A non-linear dimension reduction methodology for generating data-driven stochastic input models

NASA Astrophysics Data System (ADS)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

2008-06-01

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem of manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space Rn. An isometric mapping F from M to a low-dimensional, compact, connected set A⊂Rd(d≪n) is constructed. Given only a finite set of samples of the data, the methodology uses arguments from graph theory and differential geometry to construct the isometric transformation F:M→A. Asymptotic convergence of the representation of M by A is shown. This mapping F serves as an accurate, low-dimensional, data-driven representation of the property variations. The reduced-order model of the material topology and thermal diffusivity variations is subsequently used as an input in the solution of stochastic partial differential equations that describe the evolution of dependant variables. A sparse grid collocation strategy (Smolyak algorithm) is utilized to solve these stochastic equations efficiently. We showcase the methodology by constructing low-dimensional input stochastic models to represent thermal diffusivity in two-phase microstructures. This model is used in analyzing the effect of topological variations of two-phase microstructures on the evolution of temperature in heat conduction processes.

Constraints on Fluctuations in Sparsely Characterized Biological Systems.

PubMed

Hilfinger, Andreas; Norman, Thomas M; Vinnicombe, Glenn; Paulsson, Johan

2016-02-05

Biochemical processes are inherently stochastic, creating molecular fluctuations in otherwise identical cells. Such "noise" is widespread but has proven difficult to analyze because most systems are sparsely characterized at the single cell level and because nonlinear stochastic models are analytically intractable. Here, we exactly relate average abundances, lifetimes, step sizes, and covariances for any pair of components in complex stochastic reaction systems even when the dynamics of other components are left unspecified. Using basic mathematical inequalities, we then establish bounds for whole classes of systems. These bounds highlight fundamental trade-offs that show how efficient assembly processes must invariably exhibit large fluctuations in subunit levels and how eliminating fluctuations in one cellular component requires creating heterogeneity in another.

Constraints on Fluctuations in Sparsely Characterized Biological Systems

NASA Astrophysics Data System (ADS)

Hilfinger, Andreas; Norman, Thomas M.; Vinnicombe, Glenn; Paulsson, Johan

2016-02-01

Biochemical processes are inherently stochastic, creating molecular fluctuations in otherwise identical cells. Such "noise" is widespread but has proven difficult to analyze because most systems are sparsely characterized at the single cell level and because nonlinear stochastic models are analytically intractable. Here, we exactly relate average abundances, lifetimes, step sizes, and covariances for any pair of components in complex stochastic reaction systems even when the dynamics of other components are left unspecified. Using basic mathematical inequalities, we then establish bounds for whole classes of systems. These bounds highlight fundamental trade-offs that show how efficient assembly processes must invariably exhibit large fluctuations in subunit levels and how eliminating fluctuations in one cellular component requires creating heterogeneity in another.

Dynamic data integration and stochastic inversion of a confined aquifer

NASA Astrophysics Data System (ADS)

Wang, D.; Zhang, Y.; Irsa, J.; Huang, H.; Wang, L.

2013-12-01

Much work has been done in developing and applying inverse methods to aquifer modeling. The scope of this paper is to investigate the applicability of a new direct method for large inversion problems and to incorporate uncertainty measures in the inversion outcomes (Wang et al., 2013). The problem considered is a two-dimensional inverse model (50×50 grid) of steady-state flow for a heterogeneous ground truth model (500×500 grid) with two hydrofacies. From the ground truth model, decreasing number of wells (12, 6, 3) were sampled for facies types, based on which experimental indicator histograms and directional variograms were computed. These parameters and models were used by Sequential Indicator Simulation to generate 100 realizations of hydrofacies patterns in a 100×100 (geostatistical) grid, which were conditioned to the facies measurements at wells. These realizations were smoothed with Simulated Annealing, coarsened to the 50×50 inverse grid, before they were conditioned with the direct method to the dynamic data, i.e., observed heads and groundwater fluxes at the same sampled wells. A set of realizations of estimated hydraulic conductivities (Ks), flow fields, and boundary conditions were created, which centered on the 'true' solutions from solving the ground truth model. Both hydrofacies conductivities were computed with an estimation accuracy of ×10% (12 wells), ×20% (6 wells), ×35% (3 wells) of the true values. For boundary condition estimation, the accuracy was within × 15% (12 wells), 30% (6 wells), and 50% (3 wells) of the true values. The inversion system of equations was solved with LSQR (Paige et al, 1982), for which coordinate transform and matrix scaling preprocessor were used to improve the condition number (CN) of the coefficient matrix. However, when the inverse grid was refined to 100×100, Gaussian Noise Perturbation was used to limit the growth of the CN before the matrix solve. To scale the inverse problem up (i.e., without smoothing and coarsening and therefore reducing the associated estimation uncertainty), a parallel LSQR solver was written and verified. For the 50×50 grid, the parallel solver sped up the serial solution time by 14X using 4 CPUs (research on parallel performance and scaling is ongoing). A sensitivity analysis was conducted to examine the relation between the observed data and the inversion outcomes, where measurement errors of increasing magnitudes (i.e., ×1, 2, 5, 10% of the total head variation and up to ×2% of the total flux variation) were imposed on the observed data. Inversion results were stable but the accuracy of Ks and boundary estimation degraded with increasing errors, as expected. In particular, quality of the observed heads is critical to hydraulic head recovery, while quality of the observed fluxes plays a dominant role in K estimation. References: Wang, D., Y. Zhang, J. Irsa, H. Huang, and L. Wang (2013), Data integration and stochastic inversion of a confined aquifer with high performance computing, Advances in Water Resources, in preparation. Paige, C. C., and M. A. Saunders (1982), LSQR: an algorithm for sparse linear equations and sparse least squares, ACM Transactions on Mathematical Software, 8(1), 43-71.

PERIOD ESTIMATION FOR SPARSELY SAMPLED QUASI-PERIODIC LIGHT CURVES APPLIED TO MIRAS

DOE Office of Scientific and Technical Information (OSTI.GOV)

He, Shiyuan; Huang, Jianhua Z.; Long, James

2016-12-01

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequencymore » parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period–luminosity relations.« less

A Multilevel Algorithm for the Solution of Second Order Elliptic Differential Equations on Sparse Grids

NASA Technical Reports Server (NTRS)

Pflaum, Christoph

1996-01-01

A multilevel algorithm is presented that solves general second order elliptic partial differential equations on adaptive sparse grids. The multilevel algorithm consists of several V-cycles. Suitable discretizations provide that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order Omicron(1) for the multilevel algorithm.

FDD Massive MIMO Channel Estimation With Arbitrary 2D-Array Geometry

NASA Astrophysics Data System (ADS)

Dai, Jisheng; Liu, An; Lau, Vincent K. N.

2018-05-01

This paper addresses the problem of downlink channel estimation in frequency-division duplexing (FDD) massive multiple-input multiple-output (MIMO) systems. The existing methods usually exploit hidden sparsity under a discrete Fourier transform (DFT) basis to estimate the cdownlink channel. However, there are at least two shortcomings of these DFT-based methods: 1) they are applicable to uniform linear arrays (ULAs) only, since the DFT basis requires a special structure of ULAs, and 2) they always suffer from a performance loss due to the leakage of energy over some DFT bins. To deal with the above shortcomings, we introduce an off-grid model for downlink channel sparse representation with arbitrary 2D-array antenna geometry, and propose an efficient sparse Bayesian learning (SBL) approach for the sparse channel recovery and off-grid refinement. The main idea of the proposed off-grid method is to consider the sampled grid points as adjustable parameters. Utilizing an in-exact block majorization-minimization (MM) algorithm, the grid points are refined iteratively to minimize the off-grid gap. Finally, we further extend the solution to uplink-aided channel estimation by exploiting the angular reciprocity between downlink and uplink channels, which brings enhanced recovery performance.

Transition probability-based stochastic geological modeling using airborne geophysical data and borehole data

NASA Astrophysics Data System (ADS)

He, Xin; Koch, Julian; Sonnenborg, Torben O.; Jørgensen, Flemming; Schamper, Cyril; Christian Refsgaard, Jens

2014-04-01

Geological heterogeneity is a very important factor to consider when developing geological models for hydrological purposes. Using statistically based stochastic geological simulations, the spatial heterogeneity in such models can be accounted for. However, various types of uncertainties are associated with both the geostatistical method and the observation data. In the present study, TProGS is used as the geostatistical modeling tool to simulate structural heterogeneity for glacial deposits in a head water catchment in Denmark. The focus is on how the observation data uncertainty can be incorporated in the stochastic simulation process. The study uses two types of observation data: borehole data and airborne geophysical data. It is commonly acknowledged that the density of the borehole data is usually too sparse to characterize the horizontal heterogeneity. The use of geophysical data gives an unprecedented opportunity to obtain high-resolution information and thus to identify geostatistical properties more accurately especially in the horizontal direction. However, since such data are not a direct measurement of the lithology, larger uncertainty of point estimates can be expected as compared to the use of borehole data. We have proposed a histogram probability matching method in order to link the information on resistivity to hydrofacies, while considering the data uncertainty at the same time. Transition probabilities and Markov Chain models are established using the transformed geophysical data. It is shown that such transformation is in fact practical; however, the cutoff value for dividing the resistivity data into facies is difficult to determine. The simulated geological realizations indicate significant differences of spatial structure depending on the type of conditioning data selected. It is to our knowledge the first time that grid-to-grid airborne geophysical data including the data uncertainty are used in conditional geostatistical simulations in TProGS. Therefore, it provides valuable insights regarding the advantages and challenges of using such comprehensive data.

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

DOE PAGES

Desai, Ajit; Khalil, Mohammad; Pettit, Chris; ...

2017-09-21

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

Scalable domain decomposition solvers for stochastic PDEs in high performance computing

DOE Office of Scientific and Technical Information (OSTI.GOV)

Desai, Ajit; Khalil, Mohammad; Pettit, Chris

Stochastic spectral finite element models of practical engineering systems may involve solutions of linear systems or linearized systems for non-linear problems with billions of unknowns. For stochastic modeling, it is therefore essential to design robust, parallel and scalable algorithms that can efficiently utilize high-performance computing to tackle such large-scale systems. Domain decomposition based iterative solvers can handle such systems. And though these algorithms exhibit excellent scalabilities, significant algorithmic and implementational challenges exist to extend them to solve extreme-scale stochastic systems using emerging computing platforms. Intrusive polynomial chaos expansion based domain decomposition algorithms are extended here to concurrently handle high resolutionmore » in both spatial and stochastic domains using an in-house implementation. Sparse iterative solvers with efficient preconditioners are employed to solve the resulting global and subdomain level local systems through multi-level iterative solvers. We also use parallel sparse matrix–vector operations to reduce the floating-point operations and memory requirements. Numerical and parallel scalabilities of these algorithms are presented for the diffusion equation having spatially varying diffusion coefficient modeled by a non-Gaussian stochastic process. Scalability of the solvers with respect to the number of random variables is also investigated.« less

Mixing in 3D Sparse Multi-Scale Grid Generated Turbulence

NASA Astrophysics Data System (ADS)

Usama, Syed; Kopec, Jacek; Tellez, Jackson; Kwiatkowski, Kamil; Redondo, Jose; Malik, Nadeem

2017-04-01

Flat 2D fractal grids are known to alter turbulence characteristics downstream of the grid as compared to the regular grids with the same blockage ratio and the same mass inflow rates [1]. This has excited interest in the turbulence community for possible exploitation for enhanced mixing and related applications. Recently, a new 3D multi-scale grid design has been proposed [2] such that each generation of length scale of turbulence grid elements is held in its own frame, the overall effect is a 3D co-planar arrangement of grid elements. This produces a 'sparse' grid system whereby each generation of grid elements produces a turbulent wake pattern that interacts with the other wake patterns downstream. A critical motivation here is that the effective blockage ratio in the 3D Sparse Grid Turbulence (3DSGT) design is significantly lower than in the flat 2D counterpart - typically the blockage ratio could be reduced from say 20% in 2D down to 4% in the 3DSGT. If this idea can be realized in practice, it could potentially greatly enhance the efficiency of turbulent mixing and transfer processes clearly having many possible applications. Work has begun on the 3DSGT experimentally using Surface Flow Image Velocimetry (SFIV) [3] at the European facility in the Max Planck Institute for Dynamics and Self-Organization located in Gottingen, Germany and also at the Technical University of Catalonia (UPC) in Spain, and numerically using Direct Numerical Simulation (DNS) at King Fahd University of Petroleum & Minerals (KFUPM) in Saudi Arabia and in University of Warsaw in Poland. DNS is the most useful method to compare the experimental results with, and we are studying different types of codes such as Imcompact3d, and OpenFoam. Many variables will eventually be investigated for optimal mixing conditions. For example, the number of scale generations, the spacing between frames, the size ratio of grid elements, inflow conditions, etc. We will report upon the first set of findings from the 3DSGT by the time of the conference. {Acknowledgements}: This work has been supported partly by the EuHIT grant, 'Turbulence Generated by Sparse 3D Multi-Scale Grid (M3SG)', 2017. {References} [1] S. Laizet, J. C. Vassilicos. DNS of Fractal-Generated Turbulence. Flow Turbulence Combust 87:673705, (2011). [2] N. A. Malik. Sparse 3D Multi-Scale Grid Turbulence Generator. USPTO Application no. 14/710,531, Patent Pending, (2015). [3] J. Tellez, M. Gomez, B. Russo, J.M. Redondo. Surface Flow Image Velocimetry (SFIV) for hydraulics applications. 18th Int. Symposium on the Application of Laser Imaging Techniques in Fluid Mechanics, Lisbon, Portugal (2016).

A non-linear dimension reduction methodology for generating data-driven stochastic input models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ganapathysubramanian, Baskar; Zabaras, Nicholas

Stochastic analysis of random heterogeneous media (polycrystalline materials, porous media, functionally graded materials) provides information of significance only if realistic input models of the topology and property variations are used. This paper proposes a framework to construct such input stochastic models for the topology and thermal diffusivity variations in heterogeneous media using a data-driven strategy. Given a set of microstructure realizations (input samples) generated from given statistical information about the medium topology, the framework constructs a reduced-order stochastic representation of the thermal diffusivity. This problem of constructing a low-dimensional stochastic representation of property variations is analogous to the problem ofmore » manifold learning and parametric fitting of hyper-surfaces encountered in image processing and psychology. Denote by M the set of microstructures that satisfy the given experimental statistics. A non-linear dimension reduction strategy is utilized to map M to a low-dimensional region, A. We first show that M is a compact manifold embedded in a high-dimensional input space R{sup n}. An isometric mapping F from M to a low-dimensional, compact, connected set A is contained in R{sup d}(d<

Final Technical Report: Sparse Grid Scenario Generation and Interior Algorithms for Stochastic Optimization in a Parallel Computing Environment

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mehrotra, Sanjay

2016-09-07

The support from this grant resulted in seven published papers and a technical report. Two papers are published in SIAM J. on Optimization [87, 88]; two papers are published in IEEE Transactions on Power Systems [77, 78]; one paper is published in Smart Grid [79]; one paper is published in Computational Optimization and Applications [44] and one in INFORMS J. on Computing [67]). The works in [44, 67, 87, 88] were funded primarily by this DOE grant. The applied papers in [77, 78, 79] were also supported through a subcontract from the Argonne National Lab. We start by presenting ourmore » main research results on the scenario generation problem in Sections 1–2. We present our algorithmic results on interior point methods for convex optimization problems in Section 3. We describe a new ‘central’ cutting surface algorithm developed for solving large scale convex programming problems (as is the case with our proposed research) with semi-infinite number of constraints in Section 4. In Sections 5–6 we present our work on two application problems of interest to DOE.« less

Predictive uncertainty analysis of plume distribution for geological carbon sequestration using sparse-grid Bayesian method

NASA Astrophysics Data System (ADS)

Shi, X.; Zhang, G.

2013-12-01

Because of the extensive computational burden, parametric uncertainty analyses are rarely conducted for geological carbon sequestration (GCS) process based multi-phase models. The difficulty of predictive uncertainty analysis for the CO2 plume migration in realistic GCS models is not only due to the spatial distribution of the caprock and reservoir (i.e. heterogeneous model parameters), but also because the GCS optimization estimation problem has multiple local minima due to the complex nonlinear multi-phase (gas and aqueous), and multi-component (water, CO2, salt) transport equations. The geological model built by Doughty and Pruess (2004) for the Frio pilot site (Texas) was selected and assumed to represent the 'true' system, which was composed of seven different facies (geological units) distributed among 10 layers. We chose to calibrate the permeabilities of these facies. Pressure and gas saturation values from this true model were then extracted and used as observations for subsequent model calibration. Random noise was added to the observations to approximate realistic field conditions. Each simulation of the model lasts about 2 hours. In this study, we develop a new approach that improves computational efficiency of Bayesian inference by constructing a surrogate system based on an adaptive sparse-grid stochastic collocation method. This surrogate response surface global optimization algorithm is firstly used to calibrate the model parameters, then prediction uncertainty of the CO2 plume position is quantified due to the propagation from parametric uncertainty in the numerical experiments, which is also compared to the actual plume from the 'true' model. Results prove that the approach is computationally efficient for multi-modal optimization and prediction uncertainty quantification for computationally expensive simulation models. Both our inverse methodology and findings can be broadly applicable to GCS in heterogeneous storage formations.

Fast super-resolution estimation of DOA and DOD in bistatic MIMO Radar with off-grid targets

NASA Astrophysics Data System (ADS)

Zhang, Dong; Zhang, Yongshun; Zheng, Guimei; Feng, Cunqian; Tang, Jun

2018-05-01

In this paper, we focus on the problem of joint DOA and DOD estimation in Bistatic MIMO Radar using sparse reconstruction method. In traditional ways, we usually convert the 2D parameter estimation problem into 1D parameter estimation problem by Kronecker product which will enlarge the scale of the parameter estimation problem and bring more computational burden. Furthermore, it requires that the targets must fall on the predefined grids. In this paper, a 2D-off-grid model is built which can solve the grid mismatch problem of 2D parameters estimation. Then in order to solve the joint 2D sparse reconstruction problem directly and efficiently, three kinds of fast joint sparse matrix reconstruction methods are proposed which are Joint-2D-OMP algorithm, Joint-2D-SL0 algorithm and Joint-2D-SOONE algorithm. Simulation results demonstrate that our methods not only can improve the 2D parameter estimation accuracy but also reduce the computational complexity compared with the traditional Kronecker Compressed Sensing method.

Fast Computation of Ground Motion Shaking Map base on the Modified Stochastic Finite Fault Modeling

NASA Astrophysics Data System (ADS)

Shen, W.; Zhong, Q.; Shi, B.

2012-12-01

Rapidly regional MMI mapping soon after a moderate-large earthquake is crucial to loss estimation, emergency services and planning of emergency action by the government. In fact, many countries show different degrees of attention on the technology of rapid estimation of MMI , and this technology has made significant progress in earthquake-prone countries. In recent years, numerical modeling of strong ground motion has been well developed with the advances of computation technology and earthquake science. The computational simulation of strong ground motion caused by earthquake faulting has become an efficient way to estimate the regional MMI distribution soon after earthquake. In China, due to the lack of strong motion observation in network sparse or even completely missing areas, the development of strong ground motion simulation method has become an important means of quantitative estimation of strong motion intensity. In many of the simulation models, stochastic finite fault model is preferred to rapid MMI estimating for its time-effectiveness and accuracy. In finite fault model, a large fault is divided into N subfaults, and each subfault is considered as a small point source. The ground motions contributed by each subfault are calculated by the stochastic point source method which is developed by Boore, and then summed at the observation point to obtain the ground motion from the entire fault with a proper time delay. Further, Motazedian and Atkinson proposed the concept of Dynamic Corner Frequency, with the new approach, the total radiated energy from the fault and the total seismic moment are conserved independent of subfault size over a wide range of subfault sizes. In current study, the program EXSIM developed by Motazedian and Atkinson has been modified for local or regional computations of strong motion parameters such as PGA, PGV and PGD, which are essential for MMI estimating. To make the results more reasonable, we consider the impact of V30 for the ground shaking intensity, and the results of the comparisons between the simulated and observed MMI for the 2004 Mw 6.0 Parkfield earthquake, the 2008 Mw 7.9Wenchuan earthquake and the 1976 Mw 7.6Tangshan earthquake is fairly well. Take Parkfield earthquake as example, the simulative result reflect the directivity effect and the influence of the shallow velocity structure well. On the other hand, the simulative data is in good agreement with the network data and NGA (Next Generation Attenuation). The consumed time depends on the number of the subfaults and the number of the grid point. For the 2004 Mw 6.0 Parkfield earthquake, the grid size we calculated is 2.5° × 2.5°, the grid space is 0.025°, and the total time consumed is about 1.3hours. For the 2008 Mw 7.9 Wenchuan earthquake, the grid size calculated is 10° × 10°, the grid space is 0.05°, the total number of grid point is more than 40,000, and the total time consumed is about 7.5 hours. For t the 1976 Mw 7.6 Tangshan earthquake, the grid size we calculated is 4° × 6°, the grid space is 0.05°, and the total time consumed is about 2.1 hours. The CPU we used is 3.40GHz, and such computational time could further reduce by using GPU computing technique and other parallel computing technique. This is also our next focus.

Application of a lower-upper implicit scheme and an interactive grid generation for turbomachinery flow field simulations

NASA Technical Reports Server (NTRS)

Choo, Yung K.; Soh, Woo-Yung; Yoon, Seokkwan

1989-01-01

A finite-volume lower-upper (LU) implicit scheme is used to simulate an inviscid flow in a tubine cascade. This approximate factorization scheme requires only the inversion of sparse lower and upper triangular matrices, which can be done efficiently without extensive storage. As an implicit scheme it allows a large time step to reach the steady state. An interactive grid generation program (TURBO), which is being developed, is used to generate grids. This program uses the control point form of algebraic grid generation which uses a sparse collection of control points from which the shape and position of coordinate curves can be adjusted. A distinct advantage of TURBO compared with other grid generation programs is that it allows the easy change of local mesh structure without affecting the grid outside the domain of independence. Sample grids are generated by TURBO for a compressor rotor blade and a turbine cascade. The turbine cascade flow is simulated by using the LU implicit scheme on the grid generated by TURBO.

Uncertainty Analysis Based on Sparse Grid Collocation and Quasi-Monte Carlo Sampling with Application in Groundwater Modeling

NASA Astrophysics Data System (ADS)

Zhang, G.; Lu, D.; Ye, M.; Gunzburger, M.

2011-12-01

Markov Chain Monte Carlo (MCMC) methods have been widely used in many fields of uncertainty analysis to estimate the posterior distributions of parameters and credible intervals of predictions in the Bayesian framework. However, in practice, MCMC may be computationally unaffordable due to slow convergence and the excessive number of forward model executions required, especially when the forward model is expensive to compute. Both disadvantages arise from the curse of dimensionality, i.e., the posterior distribution is usually a multivariate function of parameters. Recently, sparse grid method has been demonstrated to be an effective technique for coping with high-dimensional interpolation or integration problems. Thus, in order to accelerate the forward model and avoid the slow convergence of MCMC, we propose a new method for uncertainty analysis based on sparse grid interpolation and quasi-Monte Carlo sampling. First, we construct a polynomial approximation of the forward model in the parameter space by using the sparse grid interpolation. This approximation then defines an accurate surrogate posterior distribution that can be evaluated repeatedly at minimal computational cost. Second, instead of using MCMC, a quasi-Monte Carlo method is applied to draw samples in the parameter space. Then, the desired probability density function of each prediction is approximated by accumulating the posterior density values of all the samples according to the prediction values. Our method has the following advantages: (1) the polynomial approximation of the forward model on the sparse grid provides a very efficient evaluation of the surrogate posterior distribution; (2) the quasi-Monte Carlo method retains the same accuracy in approximating the PDF of predictions but avoids all disadvantages of MCMC. The proposed method is applied to a controlled numerical experiment of groundwater flow modeling. The results show that our method attains the same accuracy much more efficiently than traditional MCMC.

Hyperspherical Sparse Approximation Techniques for High-Dimensional Discontinuity Detection

DOE PAGES

Zhang, Guannan; Webster, Clayton G.; Gunzburger, Max; ...

2016-08-04

This work proposes a hyperspherical sparse approximation framework for detecting jump discontinuities in functions in high-dimensional spaces. The need for a novel approach results from the theoretical and computational inefficiencies of well-known approaches, such as adaptive sparse grids, for discontinuity detection. Our approach constructs the hyperspherical coordinate representation of the discontinuity surface of a function. Then sparse approximations of the transformed function are built in the hyperspherical coordinate system, with values at each point estimated by solving a one-dimensional discontinuity detection problem. Due to the smoothness of the hypersurface, the new technique can identify jump discontinuities with significantly reduced computationalmore » cost, compared to existing methods. Several approaches are used to approximate the transformed discontinuity surface in the hyperspherical system, including adaptive sparse grid and radial basis function interpolation, discrete least squares projection, and compressed sensing approximation. Moreover, hierarchical acceleration techniques are also incorporated to further reduce the overall complexity. In conclusion, rigorous complexity analyses of the new methods are provided, as are several numerical examples that illustrate the effectiveness of our approach.« less

Three-dimensional unstructured grid Euler computations using a fully-implicit, upwind method

NASA Technical Reports Server (NTRS)

Whitaker, David L.

1993-01-01

A method has been developed to solve the Euler equations on a three-dimensional unstructured grid composed of tetrahedra. The method uses an upwind flow solver with a linearized, backward-Euler time integration scheme. Each time step results in a sparse linear system of equations which is solved by an iterative, sparse matrix solver. Local-time stepping, switched evolution relaxation (SER), preconditioning and reuse of the Jacobian are employed to accelerate the convergence rate. Implicit boundary conditions were found to be extremely important for fast convergence. Numerical experiments have shown that convergence rates comparable to that of a multigrid, central-difference scheme are achievable on the same mesh. Results are presented for several grids about an ONERA M6 wing.

Isotropic stochastic rotation dynamics

NASA Astrophysics Data System (ADS)

Mühlbauer, Sebastian; Strobl, Severin; Pöschel, Thorsten

2017-12-01

Stochastic rotation dynamics (SRD) is a widely used method for the mesoscopic modeling of complex fluids, such as colloidal suspensions or multiphase flows. In this method, however, the underlying Cartesian grid defining the coarse-grained interaction volumes induces anisotropy. We propose an isotropic, lattice-free variant of stochastic rotation dynamics, termed iSRD. Instead of Cartesian grid cells, we employ randomly distributed spherical interaction volumes. This eliminates the requirement of a grid shift, which is essential in standard SRD to maintain Galilean invariance. We derive analytical expressions for the viscosity and the diffusion coefficient in relation to the model parameters, which show excellent agreement with the results obtained in iSRD simulations. The proposed algorithm is particularly suitable to model systems bound by walls of complex shape, where the domain cannot be meshed uniformly. The presented approach is not limited to SRD but is applicable to any other mesoscopic method, where particles interact within certain coarse-grained volumes.

Analysis of Monte Carlo accelerated iterative methods for sparse linear systems: Analysis of Monte Carlo accelerated iterative methods for sparse linear systems

DOE PAGES

Benzi, Michele; Evans, Thomas M.; Hamilton, Steven P.; ...

2017-03-05

Here, we consider hybrid deterministic-stochastic iterative algorithms for the solution of large, sparse linear systems. Starting from a convergent splitting of the coefficient matrix, we analyze various types of Monte Carlo acceleration schemes applied to the original preconditioned Richardson (stationary) iteration. We expect that these methods will have considerable potential for resiliency to faults when implemented on massively parallel machines. We also establish sufficient conditions for the convergence of the hybrid schemes, and we investigate different types of preconditioners including sparse approximate inverses. Numerical experiments on linear systems arising from the discretization of partial differential equations are presented.

PARADIGM USING JOINT DETERMINISTIC GRID MODELING AND SUB-GRID VARIABILITY STOCHASTIC DESCRIPTION AS A TEMPLATE FOR MODEL EVALUATION

EPA Science Inventory

The goal of achieving verisimilitude of air quality simulations to observations is problematic. Chemical transport models such as the Community Multi-Scale Air Quality (CMAQ) modeling system produce volume averages of pollutant concentration fields. When grid sizes are such tha...

Stochastic blockmodeling of the modules and core of the Caenorhabditis elegans connectome.

PubMed

Pavlovic, Dragana M; Vértes, Petra E; Bullmore, Edward T; Schafer, William R; Nichols, Thomas E

2014-01-01

Recently, there has been much interest in the community structure or mesoscale organization of complex networks. This structure is characterised either as a set of sparsely inter-connected modules or as a highly connected core with a sparsely connected periphery. However, it is often difficult to disambiguate these two types of mesoscale structure or, indeed, to summarise the full network in terms of the relationships between its mesoscale constituents. Here, we estimate a community structure with a stochastic blockmodel approach, the Erdős-Rényi Mixture Model, and compare it to the much more widely used deterministic methods, such as the Louvain and Spectral algorithms. We used the Caenorhabditis elegans (C. elegans) nervous system (connectome) as a model system in which biological knowledge about each node or neuron can be used to validate the functional relevance of the communities obtained. The deterministic algorithms derived communities with 4-5 modules, defined by sparse inter-connectivity between all modules. In contrast, the stochastic Erdős-Rényi Mixture Model estimated a community with 9 blocks or groups which comprised a similar set of modules but also included a clearly defined core, made of 2 small groups. We show that the "core-in-modules" decomposition of the worm brain network, estimated by the Erdős-Rényi Mixture Model, is more compatible with prior biological knowledge about the C. elegans nervous system than the purely modular decomposition defined deterministically. We also show that the blockmodel can be used both to generate stochastic realisations (simulations) of the biological connectome, and to compress network into a small number of super-nodes and their connectivity. We expect that the Erdős-Rényi Mixture Model may be useful for investigating the complex community structures in other (nervous) systems.

Low Frequency Predictive Skill Despite Structural Instability and Model Error

DTIC Science & Technology

2014-09-30

Majda, based on earlier theoretical work. 1. Dynamic Stochastic Superresolution of sparseley observed turbulent systems M. Branicki (Post doc...of numerical models. Here, we introduce and study a suite of general Dynamic Stochastic Superresolution (DSS) algorithms and show that, by...resolving subgridscale turbulence through Dynamic Stochastic Superresolution utilizing aliased grids is a potential breakthrough for practical online

Hippocampal Remapping Is Constrained by Sparseness rather than Capacity

PubMed Central

Kammerer, Axel; Leibold, Christian

2014-01-01

Grid cells in the medial entorhinal cortex encode space with firing fields that are arranged on the nodes of spatial hexagonal lattices. Potential candidates to read out the space information of this grid code and to combine it with other sensory cues are hippocampal place cells. In this paper, we investigate a population of grid cells providing feed-forward input to place cells. The capacity of the underlying synaptic transformation is determined by both spatial acuity and the number of different spatial environments that can be represented. The codes for different environments arise from phase shifts of the periodical entorhinal cortex patterns that induce a global remapping of hippocampal place fields, i.e., a new random assignment of place fields for each environment. If only a single environment is encoded, the grid code can be read out at high acuity with only few place cells. A surplus in place cells can be used to store a space code for more environments via remapping. The number of stored environments can be increased even more efficiently by stronger recurrent inhibition and by partitioning the place cell population such that learning affects only a small fraction of them in each environment. We find that the spatial decoding acuity is much more resilient to multiple remappings than the sparseness of the place code. Since the hippocampal place code is sparse, we thus conclude that the projection from grid cells to the place cells is not using its full capacity to transfer space information. Both populations may encode different aspects of space. PMID:25474570

Stochastic sampling of quadrature grids for the evaluation of vibrational expectation values

NASA Astrophysics Data System (ADS)

López Ríos, Pablo; Monserrat, Bartomeu; Needs, Richard J.

2018-02-01

The thermal lines method for the evaluation of vibrational expectation values of electronic observables [B. Monserrat, Phys. Rev. B 93, 014302 (2016), 10.1103/PhysRevB.93.014302] was recently proposed as a physically motivated approximation offering balance between the accuracy of direct Monte Carlo integration and the low computational cost of using local quadratic approximations. In this paper we reformulate thermal lines as a stochastic implementation of quadrature-grid integration, analyze the analytical form of its bias, and extend the method to multiple-point quadrature grids applicable to any factorizable harmonic or anharmonic nuclear wave function. The bias incurred by thermal lines is found to depend on the local form of the expectation value, and we demonstrate that the use of finer quadrature grids along selected modes can eliminate this bias, while still offering an ˜30 % lower computational cost than direct Monte Carlo integration in our tests.

A two-level stochastic collocation method for semilinear elliptic equations with random coefficients

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Luoping; Zheng, Bin; Lin, Guang

In this work, we propose a novel two-level discretization for solving semilinear elliptic equations with random coefficients. Motivated by the two-grid method for deterministic partial differential equations (PDEs) introduced by Xu, our two-level stochastic collocation method utilizes a two-grid finite element discretization in the physical space and a two-level collocation method in the random domain. In particular, we solve semilinear equations on a coarse meshmore » $$\\mathcal{T}_H$$ with a low level stochastic collocation (corresponding to the polynomial space $$\\mathcal{P}_{P}$$) and solve linearized equations on a fine mesh $$\\mathcal{T}_h$$ using high level stochastic collocation (corresponding to the polynomial space $$\\mathcal{P}_p$$). We prove that the approximated solution obtained from this method achieves the same order of accuracy as that from solving the original semilinear problem directly by stochastic collocation method with $$\\mathcal{T}_h$$ and $$\\mathcal{P}_p$$. The two-level method is computationally more efficient, especially for nonlinear problems with high random dimensions. Numerical experiments are also provided to verify the theoretical results.« less

Interactive grid generation for turbomachinery flow field simulations

NASA Technical Reports Server (NTRS)

Choo, Yung K.; Eiseman, Peter R.; Reno, Charles

1988-01-01

The control point form of algebraic grid generation presented provides the means that are needed to generate well structured grids for turbomachinery flow simulations. It uses a sparse collection of control points distributed over the flow domain. The shape and position of coordinate curves can be adjusted from these control points while the grid conforms precisely to all boundaries. An interactive program called TURBO, which uses the control point form, is being developed. Basic features of the code are discussed and sample grids are presented. A finite volume LU implicit scheme is used to simulate flow in a turbine cascade on the grid generated by the program.

Interactive grid generation for turbomachinery flow field simulations

NASA Technical Reports Server (NTRS)

Choo, Yung K.; Reno, Charles; Eiseman, Peter R.

1988-01-01

The control point form of algebraic grid generation presented provides the means that are needed to generate well structured grids of turbomachinery flow simulations. It uses a sparse collection of control points distributed over the flow domain. The shape and position of coordinate curves can be adjusted from these control points while the grid conforms precisely to all boundaries. An interactive program called TURBO, which uses the control point form, is being developed. Basic features of the code are discussed and sample grids are presented. A finite volume LU implicit scheme is used to simulate flow in a turbine cascade on the grid generated by the program.

Two conditions for equivalence of 0-norm solution and 1-norm solution in sparse representation.

PubMed

Li, Yuanqing; Amari, Shun-Ichi

2010-07-01

In sparse representation, two important sparse solutions, the 0-norm and 1-norm solutions, have been receiving much of attention. The 0-norm solution is the sparsest, however it is not easy to obtain. Although the 1-norm solution may not be the sparsest, it can be easily obtained by the linear programming method. In many cases, the 0-norm solution can be obtained through finding the 1-norm solution. Many discussions exist on the equivalence of the two sparse solutions. This paper analyzes two conditions for the equivalence of the two sparse solutions. The first condition is necessary and sufficient, however, difficult to verify. Although the second is necessary but is not sufficient, it is easy to verify. In this paper, we analyze the second condition within the stochastic framework and propose a variant. We then prove that the equivalence of the two sparse solutions holds with high probability under the variant of the second condition. Furthermore, in the limit case where the 0-norm solution is extremely sparse, the second condition is also a sufficient condition with probability 1.

An efficient gridding reconstruction method for multishot non-Cartesian imaging with correction of off-resonance artifacts.

PubMed

Meng, Yuguang; Lei, Hao

2010-06-01

An efficient iterative gridding reconstruction method with correction of off-resonance artifacts was developed, which is especially tailored for multiple-shot non-Cartesian imaging. The novelty of the method lies in that the transformation matrix for gridding (T) was constructed as the convolution of two sparse matrices, among which the former is determined by the sampling interval and the spatial distribution of the off-resonance frequencies and the latter by the sampling trajectory and the target grid in the Cartesian space. The resulting T matrix is also sparse and can be solved efficiently with the iterative conjugate gradient algorithm. It was shown that, with the proposed method, the reconstruction speed in multiple-shot non-Cartesian imaging can be improved significantly while retaining high reconstruction fidelity. More important, the method proposed allows tradeoff between the accuracy and the computation time of reconstruction, making customization of the use of such a method in different applications possible. The performance of the proposed method was demonstrated by numerical simulation and multiple-shot spiral imaging on rat brain at 4.7 T. (c) 2010 Wiley-Liss, Inc.

Nonparametric estimation of stochastic differential equations with sparse Gaussian processes.

PubMed

García, Constantino A; Otero, Abraham; Félix, Paulo; Presedo, Jesús; Márquez, David G

2017-08-01

The application of stochastic differential equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we introduce a nonparametric method for estimating the drift and diffusion terms of SDEs from a densely observed discrete time series. The use of Gaussian processes as priors permits working directly in a function-space view and thus the inference takes place directly in this space. To cope with the computational complexity that requires the use of Gaussian processes, a sparse Gaussian process approximation is provided. This approximation permits the efficient computation of predictions for the drift and diffusion terms by using a distribution over a small subset of pseudosamples. The proposed method has been validated using both simulated data and real data from economy and paleoclimatology. The application of the method to real data demonstrates its ability to capture the behavior of complex systems.

Sparse spikes super-resolution on thin grids II: the continuous basis pursuit

NASA Astrophysics Data System (ADS)

Duval, Vincent; Peyré, Gabriel

2017-09-01

This article analyzes the performance of the continuous basis pursuit (C-BP) method for sparse super-resolution. The C-BP has been recently proposed by Ekanadham, Tranchina and Simoncelli as a refined discretization scheme for the recovery of spikes in inverse problems regularization. One of the most well known discretization scheme, the basis pursuit (BP, also known as \

Adaptive sparse grid approach for the efficient simulation of pulsed eddy current testing inspections

NASA Astrophysics Data System (ADS)

Miorelli, Roberto; Reboud, Christophe

2018-04-01

Pulsed Eddy Current Testing (PECT) is a popular NonDestructive Testing (NDT) technique for some applications like corrosion monitoring in the oil and gas industry, or rivet inspection in the aeronautic area. Its particularity is to use a transient excitation, which allows to retrieve more information from the piece than conventional harmonic ECT, in a simpler and cheaper way than multi-frequency ECT setups. Efficient modeling tools prove, as usual, very useful to optimize experimental sensors and devices or evaluate their performance, for instance. This paper proposes an efficient simulation of PECT signals based on standard time harmonic solvers and use of an Adaptive Sparse Grid (ASG) algorithm. An adaptive sampling of the ECT signal spectrum is performed with this algorithm, then the complete spectrum is interpolated from this sparse representation and PECT signals are finally synthesized by means of inverse Fourier transform. Simulation results corresponding to existing industrial configurations are presented and the performance of the strategy is discussed by comparison to reference results.

A Fast and Accurate Sparse Continuous Signal Reconstruction by Homotopy DCD with Non-Convex Regularization

PubMed Central

Wang, Tianyun; Lu, Xinfei; Yu, Xiaofei; Xi, Zhendong; Chen, Weidong

2014-01-01

In recent years, various applications regarding sparse continuous signal recovery such as source localization, radar imaging, communication channel estimation, etc., have been addressed from the perspective of compressive sensing (CS) theory. However, there are two major defects that need to be tackled when considering any practical utilization. The first issue is off-grid problem caused by the basis mismatch between arbitrary located unknowns and the pre-specified dictionary, which would make conventional CS reconstruction methods degrade considerably. The second important issue is the urgent demand for low-complexity algorithms, especially when faced with the requirement of real-time implementation. In this paper, to deal with these two problems, we have presented three fast and accurate sparse reconstruction algorithms, termed as HR-DCD, Hlog-DCD and Hlp-DCD, which are based on homotopy, dichotomous coordinate descent (DCD) iterations and non-convex regularizations, by combining with the grid refinement technique. Experimental results are provided to demonstrate the effectiveness of the proposed algorithms and related analysis. PMID:24675758

Stochastic Blockmodeling of the Modules and Core of the Caenorhabditis elegans Connectome

PubMed Central

Pavlovic, Dragana M.; Vértes, Petra E.; Bullmore, Edward T.; Schafer, William R.; Nichols, Thomas E.

2014-01-01

Recently, there has been much interest in the community structure or mesoscale organization of complex networks. This structure is characterised either as a set of sparsely inter-connected modules or as a highly connected core with a sparsely connected periphery. However, it is often difficult to disambiguate these two types of mesoscale structure or, indeed, to summarise the full network in terms of the relationships between its mesoscale constituents. Here, we estimate a community structure with a stochastic blockmodel approach, the Erdős-Rényi Mixture Model, and compare it to the much more widely used deterministic methods, such as the Louvain and Spectral algorithms. We used the Caenorhabditis elegans (C. elegans) nervous system (connectome) as a model system in which biological knowledge about each node or neuron can be used to validate the functional relevance of the communities obtained. The deterministic algorithms derived communities with 4–5 modules, defined by sparse inter-connectivity between all modules. In contrast, the stochastic Erdős-Rényi Mixture Model estimated a community with 9 blocks or groups which comprised a similar set of modules but also included a clearly defined core, made of 2 small groups. We show that the “core-in-modules” decomposition of the worm brain network, estimated by the Erdős-Rényi Mixture Model, is more compatible with prior biological knowledge about the C. elegans nervous system than the purely modular decomposition defined deterministically. We also show that the blockmodel can be used both to generate stochastic realisations (simulations) of the biological connectome, and to compress network into a small number of super-nodes and their connectivity. We expect that the Erdős-Rényi Mixture Model may be useful for investigating the complex community structures in other (nervous) systems. PMID:24988196

A robust and efficient stepwise regression method for building sparse polynomial chaos expansions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Abraham, Simon, E-mail: Simon.Abraham@ulb.ac.be; Raisee, Mehrdad; Ghorbaniasl, Ghader

2017-03-01

Polynomial Chaos (PC) expansions are widely used in various engineering fields for quantifying uncertainties arising from uncertain parameters. The computational cost of classical PC solution schemes is unaffordable as the number of deterministic simulations to be calculated grows dramatically with the number of stochastic dimension. This considerably restricts the practical use of PC at the industrial level. A common approach to address such problems is to make use of sparse PC expansions. This paper presents a non-intrusive regression-based method for building sparse PC expansions. The most important PC contributions are detected sequentially through an automatic search procedure. The variable selectionmore » criterion is based on efficient tools relevant to probabilistic method. Two benchmark analytical functions are used to validate the proposed algorithm. The computational efficiency of the method is then illustrated by a more realistic CFD application, consisting of the non-deterministic flow around a transonic airfoil subject to geometrical uncertainties. To assess the performance of the developed methodology, a detailed comparison is made with the well established LAR-based selection technique. The results show that the developed sparse regression technique is able to identify the most significant PC contributions describing the problem. Moreover, the most important stochastic features are captured at a reduced computational cost compared to the LAR method. The results also demonstrate the superior robustness of the method by repeating the analyses using random experimental designs.« less

Towards Stochastic Optimization-Based Electric Vehicle Penetration in a Novel Archipelago Microgrid.

