lake. High solar heating mainly caused stratification state, but with less effect under stronger wind action. Development of mixed layer depth in a natural lake due to wind-induced flow and thermal convection were calculated. Functional relationships between entrainment rate and Richardson number or Wedderburn number were found and represented in this paper. Besides, heats exchanged at the air–water interface and energy stored in the water column were also analyzed and discussed.

Evaluation of an analytical method to identify determinants of rice yield components and protein content

Abstract: Modern information technologies have facilitated the collection of data to assess various aspects of rice production such as yield, quality, soil properties and growth conditions. Currently, farmers can identify any variation of these indicators within a field, between fields or with other farmers. However, a comprehensive analytical method to identify the determinants of variability has not been developed, and the data collected are not efficiently utilized to diagnose and improve the production skills of farmers. Our study focused on the development of an analytical method that can identify the determinants of rice yield and quality. The analytical method used applied cluster analysis (Ward method) to assess the data from 82 paddy fields where rice is produced in various environments and with various management styles. Initially, the 82 paddy fields were classified into 11 clusters based on five indicators of yield components and rice quality; number of panicles, number of spikelets, percentage of ripened grains, 1000-grain weight (GW) and protein content of brown rice. Then, 9 of 11 clusters (two clusters were excluded due to insufficient data to form a cluster) were divided into four groups based on yield capacity. As a result, common characteristics of fertilizer application, meteorological environment and growth conditions were extracted from each cluster. Furthermore, determinants of yield components and protein content were efficiently identified based on the common characteristics extracted.

HJB and Fokker-Planck equations for river environmental management based on stochastic impulse control with discrete and random observation

Abstract: We formulate a new two-variable river environmental restoration problem based on jump stochastic differential equations (SDEs) governing the sediment storage and nuisance benthic algae population dynamics in a dam-downstream river. Controlling the dynamics is carried out through impulsive sediment replenishment with discrete and random observation/intervention to avoid sediment depletion and thick algae growth. We consider a cost-efficient management problem of the SDEs to achieve the objectives whose resolution reduces to solving a Hamilton-Jacobi-Bellman (HJB) equation. We also consider a Fokker-Planck (FP) equation governing the probability density function of the controlled dynamics. The HJB equation has a discontinuous solution, while the FP equation has a Dirac's delta along boundaries. We show that the value function, the optimized objective function, is governed by the HJB equation in the simplified case and further that a threshold-type control is optimal. We demonstrate that simple numerical schemes can handle these equations. Finally, we numerically analyze the optimal controls and the resulting probability density functions.

Stochastic Differential Equations

Abstract: We explore in this chapter questions of existence and uniqueness for solutions to stochastic differential equations and offer a study of their properties. This endeavor is really a study of diffusion processes. Loosely speaking, the term diffusion is attributed to a Markov process which has continuous sample paths and can be characterized in terms of its infinitesimal generator.

Continuous-time stochastic control and optimization with financial applications / Huyen Pham

Abstract: Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand, problems in finance have recently led to new developments in the theory of stochastic control. This volume provides a systematic treatment of stochastic optimization problems applied to finance by presenting the different existing methods: dynamic programming, viscosity solutions, backward stochastic differential equations, and martingale duality methods. The theory is discussed in the context of recent developments in this field, with complete and detailed proofs, and is illustrated by means of concrete examples from the world of finance: portfolio allocation, option hedging, real options, optimal investment, etc. This book is directed towards graduate students and researchers in mathematical finance, and will also benefit applied mathematicians interested in financial applications and practitioners wishing to know more about the use of stochastic optimization methods in finance.

Trading-off Fish Biodiversity, Food Security and Hydropower in the Mekong River Basin

Abstract: The Mekong River Basin, site of the biggest inland fishery in the world, is undergoing massive hydropower development. Planned dams will block critical fish migration routes between the river's downstream floodplains and upstream tributaries. Here we estimate fish biomass and biodiversity losses in numerous damming scenarios using a simple ecological model of fish migration. Our framework allows detailing trade-offs between dam locations, power production, and impacts on fish resources. We find that the completion of 78 dams on tributaries, which have not previously been subject to strategic analysis, would have catastrophic impacts on fish productivity and biodiversity. Our results argue for reassessment of several dams planned, and call for a new regional agreement on tributary development of the Mekong River Basin.

Water Quality Indices as Tools for Decision Making and Management

Abstract: Water Quality Indices (WQIs) are composite indicators of water quality that pool together otherwise complex water quality data into an aggregate value that can be quickly and easily communicated to its intended audience. These indices have been used to provide comparisons of water quality status for different locations and at different times, which is helpful in prioritizing management efforts and funds. These WQIs can also be used as tools to predict potentially harmful conditions. They are also potentially valuable in assessing and communicating overall impacts of existing, planned, or proposed water quality interventions and management decisions. This manuscript presents a primarily literature-based look at WQI potentials with regard to their use as tools for decision making and management. Illustrations using monitoring data are also presented to provide additional information and comparisons to literature-based determinations. Of the existing WQIs, objective index formulations offer more flexible options for application allowing incorporation of varying determinant sets to capture location-specific conditions and changing water quality concerns. Incorporation of expert opinion at some level is important for the acceptability of WQIs as tools in water resources management. The use of the indices on a continuous basis provides long-term data which is helpful for decision making and management.