PubMed

Yang, Qingyu; An, Dou; Yu, Wei; Tan, Zhengan; Yang, Xinyu

2016-06-17

Due to the advantage of avoiding upstream disturbance and voltage fluctuation from a power transmission system, Islanded Micro-Grids (IMG) have attracted much attention. In this paper, we first propose a novel self-sufficient Cyber-Physical System (CPS) supported by Internet of Things (IoT) techniques, namely "archipelago micro-grid (MG)", which integrates the power grid and sensor networks to make the grid operation effective and is comprised of multiple MGs while disconnected with the utility grid. The Electric Vehicles (EVs) are used to replace a portion of Conventional Vehicles (CVs) to reduce CO 2 emission and operation cost. Nonetheless, the intermittent nature and uncertainty of Renewable Energy Sources (RESs) remain a challenging issue in managing energy resources in the system. To address these issues, we formalize the optimal EV penetration problem as a two-stage Stochastic Optimal Penetration (SOP) model, which aims to minimize the emission and operation cost in the system. Uncertainties coming from RESs (e.g., wind, solar, and load demand) are considered in the stochastic model and random parameters to represent those uncertainties are captured by the Monte Carlo-based method. To enable the reasonable deployment of EVs in each MGs, we develop two scheduling schemes, namely Unlimited Coordinated Scheme (UCS) and Limited Coordinated Scheme (LCS), respectively. An extensive simulation study based on a modified 9 bus system with three MGs has been carried out to show the effectiveness of our proposed schemes. The evaluation data indicates that our proposed strategy can reduce both the environmental pollution created by CO 2 emissions and operation costs in UCS and LCS.

Towards Stochastic Optimization-Based Electric Vehicle Penetration in a Novel Archipelago Microgrid

PubMed Central

Yang, Qingyu; An, Dou; Yu, Wei; Tan, Zhengan; Yang, Xinyu

2016-01-01

Due to the advantage of avoiding upstream disturbance and voltage fluctuation from a power transmission system, Islanded Micro-Grids (IMG) have attracted much attention. In this paper, we first propose a novel self-sufficient Cyber-Physical System (CPS) supported by Internet of Things (IoT) techniques, namely “archipelago micro-grid (MG)”, which integrates the power grid and sensor networks to make the grid operation effective and is comprised of multiple MGs while disconnected with the utility grid. The Electric Vehicles (EVs) are used to replace a portion of Conventional Vehicles (CVs) to reduce CO2 emission and operation cost. Nonetheless, the intermittent nature and uncertainty of Renewable Energy Sources (RESs) remain a challenging issue in managing energy resources in the system. To address these issues, we formalize the optimal EV penetration problem as a two-stage Stochastic Optimal Penetration (SOP) model, which aims to minimize the emission and operation cost in the system. Uncertainties coming from RESs (e.g., wind, solar, and load demand) are considered in the stochastic model and random parameters to represent those uncertainties are captured by the Monte Carlo-based method. To enable the reasonable deployment of EVs in each MGs, we develop two scheduling schemes, namely Unlimited Coordinated Scheme (UCS) and Limited Coordinated Scheme (LCS), respectively. An extensive simulation study based on a modified 9 bus system with three MGs has been carried out to show the effectiveness of our proposed schemes. The evaluation data indicates that our proposed strategy can reduce both the environmental pollution created by CO2 emissions and operation costs in UCS and LCS. PMID:27322281

An efficient framework for optimization and parameter sensitivity analysis in arterial growth and remodeling computations

PubMed Central

Sankaran, Sethuraman; Humphrey, Jay D.; Marsden, Alison L.

2013-01-01

Computational models for vascular growth and remodeling (G&R) are used to predict the long-term response of vessels to changes in pressure, flow, and other mechanical loading conditions. Accurate predictions of these responses are essential for understanding numerous disease processes. Such models require reliable inputs of numerous parameters, including material properties and growth rates, which are often experimentally derived, and inherently uncertain. While earlier methods have used a brute force approach, systematic uncertainty quantification in G&R models promises to provide much better information. In this work, we introduce an efficient framework for uncertainty quantification and optimal parameter selection, and illustrate it via several examples. First, an adaptive sparse grid stochastic collocation scheme is implemented in an established G&R solver to quantify parameter sensitivities, and near-linear scaling with the number of parameters is demonstrated. This non-intrusive and parallelizable algorithm is compared with standard sampling algorithms such as Monte-Carlo. Second, we determine optimal arterial wall material properties by applying robust optimization. We couple the G&R simulator with an adaptive sparse grid collocation approach and a derivative-free optimization algorithm. We show that an artery can achieve optimal homeostatic conditions over a range of alterations in pressure and flow; robustness of the solution is enforced by including uncertainty in loading conditions in the objective function. We then show that homeostatic intramural and wall shear stress is maintained for a wide range of material properties, though the time it takes to achieve this state varies. We also show that the intramural stress is robust and lies within 5% of its mean value for realistic variability of the material parameters. We observe that prestretch of elastin and collagen are most critical to maintaining homeostasis, while values of the material properties are most critical in determining response time. Finally, we outline several challenges to the G&R community for future work. We suggest that these tools provide the first systematic and efficient framework to quantify uncertainties and optimally identify G&R model parameters. PMID:23626380

Communication requirements of sparse Cholesky factorization with nested dissection ordering

NASA Technical Reports Server (NTRS)

Naik, Vijay K.; Patrick, Merrell L.

1989-01-01

Load distribution schemes for minimizing the communication requirements of the Cholesky factorization of dense and sparse, symmetric, positive definite matrices on multiprocessor systems are presented. The total data traffic in factoring an n x n sparse symmetric positive definite matrix representing an n-vertex regular two-dimensional grid graph using n exp alpha, alpha not greater than 1, processors are shown to be O(n exp 1 + alpha/2). It is O(n), when n exp alpha, alpha not smaller than 1, processors are used. Under the conditions of uniform load distribution, these results are shown to be asymptotically optimal.

A sparse grid based method for generative dimensionality reduction of high-dimensional data

NASA Astrophysics Data System (ADS)

Bohn, Bastian; Garcke, Jochen; Griebel, Michael

2016-03-01

Generative dimensionality reduction methods play an important role in machine learning applications because they construct an explicit mapping from a low-dimensional space to the high-dimensional data space. We discuss a general framework to describe generative dimensionality reduction methods, where the main focus lies on a regularized principal manifold learning variant. Since most generative dimensionality reduction algorithms exploit the representer theorem for reproducing kernel Hilbert spaces, their computational costs grow at least quadratically in the number n of data. Instead, we introduce a grid-based discretization approach which automatically scales just linearly in n. To circumvent the curse of dimensionality of full tensor product grids, we use the concept of sparse grids. Furthermore, in real-world applications, some embedding directions are usually more important than others and it is reasonable to refine the underlying discretization space only in these directions. To this end, we employ a dimension-adaptive algorithm which is based on the ANOVA (analysis of variance) decomposition of a function. In particular, the reconstruction error is used to measure the quality of an embedding. As an application, the study of large simulation data from an engineering application in the automotive industry (car crash simulation) is performed.

Global Parameter Optimization of CLM4.5 Using Sparse-Grid Based Surrogates

NASA Astrophysics Data System (ADS)

Lu, D.; Ricciuto, D. M.; Gu, L.

2016-12-01

Calibration of the Community Land Model (CLM) is challenging because of its model complexity, large parameter sets, and significant computational requirements. Therefore, only a limited number of simulations can be allowed in any attempt to find a near-optimal solution within an affordable time. The goal of this study is to calibrate some of the CLM parameters in order to improve model projection of carbon fluxes. To this end, we propose a computationally efficient global optimization procedure using sparse-grid based surrogates. We first use advanced sparse grid (SG) interpolation to construct a surrogate system of the actual CLM model, and then we calibrate the surrogate model in the optimization process. As the surrogate model is a polynomial whose evaluation is fast, it can be efficiently evaluated with sufficiently large number of times in the optimization, which facilitates the global search. We calibrate five parameters against 12 months of GPP, NEP, and TLAI data from the U.S. Missouri Ozark (US-MOz) tower. The results indicate that an accurate surrogate model can be created for the CLM4.5 with a relatively small number of SG points (i.e., CLM4.5 simulations), and the application of the optimized parameters leads to a higher predictive capacity than the default parameter values in the CLM4.5 for the US-MOz site.

High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics

PubMed Central

Carvalho, Carlos M.; Chang, Jeffrey; Lucas, Joseph E.; Nevins, Joseph R.; Wang, Quanli; West, Mike

2010-01-01

We describe studies in molecular profiling and biological pathway analysis that use sparse latent factor and regression models for microarray gene expression data. We discuss breast cancer applications and key aspects of the modeling and computational methodology. Our case studies aim to investigate and characterize heterogeneity of structure related to specific oncogenic pathways, as well as links between aggregate patterns in gene expression profiles and clinical biomarkers. Based on the metaphor of statistically derived “factors” as representing biological “subpathway” structure, we explore the decomposition of fitted sparse factor models into pathway subcomponents and investigate how these components overlay multiple aspects of known biological activity. Our methodology is based on sparsity modeling of multivariate regression, ANOVA, and latent factor models, as well as a class of models that combines all components. Hierarchical sparsity priors address questions of dimension reduction and multiple comparisons, as well as scalability of the methodology. The models include practically relevant non-Gaussian/nonparametric components for latent structure, underlying often quite complex non-Gaussianity in multivariate expression patterns. Model search and fitting are addressed through stochastic simulation and evolutionary stochastic search methods that are exemplified in the oncogenic pathway studies. Supplementary supporting material provides more details of the applications, as well as examples of the use of freely available software tools for implementing the methodology. PMID:21218139

Inverse Modeling Using Markov Chain Monte Carlo Aided by Adaptive Stochastic Collocation Method with Transformation

NASA Astrophysics Data System (ADS)

Zhang, D.; Liao, Q.

2016-12-01

The Bayesian inference provides a convenient framework to solve statistical inverse problems. In this method, the parameters to be identified are treated as random variables. The prior knowledge, the system nonlinearity, and the measurement errors can be directly incorporated in the posterior probability density function (PDF) of the parameters. The Markov chain Monte Carlo (MCMC) method is a powerful tool to generate samples from the posterior PDF. However, since the MCMC usually requires thousands or even millions of forward simulations, it can be a computationally intensive endeavor, particularly when faced with large-scale flow and transport models. To address this issue, we construct a surrogate system for the model responses in the form of polynomials by the stochastic collocation method. In addition, we employ interpolation based on the nested sparse grids and takes into account the different importance of the parameters, under the condition of high random dimensions in the stochastic space. Furthermore, in case of low regularity such as discontinuous or unsmooth relation between the input parameters and the output responses, we introduce an additional transform process to improve the accuracy of the surrogate model. Once we build the surrogate system, we may evaluate the likelihood with very little computational cost. We analyzed the convergence rate of the forward solution and the surrogate posterior by Kullback-Leibler divergence, which quantifies the difference between probability distributions. The fast convergence of the forward solution implies fast convergence of the surrogate posterior to the true posterior. We also tested the proposed algorithm on water-flooding two-phase flow reservoir examples. The posterior PDF calculated from a very long chain with direct forward simulation is assumed to be accurate. The posterior PDF calculated using the surrogate model is in reasonable agreement with the reference, revealing a great improvement in terms of computational efficiency.

Incorporating Wind Power Forecast Uncertainties Into Stochastic Unit Commitment Using Neural Network-Based Prediction Intervals.

PubMed

Quan, Hao; Srinivasan, Dipti; Khosravi, Abbas

2015-09-01

Penetration of renewable energy resources, such as wind and solar power, into power systems significantly increases the uncertainties on system operation, stability, and reliability in smart grids. In this paper, the nonparametric neural network-based prediction intervals (PIs) are implemented for forecast uncertainty quantification. Instead of a single level PI, wind power forecast uncertainties are represented in a list of PIs. These PIs are then decomposed into quantiles of wind power. A new scenario generation method is proposed to handle wind power forecast uncertainties. For each hour, an empirical cumulative distribution function (ECDF) is fitted to these quantile points. The Monte Carlo simulation method is used to generate scenarios from the ECDF. Then the wind power scenarios are incorporated into a stochastic security-constrained unit commitment (SCUC) model. The heuristic genetic algorithm is utilized to solve the stochastic SCUC problem. Five deterministic and four stochastic case studies incorporated with interval forecasts of wind power are implemented. The results of these cases are presented and discussed together. Generation costs, and the scheduled and real-time economic dispatch reserves of different unit commitment strategies are compared. The experimental results show that the stochastic model is more robust than deterministic ones and, thus, decreases the risk in system operations of smart grids.

Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids

PubMed Central

Ali, S. M.; Mehmood, C. A; Khan, B.; Jawad, M.; Farid, U; Jadoon, J. K.; Ali, M.; Tareen, N. K.; Usman, S.; Majid, M.; Anwar, S. M.

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion. PMID:27314229

Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids.

PubMed

Ali, S M; Mehmood, C A; Khan, B; Jawad, M; Farid, U; Jadoon, J K; Ali, M; Tareen, N K; Usman, S; Majid, M; Anwar, S M

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion.

A FRACTAL-BASED STOCHASTIC INTERPOLATION SCHEME IN SUBSURFACE HYDROLOGY

EPA Science Inventory

The need for a realistic and rational method for interpolating sparse data sets is widespread. Real porosity and hydraulic conductivity data do not vary smoothly over space, so an interpolation scheme that preserves irregularity is desirable. Such a scheme based on the properties...

A combinatorial model for dentate gyrus sparse coding

DOE PAGES

Severa, William; Parekh, Ojas; James, Conrad D.; ...

2016-12-29

The dentate gyrus forms a critical link between the entorhinal cortex and CA3 by providing a sparse version of the signal. Concurrent with this increase in sparsity, a widely accepted theory suggests the dentate gyrus performs pattern separation—similar inputs yield decorrelated outputs. Although an active region of study and theory, few logically rigorous arguments detail the dentate gyrus’s (DG) coding. We suggest a theoretically tractable, combinatorial model for this action. The model provides formal methods for a highly redundant, arbitrarily sparse, and decorrelated output signal.To explore the value of this model framework, we assess how suitable it is for twomore » notable aspects of DG coding: how it can handle the highly structured grid cell representation in the input entorhinal cortex region and the presence of adult neurogenesis, which has been proposed to produce a heterogeneous code in the DG. We find tailoring the model to grid cell input yields expansion parameters consistent with the literature. In addition, the heterogeneous coding reflects activity gradation observed experimentally. Lastly, we connect this approach with more conventional binary threshold neural circuit models via a formal embedding.« less

Concurrent Tumor Segmentation and Registration with Uncertainty-based Sparse non-Uniform Graphs

PubMed Central

Parisot, Sarah; Wells, William; Chemouny, Stéphane; Duffau, Hugues; Paragios, Nikos

2014-01-01

In this paper, we present a graph-based concurrent brain tumor segmentation and atlas to diseased patient registration framework. Both segmentation and registration problems are modeled using a unified pairwise discrete Markov Random Field model on a sparse grid superimposed to the image domain. Segmentation is addressed based on pattern classification techniques, while registration is performed by maximizing the similarity between volumes and is modular with respect to the matching criterion. The two problems are coupled by relaxing the registration term in the tumor area, corresponding to areas of high classification score and high dissimilarity between volumes. In order to overcome the main shortcomings of discrete approaches regarding appropriate sampling of the solution space as well as important memory requirements, content driven samplings of the discrete displacement set and the sparse grid are considered, based on the local segmentation and registration uncertainties recovered by the min marginal energies. State of the art results on a substantial low-grade glioma database demonstrate the potential of our method, while our proposed approach shows maintained performance and strongly reduced complexity of the model. PMID:24717540

Tensor-guided fitting of subduction slab depths

USGS Publications Warehouse

Bazargani, Farhad; Hayes, Gavin P.

2013-01-01

Geophysical measurements are often acquired at scattered locations in space. Therefore, interpolating or fitting the sparsely sampled data as a uniform function of space (a procedure commonly known as gridding) is a ubiquitous problem in geophysics. Most gridding methods require a model of spatial correlation for data. This spatial correlation model can often be inferred from some sort of secondary information, which may also be sparsely sampled in space. In this paper, we present a new method to model the geometry of a subducting slab in which we use a data‐fitting approach to address the problem. Earthquakes and active‐source seismic surveys provide estimates of depths of subducting slabs but only at scattered locations. In addition to estimates of depths from earthquake locations, focal mechanisms of subduction zone earthquakes also provide estimates of the strikes of the subducting slab on which they occur. We use these spatially sparse strike samples and the Earth’s curved surface geometry to infer a model for spatial correlation that guides a blended neighbor interpolation of slab depths. We then modify the interpolation method to account for the uncertainties associated with the depth estimates.

Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies

NASA Astrophysics Data System (ADS)

Williams, Paul; Howe, Nicola; Gregory, Jonathan; Smith, Robin; Joshi, Manoj

2016-04-01

In climate simulations, the impacts of the sub-grid scales on the resolved scales are conventionally represented using deterministic closure schemes, which assume that the impacts are uniquely determined by the resolved scales. Stochastic parameterization relaxes this assumption, by sampling the sub-grid variability in a computationally inexpensive manner. This presentation shows that the simulated climatological state of the ocean is improved in many respects by implementing a simple stochastic parameterization of ocean eddies into a coupled atmosphere-ocean general circulation model. Simulations from a high-resolution, eddy-permitting ocean model are used to calculate the eddy statistics needed to inject realistic stochastic noise into a low-resolution, non-eddy-permitting version of the same model. A suite of four stochastic experiments is then run to test the sensitivity of the simulated climate to the noise definition, by varying the noise amplitude and decorrelation time within reasonable limits. The addition of zero-mean noise to the ocean temperature tendency is found to have a non-zero effect on the mean climate. Specifically, in terms of the ocean temperature and salinity fields both at the surface and at depth, the noise reduces many of the biases in the low-resolution model and causes it to more closely resemble the high-resolution model. The variability of the strength of the global ocean thermohaline circulation is also improved. It is concluded that stochastic ocean perturbations can yield reductions in climate model error that are comparable to those obtained by refining the resolution, but without the increased computational cost. Therefore, stochastic parameterizations of ocean eddies have the potential to significantly improve climate simulations. Reference PD Williams, NJ Howe, JM Gregory, RS Smith, and MM Joshi (2016) Improved Climate Simulations through a Stochastic Parameterization of Ocean Eddies. Journal of Climate, under revision.

Stochastic Approaches Within a High Resolution Rapid Refresh Ensemble

NASA Astrophysics Data System (ADS)

Jankov, I.

2017-12-01

It is well known that global and regional numerical weather prediction (NWP) ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system is the use of stochastic physics. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), and Stochastic Perturbation of Physics Tendencies (SPPT). The focus of this study is to assess model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) using a variety of stochastic approaches. A single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model was utilized and ensemble members produced by employing stochastic methods. Parameter perturbations (using SPP) for select fields were employed in the Rapid Update Cycle (RUC) land surface model (LSM) and Mellor-Yamada-Nakanishi-Niino (MYNN) Planetary Boundary Layer (PBL) schemes. Within MYNN, SPP was applied to sub-grid cloud fraction, mixing length, roughness length, mass fluxes and Prandtl number. In the RUC LSM, SPP was applied to hydraulic conductivity and tested perturbing soil moisture at initial time. First iterative testing was conducted to assess the initial performance of several configuration settings (e.g. variety of spatial and temporal de-correlation lengths). Upon selection of the most promising candidate configurations using SPP, a 10-day time period was run and more robust statistics were gathered. SKEB and SPPT were included in additional retrospective tests to assess the impact of using all three stochastic approaches to address model uncertainty. Results from the stochastic perturbation testing were compared to a baseline multi-physics control ensemble. For probabilistic forecast performance the Model Evaluation Tools (MET) verification package was used.

Uncertainty Reduction for Stochastic Processes on Complex Networks

NASA Astrophysics Data System (ADS)

Radicchi, Filippo; Castellano, Claudio

2018-05-01

Many real-world systems are characterized by stochastic dynamical rules where a complex network of interactions among individual elements probabilistically determines their state. Even with full knowledge of the network structure and of the stochastic rules, the ability to predict system configurations is generally characterized by a large uncertainty. Selecting a fraction of the nodes and observing their state may help to reduce the uncertainty about the unobserved nodes. However, choosing these points of observation in an optimal way is a highly nontrivial task, depending on the nature of the stochastic process and on the structure of the underlying interaction pattern. In this paper, we introduce a computationally efficient algorithm to determine quasioptimal solutions to the problem. The method leverages network sparsity to reduce computational complexity from exponential to almost quadratic, thus allowing the straightforward application of the method to mid-to-large-size systems. Although the method is exact only for equilibrium stochastic processes defined on trees, it turns out to be effective also for out-of-equilibrium processes on sparse loopy networks.

SMERFS: Stochastic Markov Evaluation of Random Fields on the Sphere

NASA Astrophysics Data System (ADS)

Creasey, Peter; Lang, Annika

2018-04-01

SMERFS (Stochastic Markov Evaluation of Random Fields on the Sphere) creates large realizations of random fields on the sphere. It uses a fast algorithm based on Markov properties and fast Fourier Transforms in 1d that generates samples on an n X n grid in O(n2 log n) and efficiently derives the necessary conditional covariance matrices.

Adaptive Microwave Staring Correlated Imaging for Targets Appearing in Discrete Clusters.

PubMed

Tian, Chao; Jiang, Zheng; Chen, Weidong; Wang, Dongjin

2017-10-21

Microwave staring correlated imaging (MSCI) can achieve ultra-high resolution in real aperture staring radar imaging using the correlated imaging process (CIP) under all-weather and all-day circumstances. The CIP must combine the received echo signal with the temporal-spatial stochastic radiation field. However, a precondition of the CIP is that the continuous imaging region must be discretized to a fine grid, and the measurement matrix should be accurately computed, which makes the imaging process highly complex when the MSCI system observes a wide area. This paper proposes an adaptive imaging approach for the targets in discrete clusters to reduce the complexity of the CIP. The approach is divided into two main stages. First, as discrete clustered targets are distributed in different range strips in the imaging region, the transmitters of the MSCI emit narrow-pulse waveforms to separate the echoes of the targets in different strips in the time domain; using spectral entropy, a modified method robust against noise is put forward to detect the echoes of the discrete clustered targets, based on which the strips with targets can be adaptively located. Second, in a strip with targets, the matched filter reconstruction algorithm is used to locate the regions with targets, and only the regions of interest are discretized to a fine grid; sparse recovery is used, and the band exclusion is used to maintain the non-correlation of the dictionary. Simulation results are presented to demonstrate that the proposed approach can accurately and adaptively locate the regions with targets and obtain high-quality reconstructed images.

Adaptive grid based multi-objective Cauchy differential evolution for stochastic dynamic economic emission dispatch with wind power uncertainty

PubMed Central

Lei, Xiaohui; Wang, Chao; Yue, Dong; Xie, Xiangpeng

2017-01-01

Since wind power is integrated into the thermal power operation system, dynamic economic emission dispatch (DEED) has become a new challenge due to its uncertain characteristics. This paper proposes an adaptive grid based multi-objective Cauchy differential evolution (AGB-MOCDE) for solving stochastic DEED with wind power uncertainty. To properly deal with wind power uncertainty, some scenarios are generated to simulate those possible situations by dividing the uncertainty domain into different intervals, the probability of each interval can be calculated using the cumulative distribution function, and a stochastic DEED model can be formulated under different scenarios. For enhancing the optimization efficiency, Cauchy mutation operation is utilized to improve differential evolution by adjusting the population diversity during the population evolution process, and an adaptive grid is constructed for retaining diversity distribution of Pareto front. With consideration of large number of generated scenarios, the reduction mechanism is carried out to decrease the scenarios number with covariance relationships, which can greatly decrease the computational complexity. Moreover, the constraint-handling technique is also utilized to deal with the system load balance while considering transmission loss among thermal units and wind farms, all the constraint limits can be satisfied under the permitted accuracy. After the proposed method is simulated on three test systems, the obtained results reveal that in comparison with other alternatives, the proposed AGB-MOCDE can optimize the DEED problem while handling all constraint limits, and the optimal scheme of stochastic DEED can decrease the conservation of interval optimization, which can provide a more valuable optimal scheme for real-world applications. PMID:28961262

Stochastic cellular automata model for stock market dynamics

NASA Astrophysics Data System (ADS)

Bartolozzi, M.; Thomas, A. W.

2004-04-01

In the present work we introduce a stochastic cellular automata model in order to simulate the dynamics of the stock market. A direct percolation method is used to create a hierarchy of clusters of active traders on a two-dimensional grid. Active traders are characterized by the decision to buy, σi (t)=+1 , or sell, σi (t)=-1 , a stock at a certain discrete time step. The remaining cells are inactive, σi (t)=0 . The trading dynamics is then determined by the stochastic interaction between traders belonging to the same cluster. Extreme, intermittent events, such as crashes or bubbles, are triggered by a phase transition in the state of the bigger clusters present on the grid, where almost all the active traders come to share the same spin orientation. Most of the stylized aspects of the financial market time series, including multifractal proprieties, are reproduced by the model. A direct comparison is made with the daily closures of the S&P500 index.

Sparse Representation Based Classification with Structure Preserving Dimension Reduction

DTIC Science & Technology

2014-03-13

dictionary learning [39] used stochastic approximations to update dictionary with a large data set. Laplacian score dictionary ( LSD ) [58], which is based on...vol. 4. 2003. p. 864–7. 47. Shaw B, Jebara T. Structure preserving embedding. In: The 26th annual international conference on machine learning, ICML

Sparsity-Cognizant Algorithms with Applications to Communications, Signal Processing, and the Smart Grid

NASA Astrophysics Data System (ADS)

Zhu, Hao

Sparsity plays an instrumental role in a plethora of scientific fields, including statistical inference for variable selection, parsimonious signal representations, and solving under-determined systems of linear equations - what has led to the ground-breaking result of compressive sampling (CS). This Thesis leverages exciting ideas of sparse signal reconstruction to develop sparsity-cognizant algorithms, and analyze their performance. The vision is to devise tools exploiting the 'right' form of sparsity for the 'right' application domain of multiuser communication systems, array signal processing systems, and the emerging challenges in the smart power grid. Two important power system monitoring tasks are addressed first by capitalizing on the hidden sparsity. To robustify power system state estimation, a sparse outlier model is leveraged to capture the possible corruption in every datum, while the problem nonconvexity due to nonlinear measurements is handled using the semidefinite relaxation technique. Different from existing iterative methods, the proposed algorithm approximates well the global optimum regardless of the initialization. In addition, for enhanced situational awareness, a novel sparse overcomplete representation is introduced to capture (possibly multiple) line outages, and develop real-time algorithms for solving the combinatorially complex identification problem. The proposed algorithms exhibit near-optimal performance while incurring only linear complexity in the number of lines, which makes it possible to quickly bring contingencies to attention. This Thesis also accounts for two basic issues in CS, namely fully-perturbed models and the finite alphabet property. The sparse total least-squares (S-TLS) approach is proposed to furnish CS algorithms for fully-perturbed linear models, leading to statistically optimal and computationally efficient solvers. The S-TLS framework is well motivated for grid-based sensing applications and exhibits higher accuracy than existing sparse algorithms. On the other hand, exploiting the finite alphabet of unknown signals emerges naturally in communication systems, along with sparsity coming from the low activity of each user. Compared to approaches only accounting for either one of the two, joint exploitation of both leads to statistically optimal detectors with improved error performance.

Modeling of contact tracing in social networks

NASA Astrophysics Data System (ADS)

Tsimring, Lev S.; Huerta, Ramón

2003-07-01

Spreading of certain infections in complex networks is effectively suppressed by using intelligent strategies for epidemic control. One such standard epidemiological strategy consists in tracing contacts of infected individuals. In this paper, we use a recently introduced generalization of the standard susceptible-infectious-removed stochastic model for epidemics in sparse random networks which incorporates an additional (traced) state. We describe a deterministic mean-field description which yields quantitative agreement with stochastic simulations on random graphs. We also discuss the role of contact tracing in epidemics control in small-world and scale-free networks. Effectiveness of contact tracing grows as the rewiring probability is reduced.

Guided-mode resonance nanophotonics in materially sparse architectures

NASA Astrophysics Data System (ADS)

Magnusson, Robert; Niraula, Manoj; Yoon, Jae W.; Ko, Yeong H.; Lee, Kyu J.

2016-03-01

The guided-mode resonance (GMR) concept refers to lateral quasi-guided waveguide modes induced in periodic layers. Whereas these effects have been known for a long time, new attributes and innovations continue to appear. Here, we review some recent progress in this field with emphasis on sparse, or minimal, device embodiments. We discuss properties of wideband resonant reflectors designed with gratings in which the grating ridges are matched to an identical material to eliminate local reflections and phase changes. This critical interface therefore possesses zero refractive-index contrast; hence we call them "zero-contrast gratings." Applying this architecture, we present single-layer, wideband reflectors that are robust under experimentally realistic parametric variations. We introduce a new class of reflectors and polarizers fashioned with dielectric nanowire grids that are mostly empty space. Computed results predict high reflection and attendant polarization extinction for these sparse lattices. Experimental verification with Si nanowire grids yields ~200-nm-wide band of high reflection for one polarization state and free transmission of the orthogonal state. Finally, we present bandpass filters using all-dielectric resonant gratings. We design, fabricate, and test nanostructured single layer filters exhibiting high efficiency and sub-nanometer-wide passbands surrounded by 100-nm-wide stopbands.

Concurrent tumor segmentation and registration with uncertainty-based sparse non-uniform graphs.

PubMed

Parisot, Sarah; Wells, William; Chemouny, Stéphane; Duffau, Hugues; Paragios, Nikos

2014-05-01

In this paper, we present a graph-based concurrent brain tumor segmentation and atlas to diseased patient registration framework. Both segmentation and registration problems are modeled using a unified pairwise discrete Markov Random Field model on a sparse grid superimposed to the image domain. Segmentation is addressed based on pattern classification techniques, while registration is performed by maximizing the similarity between volumes and is modular with respect to the matching criterion. The two problems are coupled by relaxing the registration term in the tumor area, corresponding to areas of high classification score and high dissimilarity between volumes. In order to overcome the main shortcomings of discrete approaches regarding appropriate sampling of the solution space as well as important memory requirements, content driven samplings of the discrete displacement set and the sparse grid are considered, based on the local segmentation and registration uncertainties recovered by the min marginal energies. State of the art results on a substantial low-grade glioma database demonstrate the potential of our method, while our proposed approach shows maintained performance and strongly reduced complexity of the model. Copyright © 2014 Elsevier B.V. All rights reserved.

Algorithms and Application of Sparse Matrix Assembly and Equation Solvers for Aeroacoustics

NASA Technical Reports Server (NTRS)

Watson, W. R.; Nguyen, D. T.; Reddy, C. J.; Vatsa, V. N.; Tang, W. H.

2001-01-01

An algorithm for symmetric sparse equation solutions on an unstructured grid is described. Efficient, sequential sparse algorithms for degree-of-freedom reordering, supernodes, symbolic/numerical factorization, and forward backward solution phases are reviewed. Three sparse algorithms for the generation and assembly of symmetric systems of matrix equations are presented. The accuracy and numerical performance of the sequential version of the sparse algorithms are evaluated over the frequency range of interest in a three-dimensional aeroacoustics application. Results show that the solver solutions are accurate using a discretization of 12 points per wavelength. Results also show that the first assembly algorithm is impractical for high-frequency noise calculations. The second and third assembly algorithms have nearly equal performance at low values of source frequencies, but at higher values of source frequencies the third algorithm saves CPU time and RAM. The CPU time and the RAM required by the second and third assembly algorithms are two orders of magnitude smaller than that required by the sparse equation solver. A sequential version of these sparse algorithms can, therefore, be conveniently incorporated into a substructuring for domain decomposition formulation to achieve parallel computation, where different substructures are handles by different parallel processors.

Stochastic dynamic modeling of regular and slow earthquakes

NASA Astrophysics Data System (ADS)

Aso, N.; Ando, R.; Ide, S.

2017-12-01

Both regular and slow earthquakes are slip phenomena on plate boundaries and are simulated by a (quasi-)dynamic modeling [Liu and Rice, 2005]. In these numerical simulations, spatial heterogeneity is usually considered not only for explaining real physical properties but also for evaluating the stability of the calculations or the sensitivity of the results on the condition. However, even though we discretize the model space with small grids, heterogeneity at smaller scales than the grid size is not considered in the models with deterministic governing equations. To evaluate the effect of heterogeneity at the smaller scales we need to consider stochastic interactions between slip and stress in a dynamic modeling. Tidal stress is known to trigger or affect both regular and slow earthquakes [Yabe et al., 2015; Ide et al., 2016], and such an external force with fluctuation can also be considered as a stochastic external force. A healing process of faults may also be stochastic, so we introduce stochastic friction law. In the present study, we propose a stochastic dynamic model to explain both regular and slow earthquakes. We solve mode III problem, which corresponds to the rupture propagation along the strike direction. We use BIEM (boundary integral equation method) scheme to simulate slip evolution, but we add stochastic perturbations in the governing equations, which is usually written in a deterministic manner. As the simplest type of perturbations, we adopt Gaussian deviations in the formulation of the slip-stress kernel, external force, and friction. By increasing the amplitude of perturbations of the slip-stress kernel, we reproduce complicated rupture process of regular earthquakes including unilateral and bilateral ruptures. By perturbing external force, we reproduce slow rupture propagation at a scale of km/day. The slow propagation generated by a combination of fast interaction at S-wave velocity is analogous to the kinetic theory of gasses: thermal diffusion appears much slower than the particle velocity of each molecule. The concept of stochastic triggering originates in the Brownian walk model [Ide, 2008], and the present study introduces the stochastic dynamics into dynamic simulations. The stochastic dynamic model has the potential to explain both regular and slow earthquakes more realistically.

Determining conduction patterns on a sparse electrode grid: Implications for the analysis of clinical arrhythmias

NASA Astrophysics Data System (ADS)

Vidmar, David; Narayan, Sanjiv M.; Krummen, David E.; Rappel, Wouter-Jan

2016-11-01

We present a general method of utilizing bioelectric recordings from a spatially sparse electrode grid to compute a dynamic vector field describing the underlying propagation of electrical activity. This vector field, termed the wave-front flow field, permits quantitative analysis of the magnitude of rotational activity (vorticity) and focal activity (divergence) at each spatial point. We apply this method to signals recorded during arrhythmias in human atria and ventricles using a multipolar contact catheter and show that the flow fields correlate with corresponding activation maps. Further, regions of elevated vorticity and divergence correspond to sites identified as clinically significant rotors and focal sources where therapeutic intervention can be effective. These flow fields can provide quantitative insights into the dynamics of normal and abnormal conduction in humans and could potentially be used to enhance therapies for cardiac arrhythmias.

Stochastic four-way coupling of gas-solid flows for Large Eddy Simulations

NASA Astrophysics Data System (ADS)

Curran, Thomas; Denner, Fabian; van Wachem, Berend

2017-11-01

The interaction of solid particles with turbulence has for long been a topic of interest for predicting the behavior of industrially relevant flows. For the turbulent fluid phase, Large Eddy Simulation (LES) methods are widely used for their low computational cost, leaving only the sub-grid scales (SGS) of turbulence to be modelled. Although LES has seen great success in predicting the behavior of turbulent single-phase flows, the development of LES for turbulent gas-solid flows is still in its infancy. This contribution aims at constructing a model to describe the four-way coupling of particles in an LES framework, by considering the role particles play in the transport of turbulent kinetic energy across the scales. Firstly, a stochastic model reconstructing the sub-grid velocities for the particle tracking is presented. Secondly, to solve particle-particle interaction, most models involve a deterministic treatment of the collisions. We finally introduce a stochastic model for estimating the collision probability. All results are validated against fully resolved DNS-DPS simulations. The final goal of this contribution is to propose a global stochastic method adapted to two-phase LES simulation where the number of particles considered can be significantly increased. Financial support from PetroBras is gratefully acknowledged.

genRE: A Method to Extend Gridded Precipitation Climatology Data Sets in Near Real-Time for Hydrological Forecasting Purposes

NASA Astrophysics Data System (ADS)

van Osnabrugge, B.; Weerts, A. H.; Uijlenhoet, R.

2017-11-01

To enable operational flood forecasting and drought monitoring, reliable and consistent methods for precipitation interpolation are needed. Such methods need to deal with the deficiencies of sparse operational real-time data compared to quality-controlled offline data sources used in historical analyses. In particular, often only a fraction of the measurement network reports in near real-time. For this purpose, we present an interpolation method, generalized REGNIE (genRE), which makes use of climatological monthly background grids derived from existing gridded precipitation climatology data sets. We show how genRE can be used to mimic and extend climatological precipitation data sets in near real-time using (sparse) real-time measurement networks in the Rhine basin upstream of the Netherlands (approximately 160,000 km2). In the process, we create a 1.2 × 1.2 km transnational gridded hourly precipitation data set for the Rhine basin. Precipitation gauge data are collected, spatially interpolated for the period 1996-2015 with genRE and inverse-distance squared weighting (IDW), and then evaluated on the yearly and daily time scale against the HYRAS and EOBS climatological data sets. Hourly fields are compared qualitatively with RADOLAN radar-based precipitation estimates. Two sources of uncertainty are evaluated: station density and the impact of different background grids (HYRAS versus EOBS). The results show that the genRE method successfully mimics climatological precipitation data sets (HYRAS/EOBS) over daily, monthly, and yearly time frames. We conclude that genRE is a good interpolation method of choice for real-time operational use. genRE has the largest added value over IDW for cases with a low real-time station density and a high-resolution background grid.

Optimization and validation of accelerated golden-angle radial sparse MRI reconstruction with self-calibrating GRAPPA operator gridding.

PubMed

Benkert, Thomas; Tian, Ye; Huang, Chenchan; DiBella, Edward V R; Chandarana, Hersh; Feng, Li

2018-07-01

Golden-angle radial sparse parallel (GRASP) MRI reconstruction requires gridding and regridding to transform data between radial and Cartesian k-space. These operations are repeatedly performed in each iteration, which makes the reconstruction computationally demanding. This work aimed to accelerate GRASP reconstruction using self-calibrating GRAPPA operator gridding (GROG) and to validate its performance in clinical imaging. GROG is an alternative gridding approach based on parallel imaging, in which k-space data acquired on a non-Cartesian grid are shifted onto a Cartesian k-space grid using information from multicoil arrays. For iterative non-Cartesian image reconstruction, GROG is performed only once as a preprocessing step. Therefore, the subsequent iterative reconstruction can be performed directly in Cartesian space, which significantly reduces computational burden. Here, a framework combining GROG with GRASP (GROG-GRASP) is first optimized and then compared with standard GRASP reconstruction in 22 prostate patients. GROG-GRASP achieved approximately 4.2-fold reduction in reconstruction time compared with GRASP (∼333 min versus ∼78 min) while maintaining image quality (structural similarity index ≈ 0.97 and root mean square error ≈ 0.007). Visual image quality assessment by two experienced radiologists did not show significant differences between the two reconstruction schemes. With a graphics processing unit implementation, image reconstruction time can be further reduced to approximately 14 min. The GRASP reconstruction can be substantially accelerated using GROG. This framework is promising toward broader clinical application of GRASP and other iterative non-Cartesian reconstruction methods. Magn Reson Med 80:286-293, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

Gradient-based optimization with B-splines on sparse grids for solving forward-dynamics simulations of three-dimensional, continuum-mechanical musculoskeletal system models.

PubMed

Valentin, J; Sprenger, M; Pflüger, D; Röhrle, O

2018-05-01

Investigating the interplay between muscular activity and motion is the basis to improve our understanding of healthy or diseased musculoskeletal systems. To be able to analyze the musculoskeletal systems, computational models are used. Albeit some severe modeling assumptions, almost all existing musculoskeletal system simulations appeal to multibody simulation frameworks. Although continuum-mechanical musculoskeletal system models can compensate for some of these limitations, they are essentially not considered because of their computational complexity and cost. The proposed framework is the first activation-driven musculoskeletal system model, in which the exerted skeletal muscle forces are computed using 3-dimensional, continuum-mechanical skeletal muscle models and in which muscle activations are determined based on a constraint optimization problem. Numerical feasibility is achieved by computing sparse grid surrogates with hierarchical B-splines, and adaptive sparse grid refinement further reduces the computational effort. The choice of B-splines allows the use of all existing gradient-based optimization techniques without further numerical approximation. This paper demonstrates that the resulting surrogates have low relative errors (less than 0.76%) and can be used within forward simulations that are subject to constraint optimization. To demonstrate this, we set up several different test scenarios in which an upper limb model consisting of the elbow joint, the biceps and triceps brachii, and an external load is subjected to different optimization criteria. Even though this novel method has only been demonstrated for a 2-muscle system, it can easily be extended to musculoskeletal systems with 3 or more muscles. Copyright © 2018 John Wiley & Sons, Ltd.

Addressing global uncertainty and sensitivity in first-principles based microkinetic models by an adaptive sparse grid approach

NASA Astrophysics Data System (ADS)

Döpking, Sandra; Plaisance, Craig P.; Strobusch, Daniel; Reuter, Karsten; Scheurer, Christoph; Matera, Sebastian

2018-01-01

In the last decade, first-principles-based microkinetic modeling has been developed into an important tool for a mechanistic understanding of heterogeneous catalysis. A commonly known, but hitherto barely analyzed issue in this kind of modeling is the presence of sizable errors from the use of approximate Density Functional Theory (DFT). We here address the propagation of these errors to the catalytic turnover frequency (TOF) by global sensitivity and uncertainty analysis. Both analyses require the numerical quadrature of high-dimensional integrals. To achieve this efficiently, we utilize and extend an adaptive sparse grid approach and exploit the confinement of the strongly non-linear behavior of the TOF to local regions of the parameter space. We demonstrate the methodology on a model of the oxygen evolution reaction at the Co3O4 (110)-A surface, using a maximum entropy error model that imposes nothing but reasonable bounds on the errors. For this setting, the DFT errors lead to an absolute uncertainty of several orders of magnitude in the TOF. We nevertheless find that it is still possible to draw conclusions from such uncertain models about the atomistic aspects controlling the reactivity. A comparison with derivative-based local sensitivity analysis instead reveals that this more established approach provides incomplete information. Since the adaptive sparse grids allow for the evaluation of the integrals with only a modest number of function evaluations, this approach opens the way for a global sensitivity analysis of more complex models, for instance, models based on kinetic Monte Carlo simulations.

Grid and basis adaptive polynomial chaos techniques for sensitivity and uncertainty analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perkó, Zoltán, E-mail: Z.Perko@tudelft.nl; Gilli, Luca, E-mail: Gilli@nrg.eu; Lathouwers, Danny, E-mail: D.Lathouwers@tudelft.nl

2014-03-01

The demand for accurate and computationally affordable sensitivity and uncertainty techniques is constantly on the rise and has become especially pressing in the nuclear field with the shift to Best Estimate Plus Uncertainty methodologies in the licensing of nuclear installations. Besides traditional, already well developed methods – such as first order perturbation theory or Monte Carlo sampling – Polynomial Chaos Expansion (PCE) has been given a growing emphasis in recent years due to its simple application and good performance. This paper presents new developments of the research done at TU Delft on such Polynomial Chaos (PC) techniques. Our work ismore » focused on the Non-Intrusive Spectral Projection (NISP) approach and adaptive methods for building the PCE of responses of interest. Recent efforts resulted in a new adaptive sparse grid algorithm designed for estimating the PC coefficients. The algorithm is based on Gerstner's procedure for calculating multi-dimensional integrals but proves to be computationally significantly cheaper, while at the same it retains a similar accuracy as the original method. More importantly the issue of basis adaptivity has been investigated and two techniques have been implemented for constructing the sparse PCE of quantities of interest. Not using the traditional full PC basis set leads to further reduction in computational time since the high order grids necessary for accurately estimating the near zero expansion coefficients of polynomial basis vectors not needed in the PCE can be excluded from the calculation. Moreover the sparse PC representation of the response is easier to handle when used for sensitivity analysis or uncertainty propagation due to the smaller number of basis vectors. The developed grid and basis adaptive methods have been implemented in Matlab as the Fully Adaptive Non-Intrusive Spectral Projection (FANISP) algorithm and were tested on four analytical problems. These show consistent good performance both in terms of the accuracy of the resulting PC representation of quantities and the computational costs associated with constructing the sparse PCE. Basis adaptivity also seems to make the employment of PC techniques possible for problems with a higher number of input parameters (15–20), alleviating a well known limitation of the traditional approach. The prospect of larger scale applicability and the simplicity of implementation makes such adaptive PC algorithms particularly appealing for the sensitivity and uncertainty analysis of complex systems and legacy codes.« less

Shallow cumuli ensemble statistics for development of a stochastic parameterization

NASA Astrophysics Data System (ADS)

Sakradzija, Mirjana; Seifert, Axel; Heus, Thijs

2014-05-01

According to a conventional deterministic approach to the parameterization of moist convection in numerical atmospheric models, a given large scale forcing produces an unique response from the unresolved convective processes. This representation leaves out the small-scale variability of convection, as it is known from the empirical studies of deep and shallow convective cloud ensembles, there is a whole distribution of sub-grid states corresponding to the given large scale forcing. Moreover, this distribution gets broader with the increasing model resolution. This behavior is also consistent with our theoretical understanding of a coarse-grained nonlinear system. We propose an approach to represent the variability of the unresolved shallow-convective states, including the dependence of the sub-grid states distribution spread and shape on the model horizontal resolution. Starting from the Gibbs canonical ensemble theory, Craig and Cohen (2006) developed a theory for the fluctuations in a deep convective ensemble. The micro-states of a deep convective cloud ensemble are characterized by the cloud-base mass flux, which, according to the theory, is exponentially distributed (Boltzmann distribution). Following their work, we study the shallow cumulus ensemble statistics and the distribution of the cloud-base mass flux. We employ a Large-Eddy Simulation model (LES) and a cloud tracking algorithm, followed by a conditional sampling of clouds at the cloud base level, to retrieve the information about the individual cloud life cycles and the cloud ensemble as a whole. In the case of shallow cumulus cloud ensemble, the distribution of micro-states is a generalized exponential distribution. Based on the empirical and theoretical findings, a stochastic model has been developed to simulate the shallow convective cloud ensemble and to test the convective ensemble theory. Stochastic model simulates a compound random process, with the number of convective elements drawn from a Poisson distribution, and cloud properties sub-sampled from a generalized ensemble distribution. We study the role of the different cloud subtypes in a shallow convective ensemble and how the diverse cloud properties and cloud lifetimes affect the system macro-state. To what extent does the cloud-base mass flux distribution deviate from the simple Boltzmann distribution and how does it affect the results from the stochastic model? Is the memory, provided by the finite lifetime of individual clouds, of importance for the ensemble statistics? We also test for the minimal information given as an input to the stochastic model, able to reproduce the ensemble mean statistics and the variability in a convective ensemble. An important property of the resulting distribution of the sub-grid convective states is its scale-adaptivity - the smaller the grid-size, the broader the compound distribution of the sub-grid states.

Stochastic model simulation using Kronecker product analysis and Zassenhaus formula approximation.

PubMed

Caglar, Mehmet Umut; Pal, Ranadip

2013-01-01

Probabilistic Models are regularly applied in Genetic Regulatory Network modeling to capture the stochastic behavior observed in the generation of biological entities such as mRNA or proteins. Several approaches including Stochastic Master Equations and Probabilistic Boolean Networks have been proposed to model the stochastic behavior in genetic regulatory networks. It is generally accepted that Stochastic Master Equation is a fundamental model that can describe the system being investigated in fine detail, but the application of this model is computationally enormously expensive. On the other hand, Probabilistic Boolean Network captures only the coarse-scale stochastic properties of the system without modeling the detailed interactions. We propose a new approximation of the stochastic master equation model that is able to capture the finer details of the modeled system including bistabilities and oscillatory behavior, and yet has a significantly lower computational complexity. In this new method, we represent the system using tensors and derive an identity to exploit the sparse connectivity of regulatory targets for complexity reduction. The algorithm involves an approximation based on Zassenhaus formula to represent the exponential of a sum of matrices as product of matrices. We derive upper bounds on the expected error of the proposed model distribution as compared to the stochastic master equation model distribution. Simulation results of the application of the model to four different biological benchmark systems illustrate performance comparable to detailed stochastic master equation models but with considerably lower computational complexity. The results also demonstrate the reduced complexity of the new approach as compared to commonly used Stochastic Simulation Algorithm for equivalent accuracy.

National Assessment of Energy Storage for Grid Balancing and Arbitrage: Phase 1, WECC

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kintner-Meyer, Michael CW; Balducci, Patrick J.; Colella, Whitney G.

2012-06-01

To examine the role that energy storage could play in mitigating the impacts of the stochastic variability of wind generation on regional grid operation, the Pacific Northwest National Laboratory (PNNL) examined a hypothetical 2020 grid scenario in which additional wind generation capacity is built to meet renewable portfolio standard targets in the Western Interconnection. PNNL developed a stochastic model for estimating the balancing requirements using historical wind statistics and forecasting error, a detailed engineering model to analyze the dispatch of energy storage and fast-ramping generation devices for estimating size requirements of energy storage and generation systems for meeting new balancingmore » requirements, and financial models for estimating the life-cycle cost of storage and generation systems in addressing the future balancing requirements for sub-regions in the Western Interconnection. Evaluated technologies include combustion turbines, sodium sulfur (Na-S) batteries, lithium ion batteries, pumped-hydro energy storage, compressed air energy storage, flywheels, redox flow batteries, and demand response. Distinct power and energy capacity requirements were estimated for each technology option, and battery size was optimized to minimize costs. Modeling results indicate that in a future power grid with high-penetration of renewables, the most cost competitive technologies for meeting balancing requirements include Na-S batteries and flywheels.« less

A variant of nested dissection for solving n by n grid problems

NASA Technical Reports Server (NTRS)

George, A.; Poole, W. G., Jr.; Voigt, R. G.

1976-01-01

Nested dissection orderings are known to be very effective for solving the sparse positive definite linear systems which arise from n by n grid problems. In this paper nested dissection is shown to be the final step of incomplete nested dissection, an ordering which corresponds to the premature termination of dissection. Analyses of the arithmetic and storage requirements for incomplete nested dissection are given, and the ordering is shown to be competitive with nested dissection under certain conditions.

Grid-texture mechanisms in human vision: Contrast detection of regular sparse micro-patterns requires specialist templates.

PubMed

Baker, Daniel H; Meese, Tim S

2016-07-27

Previous work has shown that human vision performs spatial integration of luminance contrast energy, where signals are squared and summed (with internal noise) over area at detection threshold. We tested that model here in an experiment using arrays of micro-pattern textures that varied in overall stimulus area and sparseness of their target elements, where the contrast of each element was normalised for sensitivity across the visual field. We found a power-law improvement in performance with stimulus area, and a decrease in sensitivity with sparseness. While the contrast integrator model performed well when target elements constituted 50-100% of the target area (replicating previous results), observers outperformed the model when texture elements were sparser than this. This result required the inclusion of further templates in our model, selective for grids of various regular texture densities. By assuming a MAX operation across these noisy mechanisms the model also accounted for the increase in the slope of the psychometric function that occurred as texture density decreased. Thus, for the first time, mechanisms that are selective for texture density have been revealed at contrast detection threshold. We suggest that these mechanisms have a role to play in the perception of visual textures.

Grid-texture mechanisms in human vision: Contrast detection of regular sparse micro-patterns requires specialist templates

PubMed Central

Baker, Daniel H.; Meese, Tim S.

2016-01-01

Previous work has shown that human vision performs spatial integration of luminance contrast energy, where signals are squared and summed (with internal noise) over area at detection threshold. We tested that model here in an experiment using arrays of micro-pattern textures that varied in overall stimulus area and sparseness of their target elements, where the contrast of each element was normalised for sensitivity across the visual field. We found a power-law improvement in performance with stimulus area, and a decrease in sensitivity with sparseness. While the contrast integrator model performed well when target elements constituted 50–100% of the target area (replicating previous results), observers outperformed the model when texture elements were sparser than this. This result required the inclusion of further templates in our model, selective for grids of various regular texture densities. By assuming a MAX operation across these noisy mechanisms the model also accounted for the increase in the slope of the psychometric function that occurred as texture density decreased. Thus, for the first time, mechanisms that are selective for texture density have been revealed at contrast detection threshold. We suggest that these mechanisms have a role to play in the perception of visual textures. PMID:27460430

Stochastic Characterization of Communication Network Latency for Wide Area Grid Control Applications.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ameme, Dan Selorm Kwami; Guttromson, Ross

This report characterizes communications network latency under various network topologies and qualities of service (QoS). The characterizations are probabilistic in nature, allowing deeper analysis of stability for Internet Protocol (IP) based feedback control systems used in grid applications. The work involves the use of Raspberry Pi computers as a proxy for a controlled resource, and an ns-3 network simulator on a Linux server to create an experimental platform (testbed) that can be used to model wide-area grid control network communications in smart grid. Modbus protocol is used for information transport, and Routing Information Protocol is used for dynamic route selectionmore » within the simulated network.« less

Sparse Zero-Sum Games as Stable Functional Feature Selection

PubMed Central

Sokolovska, Nataliya; Teytaud, Olivier; Rizkalla, Salwa; Clément, Karine; Zucker, Jean-Daniel

2015-01-01

In large-scale systems biology applications, features are structured in hidden functional categories whose predictive power is identical. Feature selection, therefore, can lead not only to a problem with a reduced dimensionality, but also reveal some knowledge on functional classes of variables. In this contribution, we propose a framework based on a sparse zero-sum game which performs a stable functional feature selection. In particular, the approach is based on feature subsets ranking by a thresholding stochastic bandit. We provide a theoretical analysis of the introduced algorithm. We illustrate by experiments on both synthetic and real complex data that the proposed method is competitive from the predictive and stability viewpoints. PMID:26325268

Towards resiliency with micro-grids: Portfolio optimization and investment under uncertainty

NASA Astrophysics Data System (ADS)

Gharieh, Kaveh

Energy security and sustained supply of power are critical for community welfare and economic growth. In the face of the increased frequency and intensity of extreme weather conditions which can result in power grid outage, the value of micro-grids to improve the communities' power reliability and resiliency is becoming more important. Micro-grids capability to operate in islanded mode in stressed-out conditions, dramatically decreases the economic loss of critical infrastructure in power shortage occasions. More wide-spread participation of micro-grids in the wholesale energy market in near future, makes the development of new investment models necessary. However, market and price risks in short term and long term along with risk factors' impacts shall be taken into consideration in development of new investment models. This work proposes a set of models and tools to address different problems associated with micro-grid assets including optimal portfolio selection, investment and financing in both community and a sample critical infrastructure (i.e. wastewater treatment plant) levels. The models account for short-term operational volatilities and long-term market uncertainties. A number of analytical methodologies and financial concepts have been adopted to develop the aforementioned models as follows. (1) Capital budgeting planning and portfolio optimization models with Monte Carlo stochastic scenario generation are applied to derive the optimal investment decision for a portfolio of micro-grid assets considering risk factors and multiple sources of uncertainties. (2) Real Option theory, Monte Carlo simulation and stochastic optimization techniques are applied to obtain optimal modularized investment decisions for hydrogen tri-generation systems in wastewater treatment facilities, considering multiple sources of uncertainty. (3) Public Private Partnership (PPP) financing concept coupled with investment horizon approach are applied to estimate public and private parties' revenue shares from a community-level micro-grid project over the course of assets' lifetime considering their optimal operation under uncertainty.

Efficient and Robust Signal Approximations

DTIC Science & Technology

2009-05-01

otherwise. Remark. Permutation matrices are both orthogonal and doubly- stochastic [62]. We will now show how to further simplify the Robust Coding...reporting burden for the collection of information is estimated to average 1 hour per response, including the time for reviewing instructions, searching...Standard Form 298 (Rev. 8-98) Prescribed by ANSI Std Z39-18 Keywords: signal processing, image compression, independent component analysis , sparse

An independent assessment of the monthly PRISM gridded precipitation product in central Oklahoma

USDA-ARS?s Scientific Manuscript database

The development of climate-informed decision support tools for agricultural management requires long-duration location-specific climatologies due to the extreme spatiotemporal variability of precipitation. The traditional source of precipitation data (rain gauges) are too sparsely located to fill t...

Detection of faults in rotating machinery using periodic time-frequency sparsity

NASA Astrophysics Data System (ADS)

Ding, Yin; He, Wangpeng; Chen, Binqiang; Zi, Yanyang; Selesnick, Ivan W.

2016-11-01

This paper addresses the problem of extracting periodic oscillatory features in vibration signals for detecting faults in rotating machinery. To extract the feature, we propose an approach in the short-time Fourier transform (STFT) domain where the periodic oscillatory feature manifests itself as a relatively sparse grid. To estimate the sparse grid, we formulate an optimization problem using customized binary weights in the regularizer, where the weights are formulated to promote periodicity. In order to solve the proposed optimization problem, we develop an algorithm called augmented Lagrangian majorization-minimization algorithm, which combines the split augmented Lagrangian shrinkage algorithm (SALSA) with majorization-minimization (MM), and is guaranteed to converge for both convex and non-convex formulation. As examples, the proposed approach is applied to simulated data, and used as a tool for diagnosing faults in bearings and gearboxes for real data, and compared to some state-of-the-art methods. The results show that the proposed approach can effectively detect and extract the periodical oscillatory features.

Ultra-sparse dielectric nanowire grids as wideband reflectors and polarizers.

PubMed

Yoon, Jae Woong; Lee, Kyu Jin; Magnusson, Robert

2015-11-02

Engaging both theory and experiment, we investigate resonant photonic lattices in which the duty cycle tends to zero. Corresponding dielectric nanowire grids are mostly empty space if operated as membranes in vacuum or air. These grids are shown to be effective wideband reflectors with impressive polarizing properties. We provide computed results predicting nearly complete reflection and attendant polarization extinction in multiple spectral regions. Experimental results with Si nanowire arrays with 10% duty cycle show ~200-nm-wide band of high reflection for one polarization state and free transmission for the orthogonal state. These results agree quantitatively with theoretical predictions. It is fundamentally extremely significant that the wideband spectral expressions presented can be generated in these minimal systems.

Stochastic simulation and robust design optimization of integrated photonic filters

NASA Astrophysics Data System (ADS)

Weng, Tsui-Wei; Melati, Daniele; Melloni, Andrea; Daniel, Luca

2017-01-01

Manufacturing variations are becoming an unavoidable issue in modern fabrication processes; therefore, it is crucial to be able to include stochastic uncertainties in the design phase. In this paper, integrated photonic coupled ring resonator filters are considered as an example of significant interest. The sparsity structure in photonic circuits is exploited to construct a sparse combined generalized polynomial chaos model, which is then used to analyze related statistics and perform robust design optimization. Simulation results show that the optimized circuits are more robust to fabrication process variations and achieve a reduction of 11%-35% in the mean square errors of the 3 dB bandwidth compared to unoptimized nominal designs.

Continuously amplified warming in the Alaskan Arctic: Implications for estimating global warming hiatus: SPATIAL COVERAGE AND BIAS IN TREND

DOE PAGES

Wang, Kang; Zhang, Tingjun; Zhang, Xiangdong; ...

2017-09-13

Historically, in-situ measurements have been notoriously sparse over the Arctic. As a consequence, the existing gridded data of Surface Air Temperature (SAT) may have large biases in estimating the warming trend in this region. Using data from an expanded monitoring network with 31 stations in the Alaskan Arctic, we demonstrate that the SAT has increased by 2.19 °C in this region, or at a rate of 0.23 °C/decade during 1921-2015. Mean- while, we found that the SAT warmed at 0.71 °C/decade over 1998-2015, which is two to three times faster than the rate established from the gridded datasets. Focusing onmore » the "hiatus" period 1998-2012 as identied by the Intergovernmental Panel on Climate Change (IPCC) report, the SAT has increased at 0.45 °C/decade, which captures more than 90% of the regional trend for 1951- 2012. We suggest that sparse in-situ measurements are responsible for underestimation of the SAT change in the gridded datasets. It is likely that enhanced climate warming may also have happened in the other regions of the Arctic since the late 1990s but left undetected because of incomplete observational coverage.« less

Continuously amplified warming in the Alaskan Arctic: Implications for estimating global warming hiatus: SPATIAL COVERAGE AND BIAS IN TREND

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Kang; Zhang, Tingjun; Zhang, Xiangdong

Historically, in-situ measurements have been notoriously sparse over the Arctic. As a consequence, the existing gridded data of Surface Air Temperature (SAT) may have large biases in estimating the warming trend in this region. Using data from an expanded monitoring network with 31 stations in the Alaskan Arctic, we demonstrate that the SAT has increased by 2.19 °C in this region, or at a rate of 0.23 °C/decade during 1921-2015. Mean- while, we found that the SAT warmed at 0.71 °C/decade over 1998-2015, which is two to three times faster than the rate established from the gridded datasets. Focusing onmore » the "hiatus" period 1998-2012 as identied by the Intergovernmental Panel on Climate Change (IPCC) report, the SAT has increased at 0.45 °C/decade, which captures more than 90% of the regional trend for 1951- 2012. We suggest that sparse in-situ measurements are responsible for underestimation of the SAT change in the gridded datasets. It is likely that enhanced climate warming may also have happened in the other regions of the Arctic since the late 1990s but left undetected because of incomplete observational coverage.« less

Continuously amplified warming in the Alaskan Arctic: Implications for estimating global warming hiatus

USGS Publications Warehouse

Wang, Kang; Zhang, Tingjun; Zhang, Xiangdong; Clow, Gary D.; Jafarov, Elchin E.; Overeem, Irina; Romanovsky, Vladimir; Peng, Xiaoqing; Cao, Bin

2017-01-01

Historically, in situ measurements have been notoriously sparse over the Arctic. As a consequence, the existing gridded data of surface air temperature (SAT) may have large biases in estimating the warming trend in this region. Using data from an expanded monitoring network with 31 stations in the Alaskan Arctic, we demonstrate that the SAT has increased by 2.19°C in this region, or at a rate of 0.23°C/decade during 1921–2015. Meanwhile, we found that the SAT warmed at 0.71°C/decade over 1998–2015, which is 2 to 3 times faster than the rate established from the gridded data sets. Focusing on the “hiatus” period 1998–2012 as identified by the Intergovernmental Panel on Climate Change (IPCC) report, the SAT has increased at 0.45°C/decade, which captures more than 90% of the regional trend for 1951–2012. We suggest that sparse in situ measurements are responsible for underestimation of the SAT change in the gridded data sets. It is likely that enhanced climate warming may also have happened in the other regions of the Arctic since the late 1990s but left undetected because of incomplete observational coverage.

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models

PubMed Central

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful. PMID:28626348

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models.

PubMed

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful.

Highly parallel sparse Cholesky factorization

NASA Technical Reports Server (NTRS)

Gilbert, John R.; Schreiber, Robert

1990-01-01

Several fine grained parallel algorithms were developed and compared to compute the Cholesky factorization of a sparse matrix. The experimental implementations are on the Connection Machine, a distributed memory SIMD machine whose programming model conceptually supplies one processor per data element. In contrast to special purpose algorithms in which the matrix structure conforms to the connection structure of the machine, the focus is on matrices with arbitrary sparsity structure. The most promising algorithm is one whose inner loop performs several dense factorizations simultaneously on a 2-D grid of processors. Virtually any massively parallel dense factorization algorithm can be used as the key subroutine. The sparse code attains execution rates comparable to those of the dense subroutine. Although at present architectural limitations prevent the dense factorization from realizing its potential efficiency, it is concluded that a regular data parallel architecture can be used efficiently to solve arbitrarily structured sparse problems. A performance model is also presented and it is used to analyze the algorithms.

A Petri Net model for distributed energy system

NASA Astrophysics Data System (ADS)

Konopko, Joanna

2015-12-01

Electrical networks need to evolve to become more intelligent, more flexible and less costly. The smart grid is the next generation power energy, uses two-way flows of electricity and information to create a distributed automated energy delivery network. Building a comprehensive smart grid is a challenge for system protection, optimization and energy efficient. Proper modeling and analysis is needed to build an extensive distributed energy system and intelligent electricity infrastructure. In this paper, the whole model of smart grid have been proposed using Generalized Stochastic Petri Nets (GSPN). The simulation of created model is also explored. The simulation of the model has allowed the analysis of how close the behavior of the model is to the usage of the real smart grid.

An Improved Compressive Sensing and Received Signal Strength-Based Target Localization Algorithm with Unknown Target Population for Wireless Local Area Networks.

PubMed

Yan, Jun; Yu, Kegen; Chen, Ruizhi; Chen, Liang

2017-05-30

In this paper a two-phase compressive sensing (CS) and received signal strength (RSS)-based target localization approach is proposed to improve position accuracy by dealing with the unknown target population and the effect of grid dimensions on position error. In the coarse localization phase, by formulating target localization as a sparse signal recovery problem, grids with recovery vector components greater than a threshold are chosen as the candidate target grids. In the fine localization phase, by partitioning each candidate grid, the target position in a grid is iteratively refined by using the minimum residual error rule and the least-squares technique. When all the candidate target grids are iteratively partitioned and the measurement matrix is updated, the recovery vector is re-estimated. Threshold-based detection is employed again to determine the target grids and hence the target population. As a consequence, both the target population and the position estimation accuracy can be significantly improved. Simulation results demonstrate that the proposed approach achieves the best accuracy among all the algorithms compared.

The Time Dependent Propensity Function for Acceleration of Spatial Stochastic Simulation of Reaction-Diffusion Systems

PubMed Central

Wu, Sheng; Li, Hong; Petzold, Linda R.

2015-01-01

The inhomogeneous stochastic simulation algorithm (ISSA) is a fundamental method for spatial stochastic simulation. However, when diffusion events occur more frequently than reaction events, simulating the diffusion events by ISSA is quite costly. To reduce this cost, we propose to use the time dependent propensity function in each step. In this way we can avoid simulating individual diffusion events, and use the time interval between two adjacent reaction events as the simulation stepsize. We demonstrate that the new algorithm can achieve orders of magnitude efficiency gains over widely-used exact algorithms, scales well with increasing grid resolution, and maintains a high level of accuracy. PMID:26609185

DOE Office of Scientific and Technical Information (OSTI.GOV)

Malikopoulos, Andreas; Djouadi, Seddik M; Kuruganti, Teja

We consider the optimal stochastic control problem for home energy systems with solar and energy storage devices when the demand is realized from the grid. The demand is subject to Brownian motions with both drift and variance parameters modulated by a continuous-time Markov chain that represents the regime of electricity price. We model the systems as pure stochastic differential equation models, and then we follow the completing square technique to solve the stochastic home energy management problem. The effectiveness of the efficiency of the proposed approach is validated through a simulation example. For practical situations with constraints consistent to thosemore » studied here, our results imply the proposed framework could reduce the electricity cost from short-term purchase in peak hour market.« less

Stochastic Synapses Enable Efficient Brain-Inspired Learning Machines.

PubMed

Neftci, Emre O; Pedroni, Bruno U; Joshi, Siddharth; Al-Shedivat, Maruan; Cauwenberghs, Gert

2016-01-01

Recent studies have shown that synaptic unreliability is a robust and sufficient mechanism for inducing the stochasticity observed in cortex. Here, we introduce Synaptic Sampling Machines (S2Ms), a class of neural network models that uses synaptic stochasticity as a means to Monte Carlo sampling and unsupervised learning. Similar to the original formulation of Boltzmann machines, these models can be viewed as a stochastic counterpart of Hopfield networks, but where stochasticity is induced by a random mask over the connections. Synaptic stochasticity plays the dual role of an efficient mechanism for sampling, and a regularizer during learning akin to DropConnect. A local synaptic plasticity rule implementing an event-driven form of contrastive divergence enables the learning of generative models in an on-line fashion. S2Ms perform equally well using discrete-timed artificial units (as in Hopfield networks) or continuous-timed leaky integrate and fire neurons. The learned representations are remarkably sparse and robust to reductions in bit precision and synapse pruning: removal of more than 75% of the weakest connections followed by cursory re-learning causes a negligible performance loss on benchmark classification tasks. The spiking neuron-based S2Ms outperform existing spike-based unsupervised learners, while potentially offering substantial advantages in terms of power and complexity, and are thus promising models for on-line learning in brain-inspired hardware.

Stochastic Synapses Enable Efficient Brain-Inspired Learning Machines

PubMed Central

Neftci, Emre O.; Pedroni, Bruno U.; Joshi, Siddharth; Al-Shedivat, Maruan; Cauwenberghs, Gert

2016-01-01

Recent studies have shown that synaptic unreliability is a robust and sufficient mechanism for inducing the stochasticity observed in cortex. Here, we introduce Synaptic Sampling Machines (S2Ms), a class of neural network models that uses synaptic stochasticity as a means to Monte Carlo sampling and unsupervised learning. Similar to the original formulation of Boltzmann machines, these models can be viewed as a stochastic counterpart of Hopfield networks, but where stochasticity is induced by a random mask over the connections. Synaptic stochasticity plays the dual role of an efficient mechanism for sampling, and a regularizer during learning akin to DropConnect. A local synaptic plasticity rule implementing an event-driven form of contrastive divergence enables the learning of generative models in an on-line fashion. S2Ms perform equally well using discrete-timed artificial units (as in Hopfield networks) or continuous-timed leaky integrate and fire neurons. The learned representations are remarkably sparse and robust to reductions in bit precision and synapse pruning: removal of more than 75% of the weakest connections followed by cursory re-learning causes a negligible performance loss on benchmark classification tasks. The spiking neuron-based S2Ms outperform existing spike-based unsupervised learners, while potentially offering substantial advantages in terms of power and complexity, and are thus promising models for on-line learning in brain-inspired hardware. PMID:27445650

Iowa flood studies (IFloodS) in the South Fork experimental watershed: soil moisture and precipitation monitoring

USDA-ARS?s Scientific Manuscript database

Soil moisture estimates are valuable for hydrologic modeling and agricultural decision support. These estimates are typically produced via a combination of sparse ¬in situ networks and remotely-sensed products or where sensory grids and quality satellite estimates are unavailable, through derived h...

EOS Interpolation and Thermodynamic Consistency

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gammel, J. Tinka

2015-11-16

As discussed in LA-UR-08-05451, the current interpolator used by Grizzly, OpenSesame, EOSPAC, and similar routines is the rational function interpolator from Kerley. While the rational function interpolator is well-suited for interpolation on sparse grids with logarithmic spacing and it preserves monotonicity in 1-d, it has some known problems.

Visual Tracking via Sparse and Local Linear Coding.

PubMed

Wang, Guofeng; Qin, Xueying; Zhong, Fan; Liu, Yue; Li, Hongbo; Peng, Qunsheng; Yang, Ming-Hsuan

2015-11-01

The state search is an important component of any object tracking algorithm. Numerous algorithms have been proposed, but stochastic sampling methods (e.g., particle filters) are arguably one of the most effective approaches. However, the discretization of the state space complicates the search for the precise object location. In this paper, we propose a novel tracking algorithm that extends the state space of particle observations from discrete to continuous. The solution is determined accurately via iterative linear coding between two convex hulls. The algorithm is modeled by an optimal function, which can be efficiently solved by either convex sparse coding or locality constrained linear coding. The algorithm is also very flexible and can be combined with many generic object representations. Thus, we first use sparse representation to achieve an efficient searching mechanism of the algorithm and demonstrate its accuracy. Next, two other object representation models, i.e., least soft-threshold squares and adaptive structural local sparse appearance, are implemented with improved accuracy to demonstrate the flexibility of our algorithm. Qualitative and quantitative experimental results demonstrate that the proposed tracking algorithm performs favorably against the state-of-the-art methods in dynamic scenes.

An Advanced Framework for Improving Situational Awareness in Electric Power Grid Operation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Yousu; Huang, Zhenyu; Zhou, Ning

With the deployment of new smart grid technologies and the penetration of renewable energy in power systems, significant uncertainty and variability is being introduced into power grid operation. Traditionally, the Energy Management System (EMS) operates the power grid in a deterministic mode, and thus will not be sufficient for the future control center in a stochastic environment with faster dynamics. One of the main challenges is to improve situational awareness. This paper reviews the current status of power grid operation and presents a vision of improving wide-area situational awareness for a future control center. An advanced framework, consisting of parallelmore » state estimation, state prediction, parallel contingency selection, parallel contingency analysis, and advanced visual analytics, is proposed to provide capabilities needed for better decision support by utilizing high performance computing (HPC) techniques and advanced visual analytic techniques. Research results are presented to support the proposed vision and framework.« less

A Petri Net model for distributed energy system

DOE Office of Scientific and Technical Information (OSTI.GOV)

Konopko, Joanna

2015-12-31

Electrical networks need to evolve to become more intelligent, more flexible and less costly. The smart grid is the next generation power energy, uses two-way flows of electricity and information to create a distributed automated energy delivery network. Building a comprehensive smart grid is a challenge for system protection, optimization and energy efficient. Proper modeling and analysis is needed to build an extensive distributed energy system and intelligent electricity infrastructure. In this paper, the whole model of smart grid have been proposed using Generalized Stochastic Petri Nets (GSPN). The simulation of created model is also explored. The simulation of themore » model has allowed the analysis of how close the behavior of the model is to the usage of the real smart grid.« less

Sparsely-synchronized brain rhythm in a small-world neural network

NASA Astrophysics Data System (ADS)

Kim, Sang-Yoon; Lim, Woochang

2013-07-01

Sparsely-synchronized cortical rhythms, associated with diverse cognitive functions, have been observed in electric recordings of brain activity. At the population level, cortical rhythms exhibit small-amplitude fast oscillations while at the cellular level, individual neurons show stochastic firings sparsely at a much lower rate than the population rate. We study the effect of network architecture on sparse synchronization in an inhibitory population of subthreshold Morris-Lecar neurons (which cannot fire spontaneously without noise). Previously, sparse synchronization was found to occur for cases of both global coupling ( i.e., regular all-to-all coupling) and random coupling. However, a real neural network is known to be non-regular and non-random. Here, we consider sparse Watts-Strogatz small-world networks which interpolate between a regular lattice and a random graph via rewiring. We start from a regular lattice with only short-range connections and then investigate the emergence of sparse synchronization by increasing the rewiring probability p for the short-range connections. For p = 0, the average synaptic path length between pairs of neurons becomes long; hence, only an unsynchronized population state exists because the global efficiency of information transfer is low. However, as p is increased, long-range connections begin to appear, and global effective communication between distant neurons may be available via shorter synaptic paths. Consequently, as p passes a threshold p th (}~ 0.044), sparsely-synchronized population rhythms emerge. However, with increasing p, longer axon wirings become expensive because of their material and energy costs. At an optimal value p* DE (}~ 0.24) of the rewiring probability, the ratio of the synchrony degree to the wiring cost is found to become maximal. In this way, an optimal sparse synchronization is found to occur at a minimal wiring cost in an economic small-world network through trade-off between synchrony and wiring cost.

Development of a steady potential solver for use with linearized, unsteady aerodynamic analyses

NASA Technical Reports Server (NTRS)

Hoyniak, Daniel; Verdon, Joseph M.

1991-01-01

A full potential steady flow solver (SFLOW) developed explicitly for use with an inviscid unsteady aerodynamic analysis (LINFLO) is described. The steady solver uses the nonconservative form of the nonlinear potential flow equations together with an implicit, least squares, finite difference approximation to solve for the steady flow field. The difference equations were developed on a composite mesh which consists of a C grid embedded in a rectilinear (H grid) cascade mesh. The composite mesh is capable of resolving blade to blade and far field phenomena on the H grid, while accurately resolving local phenomena on the C grid. The resulting system of algebraic equations is arranged in matrix form using a sparse matrix package and solved by Newton's method. Steady and unsteady results are presented for two cascade configurations: a high speed compressor and a turbine with high exit Mach number.

EMAG2: A 2-arc min resolution Earth Magnetic Anomaly Grid compiled from satellite, airborne, and marine magnetic measurements

USGS Publications Warehouse

Maus, S.; Barckhausen, U.; Berkenbosch, H.; Bournas, N.; Brozena, J.; Childers, V.; Dostaler, F.; Fairhead, J.D.; Finn, C.; von Frese, R.R.B; Gaina, C.; Golynsky, S.; Kucks, R.; Lu, Hai; Milligan, P.; Mogren, S.; Muller, R.D.; Olesen, O.; Pilkington, M.; Saltus, R.; Schreckenberger, B.; Thebault, E.; Tontini, F.C.

2009-01-01

A global Earth Magnetic Anomaly Grid (EMAG2) has been compiled from satellite, ship, and airborne magnetic measurements. EMAG2 is a significant update of our previous candidate grid for the World Digital Magnetic Anomaly Map. The resolution has been improved from 3 arc min to 2 arc min, and the altitude has been reduced from 5 km to 4 km above the geoid. Additional grid and track line data have been included, both over land and the oceans. Wherever available, the original shipborne and airborne data were used instead of precompiled oceanic magnetic grids. Interpolation between sparse track lines in the oceans was improved by directional gridding and extrapolation, based on an oceanic crustal age model. The longest wavelengths (>330 km) were replaced with the latest CHAMP satellite magnetic field model MF6. EMAG2 is available at http://geomag.org/models/EMAG2 and for permanent archive at http://earthref.org/ cgi-bin/er.cgi?s=erda.cgi?n=970. ?? 2009 by the American Geophysical Union.

Bridging the Information Gap: Remote Sensing and Micro Hydropower Feasibility in Data-Scarce Regions

NASA Astrophysics Data System (ADS)

Muller, Marc Francois

Access to electricity remains an impediment to development in many parts of the world, particularly in rural areas with low population densities and prohibitive grid extension costs. In that context, community-scale run-of-river hydropower---micro-hydropower---is an attractive local power generation option, particularly in mountainous regions, where appropriate slope and runoff conditions occur. Despite their promise, micro hydropower programs have generally failed to have a significant impact on rural electrification in developing nations. In Nepal, despite very favorable conditions and approximately 50 years of experience, the technology supplies only 4% of the 10 million households that do not have access to the central electricity grid. These poor results point towards a major information gap between technical experts, who may lack the incentives or local knowledge needed to design appropriate systems for rural villages, and local users, who have excellent knowledge of the community but lack technical expertise to design and manage infrastructure. Both groups suffer from a limited basis for evidence-based decision making due to sparse environmental data available to support the technical components of infrastructure design. This dissertation draws on recent advances in remote sensing data, stochastic modeling techniques and open source platforms to bridge that information gap. Streamflow is a key environmental driver of hydropower production that is particularly challenging to model due to its stochastic nature and the complexity of the underlying natural processes. The first part of the dissertation addresses the general challenge of Predicting streamflow in Ungauged Basins (PUB). It first develops an algorithm to optimize the use of rain gauge observations to improve the accuracy of remote sensing precipitation measures. It then derives and validates a process-based model to estimate streamflow distribution in seasonally dry climates using the stochastic nature of rainfall, and proposes a novel geostatistical method to regionalize its parameters across the stream network. Although motivated by the needs of micro hydropower design in Nepal, these techniques represent contributions to the broader international challenge of PUB and can be applied worldwide. The economic drivers of rural electrification are then considered by presenting an econometric technique to estimate the cost function and demand curve of micro hydropower in Nepal. The empirical strategy uses topography-based instrumental variables to identify price elasticities. All developed methods are assembled in a computer tool, along with a search algorithm that uses a digital elevation model to optimize the placement of micro hydropower infrastructure. The tool---Micro Hydro [em]Power---is an open source application that can be accessed and operated on a web-browser (http://mfmul.shinyapps.io/mhpower). Its purpose is to assist local communities in the design and evaluation of micro hydropower alternatives in their locality, while using cost and demand information provided by local users to generate accurate feasibility maps at the national level, thus bridging the information gap.

Fast Boundary Element Method for acoustics with the Sparse Cardinal Sine Decomposition

NASA Astrophysics Data System (ADS)

Alouges, François; Aussal, Matthieu; Parolin, Emile

2017-07-01

This paper presents the newly proposed method Sparse Cardinal Sine Decomposition that allows fast convolution on unstructured grids. We focus on its use when coupled with finite element techniques to solve acoustic problems with the (compressed) Boundary Element Method. In addition, we also compare the computational performances of two equivalent Matlab® and Python implementations of the method. We show validation test cases in order to assess the precision of the approach. Eventually, the performance of the method is illustrated by the computation of the acoustic target strength of a realistic submarine from the Benchmark Target Strength Simulation international workshop.

Sparse polynomial space approach to dissipative quantum systems: application to the sub-ohmic spin-boson model.

PubMed

Alvermann, A; Fehske, H

2009-04-17

We propose a general numerical approach to open quantum systems with a coupling to bath degrees of freedom. The technique combines the methodology of polynomial expansions of spectral functions with the sparse grid concept from interpolation theory. Thereby we construct a Hilbert space of moderate dimension to represent the bath degrees of freedom, which allows us to perform highly accurate and efficient calculations of static, spectral, and dynamic quantities using standard exact diagonalization algorithms. The strength of the approach is demonstrated for the phase transition, critical behavior, and dissipative spin dynamics in the spin-boson model.

Finite-size analysis of the detectability limit of the stochastic block model

NASA Astrophysics Data System (ADS)

Young, Jean-Gabriel; Desrosiers, Patrick; Hébert-Dufresne, Laurent; Laurence, Edward; Dubé, Louis J.

2017-06-01

It has been shown in recent years that the stochastic block model is sometimes undetectable in the sparse limit, i.e., that no algorithm can identify a partition correlated with the partition used to generate an instance, if the instance is sparse enough and infinitely large. In this contribution, we treat the finite case explicitly, using arguments drawn from information theory and statistics. We give a necessary condition for finite-size detectability in the general SBM. We then distinguish the concept of average detectability from the concept of instance-by-instance detectability and give explicit formulas for both definitions. Using these formulas, we prove that there exist large equivalence classes of parameters, where widely different network ensembles are equally detectable with respect to our definitions of detectability. In an extensive case study, we investigate the finite-size detectability of a simplified variant of the SBM, which encompasses a number of important models as special cases. These models include the symmetric SBM, the planted coloring model, and more exotic SBMs not previously studied. We conclude with three appendices, where we study the interplay of noise and detectability, establish a connection between our information-theoretic approach and random matrix theory, and provide proofs of some of the more technical results.

Interpolation of scattered temperature data measurements onto a worldwide regular grid using radial basis functions with applications to global warming

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kansa, E.J.; Axelrod, M.C.; Kercher, J.R.

1994-05-01

Our current research into the response of natural ecosystems to a hypothesized climatic change requires that we have estimates of various meteorological variables on a regularly spaced grid of points on the surface of the earth. Unfortunately, the bulk of the world`s meteorological measurement stations is located at airports that tend to be concentrated on the coastlines of the world or near populated areas. We can also see that the spatial density of the station locations is extremely non-uniform with the greatest density in the USA, followed by Western Europe. Furthermore, the density of airports is rather sparse in desertmore » regions such as the Sahara, the Arabian, Gobi, and Australian deserts; likewise the density is quite sparse in cold regions such as Antarctica Northern Canada, and interior northern Russia. The Amazon Basin in Brazil has few airports. The frequency of airports is obviously related to the population centers and the degree of industrial development of the country. We address the following problem here. Given values of meteorological variables, such as maximum monthly temperature, measured at the more than 5,500 airport stations, interpolate these values onto a regular grid of terrestrial points spaced by one degree in both latitude and longitude. This is known as the scattered data problem.« less

Bayesian inference for dynamic transcriptional regulation; the Hes1 system as a case study.

PubMed

Heron, Elizabeth A; Finkenstädt, Bärbel; Rand, David A

2007-10-01

In this study, we address the problem of estimating the parameters of regulatory networks and provide the first application of Markov chain Monte Carlo (MCMC) methods to experimental data. As a case study, we consider a stochastic model of the Hes1 system expressed in terms of stochastic differential equations (SDEs) to which rigorous likelihood methods of inference can be applied. When fitting continuous-time stochastic models to discretely observed time series the lengths of the sampling intervals are important, and much of our study addresses the problem when the data are sparse. We estimate the parameters of an autoregulatory network providing results both for simulated and real experimental data from the Hes1 system. We develop an estimation algorithm using MCMC techniques which are flexible enough to allow for the imputation of latent data on a finer time scale and the presence of prior information about parameters which may be informed from other experiments as well as additional measurement error.

Soil moisture and precipitation monitoring in the South Fork experimental watershed during the Iowa flood studies (IFloodS)

USDA-ARS?s Scientific Manuscript database

Soil moisture estimates are valuable for hydrologic modeling and agricultural decision support. These estimates are typically produced via a combination of sparse in situ networks and remotely-sensed products or where sensory grids and quality satellite estimates are unavailable, through derived hy...

Nested sparse grid collocation method with delay and transformation for subsurface flow and transport problems

NASA Astrophysics Data System (ADS)

Liao, Qinzhuo; Zhang, Dongxiao; Tchelepi, Hamdi

2017-06-01

In numerical modeling of subsurface flow and transport problems, formation properties may not be deterministically characterized, which leads to uncertainty in simulation results. In this study, we propose a sparse grid collocation method, which adopts nested quadrature rules with delay and transformation to quantify the uncertainty of model solutions. We show that the nested Kronrod-Patterson-Hermite quadrature is more efficient than the unnested Gauss-Hermite quadrature. We compare the convergence rates of various quadrature rules including the domain truncation and domain mapping approaches. To further improve accuracy and efficiency, we present a delayed process in selecting quadrature nodes and a transformed process for approximating unsmooth or discontinuous solutions. The proposed method is tested by an analytical function and in one-dimensional single-phase and two-phase flow problems with different spatial variances and correlation lengths. An additional example is given to demonstrate its applicability to three-dimensional black-oil models. It is found from these examples that the proposed method provides a promising approach for obtaining satisfactory estimation of the solution statistics and is much more efficient than the Monte-Carlo simulations.

An Improved Nested Sampling Algorithm for Model Selection and Assessment

NASA Astrophysics Data System (ADS)

Zeng, X.; Ye, M.; Wu, J.; WANG, D.

2017-12-01

Multimodel strategy is a general approach for treating model structure uncertainty in recent researches. The unknown groundwater system is represented by several plausible conceptual models. Each alternative conceptual model is attached with a weight which represents the possibility of this model. In Bayesian framework, the posterior model weight is computed as the product of model prior weight and marginal likelihood (or termed as model evidence). As a result, estimating marginal likelihoods is crucial for reliable model selection and assessment in multimodel analysis. Nested sampling estimator (NSE) is a new proposed algorithm for marginal likelihood estimation. The implementation of NSE comprises searching the parameters' space from low likelihood area to high likelihood area gradually, and this evolution is finished iteratively via local sampling procedure. Thus, the efficiency of NSE is dominated by the strength of local sampling procedure. Currently, Metropolis-Hasting (M-H) algorithm and its variants are often used for local sampling in NSE. However, M-H is not an efficient sampling algorithm for high-dimensional or complex likelihood function. For improving the performance of NSE, it could be feasible to integrate more efficient and elaborated sampling algorithm - DREAMzs into the local sampling. In addition, in order to overcome the computation burden problem of large quantity of repeating model executions in marginal likelihood estimation, an adaptive sparse grid stochastic collocation method is used to build the surrogates for original groundwater model.

Analysis, tuning and comparison of two general sparse solvers for distributed memory computers

DOE Office of Scientific and Technical Information (OSTI.GOV)

Amestoy, P.R.; Duff, I.S.; L'Excellent, J.-Y.

2000-06-30

We describe the work performed in the context of a Franco-Berkeley funded project between NERSC-LBNL located in Berkeley (USA) and CERFACS-ENSEEIHT located in Toulouse (France). We discuss both the tuning and performance analysis of two distributed memory sparse solvers (superlu from Berkeley and mumps from Toulouse) on the 512 processor Cray T3E from NERSC (Lawrence Berkeley National Laboratory). This project gave us the opportunity to improve the algorithms and add new features to the codes. We then quite extensively analyze and compare the two approaches on a set of large problems from real applications. We further explain the main differencesmore » in the behavior of the approaches on artificial regular grid problems. As a conclusion to this activity report, we mention a set of parallel sparse solvers on which this type of study should be extended.« less

Non-uniform sampling: post-Fourier era of NMR data collection and processing.

PubMed

Kazimierczuk, Krzysztof; Orekhov, Vladislav

2015-11-01

The invention of multidimensional techniques in the 1970s revolutionized NMR, making it the general tool of structural analysis of molecules and materials. In the most straightforward approach, the signal sampling in the indirect dimensions of a multidimensional experiment is performed in the same manner as in the direct dimension, i.e. with a grid of equally spaced points. This results in lengthy experiments with a resolution often far from optimum. To circumvent this problem, numerous sparse-sampling techniques have been developed in the last three decades, including two traditionally distinct approaches: the radial sampling and non-uniform sampling. This mini review discusses the sparse signal sampling and reconstruction techniques from the point of view of an underdetermined linear algebra problem that arises when a full, equally spaced set of sampled points is replaced with sparse sampling. Additional assumptions that are introduced to solve the problem, as well as the shape of the undersampled Fourier transform operator (visualized as so-called point spread function), are shown to be the main differences between various sparse-sampling methods. Copyright © 2015 John Wiley & Sons, Ltd.

Efficient Operation of a Multi-purpose Reservoir in Chile: Integration of Economic Water Value for Irrigation and Hydropower

NASA Astrophysics Data System (ADS)

Olivares, M. A.; Gonzalez Cabrera, J. M., Sr.; Moreno, R.

2016-12-01

Operation of hydropower reservoirs in Chile is prescribed by an Independent Power System Operator. This study proposes a methodology that integrates power grid operations planning with basin-scale multi-use reservoir operations planning. The aim is to efficiently manage a multi-purpose reservoir, in which hydroelectric generation is competing with other water uses, most notably irrigation. Hydropower and irrigation are competing water uses due to a seasonality mismatch. Currently, the operation of multi-purpose reservoirs with substantial power capacity is prescribed as the result of a grid-wide cost-minimization model which takes irrigation requirements as constraints. We propose advancing in the economic co-optimization of reservoir water use for irrigation and hydropower at the basin level, by explicitly introducing the economic value of water for irrigation represented by a demand function for irrigation water. The proposed methodology uses the solution of a long-term grid-wide operations planning model, a stochastic dual dynamic program (SDDP), to obtain the marginal benefit function for water use in hydropower. This marginal benefit corresponds to the energy price in the power grid as a function of the water availability in the reservoir and the hydrologic scenarios. This function allows capture technical and economic aspects to the operation of hydropower reservoir in the power grid and is generated with the dual variable of the power-balance constraint, the optimal reservoir operation and the hydrologic scenarios used in SDDP. The economic value of water for irrigation and hydropower are then integrated into a basin scale stochastic dynamic program, from which stored water value functions are derived. These value functions are then used to re-optimize reservoir operations under several inflow scenarios.

A weighted ℓ{sub 1}-minimization approach for sparse polynomial chaos expansions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Peng, Ji; Hampton, Jerrad; Doostan, Alireza, E-mail: alireza.doostan@colorado.edu

2014-06-15

This work proposes a method for sparse polynomial chaos (PC) approximation of high-dimensional stochastic functions based on non-adapted random sampling. We modify the standard ℓ{sub 1}-minimization algorithm, originally proposed in the context of compressive sampling, using a priori information about the decay of the PC coefficients, when available, and refer to the resulting algorithm as weightedℓ{sub 1}-minimization. We provide conditions under which we may guarantee recovery using this weighted scheme. Numerical tests are used to compare the weighted and non-weighted methods for the recovery of solutions to two differential equations with high-dimensional random inputs: a boundary value problem with amore » random elliptic operator and a 2-D thermally driven cavity flow with random boundary condition.« less

Removing Barriers for Effective Deployment of Intermittent Renewable Generation

NASA Astrophysics Data System (ADS)

Arabali, Amirsaman

The stochastic nature of intermittent renewable resources is the main barrier to effective integration of renewable generation. This problem can be studied from feeder-scale and grid-scale perspectives. Two new stochastic methods are proposed to meet the feeder-scale controllable load with a hybrid renewable generation (including wind and PV) and energy storage system. For the first method, an optimization problem is developed whose objective function is the cost of the hybrid system including the cost of renewable generation and storage subject to constraints on energy storage and shifted load. A smart-grid strategy is developed to shift the load and match the renewable energy generation and controllable load. Minimizing the cost function guarantees minimum PV and wind generation installation, as well as storage capacity selection for supplying the controllable load. A confidence coefficient is allocated to each stochastic constraint which shows to what degree the constraint is satisfied. In the second method, a stochastic framework is developed for optimal sizing and reliability analysis of a hybrid power system including renewable resources (PV and wind) and energy storage system. The hybrid power system is optimally sized to satisfy the controllable load with a specified reliability level. A load-shifting strategy is added to provide more flexibility for the system and decrease the installation cost. Load shifting strategies and their potential impacts on the hybrid system reliability/cost analysis are evaluated trough different scenarios. Using a compromise-solution method, the best compromise between the reliability and cost will be realized for the hybrid system. For the second problem, a grid-scale stochastic framework is developed to examine the storage application and its optimal placement for the social cost and transmission congestion relief of wind integration. Storage systems are optimally placed and adequately sized to minimize the sum of operation and congestion costs over a scheduling period. A technical assessment framework is developed to enhance the efficiency of wind integration and evaluate the economics of storage technologies and conventional gas-fired alternatives. The proposed method is used to carry out a cost-benefit analysis for the IEEE 24-bus system and determine the most economical technology. In order to mitigate the financial and technical concerns of renewable energy integration into the power system, a stochastic framework is proposed for transmission grid reinforcement studies in a power system with wind generation. A multi-stage multi-objective transmission network expansion planning (TNEP) methodology is developed which considers the investment cost, absorption of private investment and reliability of the system as the objective functions. A Non-dominated Sorting Genetic Algorithm (NSGA II) optimization approach is used in combination with a probabilistic optimal power flow (POPF) to determine the Pareto optimal solutions considering the power system uncertainties. Using a compromise-solution method, the best final plan is then realized based on the decision maker preferences. The proposed methodology is applied to the IEEE 24-bus Reliability Tests System (RTS) to evaluate the feasibility and practicality of the developed planning strategy.

Model-assisted probability of detection of flaws in aluminum blocks using polynomial chaos expansions

NASA Astrophysics Data System (ADS)

Du, Xiaosong; Leifsson, Leifur; Grandin, Robert; Meeker, William; Roberts, Ronald; Song, Jiming

2018-04-01

Probability of detection (POD) is widely used for measuring reliability of nondestructive testing (NDT) systems. Typically, POD is determined experimentally, while it can be enhanced by utilizing physics-based computational models in combination with model-assisted POD (MAPOD) methods. With the development of advanced physics-based methods, such as ultrasonic NDT testing, the empirical information, needed for POD methods, can be reduced. However, performing accurate numerical simulations can be prohibitively time-consuming, especially as part of stochastic analysis. In this work, stochastic surrogate models for computational physics-based measurement simulations are developed for cost savings of MAPOD methods while simultaneously ensuring sufficient accuracy. The stochastic surrogate is used to propagate the random input variables through the physics-based simulation model to obtain the joint probability distribution of the output. The POD curves are then generated based on those results. Here, the stochastic surrogates are constructed using non-intrusive polynomial chaos (NIPC) expansions. In particular, the NIPC methods used are the quadrature, ordinary least-squares (OLS), and least-angle regression sparse (LARS) techniques. The proposed approach is demonstrated on the ultrasonic testing simulation of a flat bottom hole flaw in an aluminum block. The results show that the stochastic surrogates have at least two orders of magnitude faster convergence on the statistics than direct Monte Carlo sampling (MCS). Moreover, the evaluation of the stochastic surrogate models is over three orders of magnitude faster than the underlying simulation model for this case, which is the UTSim2 model.

Hybrid deterministic-stochastic modeling of x-ray beam bowtie filter scatter on a CT system.

PubMed

Liu, Xin; Hsieh, Jiang

2015-01-01

Knowledge of scatter generated by bowtie filter (i.e. x-ray beam compensator) is crucial for providing artifact free images on the CT scanners. Our approach is to use a hybrid deterministic-stochastic simulation to estimate the scatter level generated by a bowtie filter made of a material with low atomic number. First, major components of CT systems, such as source, flat filter, bowtie filter, body phantom, are built into a 3D model. The scattered photon fluence and the primary transmitted photon fluence are simulated by MCNP - a Monte Carlo simulation toolkit. The rejection of scattered photon by the post patient collimator (anti-scatter grid) is simulated with an analytical formula. The biased sinogram is created by superimposing scatter signal generated by the simulation onto the primary x-ray beam signal. Finally, images with artifacts are reconstructed with the biased signal. The effect of anti-scatter grid height on scatter rejection are also discussed and demonstrated.

Discerning spatial and temporal LAI and clear-sky FAPAR variability during summer at the Toolik Lake vegetation monitoring grid (North Slope, Alaska)

NASA Astrophysics Data System (ADS)

Heim, B.; Beamish, A. L.; Walker, D. A.; Epstein, H. E.; Sachs, T.; Chabrillat, S.; Buchhorn, M.; Prakash, A.

2016-12-01

Ground data for the validation of satellite-derived terrestrial Essential Climate Variables (ECVs) at high latitudes are sparse. Also for regional model evaluation (e.g. climate models, land surface models, permafrost models), we lack accurate ranges of terrestrial ground data and face the problem of a large mismatch in scale. Within the German research programs `Regional Climate Change' (REKLIM) and the Environmental Mapping and Analysis Program (EnMAP), we conducted a study on ground data representativeness for vegetation-related variables within a monitoring grid at the Toolik Lake Long-Term Ecological Research station; the Toolik Lake station lies in the Kuparuk River watershed on the North Slope of the Brooks Mountain Range in Alaska. The Toolik Lake grid covers an area of 1 km2 containing Eight five grid points spaced 100 meters apart. Moist acidic tussock tundra is the most dominant vegetation type within the grid. Eight five permanent 1 m2 plots were also established to be representative of the individual gridpoints. Researchers from the University of Alaska Fairbanks have undertaken assessments at these plots, including Leaf Area Index (LAI) and field spectrometry to derive the Normalized Difference Vegetation Index (NDVI). During summer 2016, we conducted field spectrometry and LAI measurements at selected plots during early, peak and late summer. We experimentally measured LAI on more spatially extensive Elementary Sampling Units (ESUs) to investigate the spatial representativeness of the permanent 1 m2 plots and to map ESUs for various tundra types. LAI measurements are potentially influenced by landscape-inherent microtopography, sparse vascular plant cover, and dead woody matter. From field spectrometer measurements, we derived a clear-sky mid-day Fraction of Absorbed Photosynthetically Active Radiation (FAPAR). We will present the first data analyses comparing FAPAR and LAI, and maps of biophysically-focused ESUs for evaluation of the use of remote sensing data to estimate these ecosystem properties.

The impact of the resolution of meteorological datasets on catchment-scale drought studies

NASA Astrophysics Data System (ADS)

Hellwig, Jost; Stahl, Kerstin

2017-04-01

Gridded meteorological datasets provide the basis to study drought at a range of scales, including catchment scale drought studies in hydrology. They are readily available to study past weather conditions and often serve real time monitoring as well. As these datasets differ in spatial/temporal coverage and spatial/temporal resolution, for most studies there is a tradeoff between these features. Our investigation examines whether biases occur when studying drought on catchment scale with low resolution input data. For that, a comparison among the datasets HYRAS (covering Central Europe, 1x1 km grid, daily data, 1951 - 2005), E-OBS (Europe, 0.25° grid, daily data, 1950-2015) and GPCC (whole world, 0.5° grid, monthly data, 1901 - 2013) is carried out. Generally, biases in precipitation increase with decreasing resolution. Most important variations are found during summer. In low mountain range of Central Europe the datasets of sparse resolution (E-OBS, GPCC) overestimate dry days and underestimate total precipitation since they are not able to describe high spatial variability. However, relative measures like the correlation coefficient reveal good consistencies of dry and wet periods, both for absolute precipitation values and standardized indices like the Standardized Precipitation Index (SPI) or Standardized Precipitation Evaporation Index (SPEI). Particularly the most severe droughts derived from the different datasets match very well. These results indicate that absolute values of sparse resolution datasets applied to catchment scale might be critical to use for an assessment of the hydrological drought at catchment scale, whereas relative measures for determining periods of drought are more trustworthy. Therefore, studies on drought, that downscale meteorological data, should carefully consider their data needs and focus on relative measures for dry periods if sufficient for the task.

Operation of Power Grids with High Penetration of Wind Power

NASA Astrophysics Data System (ADS)

Al-Awami, Ali Taleb

The integration of wind power into the power grid poses many challenges due to its highly uncertain nature. This dissertation involves two main components related to the operation of power grids with high penetration of wind energy: wind-thermal stochastic dispatch and wind-thermal coordinated bidding in short-term electricity markets. In the first part, a stochastic dispatch (SD) algorithm is proposed that takes into account the stochastic nature of the wind power output. The uncertainty associated with wind power output given the forecast is characterized using conditional probability density functions (CPDF). Several functions are examined to characterize wind uncertainty including Beta, Weibull, Extreme Value, Generalized Extreme Value, and Mixed Gaussian distributions. The unique characteristics of the Mixed Gaussian distribution are then utilized to facilitate the speed of convergence of the SD algorithm. A case study is carried out to evaluate the effectiveness of the proposed algorithm. Then, the SD algorithm is extended to simultaneously optimize the system operating costs and emissions. A modified multi-objective particle swarm optimization algorithm is suggested to identify the Pareto-optimal solutions defined by the two conflicting objectives. A sensitivity analysis is carried out to study the effect of changing load level and imbalance cost factors on the Pareto front. In the second part of this dissertation, coordinated trading of wind and thermal energy is proposed to mitigate risks due to those uncertainties. The problem of wind-thermal coordinated trading is formulated as a mixed-integer stochastic linear program. The objective is to obtain the optimal tradeoff bidding strategy that maximizes the total expected profits while controlling trading risks. For risk control, a weighted term of the conditional value at risk (CVaR) is included in the objective function. The CVaR aims to maximize the expected profits of the least profitable scenarios, thus improving trading risk control. A case study comparing coordinated with uncoordinated bidding strategies depending on the trader's risk attitude is included. Simulation results show that coordinated bidding can improve the expected profits while significantly improving the CVaR.

Real-Space Analysis of Scanning Tunneling Microscopy Topography Datasets Using Sparse Modeling Approach

NASA Astrophysics Data System (ADS)

Miyama, Masamichi J.; Hukushima, Koji

2018-04-01

A sparse modeling approach is proposed for analyzing scanning tunneling microscopy topography data, which contain numerous peaks originating from the electron density of surface atoms and/or impurities. The method, based on the relevance vector machine with L1 regularization and k-means clustering, enables separation of the peaks and peak center positioning with accuracy beyond the resolution of the measurement grid. The validity and efficiency of the proposed method are demonstrated using synthetic data in comparison with the conventional least-squares method. An application of the proposed method to experimental data of a metallic oxide thin-film clearly indicates the existence of defects and corresponding local lattice distortions.

A stochastic parameterization for deep convection using cellular automata

NASA Astrophysics Data System (ADS)

Bengtsson, L.; Steinheimer, M.; Bechtold, P.; Geleyn, J.

2012-12-01

Cumulus parameterizations used in most operational weather and climate models today are based on the mass-flux concept which took form in the early 1970's. In such schemes it is assumed that a unique relationship exists between the ensemble-average of the sub-grid convection, and the instantaneous state of the atmosphere in a vertical grid box column. However, such a relationship is unlikely to be described by a simple deterministic function (Palmer, 2011). Thus, because of the statistical nature of the parameterization challenge, it has been recognized by the community that it is important to introduce stochastic elements to the parameterizations (for instance: Plant and Craig, 2008, Khouider et al. 2010, Frenkel et al. 2011, Bentsson et al. 2011, but the list is far from exhaustive). There are undoubtedly many ways in which stochastisity can enter new developments. In this study we use a two-way interacting cellular automata (CA), as its intrinsic nature possesses many qualities interesting for deep convection parameterization. In the one-dimensional entraining plume approach, there is no parameterization of horizontal transport of heat, moisture or momentum due to cumulus convection. In reality, mass transport due to gravity waves that propagate in the horizontal can trigger new convection, important for the organization of deep convection (Huang, 1988). The self-organizational characteristics of the CA allows for lateral communication between adjacent NWP model grid-boxes, and temporal memory. Thus the CA scheme used in this study contain three interesting components for representation of cumulus convection, which are not present in the traditional one-dimensional bulk entraining plume method: horizontal communication, memory and stochastisity. The scheme is implemented in the high resolution regional NWP model ALARO, and simulations show enhanced organization of convective activity along squall-lines. Probabilistic evaluation demonstrate an enhanced spread in large-scale variables in regions where convective activity is large. A two month extended evaluation of the deterministic behaviour of the scheme indicate a neutral impact on forecast skill. References: Bengtsson, L., H. Körnich, E. Källén, and G. Svensson, 2011: Large-scale dynamical response to sub-grid scale organization provided by cellular automata. Journal of the Atmospheric Sciences, 68, 3132-3144. Frenkel, Y., A. Majda, and B. Khouider, 2011: Using the stochastic multicloud model to improve tropical convective parameterization: A paradigm example. Journal of the Atmospheric Sciences, doi: 10.1175/JAS-D-11-0148.1. Huang, X.-Y., 1988: The organization of moist convection by internal 365 gravity waves. Tellus A, 42, 270-285. Khouider, B., J. Biello, and A. Majda, 2010: A Stochastic Multicloud Model for Tropical Convection. Comm. Math. Sci., 8, 187-216. Palmer, T., 2011: Towards the Probabilistic Earth-System Simulator: A Vision for the Future of Climate and Weather Prediction. Quarterly Journal of the Royal Meteorological Society 138 (2012) 841-861 Plant, R. and G. Craig, 2008: A stochastic parameterization for deep convection based on equilibrium statistics. J. Atmos. Sci., 65, 87-105.

Resonant Interneurons Can Increase Robustness of Gamma Oscillations.

PubMed

Tikidji-Hamburyan, Ruben A; Martínez, Joan José; White, John A; Canavier, Carmen C

2015-11-25

Gamma oscillations are believed to play a critical role in in information processing, encoding, and retrieval. Inhibitory interneuronal network gamma (ING) oscillations may arise from a coupled oscillator mechanism in which individual neurons oscillate or from a population oscillator in which individual neurons fire sparsely and stochastically. All ING mechanisms, including the one proposed herein, rely on alternating waves of inhibition and windows of opportunity for spiking. The coupled oscillator model implemented with Wang-Buzsáki model neurons is not sufficiently robust to heterogeneity in excitatory drive, and therefore intrinsic frequency, to account for in vitro models of ING. Similarly, in a tightly synchronized regime, the stochastic population oscillator model is often characterized by sparse firing, whereas interneurons both in vivo and in vitro do not fire sparsely during gamma, but rather on average every other cycle. We substituted so-called resonator neural models, which exhibit class 2 excitability and postinhibitory rebound (PIR), for the integrators that are typically used. This results in much greater robustness to heterogeneity that actually increases as the average participation in spikes per cycle approximates physiological levels. Moreover, dynamic clamp experiments that show autapse-induced firing in entorhinal cortical interneurons support the idea that PIR can serve as a network gamma mechanism. Furthermore, parvalbumin-positive (PV(+)) cells were much more likely to display both PIR and autapse-induced firing than GAD2(+) cells, supporting the view that PV(+) fast-firing basket cells are more likely to exhibit class 2 excitability than other types of inhibitory interneurons. Gamma oscillations are believed to play a critical role in information processing, encoding, and retrieval. Networks of inhibitory interneurons are thought to be essential for these oscillations. We show that one class of interneurons with an abrupt onset of firing at a threshold frequency may allow more robust synchronization in the presence of noise and heterogeneity. The mechanism for this robustness depends on the intrinsic resonance at this threshold frequency. Moreover, we show experimentally the feasibility of the proposed mechanism and suggest a way to distinguish between this mechanism and another proposed mechanism: that of a stochastic population oscillator independent of the dynamics of individual neurons. Copyright © 2015 the authors 0270-6474/15/3515682-14$15.00/0.

Learning and coding in biological neural networks

NASA Astrophysics Data System (ADS)

Fiete, Ila Rani

How can large groups of neurons that locally modify their activities learn to collectively perform a desired task? Do studies of learning in small networks tell us anything about learning in the fantastically large collection of neurons that make up a vertebrate brain? What factors do neurons optimize by encoding sensory inputs or motor commands in the way they do? In this thesis I present a collection of four theoretical works: each of the projects was motivated by specific constraints and complexities of biological neural networks, as revealed by experimental studies; together, they aim to partially address some of the central questions of neuroscience posed above. We first study the role of sparse neural activity, as seen in the coding of sequential commands in a premotor area responsible for birdsong. We show that the sparse coding of temporal sequences in the songbird brain can, in a network where the feedforward plastic weights must translate the sparse sequential code into a time-varying muscle code, facilitate learning by minimizing synaptic interference. Next, we propose a biologically plausible synaptic plasticity rule that can perform goal-directed learning in recurrent networks of voltage-based spiking neurons that interact through conductances. Learning is based on the correlation of noisy local activity with a global reward signal; we prove that this rule performs stochastic gradient ascent on the reward. Thus, if the reward signal quantifies network performance on some desired task, the plasticity rule provably drives goal-directed learning in the network. To assess the convergence properties of the learning rule, we compare it with a known example of learning in the brain. Song-learning in finches is a clear example of a learned behavior, with detailed available neurophysiological data. With our learning rule, we train an anatomically accurate model birdsong network that drives a sound source to mimic an actual zebrafinch song. Simulation and theoretical results on the scalability of this rule show that learning with stochastic gradient ascent may be adequately fast to explain learning in the bird. Finally, we address the more general issue of the scalability of stochastic gradient learning on quadratic cost surfaces in linear systems, as a function of system size and task characteristics, by deriving analytical expressions for the learning curves.

Pricing real estate index options under stochastic interest rates

NASA Astrophysics Data System (ADS)

Gong, Pu; Dai, Jun

2017-08-01

Real estate derivatives as new financial instruments are not merely risk management tools but also provide a novel way to gain exposure to real estate assets without buying or selling the physical assets. Although real estate derivatives market has exhibited a rapid development in recent years, the valuation challenge of real estate derivatives remains a great obstacle for further development in this market. In this paper, we derive a partial differential equation contingent on a real estate index in a stochastic interest rate environment and propose a modified finite difference method that adopts the non-uniform grids to solve this problem. Numerical results confirm the efficiency of the method and indicate that constant interest rate models lead to the mispricing of options and the effects of stochastic interest rates on option prices depend on whether the term structure of interest rates is rising or falling. Finally, we have investigated and compared the different effects of stochastic interest rates on European and American option prices.

A framework to analyze the stochastic harmonics and resonance of wind energy grid interconnection

DOE PAGES

Cho, Youngho; Lee, Choongman; Hur, Kyeon; ...

2016-08-31

This study addresses a modeling and analysis methodology for investigating the stochastic harmonics and resonance concerns of wind power plants (WPPs). Wideband harmonics from modern wind turbines are observed to be stochastic, associated with real power production, and they may adversely interact with the grid impedance and cause unexpected harmonic resonance if not comprehensively addressed in the planning and commissioning of the WPPs. These issues should become more critical as wind penetration levels increase. We thus propose a planning study framework comprising the following functional steps: First, the best-fitted probability density functions (PDFs) of the harmonic components of interest inmore » the frequency domain are determined. In operations planning, maximum likelihood estimations followed by a chi-square test are used once field measurements or manufacturers' data are available. Second, harmonic currents from the WPP are represented by randomly-generating harmonic components based on their PDFs (frequency spectrum) and then synthesized for time-domain simulations via inverse Fourier transform. Finally, we conduct a comprehensive assessment by including the impacts of feeder configurations, harmonic filters, and the variability of parameters. We demonstrate the efficacy of the proposed study approach for a 100-MW offshore WPP consisting of 20 units of 5-MW full-converter turbines, a realistic benchmark system adapted from a WPP under development in Korea, and discuss lessons learned through this research.« less

Fast sparsely synchronized brain rhythms in a scale-free neural network

NASA Astrophysics Data System (ADS)

Kim, Sang-Yoon; Lim, Woochang

2015-08-01

We consider a directed version of the Barabási-Albert scale-free network model with symmetric preferential attachment with the same in- and out-degrees and study the emergence of sparsely synchronized rhythms for a fixed attachment degree in an inhibitory population of fast-spiking Izhikevich interneurons. Fast sparsely synchronized rhythms with stochastic and intermittent neuronal discharges are found to appear for large values of J (synaptic inhibition strength) and D (noise intensity). For an intensive study we fix J at a sufficiently large value and investigate the population states by increasing D . For small D , full synchronization with the same population-rhythm frequency fp and mean firing rate (MFR) fi of individual neurons occurs, while for large D partial synchronization with fp> ( : ensemble-averaged MFR) appears due to intermittent discharge of individual neurons; in particular, the case of fp>4 is referred to as sparse synchronization. For the case of partial and sparse synchronization, MFRs of individual neurons vary depending on their degrees. As D passes a critical value D* (which is determined by employing an order parameter), a transition to unsynchronization occurs due to the destructive role of noise to spoil the pacing between sparse spikes. For D

Smart signal processing for an evolving electric grid

NASA Astrophysics Data System (ADS)

Silva, Leandro Rodrigues Manso; Duque, Calos Augusto; Ribeiro, Paulo F.

2015-12-01

Electric grids are interconnected complex systems consisting of generation, transmission, distribution, and active loads, recently called prosumers as they produce and consume electric energy. Additionally, these encompass a vast array of equipment such as machines, power transformers, capacitor banks, power electronic devices, motors, etc. that are continuously evolving in their demand characteristics. Given these conditions, signal processing is becoming an essential assessment tool to enable the engineer and researcher to understand, plan, design, and operate the complex and smart electronic grid of the future. This paper focuses on recent developments associated with signal processing applied to power system analysis in terms of characterization and diagnostics. The following techniques are reviewed and their characteristics and applications discussed: active power system monitoring, sparse representation of power system signal, real-time resampling, and time-frequency (i.e., wavelets) applied to power fluctuations.

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation

PubMed Central

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO2) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms. PMID:29670508

Stochastic IMT (Insulator-Metal-Transition) Neurons: An Interplay of Thermal and Threshold Noise at Bifurcation.

PubMed

Parihar, Abhinav; Jerry, Matthew; Datta, Suman; Raychowdhury, Arijit

2018-01-01

Artificial neural networks can harness stochasticity in multiple ways to enable a vast class of computationally powerful models. Boltzmann machines and other stochastic neural networks have been shown to outperform their deterministic counterparts by allowing dynamical systems to escape local energy minima. Electronic implementation of such stochastic networks is currently limited to addition of algorithmic noise to digital machines which is inherently inefficient; albeit recent efforts to harness physical noise in devices for stochasticity have shown promise. To succeed in fabricating electronic neuromorphic networks we need experimental evidence of devices with measurable and controllable stochasticity which is complemented with the development of reliable statistical models of such observed stochasticity. Current research literature has sparse evidence of the former and a complete lack of the latter. This motivates the current article where we demonstrate a stochastic neuron using an insulator-metal-transition (IMT) device, based on electrically induced phase-transition, in series with a tunable resistance. We show that an IMT neuron has dynamics similar to a piecewise linear FitzHugh-Nagumo (FHN) neuron and incorporates all characteristics of a spiking neuron in the device phenomena. We experimentally demonstrate spontaneous stochastic spiking along with electrically controllable firing probabilities using Vanadium Dioxide (VO 2 ) based IMT neurons which show a sigmoid-like transfer function. The stochastic spiking is explained by two noise sources - thermal noise and threshold fluctuations, which act as precursors of bifurcation. As such, the IMT neuron is modeled as an Ornstein-Uhlenbeck (OU) process with a fluctuating boundary resulting in transfer curves that closely match experiments. The moments of interspike intervals are calculated analytically by extending the first-passage-time (FPT) models for Ornstein-Uhlenbeck (OU) process to include a fluctuating boundary. We find that the coefficient of variation of interspike intervals depend on the relative proportion of thermal and threshold noise, where threshold noise is the dominant source in the current experimental demonstrations. As one of the first comprehensive studies of a stochastic neuron hardware and its statistical properties, this article would enable efficient implementation of a large class of neuro-mimetic networks and algorithms.

On the Estimation of Errors in Sparse Bathymetric Geophysical Data Sets

NASA Astrophysics Data System (ADS)

Jakobsson, M.; Calder, B.; Mayer, L.; Armstrong, A.

2001-05-01

There is a growing demand in the geophysical community for better regional representations of the world ocean's bathymetry. However, given the vastness of the oceans and the relative limited coverage of even the most modern mapping systems, it is likely that many of the older data sets will remain part of our cumulative database for several more decades. Therefore, regional bathymetrical compilations that are based on a mixture of historic and contemporary data sets will have to remain the standard. This raises the problem of assembling bathymetric compilations and utilizing data sets not only with a heterogeneous cover but also with a wide range of accuracies. In combining these data to regularly spaced grids of bathymetric values, which the majority of numerical procedures in earth sciences require, we are often forced to use a complex interpolation scheme due to the sparseness and irregularity of the input data points. Consequently, we are faced with the difficult task of assessing the confidence that we can assign to the final grid product, a task that is not usually addressed in most bathymetric compilations. We approach the problem of assessing the confidence via a direct-simulation Monte Carlo method. We start with a small subset of data from the International Bathymetric Chart of the Arctic Ocean (IBCAO) grid model [Jakobsson et al., 2000]. This grid is compiled from a mixture of data sources ranging from single beam soundings with available metadata to spot soundings with no available metadata, to digitized contours; the test dataset shows examples of all of these types. From this database, we assign a priori error variances based on available meta-data, and when this is not available, based on a worst-case scenario in an essentially heuristic manner. We then generate a number of synthetic datasets by randomly perturbing the base data using normally distributed random variates, scaled according to the predicted error model. These datasets are then re-gridded using the same methodology as the original product, generating a set of plausible grid models of the regional bathymetry that we can use for standard error estimates. Finally, we repeat the entire random estimation process and analyze each run's standard error grids in order to examine sampling bias and variance in the predictions. The final products of the estimation are a collection of standard error grids, which we combine with the source data density in order to create a grid that contains information about the bathymetry model's reliability. Jakobsson, M., Cherkis, N., Woodward, J., Coakley, B., and Macnab, R., 2000, A new grid of Arctic bathymetry: A significant resource for scientists and mapmakers, EOS Transactions, American Geophysical Union, v. 81, no. 9, p. 89, 93, 96.

Parallel stochastic simulation of macroscopic calcium currents.

PubMed

González-Vélez, Virginia; González-Vélez, Horacio

2007-06-01

This work introduces MACACO, a macroscopic calcium currents simulator. It provides a parameter-sweep framework which computes macroscopic Ca(2+) currents from the individual aggregation of unitary currents, using a stochastic model for L-type Ca(2+) channels. MACACO uses a simplified 3-state Markov model to simulate the response of each Ca(2+) channel to different voltage inputs to the cell. In order to provide an accurate systematic view for the stochastic nature of the calcium channels, MACACO is composed of an experiment generator, a central simulation engine and a post-processing script component. Due to the computational complexity of the problem and the dimensions of the parameter space, the MACACO simulation engine employs a grid-enabled task farm. Having been designed as a computational biology tool, MACACO heavily borrows from the way cell physiologists conduct and report their experimental work.

Evaluation of the Plant-Craig stochastic convection scheme in an ensemble forecasting system

NASA Astrophysics Data System (ADS)

Keane, R. J.; Plant, R. S.; Tennant, W. J.

2015-12-01

The Plant-Craig stochastic convection parameterization (version 2.0) is implemented in the Met Office Regional Ensemble Prediction System (MOGREPS-R) and is assessed in comparison with the standard convection scheme with a simple stochastic element only, from random parameter variation. A set of 34 ensemble forecasts, each with 24 members, is considered, over the month of July 2009. Deterministic and probabilistic measures of the precipitation forecasts are assessed. The Plant-Craig parameterization is found to improve probabilistic forecast measures, particularly the results for lower precipitation thresholds. The impact on deterministic forecasts at the grid scale is neutral, although the Plant-Craig scheme does deliver improvements when forecasts are made over larger areas. The improvements found are greater in conditions of relatively weak synoptic forcing, for which convective precipitation is likely to be less predictable.

Interferometric synthetic aperture radar phase unwrapping based on sparse Markov random fields by graph cuts

NASA Astrophysics Data System (ADS)

Zhou, Lifan; Chai, Dengfeng; Xia, Yu; Ma, Peifeng; Lin, Hui

2018-01-01

Phase unwrapping (PU) is one of the key processes in reconstructing the digital elevation model of a scene from its interferometric synthetic aperture radar (InSAR) data. It is known that two-dimensional (2-D) PU problems can be formulated as maximum a posteriori estimation of Markov random fields (MRFs). However, considering that the traditional MRF algorithm is usually defined on a rectangular grid, it fails easily if large parts of the wrapped data are dominated by noise caused by large low-coherence area or rapid-topography variation. A PU solution based on sparse MRF is presented to extend the traditional MRF algorithm to deal with sparse data, which allows the unwrapping of InSAR data dominated by high phase noise. To speed up the graph cuts algorithm for sparse MRF, we designed dual elementary graphs and merged them to obtain the Delaunay triangle graph, which is used to minimize the energy function efficiently. The experiments on simulated and real data, compared with other existing algorithms, both confirm the effectiveness of the proposed MRF approach, which suffers less from decorrelation effects caused by large low-coherence area or rapid-topography variation.

New algorithms for field-theoretic block copolymer simulations: Progress on using adaptive-mesh refinement and sparse matrix solvers in SCFT calculations

NASA Astrophysics Data System (ADS)

Sides, Scott; Jamroz, Ben; Crockett, Robert; Pletzer, Alexander

2012-02-01

Self-consistent field theory (SCFT) for dense polymer melts has been highly successful in describing complex morphologies in block copolymers. Field-theoretic simulations such as these are able to access large length and time scales that are difficult or impossible for particle-based simulations such as molecular dynamics. The modified diffusion equations that arise as a consequence of the coarse-graining procedure in the SCF theory can be efficiently solved with a pseudo-spectral (PS) method that uses fast-Fourier transforms on uniform Cartesian grids. However, PS methods can be difficult to apply in many block copolymer SCFT simulations (eg. confinement, interface adsorption) in which small spatial regions might require finer resolution than most of the simulation grid. Progress on using new solver algorithms to address these problems will be presented. The Tech-X Chompst project aims at marrying the best of adaptive mesh refinement with linear matrix solver algorithms. The Tech-X code PolySwift++ is an SCFT simulation platform that leverages ongoing development in coupling Chombo, a package for solving PDEs via block-structured AMR calculations and embedded boundaries, with PETSc, a toolkit that includes a large assortment of sparse linear solvers.

Data traffic reduction schemes for sparse Cholesky factorizations

NASA Technical Reports Server (NTRS)

Naik, Vijay K.; Patrick, Merrell L.

1988-01-01

Load distribution schemes are presented which minimize the total data traffic in the Cholesky factorization of dense and sparse, symmetric, positive definite matrices on multiprocessor systems with local and shared memory. The total data traffic in factoring an n x n sparse, symmetric, positive definite matrix representing an n-vertex regular 2-D grid graph using n (sup alpha), alpha is equal to or less than 1, processors are shown to be O(n(sup 1 + alpha/2)). It is O(n(sup 3/2)), when n (sup alpha), alpha is equal to or greater than 1, processors are used. Under the conditions of uniform load distribution, these results are shown to be asymptotically optimal. The schemes allow efficient use of up to O(n) processors before the total data traffic reaches the maximum value of O(n(sup 3/2)). The partitioning employed within the scheme, allows a better utilization of the data accessed from shared memory than those of previously published methods.

A LES-Langevin model for turbulence

NASA Astrophysics Data System (ADS)

Dolganov, Rostislav; Dubrulle, Bérengère; Laval, Jean-Philippe

2006-11-01

The rationale for Large Eddy Simulation is rooted in our inability to handle all degrees of freedom (N˜10^16 for Re˜10^7). ``Deterministic'' models based on eddy-viscosity seek to reproduce the intensification of the energy transport. However, they fail to reproduce backward energy transfer (backscatter) from small to large scale, which is an essentiel feature of the turbulence near wall or in boundary layer. To capture this backscatter, ``stochastic'' strategies have been developed. In the present talk, we shall discuss such a strategy, based on a Rapid Distorsion Theory (RDT). Specifically, we first divide the small scale contribution to the Reynolds Stress Tensor in two parts: a turbulent viscosity and the pseudo-Lamb vector, representing the nonlinear cross terms of resolved and sub-grid scales. We then estimate the dynamics of small-scale motion by the RDT applied to Navier-Stockes equation. We use this to model the cross term evolution by a Langevin equation, in which the random force is provided by sub-grid pressure terms. Our LES model is thus made of a truncated Navier-Stockes equation including the turbulent force and a generalized Langevin equation for the latter, integrated on a twice-finer grid. The backscatter is automatically included in our stochastic model of the pseudo-Lamb vector. We apply this model to the case of homogeneous isotropic turbulence and turbulent channel flow.

Hydrogeologic unit flow characterization using transition probability geostatistics.

PubMed

Jones, Norman L; Walker, Justin R; Carle, Steven F

2005-01-01

This paper describes a technique for applying the transition probability geostatistics method for stochastic simulation to a MODFLOW model. Transition probability geostatistics has some advantages over traditional indicator kriging methods including a simpler and more intuitive framework for interpreting geologic relationships and the ability to simulate juxtapositional tendencies such as fining upward sequences. The indicator arrays generated by the transition probability simulation are converted to layer elevation and thickness arrays for use with the new Hydrogeologic Unit Flow package in MODFLOW 2000. This makes it possible to preserve complex heterogeneity while using reasonably sized grids and/or grids with nonuniform cell thicknesses.

Time-domain analysis of planar microstrip devices using a generalized Yee-algorithm based on unstructured grids

NASA Technical Reports Server (NTRS)

Gedney, Stephen D.; Lansing, Faiza

1993-01-01

The generalized Yee-algorithm is presented for the temporal full-wave analysis of planar microstrip devices. This algorithm has the significant advantage over the traditional Yee-algorithm in that it is based on unstructured and irregular grids. The robustness of the generalized Yee-algorithm is that structures that contain curved conductors or complex three-dimensional geometries can be more accurately, and much more conveniently modeled using standard automatic grid generation techniques. This generalized Yee-algorithm is based on the the time-marching solution of the discrete form of Maxwell's equations in their integral form. To this end, the electric and magnetic fields are discretized over a dual, irregular, and unstructured grid. The primary grid is assumed to be composed of general fitted polyhedra distributed throughout the volume. The secondary grid (or dual grid) is built up of the closed polyhedra whose edges connect the centroid's of adjacent primary cells, penetrating shared faces. Faraday's law and Ampere's law are used to update the fields normal to the primary and secondary grid faces, respectively. Subsequently, a correction scheme is introduced to project the normal fields onto the grid edges. It is shown that this scheme is stable, maintains second-order accuracy, and preserves the divergenceless nature of the flux densities. Finally, for computational efficiency the algorithm is structured as a series of sparse matrix-vector multiplications. Based on this scheme, the generalized Yee-algorithm has been implemented on vector and parallel high performance computers in a highly efficient manner.

Efficient Simulation of Tropical Cyclone Pathways with Stochastic Perturbations

NASA Astrophysics Data System (ADS)

Webber, R.; Plotkin, D. A.; Abbot, D. S.; Weare, J.

2017-12-01

Global Climate Models (GCMs) are known to statistically underpredict intense tropical cyclones (TCs) because they fail to capture the rapid intensification and high wind speeds characteristic of the most destructive TCs. Stochastic parametrization schemes have the potential to improve the accuracy of GCMs. However, current analysis of these schemes through direct sampling is limited by the computational expense of simulating a rare weather event at fine spatial gridding. The present work introduces a stochastically perturbed parametrization tendency (SPPT) scheme to increase simulated intensity of TCs. We adapt the Weighted Ensemble algorithm to simulate the distribution of TCs at a fraction of the computational effort required in direct sampling. We illustrate the efficiency of the SPPT scheme by comparing simulations at different spatial resolutions and stochastic parameter regimes. Stochastic parametrization and rare event sampling strategies have great potential to improve TC prediction and aid understanding of tropical cyclogenesis. Since rising sea surface temperatures are postulated to increase the intensity of TCs, these strategies can also improve predictions about climate change-related weather patterns. The rare event sampling strategies used in the current work are not only a novel tool for studying TCs, but they may also be applied to sampling any range of extreme weather events.

Sparsely Ionizing Diagnostic and Natural Background Radiations are Likely Preventing Cancer and Other Genomic-Instability-Associated Diseases

PubMed Central

Scott, Bobby R.; Di Palma, Jennifer

2007-01-01

Routine diagnostic X-rays (e.g., chest X-rays, mammograms, computed tomography scans) and routine diagnostic nuclear medicine procedures using sparsely ionizing radiation forms (e.g., beta and gamma radiations) stimulate the removal of precancerous neo-plastically transformed and other genomically unstable cells from the body (medical radiation hormesis). The indicated radiation hormesis arises because radiation doses above an individual-specific stochastic threshold activate a system of cooperative protective processes that include high-fidelity DNA repair/apoptosis (presumed p53 related), an auxiliary apoptosis process (PAM process) that is presumed p53-independent, and stimulated immunity. These forms of induced protection are called adapted protection because they are associated with the radiation adaptive response. Diagnostic X-ray sources, other sources of sparsely ionizing radiation used in nuclear medicine diagnostic procedures, as well as radioisotope-labeled immunoglobulins could be used in conjunction with apopto-sis-sensitizing agents (e.g., the natural phenolic compound resveratrol) in curing existing cancer via low-dose fractionated or low-dose, low-dose-rate therapy (therapeutic radiation hormesis). Evidence is provided to support the existence of both therapeutic (curing existing cancer) and medical (cancer prevention) radiation hormesis. Evidence is also provided demonstrating that exposure to environmental sparsely ionizing radiations, such as gamma rays, protect from cancer occurrence and the occurrence of other diseases via inducing adapted protection (environmental radiation hormesis). PMID:18648608

Feature learning and change feature classification based on deep learning for ternary change detection in SAR images

NASA Astrophysics Data System (ADS)

Gong, Maoguo; Yang, Hailun; Zhang, Puzhao

2017-07-01

Ternary change detection aims to detect changes and group the changes into positive change and negative change. It is of great significance in the joint interpretation of spatial-temporal synthetic aperture radar images. In this study, sparse autoencoder, convolutional neural networks (CNN) and unsupervised clustering are combined to solve ternary change detection problem without any supervison. Firstly, sparse autoencoder is used to transform log-ratio difference image into a suitable feature space for extracting key changes and suppressing outliers and noise. And then the learned features are clustered into three classes, which are taken as the pseudo labels for training a CNN model as change feature classifier. The reliable training samples for CNN are selected from the feature maps learned by sparse autoencoder with certain selection rules. Having training samples and the corresponding pseudo labels, the CNN model can be trained by using back propagation with stochastic gradient descent. During its training procedure, CNN is driven to learn the concept of change, and more powerful model is established to distinguish different types of changes. Unlike the traditional methods, the proposed framework integrates the merits of sparse autoencoder and CNN to learn more robust difference representations and the concept of change for ternary change detection. Experimental results on real datasets validate the effectiveness and superiority of the proposed framework.

High-resolution wavefront reconstruction using the frozen flow hypothesis

NASA Astrophysics Data System (ADS)

Liu, Xuewen; Liang, Yonghui; Liu, Jin; Xu, Jieping

2017-10-01

This paper describes an approach to reconstructing wavefronts on finer grid using the frozen flow hypothesis (FFH), which exploits spatial and temporal correlations between consecutive wavefront sensor (WFS) frames. Under the assumption of FFH, slope data from WFS can be connected to a finer, composite slope grid using translation and down sampling, and elements in transformation matrices are determined by wind information. Frames of slopes are then combined and slopes on finer grid are reconstructed by solving a sparse, large-scale, ill-posed least squares problem. By using reconstructed finer slope data and adopting Fried geometry of WFS, high-resolution wavefronts are then reconstructed. The results show that this method is robust even with detector noise and wind information inaccuracy, and under bad seeing conditions, high-frequency information in wavefronts can be recovered more accurately compared with when correlations in WFS frames are ignored.

Evaluation of the Plant-Craig stochastic convection scheme (v2.0) in the ensemble forecasting system MOGREPS-R (24 km) based on the Unified Model (v7.3)

NASA Astrophysics Data System (ADS)

Keane, Richard J.; Plant, Robert S.; Tennant, Warren J.

2016-05-01

The Plant-Craig stochastic convection parameterization (version 2.0) is implemented in the Met Office Regional Ensemble Prediction System (MOGREPS-R) and is assessed in comparison with the standard convection scheme with a simple stochastic scheme only, from random parameter variation. A set of 34 ensemble forecasts, each with 24 members, is considered, over the month of July 2009. Deterministic and probabilistic measures of the precipitation forecasts are assessed. The Plant-Craig parameterization is found to improve probabilistic forecast measures, particularly the results for lower precipitation thresholds. The impact on deterministic forecasts at the grid scale is neutral, although the Plant-Craig scheme does deliver improvements when forecasts are made over larger areas. The improvements found are greater in conditions of relatively weak synoptic forcing, for which convective precipitation is likely to be less predictable.

Parameter Estimation and Model Selection for Indoor Environments Based on Sparse Observations

NASA Astrophysics Data System (ADS)

Dehbi, Y.; Loch-Dehbi, S.; Plümer, L.

2017-09-01

This paper presents a novel method for the parameter estimation and model selection for the reconstruction of indoor environments based on sparse observations. While most approaches for the reconstruction of indoor models rely on dense observations, we predict scenes of the interior with high accuracy in the absence of indoor measurements. We use a model-based top-down approach and incorporate strong but profound prior knowledge. The latter includes probability density functions for model parameters and sparse observations such as room areas and the building footprint. The floorplan model is characterized by linear and bi-linear relations with discrete and continuous parameters. We focus on the stochastic estimation of model parameters based on a topological model derived by combinatorial reasoning in a first step. A Gauss-Markov model is applied for estimation and simulation of the model parameters. Symmetries are represented and exploited during the estimation process. Background knowledge as well as observations are incorporated in a maximum likelihood estimation and model selection is performed with AIC/BIC. The likelihood is also used for the detection and correction of potential errors in the topological model. Estimation results are presented and discussed.

Task-based data-acquisition optimization for sparse image reconstruction systems

NASA Astrophysics Data System (ADS)

Chen, Yujia; Lou, Yang; Kupinski, Matthew A.; Anastasio, Mark A.

2017-03-01

Conventional wisdom dictates that imaging hardware should be optimized by use of an ideal observer (IO) that exploits full statistical knowledge of the class of objects to be imaged, without consideration of the reconstruction method to be employed. However, accurate and tractable models of the complete object statistics are often difficult to determine in practice. Moreover, in imaging systems that employ compressive sensing concepts, imaging hardware and (sparse) image reconstruction are innately coupled technologies. We have previously proposed a sparsity-driven ideal observer (SDIO) that can be employed to optimize hardware by use of a stochastic object model that describes object sparsity. The SDIO and sparse reconstruction method can therefore be "matched" in the sense that they both utilize the same statistical information regarding the class of objects to be imaged. To efficiently compute SDIO performance, the posterior distribution is estimated by use of computational tools developed recently for variational Bayesian inference. Subsequently, the SDIO test statistic can be computed semi-analytically. The advantages of employing the SDIO instead of a Hotelling observer are systematically demonstrated in case studies in which magnetic resonance imaging (MRI) data acquisition schemes are optimized for signal detection tasks.

Regression-based adaptive sparse polynomial dimensional decomposition for sensitivity analysis

NASA Astrophysics Data System (ADS)

Tang, Kunkun; Congedo, Pietro; Abgrall, Remi

2014-11-01

Polynomial dimensional decomposition (PDD) is employed in this work for global sensitivity analysis and uncertainty quantification of stochastic systems subject to a large number of random input variables. Due to the intimate structure between PDD and Analysis-of-Variance, PDD is able to provide simpler and more direct evaluation of the Sobol' sensitivity indices, when compared to polynomial chaos (PC). Unfortunately, the number of PDD terms grows exponentially with respect to the size of the input random vector, which makes the computational cost of the standard method unaffordable for real engineering applications. In order to address this problem of curse of dimensionality, this work proposes a variance-based adaptive strategy aiming to build a cheap meta-model by sparse-PDD with PDD coefficients computed by regression. During this adaptive procedure, the model representation by PDD only contains few terms, so that the cost to resolve repeatedly the linear system of the least-square regression problem is negligible. The size of the final sparse-PDD representation is much smaller than the full PDD, since only significant terms are eventually retained. Consequently, a much less number of calls to the deterministic model is required to compute the final PDD coefficients.

Great Britain Storm Surge Modeling for a 10,000-Year Stochastic Catalog with the Effect of Sea Level Rise

NASA Astrophysics Data System (ADS)

Keshtpoor, M.; Carnacina, I.; Blair, A.; Yablonsky, R. M.

2017-12-01

Storm surge caused by Extratropical Cyclones (ETCs) has significantly impacted not only the life of private citizens but also the insurance and reinsurance industry in Great Britain. The storm surge risk assessment requires a larger dataset of storms than the limited recorded historical ETCs. Thus, historical ETCs were perturbed to generate a 10,000-year stochastic catalog that accounts for surge-generating ETCs in the study area with return periods from one year to 10,000 years. Delft3D-Flexible Mesh hydrodynamic model was used to numerically simulate the storm surge along the Great Britain coastline. A nested grid technique was used to increase the simulation grid resolution up to 200 m near the highly populated coastal areas. Coarse and fine mesh models were calibrated and validated using historical recorded water elevations. Then, numerical simulations were performed on a 10,000-year stochastic catalog. The 50-, 100-, and 500-year return period maps were generated for Great Britain coastal areas. The corresponding events with return periods of 50-, 100-, and 500-years in Humber Bay and Thames River coastal areas were identified, and simulated with the consideration of projected sea level rises to reveal the effect of rising sea levels on the inundation return period maps in two highly-populated coastal areas. Finally, the return period of Storm Xaver (2013) was determined with and without the effect of rising sea levels.

A Performance Comparison of the Parallel Preconditioners for Iterative Methods for Large Sparse Linear Systems Arising from Partial Differential Equations on Structured Grids

NASA Astrophysics Data System (ADS)

Ma, Sangback

In this paper we compare various parallel preconditioners such as Point-SSOR (Symmetric Successive OverRelaxation), ILU(0) (Incomplete LU) in the Wavefront ordering, ILU(0) in the Multi-color ordering, Multi-Color Block SOR (Successive OverRelaxation), SPAI (SParse Approximate Inverse) and pARMS (Parallel Algebraic Recursive Multilevel Solver) for solving large sparse linear systems arising from two-dimensional PDE (Partial Differential Equation)s on structured grids. Point-SSOR is well-known, and ILU(0) is one of the most popular preconditioner, but it is inherently serial. ILU(0) in the Wavefront ordering maximizes the parallelism in the natural order, but the lengths of the wave-fronts are often nonuniform. ILU(0) in the Multi-color ordering is a simple way of achieving a parallelism of the order N, where N is the order of the matrix, but its convergence rate often deteriorates as compared to that of natural ordering. We have chosen the Multi-Color Block SOR preconditioner combined with direct sparse matrix solver, since for the Laplacian matrix the SOR method is known to have a nondeteriorating rate of convergence when used with the Multi-Color ordering. By using block version we expect to minimize the interprocessor communications. SPAI computes the sparse approximate inverse directly by least squares method. Finally, ARMS is a preconditioner recursively exploiting the concept of independent sets and pARMS is the parallel version of ARMS. Experiments were conducted for the Finite Difference and Finite Element discretizations of five two-dimensional PDEs with large meshsizes up to a million on an IBM p595 machine with distributed memory. Our matrices are real positive, i. e., their real parts of the eigenvalues are positive. We have used GMRES(m) as our outer iterative method, so that the convergence of GMRES(m) for our test matrices are mathematically guaranteed. Interprocessor communications were done using MPI (Message Passing Interface) primitives. The results show that in general ILU(0) in the Multi-Color ordering ahd ILU(0) in the Wavefront ordering outperform the other methods but for symmetric and nearly symmetric 5-point matrices Multi-Color Block SOR gives the best performance, except for a few cases with a small number of processors.

Fast sparsely synchronized brain rhythms in a scale-free neural network.

PubMed

Kim, Sang-Yoon; Lim, Woochang

2015-08-01

We consider a directed version of the Barabási-Albert scale-free network model with symmetric preferential attachment with the same in- and out-degrees and study the emergence of sparsely synchronized rhythms for a fixed attachment degree in an inhibitory population of fast-spiking Izhikevich interneurons. Fast sparsely synchronized rhythms with stochastic and intermittent neuronal discharges are found to appear for large values of J (synaptic inhibition strength) and D (noise intensity). For an intensive study we fix J at a sufficiently large value and investigate the population states by increasing D. For small D, full synchronization with the same population-rhythm frequency fp and mean firing rate (MFR) fi of individual neurons occurs, while for large D partial synchronization with fp>〈fi〉 (〈fi〉: ensemble-averaged MFR) appears due to intermittent discharge of individual neurons; in particular, the case of fp>4〈fi〉 is referred to as sparse synchronization. For the case of partial and sparse synchronization, MFRs of individual neurons vary depending on their degrees. As D passes a critical value D* (which is determined by employing an order parameter), a transition to unsynchronization occurs due to the destructive role of noise to spoil the pacing between sparse spikes. For D

A non-stochastic iterative computational method to model light propagation in turbid media

NASA Astrophysics Data System (ADS)

McIntyre, Thomas J.; Zemp, Roger J.

2015-03-01

Monte Carlo models are widely used to model light transport in turbid media, however their results implicitly contain stochastic variations. These fluctuations are not ideal, especially for inverse problems where Jacobian matrix errors can lead to large uncertainties upon matrix inversion. Yet Monte Carlo approaches are more computationally favorable than solving the full Radiative Transport Equation. Here, a non-stochastic computational method of estimating fluence distributions in turbid media is proposed, which is called the Non-Stochastic Propagation by Iterative Radiance Evaluation method (NSPIRE). Rather than using stochastic means to determine a random walk for each photon packet, the propagation of light from any element to all other elements in a grid is modelled simultaneously. For locally homogeneous anisotropic turbid media, the matrices used to represent scattering and projection are shown to be block Toeplitz, which leads to computational simplifications via convolution operators. To evaluate the accuracy of the algorithm, 2D simulations were done and compared against Monte Carlo models for the cases of an isotropic point source and a pencil beam incident on a semi-infinite turbid medium. The model was shown to have a mean percent error less than 2%. The algorithm represents a new paradigm in radiative transport modelling and may offer a non-stochastic alternative to modeling light transport in anisotropic scattering media for applications where the diffusion approximation is insufficient.

Stochastic Ocean Eddy Perturbations in a Coupled General Circulation Model.

NASA Astrophysics Data System (ADS)

Howe, N.; Williams, P. D.; Gregory, J. M.; Smith, R. S.

2014-12-01

High-resolution ocean models, which are eddy permitting and resolving, require large computing resources to produce centuries worth of data. Also, some previous studies have suggested that increasing resolution does not necessarily solve the problem of unresolved scales, because it simply introduces a new set of unresolved scales. Applying stochastic parameterisations to ocean models is one solution that is expected to improve the representation of small-scale (eddy) effects without increasing run-time. Stochastic parameterisation has been shown to have an impact in atmosphere-only models and idealised ocean models, but has not previously been studied in ocean general circulation models. Here we apply simple stochastic perturbations to the ocean temperature and salinity tendencies in the low-resolution coupled climate model, FAMOUS. The stochastic perturbations are implemented according to T(t) = T(t-1) + (ΔT(t) + ξ(t)), where T is temperature or salinity, ΔT is the corresponding deterministic increment in one time step, and ξ(t) is Gaussian noise. We use high-resolution HiGEM data coarse-grained to the FAMOUS grid to provide information about the magnitude and spatio-temporal correlation structure of the noise to be added to the lower resolution model. Here we present results of adding white and red noise, showing the impacts of an additive stochastic perturbation on mean climate state and variability in an AOGCM.

Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion.

PubMed

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

Several Kalman filter algorithms are presented for data assimilation and parameter estimation for a nonlinear diffusion model of epithelial cell migration. These include the ensemble Kalman filter with Monte Carlo sampling and a stochastic collocation (SC) Kalman filter with structured sampling. Further, two types of noise are considered -uncorrelated noise resulting in one stochastic dimension for each element of the spatial grid and correlated noise parameterized by the Karhunen-Loeve (KL) expansion resulting in one stochastic dimension for each KL term. The efficiency and accuracy of the four methods are investigated for two cases with synthetic data with and without noise, as well as data from a laboratory experiment. While it is observed that all algorithms perform reasonably well in matching the target solution and estimating the diffusion coefficient and the growth rate, it is illustrated that the algorithms that employ SC and KL expansion are computationally more efficient, as they require fewer ensemble members for comparable accuracy. In the case of SC methods, this is due to improved approximation in stochastic space compared to Monte Carlo sampling. In the case of KL methods, the parameterization of the noise results in a stochastic space of smaller dimension. The most efficient method is the one combining SC and KL expansion. Copyright © 2016 Elsevier Inc. All rights reserved.

On the uncertainties associated with using gridded rainfall data as a proxy for observed

NASA Astrophysics Data System (ADS)

Tozer, C. R.; Kiem, A. S.; Verdon-Kidd, D. C.

2011-09-01

Gridded rainfall datasets are used in many hydrological and climatological studies, in Australia and elsewhere, including for hydroclimatic forecasting, climate attribution studies and climate model performance assessments. The attraction of the spatial coverage provided by gridded data is clear, particularly in Australia where the spatial and temporal resolution of the rainfall gauge network is sparse. However, the question that must be asked is whether it is suitable to use gridded data as a proxy for observed point data, given that gridded data is inherently "smoothed" and may not necessarily capture the temporal and spatial variability of Australian rainfall which leads to hydroclimatic extremes (i.e. droughts, floods)? This study investigates this question through a statistical analysis of three monthly gridded Australian rainfall datasets - the Bureau of Meteorology (BOM) dataset, the Australian Water Availability Project (AWAP) and the SILO dataset. To demonstrate the hydrological implications of using gridded data as a proxy for gauged data, a rainfall-runoff model is applied to one catchment in South Australia (SA) initially using gridded data as the source of rainfall input and then gauged rainfall data. The results indicate a markedly different runoff response associated with each of the different sources of rainfall data. It should be noted that this study does not seek to identify which gridded dataset is the "best" for Australia, as each gridded data source has its pros and cons, as does gauged or point data. Rather the intention is to quantify differences between various gridded data sources and how they compare with gauged data so that these differences can be considered and accounted for in studies that utilise these gridded datasets. Ultimately, if key decisions are going to be based on the outputs of models that use gridded data, an estimate (or at least an understanding) of the uncertainties relating to the assumptions made in the development of gridded data and how that gridded data compares with reality should be made.

Stochastic Multiscale Modeling of Polycrystalline Materials

DTIC Science & Technology

2013-01-01

The single-grid strategy is adopted. The crystal visco-plastic constitutive model proposed in [7] along with a Voce type hardening model described...in [97] is used with γ̇0 = 1s−1 and m = 0.1. The parameters in the Voce type hardening law are selected according to [97]: κ0 = 47.0MPa, κ1 = 86.0MPa

Stochastic transport in the presence of spatial disorder: Fluctuation-induced corrections to homogenization

NASA Astrophysics Data System (ADS)

Russell, Matthew J.; Jensen, Oliver E.; Galla, Tobias

2016-10-01

Motivated by uncertainty quantification in natural transport systems, we investigate an individual-based transport process involving particles undergoing a random walk along a line of point sinks whose strengths are themselves independent random variables. We assume particles are removed from the system via first-order kinetics. We analyze the system using a hierarchy of approaches when the sinks are sparsely distributed, including a stochastic homogenization approximation that yields explicit predictions for the extrinsic disorder in the stationary state due to sink strength fluctuations. The extrinsic noise induces long-range spatial correlations in the particle concentration, unlike fluctuations due to the intrinsic noise alone. Additionally, the mean concentration profile, averaged over both intrinsic and extrinsic noise, is elevated compared with the corresponding profile from a uniform sink distribution, showing that the classical homogenization approximation can be a biased estimator of the true mean.

Site-percolation threshold of carbon nanotube fibers-Fast inspection of percolation with Markov stochastic theory

NASA Astrophysics Data System (ADS)

Xu, Fangbo; Xu, Zhiping; Yakobson, Boris I.

2014-08-01

We present a site-percolation model based on a modified FCC lattice, as well as an efficient algorithm of inspecting percolation which takes advantage of the Markov stochastic theory, in order to study the percolation threshold of carbon nanotube (CNT) fibers. Our Markov-chain based algorithm carries out the inspection of percolation by performing repeated sparse matrix-vector multiplications, which allows parallelized computation to accelerate the inspection for a given configuration. With this approach, we determine that the site-percolation transition of CNT fibers occurs at pc=0.1533±0.0013, and analyze the dependence of the effective percolation threshold (corresponding to 0.5 percolation probability) on the length and the aspect ratio of a CNT fiber on a finite-size-scaling basis. We also discuss the aspect ratio dependence of percolation probability with various values of p (not restricted to pc).

Sparse Regression Based Structure Learning of Stochastic Reaction Networks from Single Cell Snapshot Time Series.

PubMed

Klimovskaia, Anna; Ganscha, Stefan; Claassen, Manfred

2016-12-01

Stochastic chemical reaction networks constitute a model class to quantitatively describe dynamics and cell-to-cell variability in biological systems. The topology of these networks typically is only partially characterized due to experimental limitations. Current approaches for refining network topology are based on the explicit enumeration of alternative topologies and are therefore restricted to small problem instances with almost complete knowledge. We propose the reactionet lasso, a computational procedure that derives a stepwise sparse regression approach on the basis of the Chemical Master Equation, enabling large-scale structure learning for reaction networks by implicitly accounting for billions of topology variants. We have assessed the structure learning capabilities of the reactionet lasso on synthetic data for the complete TRAIL induced apoptosis signaling cascade comprising 70 reactions. We find that the reactionet lasso is able to efficiently recover the structure of these reaction systems, ab initio, with high sensitivity and specificity. With only < 1% false discoveries, the reactionet lasso is able to recover 45% of all true reactions ab initio among > 6000 possible reactions and over 102000 network topologies. In conjunction with information rich single cell technologies such as single cell RNA sequencing or mass cytometry, the reactionet lasso will enable large-scale structure learning, particularly in areas with partial network structure knowledge, such as cancer biology, and thereby enable the detection of pathological alterations of reaction networks. We provide software to allow for wide applicability of the reactionet lasso.

Indicator of reliability of power grids and networks for environmental monitoring

NASA Astrophysics Data System (ADS)

Shaptsev, V. A.

2017-10-01

The energy supply of the mining enterprises includes power networks in particular. Environmental monitoring relies on the data network between the observers and the facilitators. Weather and conditions of their work change over time randomly. Temperature, humidity, wind strength and other stochastic processes are interconnecting in different segments of the power grid. The article presents analytical expressions for the probability of failure of the power grid as a whole or its particular segment. These expressions can contain one or more parameters of the operating conditions, simulated by Monte Carlo. In some cases, one can get the ultimate mathematical formula for calculation on the computer. In conclusion, the expression, including the probability characteristic function of one random parameter, for example, wind, temperature or humidity, is given. The parameters of this characteristic function can be given by retrospective or special observations (measurements).

A variant of sparse partial least squares for variable selection and data exploration.

PubMed

Olson Hunt, Megan J; Weissfeld, Lisa; Boudreau, Robert M; Aizenstein, Howard; Newman, Anne B; Simonsick, Eleanor M; Van Domelen, Dane R; Thomas, Fridtjof; Yaffe, Kristine; Rosano, Caterina

2014-01-01

When data are sparse and/or predictors multicollinear, current implementation of sparse partial least squares (SPLS) does not give estimates for non-selected predictors nor provide a measure of inference. In response, an approach termed "all-possible" SPLS is proposed, which fits a SPLS model for all tuning parameter values across a set grid. Noted is the percentage of time a given predictor is chosen, as well as the average non-zero parameter estimate. Using a "large" number of multicollinear predictors, simulation confirmed variables not associated with the outcome were least likely to be chosen as sparsity increased across the grid of tuning parameters, while the opposite was true for those strongly associated. Lastly, variables with a weak association were chosen more often than those with no association, but less often than those with a strong relationship to the outcome. Similarly, predictors most strongly related to the outcome had the largest average parameter estimate magnitude, followed by those with a weak relationship, followed by those with no relationship. Across two independent studies regarding the relationship between volumetric MRI measures and a cognitive test score, this method confirmed a priori hypotheses about which brain regions would be selected most often and have the largest average parameter estimates. In conclusion, the percentage of time a predictor is chosen is a useful measure for ordering the strength of the relationship between the independent and dependent variables, serving as a form of inference. The average parameter estimates give further insight regarding the direction and strength of association. As a result, all-possible SPLS gives more information than the dichotomous output of traditional SPLS, making it useful when undertaking data exploration and hypothesis generation for a large number of potential predictors.

Optimisation of an idealised primitive equation ocean model using stochastic parameterization

NASA Astrophysics Data System (ADS)

Cooper, Fenwick C.

2017-05-01

Using a simple parameterization, an idealised low resolution (biharmonic viscosity coefficient of 5 × 1012 m4s-1 , 128 × 128 grid) primitive equation baroclinic ocean gyre model is optimised to have a much more accurate climatological mean, variance and response to forcing, in all model variables, with respect to a high resolution (biharmonic viscosity coefficient of 8 × 1010 m4s-1 , 512 × 512 grid) equivalent. For example, the change in the climatological mean due to a small change in the boundary conditions is more accurate in the model with parameterization. Both the low resolution and high resolution models are strongly chaotic. We also find that long timescales in the model temperature auto-correlation at depth are controlled by the vertical temperature diffusion parameter and time mean vertical advection and are caused by short timescale random forcing near the surface. This paper extends earlier work that considered a shallow water barotropic gyre. Here the analysis is extended to a more turbulent multi-layer primitive equation model that includes temperature as a prognostic variable. The parameterization consists of a constant forcing, applied to the velocity and temperature equations at each grid point, which is optimised to obtain a model with an accurate climatological mean, and a linear stochastic forcing, that is optimised to also obtain an accurate climatological variance and 5 day lag auto-covariance. A linear relaxation (nudging) is not used. Conservation of energy and momentum is discussed in an appendix.

PROPAGATOR: a synchronous stochastic wildfire propagation model with distributed computation engine

NASA Astrophysics Data System (ADS)

D´Andrea, M.; Fiorucci, P.; Biondi, G.; Negro, D.

2012-04-01

PROPAGATOR is a stochastic model of forest fire spread, useful as a rapid method for fire risk assessment. The model is based on a 2D stochastic cellular automaton. The domain of simulation is discretized using a square regular grid with cell size of 20x20 meters. The model uses high-resolution information such as elevation and type of vegetation on the ground. Input parameters are wind direction, speed and the ignition point of fire. The simulation of fire propagation is done via a stochastic mechanism of propagation between a burning cell and a non-burning cell belonging to its neighbourhood, i.e. the 8 adjacent cells in the rectangular grid. The fire spreads from one cell to its neighbours with a certain base probability, defined using vegetation types of two adjacent cells, and modified by taking into account the slope between them, wind direction and speed. The simulation is synchronous, and takes into account the time needed by the burning fire to cross each cell. Vegetation cover, slope, wind speed and direction affect the fire-propagation speed from cell to cell. The model simulates several mutually independent realizations of the same stochastic fire propagation process. Each of them provides a map of the area burned at each simulation time step. Propagator simulates self-extinction of the fire, and the propagation process continues until at least one cell of the domain is burning in each realization. The output of the model is a series of maps representing the probability of each cell of the domain to be affected by the fire at each time-step: these probabilities are obtained by evaluating the relative frequency of ignition of each cell with respect to the complete set of simulations. Propagator is available as a module in the OWIS (Opera Web Interfaces) system. The model simulation runs on a dedicated server and it is remote controlled from the client program, NAZCA. Ignition points of the simulation can be selected directly in a high-resolution, three-dimensional graphical representation of the Italian territory within NAZCA. The other simulation parameters, namely wind speed and direction, number of simulations, computing grid size and temporal resolution, can be selected from within the program interface. The output of the simulation is showed in real-time during the simulation, and are also available off-line and on the DEWETRA system, a Web GIS-based system for environmental risk assessment, developed according to OGC-INSPIRE standards. The model execution is very fast, providing a full prevision for the scenario in few minutes, and can be useful for real-time active fire management and suppression.

Gridded snow water equivalent reconstruction for Utah using Forest Inventory and Analysis tree-ring data

Treesearch

Daniel Barandiaran; S.-Y. Simon Wang; R. Justin DeRose

2017-01-01

Snowpack observations in the Intermountain West are sparse and short, making them difficult for use in depicting past variability and extremes. This study presents a reconstruction of April 1 snow water equivalent (SWE) for the period of 1850–1989 using increment cores collected by the U.S. Forest Service, Interior West Forest Inventory and Analysis program (FIA). In...

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lei, Huan; Yang, Xiu; Zheng, Bin

Biomolecules exhibit conformational fluctuations near equilibrium states, inducing uncertainty in various biological properties in a dynamic way. We have developed a general method to quantify the uncertainty of target properties induced by conformational fluctuations. Using a generalized polynomial chaos (gPC) expansion, we construct a surrogate model of the target property with respect to varying conformational states. We also propose a method to increase the sparsity of the gPC expansion by defining a set of conformational “active space” random variables. With the increased sparsity, we employ the compressive sensing method to accurately construct the surrogate model. We demonstrate the performance ofmore » the surrogate model by evaluating fluctuation-induced uncertainty in solvent-accessible surface area for the bovine trypsin inhibitor protein system and show that the new approach offers more accurate statistical information than standard Monte Carlo approaches. Further more, the constructed surrogate model also enables us to directly evaluate the target property under various conformational states, yielding a more accurate response surface than standard sparse grid collocation methods. In particular, the new method provides higher accuracy in high-dimensional systems, such as biomolecules, where sparse grid performance is limited by the accuracy of the computed quantity of interest. Finally, our new framework is generalizable and can be used to investigate the uncertainty of a wide variety of target properties in biomolecular systems.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lei, Huan; Yang, Xiu; Zheng, Bin

Biomolecules exhibit conformational fluctuations near equilibrium states, inducing uncertainty in various biological properties in a dynamic way. We have developed a general method to quantify the uncertainty of target properties induced by conformational fluctuations. Using a generalized polynomial chaos (gPC) expansion, we construct a surrogate model of the target property with respect to varying conformational states. We also propose a method to increase the sparsity of the gPC expansion by defining a set of conformational “active space” random variables. With the increased sparsity, we employ the compressive sensing method to accurately construct the surrogate model. We demonstrate the performance ofmore » the surrogate model by evaluating fluctuation-induced uncertainty in solvent-accessible surface area for the bovine trypsin inhibitor protein system and show that the new approach offers more accurate statistical information than standard Monte Carlo approaches. Further more, the constructed surrogate model also enables us to directly evaluate the target property under various conformational states, yielding a more accurate response surface than standard sparse grid collocation methods. In particular, the new method provides higher accuracy in high-dimensional systems, such as biomolecules, where sparse grid performance is limited by the accuracy of the computed quantity of interest. Our new framework is generalizable and can be used to investigate the uncertainty of a wide variety of target properties in biomolecular systems.« less

A hierarchical wavefront reconstruction algorithm for gradient sensors

NASA Astrophysics Data System (ADS)

Bharmal, Nazim; Bitenc, Urban; Basden, Alastair; Myers, Richard

2013-12-01

ELT-scale extreme adaptive optics systems will require new approaches tocompute the wavefront suitably quickly, when the computational burden ofapplying a MVM is no longer practical. An approach is demonstrated here whichis hierarchical in transforming wavefront slopes from a WFS into a wavefront,and then to actuator values. First, simple integration in 1D is used to create1D-wavefront estimates with unknown starting points at the edges of independentspatial domains. Second, these starting points are estimated globally. By thesestarting points are a sub-set of the overall grid where wavefront values are tobe estimated, sparse representations are produced and numerical complexity canbe chosen by the spacing of the starting point grid relative to the overallgrid. Using a combination of algebraic expressions, sparse representation, anda conjugate gradient solver, the number of non-parallelized operations forreconstruction on a 100x100 sub-aperture sized problem is ~600,000 or O(N^3/2),which is approximately the same as for each thread of a MVM solutionparallelized over 100 threads. To reduce the effects of noise propagationwithin each domain, a noise reduction algorithm can be applied which ensuresthe continuity of the wavefront. To apply this additional step has a cost of~1,200,000 operations. We conclude by briefly discussing how the final step ofconverting from wavefront to actuator values can be achieved.

Off-Grid Direction of Arrival Estimation Based on Joint Spatial Sparsity for Distributed Sparse Linear Arrays

PubMed Central

Liang, Yujie; Ying, Rendong; Lu, Zhenqi; Liu, Peilin

2014-01-01

In the design phase of sensor arrays during array signal processing, the estimation performance and system cost are largely determined by array aperture size. In this article, we address the problem of joint direction-of-arrival (DOA) estimation with distributed sparse linear arrays (SLAs) and propose an off-grid synchronous approach based on distributed compressed sensing to obtain larger array aperture. We focus on the complex source distribution in the practical applications and classify the sources into common and innovation parts according to whether a signal of source can impinge on all the SLAs or a specific one. For each SLA, we construct a corresponding virtual uniform linear array (ULA) to create the relationship of random linear map between the signals respectively observed by these two arrays. The signal ensembles including the common/innovation sources for different SLAs are abstracted as a joint spatial sparsity model. And we use the minimization of concatenated atomic norm via semidefinite programming to solve the problem of joint DOA estimation. Joint calculation of the signals observed by all the SLAs exploits their redundancy caused by the common sources and decreases the requirement of array size. The numerical results illustrate the advantages of the proposed approach. PMID:25420150

Adaptive polynomial chaos techniques for uncertainty quantification of a gas cooled fast reactor transient

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perko, Z.; Gilli, L.; Lathouwers, D.

2013-07-01

Uncertainty quantification plays an increasingly important role in the nuclear community, especially with the rise of Best Estimate Plus Uncertainty methodologies. Sensitivity analysis, surrogate models, Monte Carlo sampling and several other techniques can be used to propagate input uncertainties. In recent years however polynomial chaos expansion has become a popular alternative providing high accuracy at affordable computational cost. This paper presents such polynomial chaos (PC) methods using adaptive sparse grids and adaptive basis set construction, together with an application to a Gas Cooled Fast Reactor transient. Comparison is made between a new sparse grid algorithm and the traditionally used techniquemore » proposed by Gerstner. An adaptive basis construction method is also introduced and is proved to be advantageous both from an accuracy and a computational point of view. As a demonstration the uncertainty quantification of a 50% loss of flow transient in the GFR2400 Gas Cooled Fast Reactor design was performed using the CATHARE code system. The results are compared to direct Monte Carlo sampling and show the superior convergence and high accuracy of the polynomial chaos expansion. Since PC techniques are easy to implement, they can offer an attractive alternative to traditional techniques for the uncertainty quantification of large scale problems. (authors)« less

Partitioning sparse matrices with eigenvectors of graphs

NASA Technical Reports Server (NTRS)

Pothen, Alex; Simon, Horst D.; Liou, Kang-Pu

1990-01-01

The problem of computing a small vertex separator in a graph arises in the context of computing a good ordering for the parallel factorization of sparse, symmetric matrices. An algebraic approach for computing vertex separators is considered in this paper. It is shown that lower bounds on separator sizes can be obtained in terms of the eigenvalues of the Laplacian matrix associated with a graph. The Laplacian eigenvectors of grid graphs can be computed from Kronecker products involving the eigenvectors of path graphs, and these eigenvectors can be used to compute good separators in grid graphs. A heuristic algorithm is designed to compute a vertex separator in a general graph by first computing an edge separator in the graph from an eigenvector of the Laplacian matrix, and then using a maximum matching in a subgraph to compute the vertex separator. Results on the quality of the separators computed by the spectral algorithm are presented, and these are compared with separators obtained from other algorithms for computing separators. Finally, the time required to compute the Laplacian eigenvector is reported, and the accuracy with which the eigenvector must be computed to obtain good separators is considered. The spectral algorithm has the advantage that it can be implemented on a medium-size multiprocessor in a straightforward manner.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Johnson, Jay Tillay

For three years, Sandia National Laboratories, Georgia Institute of Technology, and University of Illinois at Urbana-Champaign investigated a smart grid vision in which renewable-centric Virtual Power Plants (VPPs) provided ancillary services with interoperable distributed energy resources (DER). This team researched, designed, built, and evaluated real-time VPP designs incorporating DER forecasting, stochastic optimization, controls, and cyber security to construct a system capable of delivering reliable ancillary services, which have been traditionally provided by large power plants or other dedicated equipment. VPPs have become possible through an evolving landscape of state and national interconnection standards, which now require DER to include grid-supportmore » functionality and communications capabilities. This makes it possible for third party aggregators to provide a range of critical grid services such as voltage regulation, frequency regulation, and contingency reserves to grid operators. This paradigm (a) enables renewable energy, demand response, and energy storage to participate in grid operations and provide grid services, (b) improves grid reliability by providing additional operating reserves for utilities, independent system operators (ISOs), and regional transmission organization (RTOs), and (c) removes renewable energy high-penetration barriers by providing services with photovoltaics and wind resources that traditionally were the jobs of thermal generators. Therefore, it is believed VPP deployment will have far-reaching positive consequences for grid operations and may provide a robust pathway to high penetrations of renewables on US power systems. In this report, we design VPPs to provide a range of grid-support services and demonstrate one VPP which simultaneously provides bulk-system energy and ancillary reserves.« less

Guest Editorial High Performance Computing (HPC) Applications for a More Resilient and Efficient Power Grid

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huang, Zhenyu Henry; Tate, Zeb; Abhyankar, Shrirang

The power grid has been evolving over the last 120 years, but it is seeing more changes in this decade and next than it has seen over the past century. In particular, the widespread deployment of intermittent renewable generation, smart loads and devices, hierarchical and distributed control technologies, phasor measurement units, energy storage, and widespread usage of electric vehicles will require fundamental changes in methods and tools for the operation and planning of the power grid. The resulting new dynamic and stochastic behaviors will demand the inclusion of more complexity in modeling the power grid. Solving such complex models inmore » the traditional computing environment will be a major challenge. Along with the increasing complexity of power system models, the increasing complexity of smart grid data further adds to the prevailing challenges. In this environment, the myriad of smart sensors and meters in the power grid increase by multiple orders of magnitude, so do the volume and speed of the data. The information infrastructure will need to drastically change to support the exchange of enormous amounts of data as smart grid applications will need the capability to collect, assimilate, analyze and process the data, to meet real-time grid functions. High performance computing (HPC) holds the promise to enhance these functions, but it is a great resource that has not been fully explored and adopted for the power grid domain.« less

A Framework for Final Drive Simultaneous Failure Diagnosis Based on Fuzzy Entropy and Sparse Bayesian Extreme Learning Machine

PubMed Central

Ye, Qing; Pan, Hao; Liu, Changhua

2015-01-01

This research proposes a novel framework of final drive simultaneous failure diagnosis containing feature extraction, training paired diagnostic models, generating decision threshold, and recognizing simultaneous failure modes. In feature extraction module, adopt wavelet package transform and fuzzy entropy to reduce noise interference and extract representative features of failure mode. Use single failure sample to construct probability classifiers based on paired sparse Bayesian extreme learning machine which is trained only by single failure modes and have high generalization and sparsity of sparse Bayesian learning approach. To generate optimal decision threshold which can convert probability output obtained from classifiers into final simultaneous failure modes, this research proposes using samples containing both single and simultaneous failure modes and Grid search method which is superior to traditional techniques in global optimization. Compared with other frequently used diagnostic approaches based on support vector machine and probability neural networks, experiment results based on F 1-measure value verify that the diagnostic accuracy and efficiency of the proposed framework which are crucial for simultaneous failure diagnosis are superior to the existing approach. PMID:25722717

Operation of a wind turbine-flywheel energy storage system under conditions of stochastic change of wind energy.

PubMed

Tomczewski, Andrzej

2014-01-01

The paper presents the issues of a wind turbine-flywheel energy storage system (WT-FESS) operation under real conditions. Stochastic changes of wind energy in time cause significant fluctuations of the system output power and as a result have a negative impact on the quality of the generated electrical energy. In the author's opinion it is possible to reduce the aforementioned effects by using an energy storage of an appropriate type and capacity. It was assumed that based on the technical parameters of a wind turbine-energy storage system and its geographical location one can determine the boundary capacity of the storage, which helps prevent power cuts to the grid at the assumed probability. Flywheel energy storage was selected due to its characteristics and technical parameters. The storage capacity was determined based on an empirical relationship using the results of the proposed statistical and energetic analysis of the measured wind velocity courses. A detailed algorithm of the WT-FESS with the power grid system was developed, eliminating short-term breaks in the turbine operation and periods when the wind turbine power was below the assumed level.

Operation of a Wind Turbine-Flywheel Energy Storage System under Conditions of Stochastic Change of Wind Energy

PubMed Central

2014-01-01

The paper presents the issues of a wind turbine-flywheel energy storage system (WT-FESS) operation under real conditions. Stochastic changes of wind energy in time cause significant fluctuations of the system output power and as a result have a negative impact on the quality of the generated electrical energy. In the author's opinion it is possible to reduce the aforementioned effects by using an energy storage of an appropriate type and capacity. It was assumed that based on the technical parameters of a wind turbine-energy storage system and its geographical location one can determine the boundary capacity of the storage, which helps prevent power cuts to the grid at the assumed probability. Flywheel energy storage was selected due to its characteristics and technical parameters. The storage capacity was determined based on an empirical relationship using the results of the proposed statistical and energetic analysis of the measured wind velocity courses. A detailed algorithm of the WT-FESS with the power grid system was developed, eliminating short-term breaks in the turbine operation and periods when the wind turbine power was below the assumed level. PMID:25215326

A tesselated probabilistic representation for spatial robot perception and navigation

NASA Technical Reports Server (NTRS)

Elfes, Alberto

1989-01-01

The ability to recover robust spatial descriptions from sensory information and to efficiently utilize these descriptions in appropriate planning and problem-solving activities are crucial requirements for the development of more powerful robotic systems. Traditional approaches to sensor interpretation, with their emphasis on geometric models, are of limited use for autonomous mobile robots operating in and exploring unknown and unstructured environments. Here, researchers present a new approach to robot perception that addresses such scenarios using a probabilistic tesselated representation of spatial information called the Occupancy Grid. The Occupancy Grid is a multi-dimensional random field that maintains stochastic estimates of the occupancy state of each cell in the grid. The cell estimates are obtained by interpreting incoming range readings using probabilistic models that capture the uncertainty in the spatial information provided by the sensor. A Bayesian estimation procedure allows the incremental updating of the map using readings taken from several sensors over multiple points of view. An overview of the Occupancy Grid framework is given, and its application to a number of problems in mobile robot mapping and navigation are illustrated. It is argued that a number of robotic problem-solving activities can be performed directly on the Occupancy Grid representation. Some parallels are drawn between operations on Occupancy Grids and related image processing operations.

Mapping of the Land Cover Spatiotemporal Characteristics in Northern Russia Caused by Climate Change

NASA Astrophysics Data System (ADS)

Panidi, E.; Tsepelev, V.; Torlopova, N.; Bobkov, A.

2016-06-01

The study is devoted to the investigation of regional climate change in Northern Russia. Due to sparseness of the meteorological observation network in northern regions, we investigate the application capabilities of remotely sensed vegetation cover as indicator of climate change at the regional scale. In previous studies, we identified statistically significant relationship between the increase of surface air temperature and increase of the shrub vegetation productivity. We verified this relationship using ground observation data collected at the meteorological stations and Normalised Difference Vegetation Index (NDVI) data produced from Terra/MODIS satellite imagery. Additionally, we designed the technique of growing seasons separation for detailed investigation of the land cover (shrub cover) dynamics. Growing seasons are the periods when the temperature exceeds +5°C and +10°C. These periods determine the vegetation productivity conditions (i.e., conditions that allow growth of the phytomass). We have discovered that the trend signs for the surface air temperature and NDVI coincide on planes and river floodplains. On the current stage of the study, we are working on the automated mapping technique, which allows to estimate the direction and magnitude of the climate change in Northern Russia. This technique will make it possible to extrapolate identified relationship between land cover and climate onto territories with sparse network of meteorological stations. We have produced the gridded maps of NDVI and NDWI for the test area in European part of Northern Russia covered with the shrub vegetation. Basing on these maps, we may determine the frames of growing seasons for each grid cell. It will help us to obtain gridded maps of the NDVI linear trend for growing seasons on cell-by-cell basis. The trend maps can be used as indicative maps for estimation of the climate change on the studied areas.

Simulation of demand management and grid balancing with electric vehicles

NASA Astrophysics Data System (ADS)

Druitt, James; Früh, Wolf-Gerrit

2012-10-01

This study investigates the potential role of electric vehicles in an electricity network with a high contribution from variable generation such as wind power. Electric vehicles are modelled to provide demand management through flexible charging requirements and energy balancing for the network. Balancing applications include both demand balancing and vehicle-to-grid discharging. This study is configured to represent the UK grid with balancing requirements derived from wind generation calculated from weather station wind speeds on the supply side and National Grid data from on the demand side. The simulation models 1000 individual vehicle entities to represent the behaviour of larger numbers of vehicles. A stochastic trip generation profile is used to generate realistic journey characteristics, whilst a market pricing model allows charging and balancing decisions to be based on realistic market price conditions. The simulation has been tested with wind generation capacities representing up to 30% of UK consumption. Results show significant improvements to load following conditions with the introduction of electric vehicles, suggesting that they could substantially facilitate the uptake of intermittent renewable generation. Electric vehicle owners would benefit from flexible charging and selling tariffs, with the majority of revenue derived from vehicle-to-grid participation in balancing markets.

An Off-Grid Turbo Channel Estimation Algorithm for Millimeter Wave Communications.

PubMed

Han, Lingyi; Peng, Yuexing; Wang, Peng; Li, Yonghui

2016-09-22

The bandwidth shortage has motivated the exploration of the millimeter wave (mmWave) frequency spectrum for future communication networks. To compensate for the severe propagation attenuation in the mmWave band, massive antenna arrays can be adopted at both the transmitter and receiver to provide large array gains via directional beamforming. To achieve such array gains, channel estimation (CE) with high resolution and low latency is of great importance for mmWave communications. However, classic super-resolution subspace CE methods such as multiple signal classification (MUSIC) and estimation of signal parameters via rotation invariant technique (ESPRIT) cannot be applied here due to RF chain constraints. In this paper, an enhanced CE algorithm is developed for the off-grid problem when quantizing the angles of mmWave channel in the spatial domain where off-grid problem refers to the scenario that angles do not lie on the quantization grids with high probability, and it results in power leakage and severe reduction of the CE performance. A new model is first proposed to formulate the off-grid problem. The new model divides the continuously-distributed angle into a quantized discrete grid part, referred to as the integral grid angle, and an offset part, termed fractional off-grid angle. Accordingly, an iterative off-grid turbo CE (IOTCE) algorithm is proposed to renew and upgrade the CE between the integral grid part and the fractional off-grid part under the Turbo principle. By fully exploiting the sparse structure of mmWave channels, the integral grid part is estimated by a soft-decoding based compressed sensing (CS) method called improved turbo compressed channel sensing (ITCCS). It iteratively updates the soft information between the linear minimum mean square error (LMMSE) estimator and the sparsity combiner. Monte Carlo simulations are presented to evaluate the performance of the proposed method, and the results show that it enhances the angle detection resolution greatly.

First Gridded Spatial Field Reconstructions of Snow from Tree Rings

NASA Astrophysics Data System (ADS)

Coulthard, B. L.; Anchukaitis, K. J.; Pederson, G. T.; Alder, J. R.; Hostetler, S. W.; Gray, S. T.

2017-12-01

Western North America's mountain snowpacks provide critical water resources for human populations and ecosystems. Warmer temperatures and changing precipitation patterns will increasingly alter the quantity, extent, and persistence of snow in coming decades. A comprehensive understanding of the causes and range of long-term variability in this system is required for forecasting future anomalies, but snowpack observations are limited and sparse. While individual tree ring-based annual snowpack reconstructions have been developed for specific regions and mountain ranges, we present here the first collection of spatially-explicit gridded field reconstructions of seasonal snowpack within the American Rocky Mountains. Capitalizing on a new western North American snow-sensitive network of over 700 tree-ring chronologies, as well as recent advances in PRISM-based snow modeling, our gridded reconstructions offer a full space-time characterization of snow and associated water resource fluctuations over several centuries. The quality of reconstructions is evaluated against existing observations, proxy-records, and an independently-developed first-order monthly snow model.

Research on unit commitment with large-scale wind power connected power system

NASA Astrophysics Data System (ADS)

Jiao, Ran; Zhang, Baoqun; Chi, Zhongjun; Gong, Cheng; Ma, Longfei; Yang, Bing

2017-01-01

Large-scale integration of wind power generators into power grid brings severe challenges to power system economic dispatch due to its stochastic volatility. Unit commitment including wind farm is analyzed from the two parts of modeling and solving methods. The structures and characteristics can be summarized after classification has been done according to different objective function and constraints. Finally, the issues to be solved and possible directions of research and development in the future are discussed, which can adapt to the requirements of the electricity market, energy-saving power generation dispatching and smart grid, even providing reference for research and practice of researchers and workers in this field.

Impact of a Stochastic Parameterization Scheme on El Nino-Southern Oscillation in the Community Climate System Model

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Berner, J.; Sardeshmukh, P. D.

2017-12-01

Stochastic parameterizations have been used for more than a decade in atmospheric models. They provide a way to represent model uncertainty through representing the variability of unresolved sub-grid processes, and have been shown to have a beneficial effect on the spread and mean state for medium- and extended-range forecasts. There is increasing evidence that stochastic parameterization of unresolved processes can improve the bias in mean and variability, e.g. by introducing a noise-induced drift (nonlinear rectification), and by changing the residence time and structure of flow regimes. We present results showing the impact of including the Stochastically Perturbed Parameterization Tendencies scheme (SPPT) in coupled runs of the National Center for Atmospheric Research (NCAR) Community Atmosphere Model, version 4 (CAM4) with historical forcing. SPPT results in a significant improvement in the representation of the El Nino-Southern Oscillation in CAM4, improving the power spectrum, as well as both the inter- and intra-annual variability of tropical pacific sea surface temperatures. We use a Linear Inverse Modelling framework to gain insight into the mechanisms by which SPPT has improved ENSO-variability.

Limitations and tradeoffs in synchronization of large-scale networks with uncertain links

PubMed Central

Diwadkar, Amit; Vaidya, Umesh

2016-01-01

The synchronization of nonlinear systems connected over large-scale networks has gained popularity in a variety of applications, such as power grids, sensor networks, and biology. Stochastic uncertainty in the interconnections is a ubiquitous phenomenon observed in these physical and biological networks. We provide a size-independent network sufficient condition for the synchronization of scalar nonlinear systems with stochastic linear interactions over large-scale networks. This sufficient condition, expressed in terms of nonlinear dynamics, the Laplacian eigenvalues of the nominal interconnections, and the variance and location of the stochastic uncertainty, allows us to define a synchronization margin. We provide an analytical characterization of important trade-offs between the internal nonlinear dynamics, network topology, and uncertainty in synchronization. For nearest neighbour networks, the existence of an optimal number of neighbours with a maximum synchronization margin is demonstrated. An analytical formula for the optimal gain that produces the maximum synchronization margin allows us to compare the synchronization properties of various complex network topologies. PMID:27067994

Multiagent Reinforcement Learning With Sparse Interactions by Negotiation and Knowledge Transfer.

PubMed

Zhou, Luowei; Yang, Pei; Chen, Chunlin; Gao, Yang

2017-05-01

Reinforcement learning has significant applications for multiagent systems, especially in unknown dynamic environments. However, most multiagent reinforcement learning (MARL) algorithms suffer from such problems as exponential computation complexity in the joint state-action space, which makes it difficult to scale up to realistic multiagent problems. In this paper, a novel algorithm named negotiation-based MARL with sparse interactions (NegoSIs) is presented. In contrast to traditional sparse-interaction-based MARL algorithms, NegoSI adopts the equilibrium concept and makes it possible for agents to select the nonstrict equilibrium-dominating strategy profile (nonstrict EDSP) or meta equilibrium for their joint actions. The presented NegoSI algorithm consists of four parts: 1) the equilibrium-based framework for sparse interactions; 2) the negotiation for the equilibrium set; 3) the minimum variance method for selecting one joint action; and 4) the knowledge transfer of local Q -values. In this integrated algorithm, three techniques, i.e., unshared value functions, equilibrium solutions, and sparse interactions are adopted to achieve privacy protection, better coordination and lower computational complexity, respectively. To evaluate the performance of the presented NegoSI algorithm, two groups of experiments are carried out regarding three criteria: 1) steps of each episode; 2) rewards of each episode; and 3) average runtime. The first group of experiments is conducted using six grid world games and shows fast convergence and high scalability of the presented algorithm. Then in the second group of experiments NegoSI is applied to an intelligent warehouse problem and simulated results demonstrate the effectiveness of the presented NegoSI algorithm compared with other state-of-the-art MARL algorithms.

High performance GPU processing for inversion using uniform grid searches

NASA Astrophysics Data System (ADS)

Venetis, Ioannis E.; Saltogianni, Vasso; Stiros, Stathis; Gallopoulos, Efstratios

2017-04-01

Many geophysical problems are described by systems of redundant, highly non-linear systems of ordinary equations with constant terms deriving from measurements and hence representing stochastic variables. Solution (inversion) of such problems is based on numerical, optimization methods, based on Monte Carlo sampling or on exhaustive searches in cases of two or even three "free" unknown variables. Recently the TOPological INVersion (TOPINV) algorithm, a grid search-based technique in the Rn space, has been proposed. TOPINV is not based on the minimization of a certain cost function and involves only forward computations, hence avoiding computational errors. The basic concept is to transform observation equations into inequalities on the basis of an optimization parameter k and of their standard errors, and through repeated "scans" of n-dimensional search grids for decreasing values of k to identify the optimal clusters of gridpoints which satisfy observation inequalities and by definition contain the "true" solution. Stochastic optimal solutions and their variance-covariance matrices are then computed as first and second statistical moments. Such exhaustive uniform searches produce an excessive computational load and are extremely time consuming for common computers based on a CPU. An alternative is to use a computing platform based on a GPU, which nowadays is affordable to the research community, which provides a much higher computing performance. Using the CUDA programming language to implement TOPINV allows the investigation of the attained speedup in execution time on such a high performance platform. Based on synthetic data we compared the execution time required for two typical geophysical problems, modeling magma sources and seismic faults, described with up to 18 unknown variables, on both CPU/FORTRAN and GPU/CUDA platforms. The same problems for several different sizes of search grids (up to 1012 gridpoints) and numbers of unknown variables were solved on both platforms, and execution time as a function of the grid dimension for each problem was recorded. Results indicate an average speedup in calculations by a factor of 100 on the GPU platform; for example problems with 1012 grid-points require less than two hours instead of several days on conventional desktop computers. Such a speedup encourages the application of TOPINV on high performance platforms, as a GPU, in cases where nearly real time decisions are necessary, for example finite fault modeling to identify possible tsunami sources.

Top-Down Visual Saliency via Joint CRF and Dictionary Learning.

PubMed

Yang, Jimei; Yang, Ming-Hsuan

2017-03-01

Top-down visual saliency is an important module of visual attention. In this work, we propose a novel top-down saliency model that jointly learns a Conditional Random Field (CRF) and a visual dictionary. The proposed model incorporates a layered structure from top to bottom: CRF, sparse coding and image patches. With sparse coding as an intermediate layer, CRF is learned in a feature-adaptive manner; meanwhile with CRF as the output layer, the dictionary is learned under structured supervision. For efficient and effective joint learning, we develop a max-margin approach via a stochastic gradient descent algorithm. Experimental results on the Graz-02 and PASCAL VOC datasets show that our model performs favorably against state-of-the-art top-down saliency methods for target object localization. In addition, the dictionary update significantly improves the performance of our model. We demonstrate the merits of the proposed top-down saliency model by applying it to prioritizing object proposals for detection and predicting human fixations.

Transformer fault diagnosis using continuous sparse autoencoder.

PubMed

Wang, Lukun; Zhao, Xiaoying; Pei, Jiangnan; Tang, Gongyou

2016-01-01

This paper proposes a novel continuous sparse autoencoder (CSAE) which can be used in unsupervised feature learning. The CSAE adds Gaussian stochastic unit into activation function to extract features of nonlinear data. In this paper, CSAE is applied to solve the problem of transformer fault recognition. Firstly, based on dissolved gas analysis method, IEC three ratios are calculated by the concentrations of dissolved gases. Then IEC three ratios data is normalized to reduce data singularity and improve training speed. Secondly, deep belief network is established by two layers of CSAE and one layer of back propagation (BP) network. Thirdly, CSAE is adopted to unsupervised training and getting features. Then BP network is used for supervised training and getting transformer fault. Finally, the experimental data from IEC TC 10 dataset aims to illustrate the effectiveness of the presented approach. Comparative experiments clearly show that CSAE can extract features from the original data, and achieve a superior correct differentiation rate on transformer fault diagnosis.

Addressing model uncertainty through stochastic parameter perturbations within the High Resolution Rapid Refresh (HRRR) ensemble

NASA Astrophysics Data System (ADS)

Wolff, J.; Jankov, I.; Beck, J.; Carson, L.; Frimel, J.; Harrold, M.; Jiang, H.

2016-12-01

It is well known that global and regional numerical weather prediction ensemble systems are under-dispersive, producing unreliable and overconfident ensemble forecasts. Typical approaches to alleviate this problem include the use of multiple dynamic cores, multiple physics suite configurations, or a combination of the two. While these approaches may produce desirable results, they have practical and theoretical deficiencies and are more difficult and costly to maintain. An active area of research that promotes a more unified and sustainable system for addressing the deficiencies in ensemble modeling is the use of stochastic physics to represent model-related uncertainty. Stochastic approaches include Stochastic Parameter Perturbations (SPP), Stochastic Kinetic Energy Backscatter (SKEB), Stochastic Perturbation of Physics Tendencies (SPPT), or some combination of all three. The focus of this study is to assess the model performance within a convection-permitting ensemble at 3-km grid spacing across the Contiguous United States (CONUS) when using stochastic approaches. For this purpose, the test utilized a single physics suite configuration based on the operational High-Resolution Rapid Refresh (HRRR) model, with ensemble members produced by employing stochastic methods. Parameter perturbations were employed in the Rapid Update Cycle (RUC) land surface model and Mellor-Yamada-Nakanishi-Niino (MYNN) planetary boundary layer scheme. Results will be presented in terms of bias, error, spread, skill, accuracy, reliability, and sharpness using the Model Evaluation Tools (MET) verification package. Due to the high level of complexity of running a frequently updating (hourly), high spatial resolution (3 km), large domain (CONUS) ensemble system, extensive high performance computing (HPC) resources were needed to meet this objective. Supercomputing resources were provided through the National Center for Atmospheric Research (NCAR) Strategic Capability (NSC) project support, allowing for a more extensive set of tests over multiple seasons, consequently leading to more robust results. Through the use of these stochastic innovations and powerful supercomputing at NCAR, further insights and advancements in ensemble forecasting at convection-permitting scales will be possible.

The Statistical Differences Between the Gridded Temperature Datasets, and its Implications for Stochastic Modelling

NASA Astrophysics Data System (ADS)

Fredriksen, H. B.; Løvsletten, O.; Rypdal, M.; Rypdal, K.

2014-12-01

Several research groups around the world collect instrumental temperature data and combine them in different ways to obtain global gridded temperature fields. The three most well known datasets are HadCRUT4 produced by the Climatic Research Unit and the Met Office Hadley Centre in UK, one produced by NASA GISS, and one produced by NOAA. Recently Berkeley Earth has also developed a gridded dataset. All these four will be compared in our analysis. The statistical properties we will focus on are the standard deviation and the Hurst exponent. These two parameters are sufficient to describe the temperatures as long-range memory stochastic processes; the standard deviation describes the general fluctuation level, while the Hurst exponent relates the strength of the long-term variability to the strength of the short-term variability. A higher Hurst exponent means that the slow variations are stronger compared to the fast, and that the autocovariance function will have a stronger tail. Hence the Hurst exponent gives us information about the persistence or memory of the process. We make use of these data to show that data averaged over a larger area exhibit higher Hurst exponents and lower variance than data averaged over a smaller area, which provides information about the relationship between temporal and spatial correlations of the temperature fluctuations. Interpolation in space has some similarities with averaging over space, although interpolation is more weighted towards the measurement locations. We demonstrate that the degree of spatial interpolation used can explain some differences observed between the variances and memory exponents computed from the various datasets.

Optimal policies for simultaneous energy consumption and ancillary service provision for flexible loads under stochastic prices and no capacity reservation constraint

NASA Astrophysics Data System (ADS)

Kefayati, Mahdi; Baldick, Ross

2015-07-01

Flexible loads, i.e. the loads whose power trajectory is not bound to a specific one, constitute a sizable portion of current and future electric demand. This flexibility can be used to improve the performance of the grid, should the right incentives be in place. In this paper, we consider the optimal decision making problem faced by a flexible load, demanding a certain amount of energy over its availability period, subject to rate constraints. The load is also capable of providing ancillary services (AS) by decreasing or increasing its consumption in response to signals from the independent system operator (ISO). Under arbitrarily distributed and correlated Markovian energy and AS prices, we obtain the optimal policy for minimising expected total cost, which includes cost of energy and benefits from AS provision, assuming no capacity reservation requirement for AS provision. We also prove that the optimal policy has a multi-threshold form and can be computed, stored and operated efficiently. We further study the effectiveness of our proposed optimal policy and its impact on the grid. We show that, while optimal simultaneous consumption and AS provision under real-time stochastic prices are achievable with acceptable computational burden, the impact of adopting such real-time pricing schemes on the network might not be as good as suggested by the majority of the existing literature. In fact, we show that such price responsive loads are likely to induce peak-to-average ratios much more than what is observed in the current distribution networks and adversely affect the grid.

Efficient algorithm for locating and sizing series compensation devices in large power transmission grids: II. Solutions and applications

DOE PAGES

Frolov, Vladimir; Backhaus, Scott; Chertkov, Misha

2014-10-01

In a companion manuscript, we developed a novel optimization method for placement, sizing, and operation of Flexible Alternating Current Transmission System (FACTS) devices to relieve transmission network congestion. Specifically, we addressed FACTS that provide Series Compensation (SC) via modification of line inductance. In this manuscript, this heuristic algorithm and its solutions are explored on a number of test cases: a 30-bus test network and a realistically-sized model of the Polish grid (~ 2700 nodes and ~ 3300 lines). The results on the 30-bus network are used to study the general properties of the solutions including non-locality and sparsity. The Polishmore » grid is used as a demonstration of the computational efficiency of the heuristics that leverages sequential linearization of power flow constraints and cutting plane methods that take advantage of the sparse nature of the SC placement solutions. Using these approaches, the algorithm is able to solve an instance of Polish grid in tens of seconds. We explore the utility of the algorithm by analyzing transmission networks congested by (a) uniform load growth, (b) multiple overloaded configurations, and (c) sequential generator retirements.« less

Efficient Algorithm for Locating and Sizing Series Compensation Devices in Large Transmission Grids: Solutions and Applications (PART II)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Frolov, Vladimir; Backhaus, Scott N.; Chertkov, Michael

2014-01-14

In a companion manuscript, we developed a novel optimization method for placement, sizing, and operation of Flexible Alternating Current Transmission System (FACTS) devices to relieve transmission network congestion. Specifically, we addressed FACTS that provide Series Compensation (SC) via modification of line inductance. In this manuscript, this heuristic algorithm and its solutions are explored on a number of test cases: a 30-bus test network and a realistically-sized model of the Polish grid (~2700 nodes and ~3300 lines). The results on the 30-bus network are used to study the general properties of the solutions including non-locality and sparsity. The Polish grid ismore » used as a demonstration of the computational efficiency of the heuristics that leverages sequential linearization of power flow constraints and cutting plane methods that take advantage of the sparse nature of the SC placement solutions. Using these approaches, the algorithm is able to solve an instance of Polish grid in tens of seconds. We explore the utility of the algorithm by analyzing transmission networks congested by (a) uniform load growth, (b) multiple overloaded configurations, and (c) sequential generator retirements« less

Optimal Operation of Energy Storage in Power Transmission and Distribution

NASA Astrophysics Data System (ADS)

Akhavan Hejazi, Seyed Hossein

In this thesis, we investigate optimal operation of energy storage units in power transmission and distribution grids. At transmission level, we investigate the problem where an investor-owned independently-operated energy storage system seeks to offer energy and ancillary services in the day-ahead and real-time markets. We specifically consider the case where a significant portion of the power generated in the grid is from renewable energy resources and there exists significant uncertainty in system operation. In this regard, we formulate a stochastic programming framework to choose optimal energy and reserve bids for the storage units that takes into account the fluctuating nature of the market prices due to the randomness in the renewable power generation availability. At distribution level, we develop a comprehensive data set to model various stochastic factors on power distribution networks, with focus on networks that have high penetration of electric vehicle charging load and distributed renewable generation. Furthermore, we develop a data-driven stochastic model for energy storage operation at distribution level, where the distribution of nodal voltage and line power flow are modelled as stochastic functions of the energy storage unit's charge and discharge schedules. In particular, we develop new closed-form stochastic models for such key operational parameters in the system. Our approach is analytical and allows formulating tractable optimization problems. Yet, it does not involve any restricting assumption on the distribution of random parameters, hence, it results in accurate modeling of uncertainties. By considering the specific characteristics of random variables, such as their statistical dependencies and often irregularly-shaped probability distributions, we propose a non-parametric chance-constrained optimization approach to operate and plan energy storage units in power distribution girds. In the proposed stochastic optimization, we consider uncertainty from various elements, such as solar photovoltaic , electric vehicle chargers, and residential baseloads, in the form of discrete probability functions. In the last part of this thesis we address some other resources and concepts for enhancing the operation of power distribution and transmission systems. In particular, we proposed a new framework to determine the best sites, sizes, and optimal payment incentives under special contracts for committed-type DG projects to offset distribution network investment costs. In this framework, the aim is to allocate DGs such that the profit gained by the distribution company is maximized while each DG unit's individual profit is also taken into account to assure that private DG investment remains economical.

Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Moroz, I.; Palmer, T.

2015-12-01

It is now acknowledged that representing model uncertainty in atmospheric simulators is essential for the production of reliable probabilistic ensemble forecasts, and a number of different techniques have been proposed for this purpose. Stochastic convection parameterization schemes use random numbers to represent the difference between a deterministic parameterization scheme and the true atmosphere, accounting for the unresolved sub grid-scale variability associated with convective clouds. An alternative approach varies the values of poorly constrained physical parameters in the model to represent the uncertainty in these parameters. This study presents new perturbed parameter schemes for use in the European Centre for Medium Range Weather Forecasts (ECMWF) convection scheme. Two types of scheme are developed and implemented. Both schemes represent the joint uncertainty in four of the parameters in the convection parametrisation scheme, which was estimated using the Ensemble Prediction and Parameter Estimation System (EPPES). The first scheme developed is a fixed perturbed parameter scheme, where the values of uncertain parameters are changed between ensemble members, but held constant over the duration of the forecast. The second is a stochastically varying perturbed parameter scheme. The performance of these schemes was compared to the ECMWF operational stochastic scheme, Stochastically Perturbed Parametrisation Tendencies (SPPT), and to a model which does not represent uncertainty in convection. The skill of probabilistic forecasts made using the different models was evaluated. While the perturbed parameter schemes improve on the stochastic parametrisation in some regards, the SPPT scheme outperforms the perturbed parameter approaches when considering forecast variables that are particularly sensitive to convection. Overall, SPPT schemes are the most skilful representations of model uncertainty due to convection parametrisation. Reference: H. M. Christensen, I. M. Moroz, and T. N. Palmer, 2015: Stochastic and Perturbed Parameter Representations of Model Uncertainty in Convection Parameterization. J. Atmos. Sci., 72, 2525-2544.

Multistatic Array Sampling Scheme for Fast Near-Field Image Reconstruction

DTIC Science & Technology

2016-01-01

reconstruction. The array topology samples the scene on a regular grid of phase centers, using a tiling of Boundary Arrays (BAs). Following a simple correction...hardware. Fig. 1 depicts the multistatic array topology. As seen, the topology is a tiled arrangement of Boundary Arrays (BAs). The BA is a well-known...sparse array layout comprised of two linear transmit arrays, and two linear receive arrays [6]. A slightly different tiled arrangement of BAs was used

Constructing Surrogate Models of Complex Systems with Enhanced Sparsity: Quantifying the Influence of Conformational Uncertainty in Biomolecular Solvation

DOE PAGES

Lei, Huan; Yang, Xiu; Zheng, Bin; ...

2015-11-05

Biomolecules exhibit conformational fluctuations near equilibrium states, inducing uncertainty in various biological properties in a dynamic way. We have developed a general method to quantify the uncertainty of target properties induced by conformational fluctuations. Using a generalized polynomial chaos (gPC) expansion, we construct a surrogate model of the target property with respect to varying conformational states. We also propose a method to increase the sparsity of the gPC expansion by defining a set of conformational “active space” random variables. With the increased sparsity, we employ the compressive sensing method to accurately construct the surrogate model. We demonstrate the performance ofmore » the surrogate model by evaluating fluctuation-induced uncertainty in solvent-accessible surface area for the bovine trypsin inhibitor protein system and show that the new approach offers more accurate statistical information than standard Monte Carlo approaches. Further more, the constructed surrogate model also enables us to directly evaluate the target property under various conformational states, yielding a more accurate response surface than standard sparse grid collocation methods. In particular, the new method provides higher accuracy in high-dimensional systems, such as biomolecules, where sparse grid performance is limited by the accuracy of the computed quantity of interest. Finally, our new framework is generalizable and can be used to investigate the uncertainty of a wide variety of target properties in biomolecular systems.« less

Smart Grid Integrity Attacks: Characterizations and Countermeasures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Annarita Giani; Eilyan Bitar; Miles McQueen

2011-10-01

Real power injections at loads and generators, and real power flows on selected lines in a transmission network are monitored, transmitted over a SCADA network to the system operator, and used in state estimation algorithms to make dispatch, re-balance and other energy management system [EMS] decisions. Coordinated cyber attacks of power meter readings can be arranged to be undetectable by any bad data detection algorithm. These unobservable attacks present a serious threat to grid operations. Of particular interest are sparse attacks that involve the compromise of a modest number of meter readings. An efficient algorithm to find all unobservable attacksmore » [under standard DC load flow approximations] involving the compromise of exactly two power injection meters and an arbitrary number of power meters on lines is presented. This requires O(n2m) flops for a power system with n buses and m line meters. If all lines are metered, there exist canonical forms that characterize all 3, 4, and 5-sparse unobservable attacks. These can be quickly detected in power systems using standard graph algorithms. Known secure phase measurement units [PMUs] can be used as countermeasures against an arbitrary collection of cyber attacks. Finding the minimum number of necessary PMUs is NP-hard. It is shown that p + 1 PMUs at carefully chosen buses are sufficient to neutralize a collection of p cyber attacks.« less

On the uncertainties associated with using gridded rainfall data as a proxy for observed

NASA Astrophysics Data System (ADS)

Tozer, C. R.; Kiem, A. S.; Verdon-Kidd, D. C.

2012-05-01

Gridded rainfall datasets are used in many hydrological and climatological studies, in Australia and elsewhere, including for hydroclimatic forecasting, climate attribution studies and climate model performance assessments. The attraction of the spatial coverage provided by gridded data is clear, particularly in Australia where the spatial and temporal resolution of the rainfall gauge network is sparse. However, the question that must be asked is whether it is suitable to use gridded data as a proxy for observed point data, given that gridded data is inherently "smoothed" and may not necessarily capture the temporal and spatial variability of Australian rainfall which leads to hydroclimatic extremes (i.e. droughts, floods). This study investigates this question through a statistical analysis of three monthly gridded Australian rainfall datasets - the Bureau of Meteorology (BOM) dataset, the Australian Water Availability Project (AWAP) and the SILO dataset. The results of the monthly, seasonal and annual comparisons show that not only are the three gridded datasets different relative to each other, there are also marked differences between the gridded rainfall data and the rainfall observed at gauges within the corresponding grids - particularly for extremely wet or extremely dry conditions. Also important is that the differences observed appear to be non-systematic. To demonstrate the hydrological implications of using gridded data as a proxy for gauged data, a rainfall-runoff model is applied to one catchment in South Australia initially using gauged data as the source of rainfall input and then gridded rainfall data. The results indicate a markedly different runoff response associated with each of the different sources of rainfall data. It should be noted that this study does not seek to identify which gridded dataset is the "best" for Australia, as each gridded data source has its pros and cons, as does gauged data. Rather, the intention is to quantify differences between various gridded data sources and how they compare with gauged data so that these differences can be considered and accounted for in studies that utilise these gridded datasets. Ultimately, if key decisions are going to be based on the outputs of models that use gridded data, an estimate (or at least an understanding) of the uncertainties relating to the assumptions made in the development of gridded data and how that gridded data compares with reality should be made.

Detection and localization of change points in temporal networks with the aid of stochastic block models

NASA Astrophysics Data System (ADS)

De Ridder, Simon; Vandermarliere, Benjamin; Ryckebusch, Jan

2016-11-01

A framework based on generalized hierarchical random graphs (GHRGs) for the detection of change points in the structure of temporal networks has recently been developed by Peel and Clauset (2015 Proc. 29th AAAI Conf. on Artificial Intelligence). We build on this methodology and extend it to also include the versatile stochastic block models (SBMs) as a parametric family for reconstructing the empirical networks. We use five different techniques for change point detection on prototypical temporal networks, including empirical and synthetic ones. We find that none of the considered methods can consistently outperform the others when it comes to detecting and locating the expected change points in empirical temporal networks. With respect to the precision and the recall of the results of the change points, we find that the method based on a degree-corrected SBM has better recall properties than other dedicated methods, especially for sparse networks and smaller sliding time window widths.

Sea-ice floe-size distribution in the context of spontaneous scaling emergence in stochastic systems.

PubMed

Herman, Agnieszka

2010-06-01

Sea-ice floe-size distribution (FSD) in ice-pack covered seas influences many aspects of ocean-atmosphere interactions. However, data concerning FSD in the polar oceans are still sparse and processes shaping the observed FSD properties are poorly understood. Typically, power-law FSDs are assumed although no feasible explanation has been provided neither for this one nor for other properties of the observed distributions. Consequently, no model exists capable of predicting FSD parameters in any particular situation. Here I show that the observed FSDs can be well represented by a truncated Pareto distribution P(x)=x(-1-α) exp[(1-α)/x] , which is an emergent property of a certain group of multiplicative stochastic systems, described by the generalized Lotka-Volterra (GLV) equation. Building upon this recognition, a possibility of developing a simple agent-based GLV-type sea-ice model is considered. Contrary to simple power-law FSDs, GLV gives consistent estimates of the total floe perimeter, as well as floe-area distribution in agreement with observations.

Sea-ice floe-size distribution in the context of spontaneous scaling emergence in stochastic systems

NASA Astrophysics Data System (ADS)

Herman, Agnieszka

2010-06-01

Sea-ice floe-size distribution (FSD) in ice-pack covered seas influences many aspects of ocean-atmosphere interactions. However, data concerning FSD in the polar oceans are still sparse and processes shaping the observed FSD properties are poorly understood. Typically, power-law FSDs are assumed although no feasible explanation has been provided neither for this one nor for other properties of the observed distributions. Consequently, no model exists capable of predicting FSD parameters in any particular situation. Here I show that the observed FSDs can be well represented by a truncated Pareto distribution P(x)=x-1-αexp[(1-α)/x] , which is an emergent property of a certain group of multiplicative stochastic systems, described by the generalized Lotka-Volterra (GLV) equation. Building upon this recognition, a possibility of developing a simple agent-based GLV-type sea-ice model is considered. Contrary to simple power-law FSDs, GLV gives consistent estimates of the total floe perimeter, as well as floe-area distribution in agreement with observations.

GRID: a high-resolution protein structure refinement algorithm.

PubMed

Chitsaz, Mohsen; Mayo, Stephen L

2013-03-05

The energy-based refinement of protein structures generated by fold prediction algorithms to atomic-level accuracy remains a major challenge in structural biology. Energy-based refinement is mainly dependent on two components: (1) sufficiently accurate force fields, and (2) efficient conformational space search algorithms. Focusing on the latter, we developed a high-resolution refinement algorithm called GRID. It takes a three-dimensional protein structure as input and, using an all-atom force field, attempts to improve the energy of the structure by systematically perturbing backbone dihedrals and side-chain rotamer conformations. We compare GRID to Backrub, a stochastic algorithm that has been shown to predict a significant fraction of the conformational changes that occur with point mutations. We applied GRID and Backrub to 10 high-resolution (≤ 2.8 Å) crystal structures from the Protein Data Bank and measured the energy improvements obtained and the computation times required to achieve them. GRID resulted in energy improvements that were significantly better than those attained by Backrub while expending about the same amount of computational resources. GRID resulted in relaxed structures that had slightly higher backbone RMSDs compared to Backrub relative to the starting crystal structures. The average RMSD was 0.25 ± 0.02 Å for GRID versus 0.14 ± 0.04 Å for Backrub. These relatively minor deviations indicate that both algorithms generate structures that retain their original topologies, as expected given the nature of the algorithms. Copyright © 2012 Wiley Periodicals, Inc.

Emergent Oscillations in Networks of Stochastic Spiking Neurons

PubMed Central

van Drongelen, Wim; Cowan, Jack D.

2011-01-01

Networks of neurons produce diverse patterns of oscillations, arising from the network's global properties, the propensity of individual neurons to oscillate, or a mixture of the two. Here we describe noisy limit cycles and quasi-cycles, two related mechanisms underlying emergent oscillations in neuronal networks whose individual components, stochastic spiking neurons, do not themselves oscillate. Both mechanisms are shown to produce gamma band oscillations at the population level while individual neurons fire at a rate much lower than the population frequency. Spike trains in a network undergoing noisy limit cycles display a preferred period which is not found in the case of quasi-cycles, due to the even faster decay of phase information in quasi-cycles. These oscillations persist in sparsely connected networks, and variation of the network's connectivity results in variation of the oscillation frequency. A network of such neurons behaves as a stochastic perturbation of the deterministic Wilson-Cowan equations, and the network undergoes noisy limit cycles or quasi-cycles depending on whether these have limit cycles or a weakly stable focus. These mechanisms provide a new perspective on the emergence of rhythmic firing in neural networks, showing the coexistence of population-level oscillations with very irregular individual spike trains in a simple and general framework. PMID:21573105

Modelling and Computation in the Valuation of Carbon Derivatives with Stochastic Convenience Yields

PubMed Central

Chang, Shuhua; Wang, Xinyu

2015-01-01

The anthropogenic greenhouse gas (GHG) emission has risen dramatically during the last few decades, which mainstream researchers believe to be the main cause of climate change, especially the global warming. The mechanism of market-based carbon emission trading is regarded as a policy instrument to deal with global climate change. Although several empirical researches about the carbon allowance and its derivatives price have been made, theoretical results seem to be sparse. In this paper, we theoretically develop a mathematical model to price the CO2 emission allowance derivatives with stochastic convenience yields by the principle of absence of arbitrage opportunities. In the case of American options, we formulate the pricing problem to a linear parabolic variational inequality (VI) in two spatial dimensions and develop a power penalty method to solve it. Then, a fitted finite volume method is designed to solve the nonlinear partial differential equation (PDE) resulting from the power penalty method and governing the futures, European and American option valuation. Moreover, some numerical results are performed to illustrate the efficiency and usefulness of this method. We find that the stochastic convenience yield does effect the valuation of carbon emission derivatives. In addition, some sensitivity analyses are also made to examine the effects of some parameters on the valuation results. PMID:26010900

Model reduction method using variable-separation for stochastic saddle point problems

NASA Astrophysics Data System (ADS)

Jiang, Lijian; Li, Qiuqi

2018-02-01

In this paper, we consider a variable-separation (VS) method to solve the stochastic saddle point (SSP) problems. The VS method is applied to obtain the solution in tensor product structure for stochastic partial differential equations (SPDEs) in a mixed formulation. The aim of such a technique is to construct a reduced basis approximation of the solution of the SSP problems. The VS method attempts to get a low rank separated representation of the solution for SSP in a systematic enrichment manner. No iteration is performed at each enrichment step. In order to satisfy the inf-sup condition in the mixed formulation, we enrich the separated terms for the primal system variable at each enrichment step. For the SSP problems by regularization or penalty, we propose a more efficient variable-separation (VS) method, i.e., the variable-separation by penalty method. This can avoid further enrichment of the separated terms in the original mixed formulation. The computation of the variable-separation method decomposes into offline phase and online phase. Sparse low rank tensor approximation method is used to significantly improve the online computation efficiency when the number of separated terms is large. For the applications of SSP problems, we present three numerical examples to illustrate the performance of the proposed methods.

Modelling and computation in the valuation of carbon derivatives with stochastic convenience yields.

PubMed

Chang, Shuhua; Wang, Xinyu

2015-01-01

The anthropogenic greenhouse gas (GHG) emission has risen dramatically during the last few decades, which mainstream researchers believe to be the main cause of climate change, especially the global warming. The mechanism of market-based carbon emission trading is regarded as a policy instrument to deal with global climate change. Although several empirical researches about the carbon allowance and its derivatives price have been made, theoretical results seem to be sparse. In this paper, we theoretically develop a mathematical model to price the CO2 emission allowance derivatives with stochastic convenience yields by the principle of absence of arbitrage opportunities. In the case of American options, we formulate the pricing problem to a linear parabolic variational inequality (VI) in two spatial dimensions and develop a power penalty method to solve it. Then, a fitted finite volume method is designed to solve the nonlinear partial differential equation (PDE) resulting from the power penalty method and governing the futures, European and American option valuation. Moreover, some numerical results are performed to illustrate the efficiency and usefulness of this method. We find that the stochastic convenience yield does effect the valuation of carbon emission derivatives. In addition, some sensitivity analyses are also made to examine the effects of some parameters on the valuation results.

Solving Constraint Satisfaction Problems with Networks of Spiking Neurons

PubMed Central

Jonke, Zeno; Habenschuss, Stefan; Maass, Wolfgang

2016-01-01

Network of neurons in the brain apply—unlike processors in our current generation of computer hardware—an event-based processing strategy, where short pulses (spikes) are emitted sparsely by neurons to signal the occurrence of an event at a particular point in time. Such spike-based computations promise to be substantially more power-efficient than traditional clocked processing schemes. However, it turns out to be surprisingly difficult to design networks of spiking neurons that can solve difficult computational problems on the level of single spikes, rather than rates of spikes. We present here a new method for designing networks of spiking neurons via an energy function. Furthermore, we show how the energy function of a network of stochastically firing neurons can be shaped in a transparent manner by composing the networks of simple stereotypical network motifs. We show that this design approach enables networks of spiking neurons to produce approximate solutions to difficult (NP-hard) constraint satisfaction problems from the domains of planning/optimization and verification/logical inference. The resulting networks employ noise as a computational resource. Nevertheless, the timing of spikes plays an essential role in their computations. Furthermore, networks of spiking neurons carry out for the Traveling Salesman Problem a more efficient stochastic search for good solutions compared with stochastic artificial neural networks (Boltzmann machines) and Gibbs sampling. PMID:27065785

An efficient distribution method for nonlinear transport problems in stochastic porous media

NASA Astrophysics Data System (ADS)

Ibrahima, F.; Tchelepi, H.; Meyer, D. W.

2015-12-01

Because geophysical data are inexorably sparse and incomplete, stochastic treatments of simulated responses are convenient to explore possible scenarios and assess risks in subsurface problems. In particular, understanding how uncertainties propagate in porous media with nonlinear two-phase flow is essential, yet challenging, in reservoir simulation and hydrology. We give a computationally efficient and numerically accurate method to estimate the one-point probability density (PDF) and cumulative distribution functions (CDF) of the water saturation for the stochastic Buckley-Leverett problem when the probability distributions of the permeability and porosity fields are available. The method draws inspiration from the streamline approach and expresses the distributions of interest essentially in terms of an analytically derived mapping and the distribution of the time of flight. In a large class of applications the latter can be estimated at low computational costs (even via conventional Monte Carlo). Once the water saturation distribution is determined, any one-point statistics thereof can be obtained, especially its average and standard deviation. Moreover, rarely available in other approaches, yet crucial information such as the probability of rare events and saturation quantiles (e.g. P10, P50 and P90) can be derived from the method. We provide various examples and comparisons with Monte Carlo simulations to illustrate the performance of the method.

A new Downscaling Approach for SMAP, SMOS and ASCAT by predicting sub-grid Soil Moisture Variability based on Soil Texture

NASA Astrophysics Data System (ADS)

Montzka, C.; Rötzer, K.; Bogena, H. R.; Vereecken, H.

2017-12-01

Improving the coarse spatial resolution of global soil moisture products from SMOS, SMAP and ASCAT is currently an up-to-date topic. Soil texture heterogeneity is known to be one of the main sources of soil moisture spatial variability. A method has been developed that predicts the soil moisture standard deviation as a function of the mean soil moisture based on soil texture information. It is a closed-form expression using stochastic analysis of 1D unsaturated gravitational flow in an infinitely long vertical profile based on the Mualem-van Genuchten model and first-order Taylor expansions. With the recent development of high resolution maps of basic soil properties such as soil texture and bulk density, relevant information to estimate soil moisture variability within a satellite product grid cell is available. Here, we predict for each SMOS, SMAP and ASCAT grid cell the sub-grid soil moisture variability based on the SoilGrids1km data set. We provide a look-up table that indicates the soil moisture standard deviation for any given soil moisture mean. The resulting data set provides important information for downscaling coarse soil moisture observations of the SMOS, SMAP and ASCAT missions. Downscaling SMAP data by a field capacity proxy indicates adequate accuracy of the sub-grid soil moisture patterns.

Enhancing sparsity of Hermite polynomial expansions by iterative rotations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Xiu; Lei, Huan; Baker, Nathan A.

2016-02-01

Compressive sensing has become a powerful addition to uncertainty quantification in recent years. This paper identifies new bases for random variables through linear mappings such that the representation of the quantity of interest is more sparse with new basis functions associated with the new random variables. This sparsity increases both the efficiency and accuracy of the compressive sensing-based uncertainty quantification method. Specifically, we consider rotation- based linear mappings which are determined iteratively for Hermite polynomial expansions. We demonstrate the effectiveness of the new method with applications in solving stochastic partial differential equations and high-dimensional (O(100)) problems.

Solving very large, sparse linear systems on mesh-connected parallel computers

NASA Technical Reports Server (NTRS)

Opsahl, Torstein; Reif, John

1987-01-01

The implementation of Pan and Reif's Parallel Nested Dissection (PND) algorithm on mesh connected parallel computers is described. This is the first known algorithm that allows very large, sparse linear systems of equations to be solved efficiently in polylog time using a small number of processors. How the processor bound of PND can be matched to the number of processors available on a given parallel computer by slowing down the algorithm by constant factors is described. Also, for the important class of problems where G(A) is a grid graph, a unique memory mapping that reduces the inter-processor communication requirements of PND to those that can be executed on mesh connected parallel machines is detailed. A description of an implementation on the Goodyear Massively Parallel Processor (MPP), located at Goddard is given. Also, a detailed discussion of data mappings and performance issues is given.

Western Wind Data Set | Grid Modernization | NREL

Science.gov Websites

replicates the stochastic nature of wind power plant output. NREL modeled hysteresis around wind turbine cut where wind speeds are often near wind turbine cut-out (~25 m/s), SCORE output does not replicate the Vestas V90). The hysteresis-corrected SCORE is an attempt to put the wind turbine hysteresis at cut-out

Optimizing event selection with the random grid search

NASA Astrophysics Data System (ADS)

Bhat, Pushpalatha C.; Prosper, Harrison B.; Sekmen, Sezen; Stewart, Chip

2018-07-01

The random grid search (RGS) is a simple, but efficient, stochastic algorithm to find optimal cuts that was developed in the context of the search for the top quark at Fermilab in the mid-1990s. The algorithm, and associated code, have been enhanced recently with the introduction of two new cut types, one of which has been successfully used in searches for supersymmetry at the Large Hadron Collider. The RGS optimization algorithm is described along with the recent developments, which are illustrated with two examples from particle physics. One explores the optimization of the selection of vector boson fusion events in the four-lepton decay mode of the Higgs boson and the other optimizes SUSY searches using boosted objects and the razor variables.

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

DOE PAGES

Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu

2017-10-31

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less

Application of stochastic inversion in auroral tomography

NASA Astrophysics Data System (ADS)

Nygrén, T.; Markkanen, M.; Lehtinen, M.; Kaila, K.

1996-11-01

A software package originally developed for satellite radio tomography is briefly introduced and its use in two-dimensional auroral tomography is described. The method is based on stochastic inversion, i.e. finding the most probable values of the unknown volume emission rates once the optical measurements are made using either a scanning photometer or an auroral camera. A set of simulation results is shown for a different number and separations of optical instruments at ground level. It is observed that arcs with a thickness of a few kilometers and separated by a few tens of kilometers are easily reconstructed. The maximum values of the inversion results, however, are often weaker than in the model. The most obvious reason for this is the grid size, which cannot be much smaller than the arc thickness. The grid necessarily generates a spatial averaging effect broadening the arc cross-sections and reducing the peak values. Finally, results from TV-camera observations at Tromsø and Esrange are shown. Although these sites are separated by more than 200 km, arcs close to Tromsø have been successfully reconstructed. Acknowledgements. The work done by P. Henelius and E. Vilenius in programme development is gratefully acknowledged. Topical Editor D. Alcayde thanks I. Pryse and A. Vallance-Jones for their help in evaluating this paper.--> Correspondence to: T. Nygrén-->

Analysis and Reduction of Complex Networks Under Uncertainty.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ghanem, Roger G

2014-07-31

This effort was a collaboration with Youssef Marzouk of MIT, Omar Knio of Duke University (at the time at Johns Hopkins University) and Habib Najm of Sandia National Laboratories. The objective of this effort was to develop the mathematical and algorithmic capacity to analyze complex networks under uncertainty. Of interest were chemical reaction networks and smart grid networks. The statements of work for USC focused on the development of stochastic reduced models for uncertain networks. The USC team was led by Professor Roger Ghanem and consisted of one graduate student and a postdoc. The contributions completed by the USC teammore » consisted of 1) methodology and algorithms to address the eigenvalue problem, a problem of significance in the stability of networks under stochastic perturbations, 2) methodology and algorithms to characterize probability measures on graph structures with random flows. This is an important problem in characterizing random demand (encountered in smart grid) and random degradation (encountered in infrastructure systems), as well as modeling errors in Markov Chains (with ubiquitous relevance !). 3) methodology and algorithms for treating inequalities in uncertain systems. This is an important problem in the context of models for material failure and network flows under uncertainty where conditions of failure or flow are described in the form of inequalities between the state variables.« less

A real-space stochastic density matrix approach for density functional electronic structure.

PubMed

Beck, Thomas L

2015-12-21

The recent development of real-space grid methods has led to more efficient, accurate, and adaptable approaches for large-scale electrostatics and density functional electronic structure modeling. With the incorporation of multiscale techniques, linear-scaling real-space solvers are possible for density functional problems if localized orbitals are used to represent the Kohn-Sham energy functional. These methods still suffer from high computational and storage overheads, however, due to extensive matrix operations related to the underlying wave function grid representation. In this paper, an alternative stochastic method is outlined that aims to solve directly for the one-electron density matrix in real space. In order to illustrate aspects of the method, model calculations are performed for simple one-dimensional problems that display some features of the more general problem, such as spatial nodes in the density matrix. This orbital-free approach may prove helpful considering a future involving increasingly parallel computing architectures. Its primary advantage is the near-locality of the random walks, allowing for simultaneous updates of the density matrix in different regions of space partitioned across the processors. In addition, it allows for testing and enforcement of the particle number and idempotency constraints through stabilization of a Feynman-Kac functional integral as opposed to the extensive matrix operations in traditional approaches.

Parallel Grid Manipulations in Earth Science Calculations

NASA Technical Reports Server (NTRS)

Sawyer, W.; Lucchesi, R.; daSilva, A.; Takacs, L. L.

1999-01-01

The National Aeronautics and Space Administration (NASA) Data Assimilation Office (DAO) at the Goddard Space Flight Center is moving its data assimilation system to massively parallel computing platforms. This parallel implementation of GEOS DAS will be used in the DAO's normal activities, which include reanalysis of data, and operational support for flight missions. Key components of GEOS DAS, including the gridpoint-based general circulation model and a data analysis system, are currently being parallelized. The parallelization of GEOS DAS is also one of the HPCC Grand Challenge Projects. The GEOS-DAS software employs several distinct grids. Some examples are: an observation grid- an unstructured grid of points at which observed or measured physical quantities from instruments or satellites are associated- a highly-structured latitude-longitude grid of points spanning the earth at given latitude-longitude coordinates at which prognostic quantities are determined, and a computational lat-lon grid in which the pole has been moved to a different location to avoid computational instabilities. Each of these grids has a different structure and number of constituent points. In spite of that, there are numerous interactions between the grids, e.g., values on one grid must be interpolated to another, or, in other cases, grids need to be redistributed on the underlying parallel platform. The DAO has designed a parallel integrated library for grid manipulations (PILGRIM) to support the needed grid interactions with maximum efficiency. It offers a flexible interface to generate new grids, define transformations between grids and apply them. Basic communication is currently MPI, however the interfaces defined here could conceivably be implemented with other message-passing libraries, e.g., Cray SHMEM, or with shared-memory constructs. The library is written in Fortran 90. First performance results indicate that even difficult problems, such as above-mentioned pole rotation- a sparse interpolation with little data locality between the physical lat-lon grid and a pole rotated computational grid- can be solved efficiently and at the GFlop/s rates needed to solve tomorrow's high resolution earth science models. In the subsequent presentation we will discuss the design and implementation of PILGRIM as well as a number of the problems it is required to solve. Some conclusions will be drawn about the potential performance of the overall earth science models on the supercomputer platforms foreseen for these problems.

Reconstructing gravitational wave source parameters via direct comparisons to numerical relativity II: Applications

NASA Astrophysics Data System (ADS)

O'Shaughnessy, Richard; Lange, Jacob; Healy, James; Carlos, Lousto; Shoemaker, Deirdre; Lovelace, Geoffrey; Scheel, Mark

2016-03-01

In this talk, we apply a procedure to reconstruct the parameters of sufficiently massive coalescing compact binaries via direct comparison with numerical relativity simulations. We illustrate how to use only comparisons between synthetic data and these simulations to reconstruct properties of a synthetic candidate source. We demonstrate using selected examples that we can reconstruct posterior distributions obtained by other Bayesian methods with our sparse grid. We describe how followup simulations can corroborate and improve our understanding of a candidate signal.

Model's sparse representation based on reduced mixed GMsFE basis methods

NASA Astrophysics Data System (ADS)

Jiang, Lijian; Li, Qiuqi

2017-06-01

In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. A typical application for the elliptic PDEs is the flow in heterogeneous random porous media. Mixed generalized multiscale finite element method (GMsFEM) is one of the accurate and efficient approaches to solve the flow problem in a coarse grid and obtain the velocity with local mass conservation. When the inputs of the PDEs are parameterized by the random variables, the GMsFE basis functions usually depend on the random parameters. This leads to a large number degree of freedoms for the mixed GMsFEM and substantially impacts on the computation efficiency. In order to overcome the difficulty, we develop reduced mixed GMsFE basis methods such that the multiscale basis functions are independent of the random parameters and span a low-dimensional space. To this end, a greedy algorithm is used to find a set of optimal samples from a training set scattered in the parameter space. Reduced mixed GMsFE basis functions are constructed based on the optimal samples using two optimal sampling strategies: basis-oriented cross-validation and proper orthogonal decomposition. Although the dimension of the space spanned by the reduced mixed GMsFE basis functions is much smaller than the dimension of the original full order model, the online computation still depends on the number of coarse degree of freedoms. To significantly improve the online computation, we integrate the reduced mixed GMsFE basis methods with sparse tensor approximation and obtain a sparse representation for the model's outputs. The sparse representation is very efficient for evaluating the model's outputs for many instances of parameters. To illustrate the efficacy of the proposed methods, we present a few numerical examples for elliptic PDEs with multiscale and random inputs. In particular, a two-phase flow model in random porous media is simulated by the proposed sparse representation method.

Model's sparse representation based on reduced mixed GMsFE basis methods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jiang, Lijian, E-mail: ljjiang@hnu.edu.cn; Li, Qiuqi, E-mail: qiuqili@hnu.edu.cn

2017-06-01

In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. A typical application for the elliptic PDEs is the flow in heterogeneous random porous media. Mixed generalized multiscale finite element method (GMsFEM) is one of the accurate and efficient approaches to solve the flow problem in a coarse grid and obtain the velocity with local mass conservation. When the inputs of the PDEs are parameterized by the random variables, the GMsFE basis functions usually depend on the random parameters. This leads to a largemore » number degree of freedoms for the mixed GMsFEM and substantially impacts on the computation efficiency. In order to overcome the difficulty, we develop reduced mixed GMsFE basis methods such that the multiscale basis functions are independent of the random parameters and span a low-dimensional space. To this end, a greedy algorithm is used to find a set of optimal samples from a training set scattered in the parameter space. Reduced mixed GMsFE basis functions are constructed based on the optimal samples using two optimal sampling strategies: basis-oriented cross-validation and proper orthogonal decomposition. Although the dimension of the space spanned by the reduced mixed GMsFE basis functions is much smaller than the dimension of the original full order model, the online computation still depends on the number of coarse degree of freedoms. To significantly improve the online computation, we integrate the reduced mixed GMsFE basis methods with sparse tensor approximation and obtain a sparse representation for the model's outputs. The sparse representation is very efficient for evaluating the model's outputs for many instances of parameters. To illustrate the efficacy of the proposed methods, we present a few numerical examples for elliptic PDEs with multiscale and random inputs. In particular, a two-phase flow model in random porous media is simulated by the proposed sparse representation method.« less

Evaluation of several non-reflecting computational boundary conditions for duct acoustics

NASA Technical Reports Server (NTRS)

Watson, Willie R.; Zorumski, William E.; Hodge, Steve L.

1994-01-01

Several non-reflecting computational boundary conditions that meet certain criteria and have potential applications to duct acoustics are evaluated for their effectiveness. The same interior solution scheme, grid, and order of approximation are used to evaluate each condition. Sparse matrix solution techniques are applied to solve the matrix equation resulting from the discretization. Modal series solutions for the sound attenuation in an infinite duct are used to evaluate the accuracy of each non-reflecting boundary conditions. The evaluations are performed for sound propagation in a softwall duct, for several sources, sound frequencies, and duct lengths. It is shown that a recently developed nonlocal boundary condition leads to sound attenuation predictions considerably more accurate for short ducts. This leads to a substantial reduction in the number of grid points when compared to other non-reflecting conditions.

Numerical pricing of options using high-order compact finite difference schemes

NASA Astrophysics Data System (ADS)

Tangman, D. Y.; Gopaul, A.; Bhuruth, M.

2008-09-01

We consider high-order compact (HOC) schemes for quasilinear parabolic partial differential equations to discretise the Black-Scholes PDE for the numerical pricing of European and American options. We show that for the heat equation with smooth initial conditions, the HOC schemes attain clear fourth-order convergence but fail if non-smooth payoff conditions are used. To restore the fourth-order convergence, we use a grid stretching that concentrates grid nodes at the strike price for European options. For an American option, an efficient procedure is also described to compute the option price, Greeks and the optimal exercise curve. Comparisons with a fourth-order non-compact scheme are also done. However, fourth-order convergence is not experienced with this strategy. To improve the convergence rate for American options, we discuss the use of a front-fixing transformation with the HOC scheme. We also show that the HOC scheme with grid stretching along the asset price dimension gives accurate numerical solutions for European options under stochastic volatility.

A Stochastic Model of Space-Time Variability of Mesoscale Rainfall: Statistics of Spatial Averages

NASA Technical Reports Server (NTRS)

Kundu, Prasun K.; Bell, Thomas L.

2003-01-01

A characteristic feature of rainfall statistics is that they depend on the space and time scales over which rain data are averaged. A previously developed spectral model of rain statistics that is designed to capture this property, predicts power law scaling behavior for the second moment statistics of area-averaged rain rate on the averaging length scale L as L right arrow 0. In the present work a more efficient method of estimating the model parameters is presented, and used to fit the model to the statistics of area-averaged rain rate derived from gridded radar precipitation data from TOGA COARE. Statistical properties of the data and the model predictions are compared over a wide range of averaging scales. An extension of the spectral model scaling relations to describe the dependence of the average fraction of grid boxes within an area containing nonzero rain (the "rainy area fraction") on the grid scale L is also explored.

Fracture size and transmissivity correlations: Implications for transport simulations in sparse three-dimensional discrete fracture networks following a truncated power law distribution of fracture size

NASA Astrophysics Data System (ADS)

Hyman, J. D.; Aldrich, G.; Viswanathan, H.; Makedonska, N.; Karra, S.

2016-08-01

We characterize how different fracture size-transmissivity relationships influence flow and transport simulations through sparse three-dimensional discrete fracture networks. Although it is generally accepted that there is a positive correlation between a fracture's size and its transmissivity/aperture, the functional form of that relationship remains a matter of debate. Relationships that assume perfect correlation, semicorrelation, and noncorrelation between the two have been proposed. To study the impact that adopting one of these relationships has on transport properties, we generate multiple sparse fracture networks composed of circular fractures whose radii follow a truncated power law distribution. The distribution of transmissivities are selected so that the mean transmissivity of the fracture networks are the same and the distributions of aperture and transmissivity in models that include a stochastic term are also the same. We observe that adopting a correlation between a fracture size and its transmissivity leads to earlier breakthrough times and higher effective permeability when compared to networks where no correlation is used. While fracture network geometry plays the principal role in determining where transport occurs within the network, the relationship between size and transmissivity controls the flow speed. These observations indicate DFN modelers should be aware that breakthrough times and effective permeabilities can be strongly influenced by such a relationship in addition to fracture and network statistics.

Fracture size and transmissivity correlations: Implications for transport simulations in sparse three-dimensional discrete fracture networks following a truncated power law distribution of fracture size

NASA Astrophysics Data System (ADS)

Hyman, J.; Aldrich, G. A.; Viswanathan, H. S.; Makedonska, N.; Karra, S.

2016-12-01

We characterize how different fracture size-transmissivity relationships influence flow and transport simulations through sparse three-dimensional discrete fracture networks. Although it is generally accepted that there is a positive correlation between a fracture's size and its transmissivity/aperture, the functional form of that relationship remains a matter of debate. Relationships that assume perfect correlation, semi-correlation, and non-correlation between the two have been proposed. To study the impact that adopting one of these relationships has on transport properties, we generate multiple sparse fracture networks composed of circular fractures whose radii follow a truncated power law distribution. The distribution of transmissivities are selected so that the mean transmissivity of the fracture networks are the same and the distributions of aperture and transmissivity in models that include a stochastic term are also the same.We observe that adopting a correlation between a fracture size and its transmissivity leads to earlier breakthrough times and higher effective permeability when compared to networks where no correlation is used. While fracture network geometry plays the principal role in determining where transport occurs within the network, the relationship between size and transmissivity controls the flow speed. These observations indicate DFN modelers should be aware that breakthrough times and effective permeabilities can be strongly influenced by such a relationship in addition to fracture and network statistics.

Visual recognition and inference using dynamic overcomplete sparse learning.

PubMed

Murray, Joseph F; Kreutz-Delgado, Kenneth

2007-09-01

We present a hierarchical architecture and learning algorithm for visual recognition and other visual inference tasks such as imagination, reconstruction of occluded images, and expectation-driven segmentation. Using properties of biological vision for guidance, we posit a stochastic generative world model and from it develop a simplified world model (SWM) based on a tractable variational approximation that is designed to enforce sparse coding. Recent developments in computational methods for learning overcomplete representations (Lewicki & Sejnowski, 2000; Teh, Welling, Osindero, & Hinton, 2003) suggest that overcompleteness can be useful for visual tasks, and we use an overcomplete dictionary learning algorithm (Kreutz-Delgado, et al., 2003) as a preprocessing stage to produce accurate, sparse codings of images. Inference is performed by constructing a dynamic multilayer network with feedforward, feedback, and lateral connections, which is trained to approximate the SWM. Learning is done with a variant of the back-propagation-through-time algorithm, which encourages convergence to desired states within a fixed number of iterations. Vision tasks require large networks, and to make learning efficient, we take advantage of the sparsity of each layer to update only a small subset of elements in a large weight matrix at each iteration. Experiments on a set of rotated objects demonstrate various types of visual inference and show that increasing the degree of overcompleteness improves recognition performance in difficult scenes with occluded objects in clutter.

Periodic boundary conditions for QM/MM calculations: Ewald summation for extended Gaussian basis sets

DOE Office of Scientific and Technical Information (OSTI.GOV)

Holden, Zachary C.; Richard, Ryan M.; Herbert, John M., E-mail: herbert@chemistry.ohio-state.edu

2013-12-28

An implementation of Ewald summation for use in mixed quantum mechanics/molecular mechanics (QM/MM) calculations is presented, which builds upon previous work by others that was limited to semi-empirical electronic structure for the QM region. Unlike previous work, our implementation describes the wave function's periodic images using “ChElPG” atomic charges, which are determined by fitting to the QM electrostatic potential evaluated on a real-space grid. This implementation is stable even for large Gaussian basis sets with diffuse exponents, and is thus appropriate when the QM region is described by a correlated wave function. Derivatives of the ChElPG charges with respect tomore » the QM density matrix are a potentially serious bottleneck in this approach, so we introduce a ChElPG algorithm based on atom-centered Lebedev grids. The ChElPG charges thus obtained exhibit good rotational invariance even for sparse grids, enabling significant cost savings. Detailed analysis of the optimal choice of user-selected Ewald parameters, as well as timing breakdowns, is presented.« less

An in-depth stability analysis of nonuniform FDTD combined with novel local implicitization techniques

NASA Astrophysics Data System (ADS)

Van Londersele, Arne; De Zutter, Daniël; Vande Ginste, Dries

2017-08-01

This work focuses on efficient full-wave solutions of multiscale electromagnetic problems in the time domain. Three local implicitization techniques are proposed and carefully analyzed in order to relax the traditional time step limit of the Finite-Difference Time-Domain (FDTD) method on a nonuniform, staggered, tensor product grid: Newmark, Crank-Nicolson (CN) and Alternating-Direction-Implicit (ADI) implicitization. All of them are applied in preferable directions, alike Hybrid Implicit-Explicit (HIE) methods, as to limit the rank of the sparse linear systems. Both exponential and linear stability are rigorously investigated for arbitrary grid spacings and arbitrary inhomogeneous, possibly lossy, isotropic media. Numerical examples confirm the conservation of energy inside a cavity for a million iterations if the time step is chosen below the proposed, relaxed limit. Apart from the theoretical contributions, new accomplishments such as the development of the leapfrog Alternating-Direction-Hybrid-Implicit-Explicit (ADHIE) FDTD method and a less stringent Courant-like time step limit for the conventional, fully explicit FDTD method on a nonuniform grid, have immediate practical applications.

Redistribution population data across a regular spatial grid according to buildings characteristics

NASA Astrophysics Data System (ADS)

Calka, Beata; Bielecka, Elzbieta; Zdunkiewicz, Katarzyna

2016-12-01

Population data are generally provided by state census organisations at the predefined census enumeration units. However, these datasets very are often required at userdefined spatial units that differ from the census output levels. A number of population estimation techniques have been developed to address these problems. This article is one of those attempts aimed at improving county level population estimates by using spatial disaggregation models with support of buildings characteristic, derived from national topographic database, and average area of a flat. The experimental gridded population surface was created for Opatów county, sparsely populated rural region located in Central Poland. The method relies on geolocation of population counts in buildings, taking into account the building volume and structural building type and then aggregation the people total in 1 km quadrilateral grid. The overall quality of population distribution surface expressed by the mean of RMSE equals 9 persons, and the MAE equals 0.01. We also discovered that nearly 20% of total county area is unpopulated and 80% of people lived on 33% of the county territory.

Stochastic Modeling of Sediment Connectivity for Reconstructing Sand Fluxes and Origins in the Unmonitored Se Kong, Se San, and Sre Pok Tributaries of the Mekong River

NASA Astrophysics Data System (ADS)

Schmitt, R. J. P.; Bizzi, S.; Castelletti, A. F.; Kondolf, G. M.

2018-01-01

Sediment supply to rivers, subsequent fluvial transport, and the resulting sediment connectivity on network scales are often sparsely monitored and subject to major uncertainty. We propose to approach that uncertainty by adopting a stochastic method for modeling network sediment connectivity, which we present for the Se Kong, Se San, and Sre Pok (3S) tributaries of the Mekong. We quantify how unknown properties of sand sources translate into uncertainty regarding network connectivity by running the CASCADE (CAtchment Sediment Connectivity And DElivery) modeling framework in a Monte Carlo approach for 7,500 random realizations. Only a small ensemble of realizations reproduces downstream observations of sand transport. This ensemble presents an inverse stochastic approximation of the magnitude and variability of transport capacity, sediment flux, and grain size distribution of the sediment transported in the network (i.e., upscaling point observations to the entire network). The approximated magnitude of sand delivered from each tributary to the Mekong is controlled by reaches of low transport capacity ("bottlenecks"). These bottlenecks limit the ability to predict transport in the upper parts of the catchment through inverse stochastic approximation, a limitation that could be addressed by targeted monitoring upstream of identified bottlenecks. Nonetheless, bottlenecks also allow a clear partitioning of natural sand deliveries from the 3S to the Mekong, with the Se Kong delivering less (1.9 Mt/yr) and coarser (median grain size: 0.4 mm) sand than the Se San (5.3 Mt/yr, 0.22 mm) and Sre Pok (11 Mt/yr, 0.19 mm).

A Comprehensive Study of Gridding Methods for GPS Horizontal Velocity Fields

NASA Astrophysics Data System (ADS)

Wu, Yanqiang; Jiang, Zaisen; Liu, Xiaoxia; Wei, Wenxin; Zhu, Shuang; Zhang, Long; Zou, Zhenyu; Xiong, Xiaohui; Wang, Qixin; Du, Jiliang

2017-03-01

Four gridding methods for GPS velocities are compared in terms of their precision, applicability and robustness by analyzing simulated data with uncertainties from 0.0 to ±3.0 mm/a. When the input data are 1° × 1° grid sampled and the uncertainty of the additional error is greater than ±1.0 mm/a, the gridding results show that the least-squares collocation method is highly robust while the robustness of the Kriging method is low. In contrast, the spherical harmonics and the multi-surface function are moderately robust, and the regional singular values for the multi-surface function method and the edge effects for the spherical harmonics method become more significant with increasing uncertainty of the input data. When the input data (with additional errors of ±2.0 mm/a) are decimated by 50% from the 1° × 1° grid data and then erased in three 6° × 12° regions, the gridding results in these three regions indicate that the least-squares collocation and the spherical harmonics methods have good performances, while the multi-surface function and the Kriging methods may lead to singular values. The gridding techniques are also applied to GPS horizontal velocities with an average error of ±0.8 mm/a over the Chinese mainland and the surrounding areas, and the results show that the least-squares collocation method has the best performance, followed by the Kriging and multi-surface function methods. Furthermore, the edge effects of the spherical harmonics method are significantly affected by the sparseness and geometric distribution of the input data. In general, the least-squares collocation method is superior in terms of its robustness, edge effect, error distribution and stability, while the other methods have several positive features.

Improved Modeling of Finite-Rate Turbulent Combustion Processes in Research Combustors

NASA Technical Reports Server (NTRS)

VanOverbeke, Thomas J.

1998-01-01

The objective of this thesis is to further develop and test a stochastic model of turbulent combustion in recirculating flows. There is a requirement to increase the accuracy of multi-dimensional combustion predictions. As turbulence affects reaction rates, this interaction must be more accurately evaluated. In this work a more physically correct way of handling the interaction of turbulence on combustion is further developed and tested. As turbulence involves randomness, stochastic modeling is used. Averaged values such as temperature and species concentration are found by integrating the probability density function (pdf) over the range of the scalar. The model in this work does not assume the pdf type, but solves for the evolution of the pdf using the Monte Carlo solution technique. The model is further developed by including a more robust reaction solver, by using accurate thermodynamics and by more accurate transport elements. The stochastic method is used with Semi-Implicit Method for Pressure-Linked Equations. The SIMPLE method is used to solve for velocity, pressure, turbulent kinetic energy and dissipation. The pdf solver solves for temperature and species concentration. Thus, the method is partially familiar to combustor engineers. The method is compared to benchmark experimental data and baseline calculations. The baseline method was tested on isothermal flows, evaporating sprays and combusting sprays. Pdf and baseline predictions were performed for three diffusion flames and one premixed flame. The pdf method predicted lower combustion rates than the baseline method in agreement with the data, except for the premixed flame. The baseline and stochastic predictions bounded the experimental data for the premixed flame. The use of a continuous mixing model or relax to mean mixing model had little effect on the prediction of average temperature. Two grids were used in a hydrogen diffusion flame simulation. Grid density did not effect the predictions except for peak temperature and tangential velocity. The hybrid pdf method did take longer and required more memory, but has a theoretical basis to extend to many reaction steps which cannot be said of current turbulent combustion models.

MODFLOW–USG version 1: An unstructured grid version of MODFLOW for simulating groundwater flow and tightly coupled processes using a control volume finite-difference formulation

USGS Publications Warehouse

Panday, Sorab; Langevin, Christian D.; Niswonger, Richard G.; Ibaraki, Motomu; Hughes, Joseph D.

2013-01-01

A new version of MODFLOW, called MODFLOW–USG (for UnStructured Grid), was developed to support a wide variety of structured and unstructured grid types, including nested grids and grids based on prismatic triangles, rectangles, hexagons, and other cell shapes. Flexibility in grid design can be used to focus resolution along rivers and around wells, for example, or to subdiscretize individual layers to better represent hydrostratigraphic units. MODFLOW–USG is based on an underlying control volume finite difference (CVFD) formulation in which a cell can be connected to an arbitrary number of adjacent cells. To improve accuracy of the CVFD formulation for irregular grid-cell geometries or nested grids, a generalized Ghost Node Correction (GNC) Package was developed, which uses interpolated heads in the flow calculation between adjacent connected cells. MODFLOW–USG includes a Groundwater Flow (GWF) Process, based on the GWF Process in MODFLOW–2005, as well as a new Connected Linear Network (CLN) Process to simulate the effects of multi-node wells, karst conduits, and tile drains, for example. The CLN Process is tightly coupled with the GWF Process in that the equations from both processes are formulated into one matrix equation and solved simultaneously. This robustness results from using an unstructured grid with unstructured matrix storage and solution schemes. MODFLOW–USG also contains an optional Newton-Raphson formulation, based on the formulation in MODFLOW–NWT, for improving solution convergence and avoiding problems with the drying and rewetting of cells. Because the existing MODFLOW solvers were developed for structured and symmetric matrices, they were replaced with a new Sparse Matrix Solver (SMS) Package developed specifically for MODFLOW–USG. The SMS Package provides several methods for resolving nonlinearities and multiple symmetric and asymmetric linear solution schemes to solve the matrix arising from the flow equations and the Newton-Raphson formulation, respectively.

Gridding Global δ 18Owater and Interpreting Core Top δ 18Oforam

NASA Astrophysics Data System (ADS)

Legrande, A. N.; Schmidt, G.

2004-05-01

Estimations of the oxygen isotope ratio in seawater (δ 18O water) traditionally have relied on regional δ 18O water to salinity relationships to convert seawater salinity into δ 18O water. This indirect method of determining δ 18O water is necessary since ?18Owater measurements are relatively sparse. We improve upon this process by constructing local δ 18O water to salinity curves using the Schmidt et al. (1999) global database of δ 18O water and salinity. We calculate local δ 18O water to salinity relationship on a 1x1 grid based on the closest database points to each grid box. Each ocean basin is analyzed separately, and each curve is processed to exclude outliers. These local relationships in combination with seawater salinity (Levitus, 1994) allow us to construct a global map of δ 18O water on a 1x1 grid. We combine seawater temperature (Levitus, 1994) with this dataset to predict δ 18O calcite on a 1x1 grid. These predicted values are then compared to previous compilations of core top δ 18O foram data for individual species of foraminifera. This comparison provides insight into the calcification habitats (as inferred by seawater temperature and salinity) of these species. Additionally, we compare the 1x1 grid of δ 18O water to preliminary output from the latest GISS coupled Atmosphere/Ocean GCM that tracks water isotopes through the hydrologic cycle. This comparison provides insight into possible model applications as a tool to aid in interpreting paleo-isotope data.

Enhanced spectral resolution by high-dimensional NMR using the filter diagonalization method and "hidden" dimensions.

PubMed

Meng, Xi; Nguyen, Bao D; Ridge, Clark; Shaka, A J

2009-01-01

High-dimensional (HD) NMR spectra have poorer digital resolution than low-dimensional (LD) spectra, for a fixed amount of experiment time. This has led to "reduced-dimensionality" strategies, in which several LD projections of the HD NMR spectrum are acquired, each with higher digital resolution; an approximate HD spectrum is then inferred by some means. We propose a strategy that moves in the opposite direction, by adding more time dimensions to increase the information content of the data set, even if only a very sparse time grid is used in each dimension. The full HD time-domain data can be analyzed by the filter diagonalization method (FDM), yielding very narrow resonances along all of the frequency axes, even those with sparse sampling. Integrating over the added dimensions of HD FDM NMR spectra reconstitutes LD spectra with enhanced resolution, often more quickly than direct acquisition of the LD spectrum with a larger number of grid points in each of the fewer dimensions. If the extra-dimensions do not appear in the final spectrum, and are used solely to boost information content, we propose the moniker hidden-dimension NMR. This work shows that HD peaks have unmistakable frequency signatures that can be detected as single HD objects by an appropriate algorithm, even though their patterns would be tricky for a human operator to visualize or recognize, and even if digital resolution in an HD FT spectrum is very coarse compared with natural line widths.

Enhanced spectral resolution by high-dimensional NMR using the filter diagonalization method and “hidden” dimensions

PubMed Central

Meng, Xi; Nguyen, Bao D.; Ridge, Clark; Shaka, A. J.

2009-01-01

High-dimensional (HD) NMR spectra have poorer digital resolution than low-dimensional (LD) spectra, for a fixed amount of experiment time. This has led to “reduced-dimensionality” strategies, in which several LD projections of the HD NMR spectrum are acquired, each with higher digital resolution; an approximate HD spectrum is then inferred by some means. We propose a strategy that moves in the opposite direction, by adding more time dimensions to increase the information content of the data set, even if only a very sparse time grid is used in each dimension. The full HD time-domain data can be analyzed by the Filter Diagonalization Method (FDM), yielding very narrow resonances along all of the frequency axes, even those with sparse sampling. Integrating over the added dimensions of HD FDM NMR spectra reconstitutes LD spectra with enhanced resolution, often more quickly than direct acquisition of the LD spectrum with a larger number of grid points in each of the fewer dimensions. If the extra dimensions do not appear in the final spectrum, and are used solely to boost information content, we propose the moniker hidden-dimension NMR. This work shows that HD peaks have unmistakable frequency signatures that can be detected as single HD objects by an appropriate algorithm, even though their patterns would be tricky for a human operator to visualize or recognize, and even if digital resolution in an HD FT spectrum is very coarse compared with natural line widths. PMID:18926747

Multistage Stochastic Programming and its Applications in Energy Systems Modeling and Optimization

NASA Astrophysics Data System (ADS)

Golari, Mehdi

Electric energy constitutes one of the most crucial elements to almost every aspect of life of people. The modern electric power systems face several challenges such as efficiency, economics, sustainability, and reliability. Increase in electrical energy demand, distributed generations, integration of uncertain renewable energy resources, and demand side management are among the main underlying reasons of such growing complexity. Additionally, the elements of power systems are often vulnerable to failures because of many reasons, such as system limits, weak conditions, unexpected events, hidden failures, human errors, terrorist attacks, and natural disasters. One common factor complicating the operation of electrical power systems is the underlying uncertainties from the demands, supplies and failures of system components. Stochastic programming provides a mathematical framework for decision making under uncertainty. It enables a decision maker to incorporate some knowledge of the intrinsic uncertainty into the decision making process. In this dissertation, we focus on application of two-stage and multistage stochastic programming approaches to electric energy systems modeling and optimization. Particularly, we develop models and algorithms addressing the sustainability and reliability issues in power systems. First, we consider how to improve the reliability of power systems under severe failures or contingencies prone to cascading blackouts by so called islanding operations. We present a two-stage stochastic mixed-integer model to find optimal islanding operations as a powerful preventive action against cascading failures in case of extreme contingencies. Further, we study the properties of this problem and propose efficient solution methods to solve this problem for large-scale power systems. We present the numerical results showing the effectiveness of the model and investigate the performance of the solution methods. Next, we address the sustainability issue considering the integration of renewable energy resources into production planning of energy-intensive manufacturing industries. Recently, a growing number of manufacturing companies are considering renewable energies to meet their energy requirements to move towards green manufacturing as well as decreasing their energy costs. However, the intermittent nature of renewable energies imposes several difficulties in long term planning of how to efficiently exploit renewables. In this study, we propose a scheme for manufacturing companies to use onsite and grid renewable energies provided by their own investments and energy utilities as well as conventional grid energy to satisfy their energy requirements. We propose a multistage stochastic programming model and study an efficient solution method to solve this problem. We examine the proposed framework on a test case simulated based on a real-world semiconductor company. Moreover, we evaluate long-term profitability of such scheme via so called value of multistage stochastic programming.

Modeling an aquatic ecosystem: application of an evolutionary algorithm with genetic doping to reduce prediction uncertainty

NASA Astrophysics Data System (ADS)

Friedel, Michael; Buscema, Massimo

2016-04-01

Aquatic ecosystem models can potentially be used to understand the influence of stresses on catchment resource quality. Given that catchment responses are functions of natural and anthropogenic stresses reflected in sparse and spatiotemporal biological, physical, and chemical measurements, an ecosystem is difficult to model using statistical or numerical methods. We propose an artificial adaptive systems approach to model ecosystems. First, an unsupervised machine-learning (ML) network is trained using the set of available sparse and disparate data variables. Second, an evolutionary algorithm with genetic doping is applied to reduce the number of ecosystem variables to an optimal set. Third, the optimal set of ecosystem variables is used to retrain the ML network. Fourth, a stochastic cross-validation approach is applied to quantify and compare the nonlinear uncertainty in selected predictions of the original and reduced models. Results are presented for aquatic ecosystems (tens of thousands of square kilometers) undergoing landscape change in the USA: Upper Illinois River Basin and Central Colorado Assessment Project Area, and Southland region, NZ.

Optimizing event selection with the random grid search

DOE PAGES

Bhat, Pushpalatha C.; Prosper, Harrison B.; Sekmen, Sezen; ...

2018-02-27

In this paper, the random grid search (RGS) is a simple, but efficient, stochastic algorithm to find optimal cuts that was developed in the context of the search for the top quark at Fermilab in the mid-1990s. The algorithm, and associated code, have been enhanced recently with the introduction of two new cut types, one of which has been successfully used in searches for supersymmetry at the Large Hadron Collider. The RGS optimization algorithm is described along with the recent developments, which are illustrated with two examples from particle physics. One explores the optimization of the selection of vector bosonmore » fusion events in the four-lepton decay mode of the Higgs boson and the other optimizes SUSY searches using boosted objects and the razor variables.« less

Optimizing Event Selection with the Random Grid Search

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bhat, Pushpalatha C.; Prosper, Harrison B.; Sekmen, Sezen

2017-06-29

The random grid search (RGS) is a simple, but efficient, stochastic algorithm to find optimal cuts that was developed in the context of the search for the top quark at Fermilab in the mid-1990s. The algorithm, and associated code, have been enhanced recently with the introduction of two new cut types, one of which has been successfully used in searches for supersymmetry at the Large Hadron Collider. The RGS optimization algorithm is described along with the recent developments, which are illustrated with two examples from particle physics. One explores the optimization of the selection of vector boson fusion events inmore » the four-lepton decay mode of the Higgs boson and the other optimizes SUSY searches using boosted objects and the razor variables.« less

Optimizing event selection with the random grid search

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bhat, Pushpalatha C.; Prosper, Harrison B.; Sekmen, Sezen

In this paper, the random grid search (RGS) is a simple, but efficient, stochastic algorithm to find optimal cuts that was developed in the context of the search for the top quark at Fermilab in the mid-1990s. The algorithm, and associated code, have been enhanced recently with the introduction of two new cut types, one of which has been successfully used in searches for supersymmetry at the Large Hadron Collider. The RGS optimization algorithm is described along with the recent developments, which are illustrated with two examples from particle physics. One explores the optimization of the selection of vector bosonmore » fusion events in the four-lepton decay mode of the Higgs boson and the other optimizes SUSY searches using boosted objects and the razor variables.« less

Compressive-sampling-based positioning in wireless body area networks.

PubMed

Banitalebi-Dehkordi, Mehdi; Abouei, Jamshid; Plataniotis, Konstantinos N

2014-01-01

Recent achievements in wireless technologies have opened up enormous opportunities for the implementation of ubiquitous health care systems in providing rich contextual information and warning mechanisms against abnormal conditions. This helps with the automatic and remote monitoring/tracking of patients in hospitals and facilitates and with the supervision of fragile, elderly people in their own domestic environment through automatic systems to handle the remote drug delivery. This paper presents a new modeling and analysis framework for the multipatient positioning in a wireless body area network (WBAN) which exploits the spatial sparsity of patients and a sparse fast Fourier transform (FFT)-based feature extraction mechanism for monitoring of patients and for reporting the movement tracking to a central database server containing patient vital information. The main goal of this paper is to achieve a high degree of accuracy and resolution in the patient localization with less computational complexity in the implementation using the compressive sensing theory. We represent the patients' positions as a sparse vector obtained by the discrete segmentation of the patient movement space in a circular grid. To estimate this vector, a compressive-sampling-based two-level FFT (CS-2FFT) feature vector is synthesized for each received signal from the biosensors embedded on the patient's body at each grid point. This feature extraction process benefits in the combination of both short-time and long-time properties of the received signals. The robustness of the proposed CS-2FFT-based algorithm in terms of the average positioning error is numerically evaluated using the realistic parameters in the IEEE 802.15.6-WBAN standard in the presence of additive white Gaussian noise. Due to the circular grid pattern and the CS-2FFT feature extraction method, the proposed scheme represents a significant reduction in the computational complexity, while improving the level of the resolution and the localization accuracy when compared to some classical CS-based positioning algorithms.

Accounting for spatiotemporal errors of gauges: A critical step to evaluate gridded precipitation products

NASA Astrophysics Data System (ADS)

Tang, Guoqiang; Behrangi, Ali; Long, Di; Li, Changming; Hong, Yang

2018-04-01

Rain gauge observations are commonly used to evaluate the quality of satellite precipitation products. However, the inherent difference between point-scale gauge measurements and areal satellite precipitation, i.e. a point of space in time accumulation v.s. a snapshot of time in space aggregation, has an important effect on the accuracy and precision of qualitative and quantitative evaluation results. This study aims to quantify the uncertainty caused by various combinations of spatiotemporal scales (0.1°-0.8° and 1-24 h) of gauge network designs in the densely gauged and relatively flat Ganjiang River basin, South China, in order to evaluate the state-of-the-art satellite precipitation, the Integrated Multi-satellite Retrievals for Global Precipitation Measurement (IMERG). For comparison with the dense gauge network serving as "ground truth", 500 sparse gauge networks are generated through random combinations of gauge numbers at each set of spatiotemporal scales. Results show that all sparse gauge networks persistently underestimate the performance of IMERG according to most metrics. However, the probability of detection is overestimated because hit and miss events are more likely fewer than the reference numbers derived from dense gauge networks. A nonlinear error function of spatiotemporal scales and the number of gauges in each grid pixel is developed to estimate the errors of using gauges to evaluate satellite precipitation. Coefficients of determination of the fitting are above 0.9 for most metrics. The error function can also be used to estimate the required minimum number of gauges in each grid pixel to meet a predefined error level. This study suggests that the actual quality of satellite precipitation products could be better than conventionally evaluated or expected, and hopefully enables non-subject-matter-expert researchers to have better understanding of the explicit uncertainties when using point-scale gauge observations to evaluate areal products.

Stochastic and Geometric Reasoning for Indoor Building Models with Electric Installations - Bridging the Gap Between GIS and Bim

NASA Astrophysics Data System (ADS)

Dehbi, Y.; Haunert, J.-H.; Plümer, L.

2017-10-01

3D city and building models according to CityGML encode the geometry, represent the structure and model semantically relevant building parts such as doors, windows and balconies. Building information models support the building design, construction and the facility management. In contrast to CityGML, they include also objects which cannot be observed from the outside. The three dimensional indoor models characterize a missing link between both worlds. Their derivation, however, is expensive. The semantic automatic interpretation of 3D point clouds of indoor environments is a methodically demanding task. The data acquisition is costly and difficult. The laser scanners and image-based methods require the access to every room. Based on an approach which does not require an additional geometry acquisition of building indoors, we propose an attempt for filling the gaps between 3D building models and building information models. Based on sparse observations such as the building footprint and room areas, 3D indoor models are generated using combinatorial and stochastic reasoning. The derived models are expanded by a-priori not observable structures such as electric installation. Gaussian mixtures, linear and bi-linear constraints are used to represent the background knowledge and structural regularities. The derivation of hypothesised models is performed by stochastic reasoning using graphical models, Gauss-Markov models and MAP-estimators.

GPU-accelerated element-free reverse-time migration with Gauss points partition

NASA Astrophysics Data System (ADS)

Zhou, Zhen; Jia, Xiaofeng; Qiang, Xiaodong

2018-06-01

An element-free method (EFM) has been demonstrated successfully in elasticity, heat conduction and fatigue crack growth problems. We present the theory of EFM and its numerical applications in seismic modelling and reverse time migration (RTM). Compared with the finite difference method and the finite element method, the EFM has unique advantages: (1) independence of grids in computation and (2) lower expense and more flexibility (because only the information of the nodes and the boundary of the concerned area is required). However, in EFM, due to improper computation and storage of some large sparse matrices, such as the mass matrix and the stiffness matrix, the method is difficult to apply to seismic modelling and RTM for a large velocity model. To solve the problem of storage and computation efficiency, we propose a concept of Gauss points partition and utilise the graphics processing unit to improve the computational efficiency. We employ the compressed sparse row format to compress the intermediate large sparse matrices and attempt to simplify the operations by solving the linear equations with CULA solver. To improve the computation efficiency further, we introduce the concept of the lumped mass matrix. Numerical experiments indicate that the proposed method is accurate and more efficient than the regular EFM.

Sparse Method for Direction of Arrival Estimation Using Denoised Fourth-Order Cumulants Vector.

PubMed

Fan, Yangyu; Wang, Jianshu; Du, Rui; Lv, Guoyun

2018-06-04

Fourth-order cumulants (FOCs) vector-based direction of arrival (DOA) estimation methods of non-Gaussian sources may suffer from poor performance for limited snapshots or difficulty in setting parameters. In this paper, a novel FOCs vector-based sparse DOA estimation method is proposed. Firstly, by utilizing the concept of a fourth-order difference co-array (FODCA), an advanced FOCs vector denoising or dimension reduction procedure is presented for arbitrary array geometries. Then, a novel single measurement vector (SMV) model is established by the denoised FOCs vector, and efficiently solved by an off-grid sparse Bayesian inference (OGSBI) method. The estimation errors of FOCs are integrated in the SMV model, and are approximately estimated in a simple way. A necessary condition regarding the number of identifiable sources of our method is presented that, in order to uniquely identify all sources, the number of sources K must fulfill K ≤ ( M 4 - 2 M 3 + 7 M 2 - 6 M ) / 8 . The proposed method suits any geometry, does not need prior knowledge of the number of sources, is insensitive to associated parameters, and has maximum identifiability O ( M 4 ) , where M is the number of sensors in the array. Numerical simulations illustrate the superior performance of the proposed method.

An efficient distribution method for nonlinear transport problems in highly heterogeneous stochastic porous media

NASA Astrophysics Data System (ADS)

Ibrahima, Fayadhoi; Meyer, Daniel; Tchelepi, Hamdi

2016-04-01

Because geophysical data are inexorably sparse and incomplete, stochastic treatments of simulated responses are crucial to explore possible scenarios and assess risks in subsurface problems. In particular, nonlinear two-phase flows in porous media are essential, yet challenging, in reservoir simulation and hydrology. Adding highly heterogeneous and uncertain input, such as the permeability and porosity fields, transforms the estimation of the flow response into a tough stochastic problem for which computationally expensive Monte Carlo (MC) simulations remain the preferred option.We propose an alternative approach to evaluate the probability distribution of the (water) saturation for the stochastic Buckley-Leverett problem when the probability distributions of the permeability and porosity fields are available. We give a computationally efficient and numerically accurate method to estimate the one-point probability density (PDF) and cumulative distribution functions (CDF) of the (water) saturation. The distribution method draws inspiration from a Lagrangian approach of the stochastic transport problem and expresses the saturation PDF and CDF essentially in terms of a deterministic mapping and the distribution and statistics of scalar random fields. In a large class of applications these random fields can be estimated at low computational costs (few MC runs), thus making the distribution method attractive. Even though the method relies on a key assumption of fixed streamlines, we show that it performs well for high input variances, which is the case of interest. Once the saturation distribution is determined, any one-point statistics thereof can be obtained, especially the saturation average and standard deviation. Moreover, the probability of rare events and saturation quantiles (e.g. P10, P50 and P90) can be efficiently derived from the distribution method. These statistics can then be used for risk assessment, as well as data assimilation and uncertainty reduction in the prior knowledge of input distributions. We provide various examples and comparisons with MC simulations to illustrate the performance of the method.

Parameterizing Grid-Averaged Longwave Fluxes for Inhomogeneous Marine Boundary Layer Clouds

NASA Technical Reports Server (NTRS)

Barker, Howard W.; Wielicki, Bruce A.

1997-01-01

This paper examines the relative impacts on grid-averaged longwave flux transmittance (emittance) for Marine Boundary Layer (MBL) cloud fields arising from horizontal variability of optical depth tau and cloud sides, First, using fields of Landsat-inferred tau and a Monte Carlo photon transport algorithm, it is demonstrated that mean all-sky transmittances for 3D variable MBL clouds can be computed accurately by the conventional method of linearly weighting clear and cloudy transmittances by their respective sky fractions. Then, the approximations of decoupling cloud and radiative properties and assuming independent columns are shown to be adequate for computation of mean flux transmittance. Since real clouds have nonzero geometric thicknesses, cloud fractions A'(sub c) presented to isotropic beams usually exceed the more familiar vertically projected cloud fractions A(sub c). It is shown, however, that when A(sub c)less than or equal to 0.9, biases for all-sky transmittance stemming from use of A(sub c) as opposed to A'(sub c) are roughly 2-5 times smaller than, and opposite in sign to, biases due to neglect of horizontal variability of tau. By neglecting variable tau, all-sky transmittances are underestimated often by more than 0.1 for A(sub c) near 0.75 and this translates into relative errors that can exceed 40% (corresponding errors for all-sky emittance are about 20% for most values of A(sub c). Thus, priority should be given to development of General Circulation Model (GCM) parameterizations that account for the effects of horizontal variations in unresolved tau, effects of cloud sides are of secondary importance. On this note, an efficient stochastic model for computing grid-averaged cloudy-sky flux transmittances is furnished that assumes that distributions of tau, for regions comparable in size to GCM grid cells, can be described adequately by gamma distribution functions. While the plane-parallel, homogeneous model underestimates cloud transmittance by about an order of magnitude when 3D variable cloud transmittances are less than or equal to 0.2 and by approx. 20% to 100% otherwise, the stochastic model reduces these biases often by more than 80%.

Sparse cliques trump scale-free networks in coordination and competition

PubMed Central

Gianetto, David A.; Heydari, Babak

2016-01-01

Cooperative behavior, a natural, pervasive and yet puzzling phenomenon, can be significantly enhanced by networks. Many studies have shown how global network characteristics affect cooperation; however, it is difficult to understand how this occurs based on global factors alone, low-level network building blocks, or motifs are necessary. In this work, we systematically alter the structure of scale-free and clique networks and show, through a stochastic evolutionary game theory model, that cooperation on cliques increases linearly with community motif count. We further show that, for reactive stochastic strategies, network modularity improves cooperation in the anti-coordination Snowdrift game and the Prisoner’s Dilemma game but not in the Stag Hunt coordination game. We also confirm the negative effect of the scale-free graph on cooperation when effective payoffs are used. On the flip side, clique graphs are highly cooperative across social environments. Adding cycles to the acyclic scale-free graph increases cooperation when multiple games are considered; however, cycles have the opposite effect on how forgiving agents are when playing the Prisoner’s Dilemma game. PMID:26899456

Final Technical Report: Quantification of Uncertainty in Extreme Scale Computations (QUEST)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Knio, Omar M.

QUEST is a SciDAC Institute comprising Sandia National Laboratories, Los Alamos National Laboratory, University of Southern California, Massachusetts Institute of Technology, University of Texas at Austin, and Duke University. The mission of QUEST is to: (1) develop a broad class of uncertainty quantification (UQ) methods/tools, and (2) provide UQ expertise and software to other SciDAC projects, thereby enabling/guiding their UQ activities. The Duke effort focused on the development of algorithms and utility software for non-intrusive sparse UQ representations, and on participation in the organization of annual workshops and tutorials to disseminate UQ tools to the community, and to gather inputmore » in order to adapt approaches to the needs of SciDAC customers. In particular, fundamental developments were made in (a) multiscale stochastic preconditioners, (b) gradient-based approaches to inverse problems, (c) adaptive pseudo-spectral approximations, (d) stochastic limit cycles, and (e) sensitivity analysis tools for noisy systems. In addition, large-scale demonstrations were performed, namely in the context of ocean general circulation models.« less

A Backward-Lagrangian-Stochastic Footprint Model for the Urban Environment

NASA Astrophysics Data System (ADS)

Wang, Chenghao; Wang, Zhi-Hua; Yang, Jiachuan; Li, Qi

2018-02-01

Built terrains, with their complexity in morphology, high heterogeneity, and anthropogenic impact, impose substantial challenges in Earth-system modelling. In particular, estimation of the source areas and footprints of atmospheric measurements in cities requires realistic representation of the landscape characteristics and flow physics in urban areas, but has hitherto been heavily reliant on large-eddy simulations. In this study, we developed physical parametrization schemes for estimating urban footprints based on the backward-Lagrangian-stochastic algorithm, with the built environment represented by street canyons. The vertical profile of mean streamwise velocity is parametrized for the urban canopy and boundary layer. Flux footprints estimated by the proposed model show reasonable agreement with analytical predictions over flat surfaces without roughness elements, and with experimental observations over sparse plant canopies. Furthermore, comparisons of canyon flow and turbulence profiles and the subsequent footprints were made between the proposed model and large-eddy simulation data. The results suggest that the parametrized canyon wind and turbulence statistics, based on the simple similarity theory used, need to be further improved to yield more realistic urban footprint modelling.

Sparse cliques trump scale-free networks in coordination and competition

NASA Astrophysics Data System (ADS)

Gianetto, David A.; Heydari, Babak

2016-02-01

Cooperative behavior, a natural, pervasive and yet puzzling phenomenon, can be significantly enhanced by networks. Many studies have shown how global network characteristics affect cooperation; however, it is difficult to understand how this occurs based on global factors alone, low-level network building blocks, or motifs are necessary. In this work, we systematically alter the structure of scale-free and clique networks and show, through a stochastic evolutionary game theory model, that cooperation on cliques increases linearly with community motif count. We further show that, for reactive stochastic strategies, network modularity improves cooperation in the anti-coordination Snowdrift game and the Prisoner’s Dilemma game but not in the Stag Hunt coordination game. We also confirm the negative effect of the scale-free graph on cooperation when effective payoffs are used. On the flip side, clique graphs are highly cooperative across social environments. Adding cycles to the acyclic scale-free graph increases cooperation when multiple games are considered; however, cycles have the opposite effect on how forgiving agents are when playing the Prisoner’s Dilemma game.

To Grid or Not to Grid… Precipitation Data and Hydrological Modeling in the Khangai Mountain Region of Mongolia

NASA Astrophysics Data System (ADS)

Venable, N. B. H.; Fassnacht, S. R.; Adyabadam, G.

2014-12-01

Precipitation data in semi-arid and mountainous regions is often spatially and temporally sparse, yet it is a key variable needed to drive hydrological models. Gridded precipitation datasets provide a spatially and temporally coherent alternative to the use of point-based station data, but in the case of Mongolia, may not be constructed from all data available from government data sources, or may only be available at coarse resolutions. To examine the uncertainty associated with the use of gridded and/or point precipitation data, monthly water balance models of three river basins across forest steppe (the Khoid Tamir River at Ikhtamir), steppe (the Baidrag River at Bayanburd), and desert steppe (the Tuin River at Bogd) ecozones in the Khangai Mountain Region of Mongolia were compared. The models were forced over a 10-year period from 2001-2010, with gridded temperature and precipitation data at a 0.5 x 0.5 degree resolution. These results were compared to modeling using an interpolated hybrid of the gridded data and additional point data recently gathered from government sources; and with point data from the nearest meteorological station to the streamflow gage of choice. Goodness-of-fit measures including the Nash-Sutcliff Efficiency statistic, the percent bias, and the RMSE-observations standard deviation ratio were used to assess model performance. The results were mixed with smaller differences between the two gridded products as compared to the differences between gridded products and station data. The largest differences in precipitation inputs and modeled runoff amounts occurred between the two gridded datasets and station data in the desert steppe (Tuin), and the smallest differences occurred in the forest steppe (Khoid Tamir) and steppe (Baidrag). Mean differences between water balance model results are generally smaller than mean differences in the initial input data over the period of record. Seasonally, larger differences in gridded versus station-based precipitation products and modeled outputs occur in summer in the desert-steppe, and in spring in the forest steppe. Choice of precipitation data source in terms of gridded or point-based data directly affects model outcomes with greater uncertainty noted on a seasonal basis across ecozones of the Khangai.

Systematic Evaluation of Stochastic Methods in Power System Scheduling and Dispatch with Renewable Energy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Yishen; Zhou, Zhi; Liu, Cong

2016-08-01

As more wind power and other renewable resources are being integrated into the electric power grid, the forecast uncertainty brings operational challenges for the power system operators. In this report, different operational strategies for uncertainty management are presented and evaluated. A comprehensive and consistent simulation framework is developed to analyze the performance of different reserve policies and scheduling techniques under uncertainty in wind power. Numerical simulations are conducted on a modified version of the IEEE 118-bus system with a 20% wind penetration level, comparing deterministic, interval, and stochastic unit commitment strategies. The results show that stochastic unit commitment provides amore » reliable schedule without large increases in operational costs. Moreover, decomposition techniques, such as load shift factor and Benders decomposition, can help in overcoming the computational obstacles to stochastic unit commitment and enable the use of a larger scenario set to represent forecast uncertainty. In contrast, deterministic and interval unit commitment tend to give higher system costs as more reserves are being scheduled to address forecast uncertainty. However, these approaches require a much lower computational effort Choosing a proper lower bound for the forecast uncertainty is important for balancing reliability and system operational cost in deterministic and interval unit commitment. Finally, we find that the introduction of zonal reserve requirements improves reliability, but at the expense of higher operational costs.« less

Localization with Sparse Acoustic Sensor Network Using UAVs as Information-Seeking Data Mules

DTIC Science & Technology

2013-05-01

technique to differentiate among several sources. 2.2. AoA Estimation AoA Models. The kth of NAOA AoA sensors produces an angular measurement modeled...squares sense. θ̂ = arg min φ 3∑ i=1 ( ̂τi0 − eTφ ri )2 (9) The minimization was done by gridding the one-dimensional angular space and finding the optimum...Latitude E5500 laptop running FreeBSD and custom Java applications to process and store the raw audio signals. Power Source: The laptop was powered for an

Effect of monthly areal rainfall uncertainty on streamflow simulation

NASA Astrophysics Data System (ADS)

Ndiritu, J. G.; Mkhize, N.

2017-08-01

Areal rainfall is mostly obtained from point rainfall measurements that are sparsely located and several studies have shown that this results in large areal rainfall uncertainties at the daily time step. However, water resources assessment is often carried out a monthly time step and streamflow simulation is usually an essential component of this assessment. This study set out to quantify monthly areal rainfall uncertainties and assess their effect on streamflow simulation. This was achieved by; i) quantifying areal rainfall uncertainties and using these to generate stochastic monthly areal rainfalls, and ii) finding out how the quality of monthly streamflow simulation and streamflow variability change if stochastic areal rainfalls are used instead of historic areal rainfalls. Tests on monthly rainfall uncertainty were carried out using data from two South African catchments while streamflow simulation was confined to one of them. A non-parametric model that had been applied at a daily time step was used for stochastic areal rainfall generation and the Pitman catchment model calibrated using the SCE-UA optimizer was used for streamflow simulation. 100 randomly-initialised calibration-validation runs using 100 stochastic areal rainfalls were compared with 100 runs obtained using the single historic areal rainfall series. By using 4 rain gauges alternately to obtain areal rainfall, the resulting differences in areal rainfall averaged to 20% of the mean monthly areal rainfall and rainfall uncertainty was therefore highly significant. Pitman model simulations obtained coefficient of efficiencies averaging 0.66 and 0.64 in calibration and validation using historic rainfalls while the respective values using stochastic areal rainfalls were 0.59 and 0.57. Average bias was less than 5% in all cases. The streamflow ranges using historic rainfalls averaged to 29% of the mean naturalised flow in calibration and validation and the respective average ranges using stochastic monthly rainfalls were 86 and 90% of the mean naturalised streamflow. In calibration, 33% of the naturalised flow located within the streamflow ranges with historic rainfall simulations and using stochastic rainfalls increased this to 66%. In validation the respective percentages of naturalised flows located within the simulated streamflow ranges were 32 and 72% respectively. The analysis reveals that monthly areal rainfall uncertainty is significant and incorporating it into streamflow simulation would add validity to the results.

Fracture size and transmissivity correlations: Implications for transport simulations in sparse three-dimensional discrete fracture networks following a truncated power law distribution of fracture size

DOE PAGES

Hyman, Jeffrey De'Haven; Aldrich, Garrett Allen; Viswanathan, Hari S.; ...

2016-08-01

We characterize how different fracture size-transmissivity relationships influence flow and transport simulations through sparse three-dimensional discrete fracture networks. Although it is generally accepted that there is a positive correlation between a fracture's size and its transmissivity/aperture, the functional form of that relationship remains a matter of debate. Relationships that assume perfect correlation, semicorrelation, and noncorrelation between the two have been proposed. To study the impact that adopting one of these relationships has on transport properties, we generate multiple sparse fracture networks composed of circular fractures whose radii follow a truncated power law distribution. The distribution of transmissivities are selected somore » that the mean transmissivity of the fracture networks are the same and the distributions of aperture and transmissivity in models that include a stochastic term are also the same. We observe that adopting a correlation between a fracture size and its transmissivity leads to earlier breakthrough times and higher effective permeability when compared to networks where no correlation is used. While fracture network geometry plays the principal role in determining where transport occurs within the network, the relationship between size and transmissivity controls the flow speed. Lastly, these observations indicate DFN modelers should be aware that breakthrough times and effective permeabilities can be strongly influenced by such a relationship in addition to fracture and network statistics.« less

Fracture size and transmissivity correlations: Implications for transport simulations in sparse three-dimensional discrete fracture networks following a truncated power law distribution of fracture size

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hyman, Jeffrey De'Haven; Aldrich, Garrett Allen; Viswanathan, Hari S.

We characterize how different fracture size-transmissivity relationships influence flow and transport simulations through sparse three-dimensional discrete fracture networks. Although it is generally accepted that there is a positive correlation between a fracture's size and its transmissivity/aperture, the functional form of that relationship remains a matter of debate. Relationships that assume perfect correlation, semicorrelation, and noncorrelation between the two have been proposed. To study the impact that adopting one of these relationships has on transport properties, we generate multiple sparse fracture networks composed of circular fractures whose radii follow a truncated power law distribution. The distribution of transmissivities are selected somore » that the mean transmissivity of the fracture networks are the same and the distributions of aperture and transmissivity in models that include a stochastic term are also the same. We observe that adopting a correlation between a fracture size and its transmissivity leads to earlier breakthrough times and higher effective permeability when compared to networks where no correlation is used. While fracture network geometry plays the principal role in determining where transport occurs within the network, the relationship between size and transmissivity controls the flow speed. Lastly, these observations indicate DFN modelers should be aware that breakthrough times and effective permeabilities can be strongly influenced by such a relationship in addition to fracture and network statistics.« less

Sparse Representation with Spatio-Temporal Online Dictionary Learning for Efficient Video Coding.

PubMed

Dai, Wenrui; Shen, Yangmei; Tang, Xin; Zou, Junni; Xiong, Hongkai; Chen, Chang Wen

2016-07-27

Classical dictionary learning methods for video coding suer from high computational complexity and interfered coding eciency by disregarding its underlying distribution. This paper proposes a spatio-temporal online dictionary learning (STOL) algorithm to speed up the convergence rate of dictionary learning with a guarantee of approximation error. The proposed algorithm incorporates stochastic gradient descents to form a dictionary of pairs of 3-D low-frequency and highfrequency spatio-temporal volumes. In each iteration of the learning process, it randomly selects one sample volume and updates the atoms of dictionary by minimizing the expected cost, rather than optimizes empirical cost over the complete training data like batch learning methods, e.g. K-SVD. Since the selected volumes are supposed to be i.i.d. samples from the underlying distribution, decomposition coecients attained from the trained dictionary are desirable for sparse representation. Theoretically, it is proved that the proposed STOL could achieve better approximation for sparse representation than K-SVD and maintain both structured sparsity and hierarchical sparsity. It is shown to outperform batch gradient descent methods (K-SVD) in the sense of convergence speed and computational complexity, and its upper bound for prediction error is asymptotically equal to the training error. With lower computational complexity, extensive experiments validate that the STOL based coding scheme achieves performance improvements than H.264/AVC or HEVC as well as existing super-resolution based methods in ratedistortion performance and visual quality.

3-D minimum-structure inversion of magnetotelluric data using the finite-element method and tetrahedral grids

NASA Astrophysics Data System (ADS)

Jahandari, H.; Farquharson, C. G.

2017-11-01

Unstructured grids enable representing arbitrary structures more accurately and with fewer cells compared to regular structured grids. These grids also allow more efficient refinements compared to rectilinear meshes. In this study, tetrahedral grids are used for the inversion of magnetotelluric (MT) data, which allows for the direct inclusion of topography in the model, for constraining an inversion using a wireframe-based geological model and for local refinement at the observation stations. A minimum-structure method with an iterative model-space Gauss-Newton algorithm for optimization is used. An iterative solver is employed for solving the normal system of equations at each Gauss-Newton step and the sensitivity matrix-vector products that are required by this solver are calculated using pseudo-forward problems. This method alleviates the need to explicitly form the Hessian or Jacobian matrices which significantly reduces the required computation memory. Forward problems are formulated using an edge-based finite-element approach and a sparse direct solver is used for the solutions. This solver allows saving and re-using the factorization of matrices for similar pseudo-forward problems within a Gauss-Newton iteration which greatly minimizes the computation time. Two examples are presented to show the capability of the algorithm: the first example uses a benchmark model while the second example represents a realistic geological setting with topography and a sulphide deposit. The data that are inverted are the full-tensor impedance and the magnetic transfer function vector. The inversions sufficiently recovered the models and reproduced the data, which shows the effectiveness of unstructured grids for complex and realistic MT inversion scenarios. The first example is also used to demonstrate the computational efficiency of the presented model-space method by comparison with its data-space counterpart.

Measurement error in time-series analysis: a simulation study comparing modelled and monitored data.

PubMed

Butland, Barbara K; Armstrong, Ben; Atkinson, Richard W; Wilkinson, Paul; Heal, Mathew R; Doherty, Ruth M; Vieno, Massimo

2013-11-13

Assessing health effects from background exposure to air pollution is often hampered by the sparseness of pollution monitoring networks. However, regional atmospheric chemistry-transport models (CTMs) can provide pollution data with national coverage at fine geographical and temporal resolution. We used statistical simulation to compare the impact on epidemiological time-series analysis of additive measurement error in sparse monitor data as opposed to geographically and temporally complete model data. Statistical simulations were based on a theoretical area of 4 regions each consisting of twenty-five 5 km × 5 km grid-squares. In the context of a 3-year Poisson regression time-series analysis of the association between mortality and a single pollutant, we compared the error impact of using daily grid-specific model data as opposed to daily regional average monitor data. We investigated how this comparison was affected if we changed the number of grids per region containing a monitor. To inform simulations, estimates (e.g. of pollutant means) were obtained from observed monitor data for 2003-2006 for national network sites across the UK and corresponding model data that were generated by the EMEP-WRF CTM. Average within-site correlations between observed monitor and model data were 0.73 and 0.76 for rural and urban daily maximum 8-hour ozone respectively, and 0.67 and 0.61 for rural and urban loge(daily 1-hour maximum NO2). When regional averages were based on 5 or 10 monitors per region, health effect estimates exhibited little bias. However, with only 1 monitor per region, the regression coefficient in our time-series analysis was attenuated by an estimated 6% for urban background ozone, 13% for rural ozone, 29% for urban background loge(NO2) and 38% for rural loge(NO2). For grid-specific model data the corresponding figures were 19%, 22%, 54% and 44% respectively, i.e. similar for rural loge(NO2) but more marked for urban loge(NO2). Even if correlations between model and monitor data appear reasonably strong, additive classical measurement error in model data may lead to appreciable bias in health effect estimates. As process-based air pollution models become more widely used in epidemiological time-series analysis, assessments of error impact that include statistical simulation may be useful.

Locating PHEV exchange stations in V2G

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pan, Feng; Bent, Russell; Berscheid, Alan

2010-01-01

Plug-in hybrid electric vehicle (PREV) is an environment friendly modem transportation method and has been rapidly penetrate the transportation system. Renewable energy is another contributor to clean power but the associated intermittence increases the uncertainty in power generation. As a foreseen benefit of a vchicle-to-grid (V2G) system, PREV supporting infrastructures like battery exchange stations can provide battery service to PREV customers as well as being plugged into a power grid as energy sources and stabilizer. The locations of exchange stations are important for these two objectives under constraints from both ,transportation system and power grid. To model this location problemmore » and to understand and analyze the benefit of a V2G system, we develop a two-stage stochastic program to optimally locate the stations prior to the realizations of battery demands, loads, and generation capacity of renewable power sources. Based on this model, we use two data sets to construct the V2G systems and test the benefit and the performance of these systems.« less

The Effect of DEM Source and Grid Size on the Index of Connectivity in Savanna Catchments

NASA Astrophysics Data System (ADS)

Jarihani, Ben; Sidle, Roy; Bartley, Rebecca; Roth, Christian

2017-04-01

The term "hydrological connectivity" is increasingly used instead of sediment delivery ratio to describe the linkage between the sources of water and sediment within a catchment to the catchment outlet. Sediment delivery ratio is an empirical parameter that is highly site-specific and tends to lump all processes, whilst hydrological connectivity focuses on the spatially-explicit hydrologic drivers of surficial processes. Detailed topographic information plays a fundamental role in geomorphological interpretations as well as quantitative modelling of sediment fluxes and connectivity. Geomorphometric analysis permits a detailed characterization of drainage area and drainage pattern together with the possibility of characterizing surface roughness. High resolution topographic data (i.e., LiDAR) are not available for all areas; however, remotely sensed topographic data from multiple sources with different grid sizes are used to undertake geomorphologic analysis in data-sparse regions. The Index of Connectivity (IC), a geomorphometric model based only on DEM data, is applied in two small savanna catchments in Queensland, Australia. The influence of the scale of the topographic data is explored by using DEMs from LiDAR ( 1 m), WorldDEM ( 10 m), raw SRTM and hydrologically corrected SRTM derived data ( 30 m) to calculate the index of connectivity. The effect of the grid size is also investigated by resampling the high resolution LiDAR DEM to multiple grid sizes (e.g. 5, 10, 20 m) and comparing the extracted IC.

Energy storage arbitrage under day-ahead and real-time price uncertainty

DOE Office of Scientific and Technical Information (OSTI.GOV)

Krishnamurthy, Dheepak; Uckun, Canan; Zhou, Zhi

Electricity markets must match real-time supply and demand of electricity. With increasing penetration of renewable resources, it is important that this balancing is done effectively, considering the high uncertainty of wind and solar energy. Storing electrical energy can make the grid more reliable and efficient and energy storage is proposed as a complement to highly variable renewable energy sources. However, for investments in energy storage to increase, participating in the market must become economically viable for owners. This paper proposes a stochastic formulation of a storage owner’s arbitrage profit maximization problem under uncertainty in day-ahead (DA) and real-time (RT) marketmore » prices. The proposed model helps storage owners in market bidding and operational decisions and in estimation of the economic viability of energy storage. Finally, case study results on realistic market price data show that the novel stochastic bidding approach does significantly better than the deterministic benchmark.« less

Kinetic Monte Carlo modeling of chemical reactions coupled with heat transfer.

PubMed

Castonguay, Thomas C; Wang, Feng

2008-03-28

In this paper, we describe two types of effective events for describing heat transfer in a kinetic Monte Carlo (KMC) simulation that may involve stochastic chemical reactions. Simulations employing these events are referred to as KMC-TBT and KMC-PHE. In KMC-TBT, heat transfer is modeled as the stochastic transfer of "thermal bits" between adjacent grid points. In KMC-PHE, heat transfer is modeled by integrating the Poisson heat equation for a short time. Either approach is capable of capturing the time dependent system behavior exactly. Both KMC-PHE and KMC-TBT are validated by simulating pure heat transfer in a rod and a square and modeling a heated desorption problem where exact numerical results are available. KMC-PHE is much faster than KMC-TBT and is used to study the endothermic desorption of a lattice gas. Interesting findings from this study are reported.

Kinetic Monte Carlo modeling of chemical reactions coupled with heat transfer

NASA Astrophysics Data System (ADS)

Castonguay, Thomas C.; Wang, Feng

2008-03-01

In this paper, we describe two types of effective events for describing heat transfer in a kinetic Monte Carlo (KMC) simulation that may involve stochastic chemical reactions. Simulations employing these events are referred to as KMC-TBT and KMC-PHE. In KMC-TBT, heat transfer is modeled as the stochastic transfer of "thermal bits" between adjacent grid points. In KMC-PHE, heat transfer is modeled by integrating the Poisson heat equation for a short time. Either approach is capable of capturing the time dependent system behavior exactly. Both KMC-PHE and KMC-TBT are validated by simulating pure heat transfer in a rod and a square and modeling a heated desorption problem where exact numerical results are available. KMC-PHE is much faster than KMC-TBT and is used to study the endothermic desorption of a lattice gas. Interesting findings from this study are reported.

Energy storage arbitrage under day-ahead and real-time price uncertainty

DOE PAGES

Krishnamurthy, Dheepak; Uckun, Canan; Zhou, Zhi; ...

2017-04-04

Electricity markets must match real-time supply and demand of electricity. With increasing penetration of renewable resources, it is important that this balancing is done effectively, considering the high uncertainty of wind and solar energy. Storing electrical energy can make the grid more reliable and efficient and energy storage is proposed as a complement to highly variable renewable energy sources. However, for investments in energy storage to increase, participating in the market must become economically viable for owners. This paper proposes a stochastic formulation of a storage owner’s arbitrage profit maximization problem under uncertainty in day-ahead (DA) and real-time (RT) marketmore » prices. The proposed model helps storage owners in market bidding and operational decisions and in estimation of the economic viability of energy storage. Finally, case study results on realistic market price data show that the novel stochastic bidding approach does significantly better than the deterministic benchmark.« less

Parameterization of GCM subgrid nonprecipitating cumulus and stratocumulus clouds using stochastic/phenomenological methods. Annual technical progress report, 1 December 1992--30 November 1993

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stull, R.B.

1993-08-27

This document is a progress report to the USDOE Atmospheric Radiation and Measurement Program (ARM). The overall project goal is to relate subgrid-cumulus-cloud formation, coverage, and population characteristics to statistical properties of surface-layer air, which in turn are modulated by heterogeneous land-usage within GCM-grid-box-size regions. The motivation is to improve the understanding and prediction of climate change by more accurately describing radiative and cloud processes.

Multilevel ensemble Kalman filtering

DOE PAGES

Hoel, Hakon; Law, Kody J. H.; Tempone, Raul

2016-06-14

This study embeds a multilevel Monte Carlo sampling strategy into the Monte Carlo step of the ensemble Kalman filter (EnKF) in the setting of finite dimensional signal evolution and noisy discrete-time observations. The signal dynamics is assumed to be governed by a stochastic differential equation (SDE), and a hierarchy of time grids is introduced for multilevel numerical integration of that SDE. Finally, the resulting multilevel EnKF is proved to asymptotically outperform EnKF in terms of computational cost versus approximation accuracy. The theoretical results are illustrated numerically.

Evaluation and inter-comparison of modern day reanalysis datasets over Africa and the Middle East

NASA Astrophysics Data System (ADS)

Shukla, S.; Arsenault, K. R.; Hobbins, M.; Peters-Lidard, C. D.; Verdin, J. P.

2015-12-01

Reanalysis datasets are potentially very valuable for otherwise data-sparse regions such as Africa and the Middle East. They are potentially useful for long-term climate and hydrologic analyses and, given their availability in real-time, they are particularity attractive for real-time hydrologic monitoring purposes (e.g. to monitor flood and drought events). Generally in data-sparse regions, reanalysis variables such as precipitation, temperature, radiation and humidity are used in conjunction with in-situ and/or satellite-based datasets to generate long-term gridded atmospheric forcing datasets. These atmospheric forcing datasets are used to drive offline land surface models and simulate soil moisture and runoff, which are natural indicators of hydrologic conditions. Therefore, any uncertainty or bias in the reanalysis datasets contributes to uncertainties in hydrologic monitoring estimates. In this presentation, we report on a comprehensive analysis that evaluates several modern-day reanalysis products (such as NASA's MERRA-1 and -2, ECMWF's ERA-Interim and NCEP's CFS Reanalysis) over Africa and the Middle East region. We compare the precipitation and temperature from the reanalysis products with other independent gridded datasets such as GPCC, CRU, and USGS/UCSB's CHIRPS precipitation datasets, and CRU's temperature datasets. The evaluations are conducted at a monthly time scale, since some of these independent datasets are only available at this temporal resolution. The evaluations range from the comparison of the monthly mean climatology to inter-annual variability and long-term changes. Finally, we also present the results of inter-comparisons of radiation and humidity variables from the different reanalysis datasets.

Preconditioned conjugate gradient wave-front reconstructors for multiconjugate adaptive optics

NASA Astrophysics Data System (ADS)

Gilles, Luc; Ellerbroek, Brent L.; Vogel, Curtis R.

2003-09-01

Multiconjugate adaptive optics (MCAO) systems with 104-105 degrees of freedom have been proposed for future giant telescopes. Using standard matrix methods to compute, optimize, and implement wave-front control algorithms for these systems is impractical, since the number of calculations required to compute and apply the reconstruction matrix scales respectively with the cube and the square of the number of adaptive optics degrees of freedom. We develop scalable open-loop iterative sparse matrix implementations of minimum variance wave-front reconstruction for telescope diameters up to 32 m with more than 104 actuators. The basic approach is the preconditioned conjugate gradient method with an efficient preconditioner, whose block structure is defined by the atmospheric turbulent layers very much like the layer-oriented MCAO algorithms of current interest. Two cost-effective preconditioners are investigated: a multigrid solver and a simpler block symmetric Gauss-Seidel (BSGS) sweep. Both options require off-line sparse Cholesky factorizations of the diagonal blocks of the matrix system. The cost to precompute these factors scales approximately as the three-halves power of the number of estimated phase grid points per atmospheric layer, and their average update rate is typically of the order of 10-2 Hz, i.e., 4-5 orders of magnitude lower than the typical 103 Hz temporal sampling rate. All other computations scale almost linearly with the total number of estimated phase grid points. We present numerical simulation results to illustrate algorithm convergence. Convergence rates of both preconditioners are similar, regardless of measurement noise level, indicating that the layer-oriented BSGS sweep is as effective as the more elaborated multiresolution preconditioner.

Elastic SCAD as a novel penalization method for SVM classification tasks in high-dimensional data.

PubMed

Becker, Natalia; Toedt, Grischa; Lichter, Peter; Benner, Axel

2011-05-09

Classification and variable selection play an important role in knowledge discovery in high-dimensional data. Although Support Vector Machine (SVM) algorithms are among the most powerful classification and prediction methods with a wide range of scientific applications, the SVM does not include automatic feature selection and therefore a number of feature selection procedures have been developed. Regularisation approaches extend SVM to a feature selection method in a flexible way using penalty functions like LASSO, SCAD and Elastic Net.We propose a novel penalty function for SVM classification tasks, Elastic SCAD, a combination of SCAD and ridge penalties which overcomes the limitations of each penalty alone.Since SVM models are extremely sensitive to the choice of tuning parameters, we adopted an interval search algorithm, which in comparison to a fixed grid search finds rapidly and more precisely a global optimal solution. Feature selection methods with combined penalties (Elastic Net and Elastic SCAD SVMs) are more robust to a change of the model complexity than methods using single penalties. Our simulation study showed that Elastic SCAD SVM outperformed LASSO (L1) and SCAD SVMs. Moreover, Elastic SCAD SVM provided sparser classifiers in terms of median number of features selected than Elastic Net SVM and often better predicted than Elastic Net in terms of misclassification error.Finally, we applied the penalization methods described above on four publicly available breast cancer data sets. Elastic SCAD SVM was the only method providing robust classifiers in sparse and non-sparse situations. The proposed Elastic SCAD SVM algorithm provides the advantages of the SCAD penalty and at the same time avoids sparsity limitations for non-sparse data. We were first to demonstrate that the integration of the interval search algorithm and penalized SVM classification techniques provides fast solutions on the optimization of tuning parameters.The penalized SVM classification algorithms as well as fixed grid and interval search for finding appropriate tuning parameters were implemented in our freely available R package 'penalizedSVM'.We conclude that the Elastic SCAD SVM is a flexible and robust tool for classification and feature selection tasks for high-dimensional data such as microarray data sets.

Elastic SCAD as a novel penalization method for SVM classification tasks in high-dimensional data

PubMed Central

2011-01-01

Background Classification and variable selection play an important role in knowledge discovery in high-dimensional data. Although Support Vector Machine (SVM) algorithms are among the most powerful classification and prediction methods with a wide range of scientific applications, the SVM does not include automatic feature selection and therefore a number of feature selection procedures have been developed. Regularisation approaches extend SVM to a feature selection method in a flexible way using penalty functions like LASSO, SCAD and Elastic Net. We propose a novel penalty function for SVM classification tasks, Elastic SCAD, a combination of SCAD and ridge penalties which overcomes the limitations of each penalty alone. Since SVM models are extremely sensitive to the choice of tuning parameters, we adopted an interval search algorithm, which in comparison to a fixed grid search finds rapidly and more precisely a global optimal solution. Results Feature selection methods with combined penalties (Elastic Net and Elastic SCAD SVMs) are more robust to a change of the model complexity than methods using single penalties. Our simulation study showed that Elastic SCAD SVM outperformed LASSO (L1) and SCAD SVMs. Moreover, Elastic SCAD SVM provided sparser classifiers in terms of median number of features selected than Elastic Net SVM and often better predicted than Elastic Net in terms of misclassification error. Finally, we applied the penalization methods described above on four publicly available breast cancer data sets. Elastic SCAD SVM was the only method providing robust classifiers in sparse and non-sparse situations. Conclusions The proposed Elastic SCAD SVM algorithm provides the advantages of the SCAD penalty and at the same time avoids sparsity limitations for non-sparse data. We were first to demonstrate that the integration of the interval search algorithm and penalized SVM classification techniques provides fast solutions on the optimization of tuning parameters. The penalized SVM classification algorithms as well as fixed grid and interval search for finding appropriate tuning parameters were implemented in our freely available R package 'penalizedSVM'. We conclude that the Elastic SCAD SVM is a flexible and robust tool for classification and feature selection tasks for high-dimensional data such as microarray data sets. PMID:21554689

Evaluation of a binary optimization approach to find the optimum locations of energy storage devices in a power grid with stochastically varying loads and wind generation

NASA Astrophysics Data System (ADS)

Dar, Zamiyad

The prices in the electricity market change every five minutes. The prices in peak demand hours can be four or five times more than the prices in normal off peak hours. Renewable energy such as wind power has zero marginal cost and a large percentage of wind energy in a power grid can reduce the price significantly. The variability of wind power prevents it from being constantly available in peak hours. The price differentials between off-peak and on-peak hours due to wind power variations provide an opportunity for a storage device owner to buy energy at a low price and sell it in high price hours. In a large and complex power grid, there are many locations for installation of a storage device. Storage device owners prefer to install their device at locations that allow them to maximize profit. Market participants do not possess much information about the system operator's dispatch, power grid, competing generators and transmission system. The publicly available data from the system operator usually consists of Locational Marginal Prices (LMP), load, reserve prices and regulation prices. In this thesis, we develop a method to find the optimum location of a storage device without using the grid, transmission or generator data. We formulate and solve an optimization problem to find the most profitable location for a storage device using only the publicly available market pricing data such as LMPs, and reserve prices. We consider constraints arising due to storage device operation limitations in our objective function. We use binary optimization and branch and bound method to optimize the operation of a storage device at a given location to earn maximum profit. We use two different versions of our method and optimize the profitability of a storage unit at each location in a 36 bus model of north eastern United States and south eastern Canada for four representative days representing four seasons in a year. Finally, we compare our results from the two versions of our method with a multi period stochastically optimized economic dispatch of the same power system with storage device at locations proposed by our method. We observe a small gap in profit values arising due to the effect of storage device on market prices. However, we observe that the ranking of different locations in terms of profitability remains almost unchanged. This leads us to conclude that our method can successfully predict the optimum locations for installation of storage units in a complex grid using only the publicly available electricity market data.

Mesoscale atmospheric modeling for emergency response

NASA Astrophysics Data System (ADS)

Osteen, B. L.; Fast, J. D.

Atmospheric transport models for emergency response have traditionally utilized meteorological fields interpolated from sparse data to predict contaminant transport. Often these fields are adjusted to satisfy constraints derived from the governing equations of geophysical fluid dynamics, e.g. mass continuity. Gaussian concentration distributions or stochastic models are then used to represent turbulent diffusion of a contaminant in the diagnosed meteorological fields. The popularity of these models derives from their relative simplicity, ability to make reasonable short-term predictions, and, most important, execution speed. The ability to generate a transport prediction for an accidental release from the Savannah River Site in a time frame which will allow protective action to be taken is essential in an emergency response operation.

A critical remark on the applicability of E-OBS European gridded temperature data set for validating control climate simulations

NASA Astrophysics Data System (ADS)

Kyselý, Jan; Plavcová, Eva

2010-12-01

The study compares daily maximum (Tmax) and minimum (Tmin) temperatures in two data sets interpolated from irregularly spaced meteorological stations to a regular grid: the European gridded data set (E-OBS), produced from a relatively sparse network of stations available in the European Climate Assessment and Dataset (ECA&D) project, and a data set gridded onto the same grid from a high-density network of stations in the Czech Republic (GriSt). We show that large differences exist between the two gridded data sets, particularly for Tmin. The errors tend to be larger in tails of the distributions. In winter, temperatures below the 10% quantile of Tmin, which is still far from the very tail of the distribution, are too warm by almost 2°C in E-OBS on average. A large bias is found also for the diurnal temperature range. Comparison with simple average series from stations in two regions reveals that differences between GriSt and the station averages are minor relative to differences between E-OBS and either of the two data sets. The large deviations between the two gridded data sets affect conclusions concerning validation of temperature characteristics in regional climate model (RCM) simulations. The bias of the E-OBS data set and limitations with respect to its applicability for evaluating RCMs stem primarily from (1) insufficient density of information from station observations used for the interpolation, including the fact that the stations available may not be representative for a wider area, and (2) inconsistency between the radii of the areal average values in high-resolution RCMs and E-OBS. Further increases in the amount and quality of station data available within ECA&D and used in the E-OBS data set are essentially needed for more reliable validation of climate models against recent climate on a continental scale.

Grid-based lattice summation of electrostatic potentials by assembled rank-structured tensor approximation

NASA Astrophysics Data System (ADS)

Khoromskaia, Venera; Khoromskij, Boris N.

2014-12-01

Our recent method for low-rank tensor representation of sums of the arbitrarily positioned electrostatic potentials discretized on a 3D Cartesian grid reduces the 3D tensor summation to operations involving only 1D vectors however retaining the linear complexity scaling in the number of potentials. Here, we introduce and study a novel tensor approach for fast and accurate assembled summation of a large number of lattice-allocated potentials represented on 3D N × N × N grid with the computational requirements only weakly dependent on the number of summed potentials. It is based on the assembled low-rank canonical tensor representations of the collected potentials using pointwise sums of shifted canonical vectors representing the single generating function, say the Newton kernel. For a sum of electrostatic potentials over L × L × L lattice embedded in a box the required storage scales linearly in the 1D grid-size, O(N) , while the numerical cost is estimated by O(NL) . For periodic boundary conditions, the storage demand remains proportional to the 1D grid-size of a unit cell, n = N / L, while the numerical cost reduces to O(N) , that outperforms the FFT-based Ewald-type summation algorithms of complexity O(N3 log N) . The complexity in the grid parameter N can be reduced even to the logarithmic scale O(log N) by using data-sparse representation of canonical N-vectors via the quantics tensor approximation. For justification, we prove an upper bound on the quantics ranks for the canonical vectors in the overall lattice sum. The presented approach is beneficial in applications which require further functional calculus with the lattice potential, say, scalar product with a function, integration or differentiation, which can be performed easily in tensor arithmetics on large 3D grids with 1D cost. Numerical tests illustrate the performance of the tensor summation method and confirm the estimated bounds on the tensor ranks.

The interplay of intrinsic and extrinsic bounded noises in biomolecular networks.

PubMed

Caravagna, Giulio; Mauri, Giancarlo; d'Onofrio, Alberto

2013-01-01

After being considered as a nuisance to be filtered out, it became recently clear that biochemical noise plays a complex role, often fully functional, for a biomolecular network. The influence of intrinsic and extrinsic noises on biomolecular networks has intensively been investigated in last ten years, though contributions on the co-presence of both are sparse. Extrinsic noise is usually modeled as an unbounded white or colored gaussian stochastic process, even though realistic stochastic perturbations are clearly bounded. In this paper we consider Gillespie-like stochastic models of nonlinear networks, i.e. the intrinsic noise, where the model jump rates are affected by colored bounded extrinsic noises synthesized by a suitable biochemical state-dependent Langevin system. These systems are described by a master equation, and a simulation algorithm to analyze them is derived. This new modeling paradigm should enlarge the class of systems amenable at modeling. We investigated the influence of both amplitude and autocorrelation time of a extrinsic Sine-Wiener noise on: (i) the Michaelis-Menten approximation of noisy enzymatic reactions, which we show to be applicable also in co-presence of both intrinsic and extrinsic noise, (ii) a model of enzymatic futile cycle and (iii) a genetic toggle switch. In (ii) and (iii) we show that the presence of a bounded extrinsic noise induces qualitative modifications in the probability densities of the involved chemicals, where new modes emerge, thus suggesting the possible functional role of bounded noises.

Ordering Unstructured Meshes for Sparse Matrix Computations on Leading Parallel Systems

NASA Technical Reports Server (NTRS)

Oliker, Leonid; Li, Xiaoye; Heber, Gerd; Biswas, Rupak

2000-01-01

The ability of computers to solve hitherto intractable problems and simulate complex processes using mathematical models makes them an indispensable part of modern science and engineering. Computer simulations of large-scale realistic applications usually require solving a set of non-linear partial differential equations (PDES) over a finite region. For example, one thrust area in the DOE Grand Challenge projects is to design future accelerators such as the SpaHation Neutron Source (SNS). Our colleagues at SLAC need to model complex RFQ cavities with large aspect ratios. Unstructured grids are currently used to resolve the small features in a large computational domain; dynamic mesh adaptation will be added in the future for additional efficiency. The PDEs for electromagnetics are discretized by the FEM method, which leads to a generalized eigenvalue problem Kx = AMx, where K and M are the stiffness and mass matrices, and are very sparse. In a typical cavity model, the number of degrees of freedom is about one million. For such large eigenproblems, direct solution techniques quickly reach the memory limits. Instead, the most widely-used methods are Krylov subspace methods, such as Lanczos or Jacobi-Davidson. In all the Krylov-based algorithms, sparse matrix-vector multiplication (SPMV) must be performed repeatedly. Therefore, the efficiency of SPMV usually determines the eigensolver speed. SPMV is also one of the most heavily used kernels in large-scale numerical simulations.

Atmospheric inverse modeling via sparse reconstruction

NASA Astrophysics Data System (ADS)

Hase, Nils; Miller, Scot M.; Maaß, Peter; Notholt, Justus; Palm, Mathias; Warneke, Thorsten

2017-10-01

Many applications in atmospheric science involve ill-posed inverse problems. A crucial component of many inverse problems is the proper formulation of a priori knowledge about the unknown parameters. In most cases, this knowledge is expressed as a Gaussian prior. This formulation often performs well at capturing smoothed, large-scale processes but is often ill equipped to capture localized structures like large point sources or localized hot spots. Over the last decade, scientists from a diverse array of applied mathematics and engineering fields have developed sparse reconstruction techniques to identify localized structures. In this study, we present a new regularization approach for ill-posed inverse problems in atmospheric science. It is based on Tikhonov regularization with sparsity constraint and allows bounds on the parameters. We enforce sparsity using a dictionary representation system. We analyze its performance in an atmospheric inverse modeling scenario by estimating anthropogenic US methane (CH4) emissions from simulated atmospheric measurements. Different measures indicate that our sparse reconstruction approach is better able to capture large point sources or localized hot spots than other methods commonly used in atmospheric inversions. It captures the overall signal equally well but adds details on the grid scale. This feature can be of value for any inverse problem with point or spatially discrete sources. We show an example for source estimation of synthetic methane emissions from the Barnett shale formation.

Regularized two-step brain activity reconstruction from spatiotemporal EEG data

NASA Astrophysics Data System (ADS)

Alecu, Teodor I.; Voloshynovskiy, Sviatoslav; Pun, Thierry

2004-10-01

We are aiming at using EEG source localization in the framework of a Brain Computer Interface project. We propose here a new reconstruction procedure, targeting source (or equivalently mental task) differentiation. EEG data can be thought of as a collection of time continuous streams from sparse locations. The measured electric potential on one electrode is the result of the superposition of synchronized synaptic activity from sources in all the brain volume. Consequently, the EEG inverse problem is a highly underdetermined (and ill-posed) problem. Moreover, each source contribution is linear with respect to its amplitude but non-linear with respect to its localization and orientation. In order to overcome these drawbacks we propose a novel two-step inversion procedure. The solution is based on a double scale division of the solution space. The first step uses a coarse discretization and has the sole purpose of globally identifying the active regions, via a sparse approximation algorithm. The second step is applied only on the retained regions and makes use of a fine discretization of the space, aiming at detailing the brain activity. The local configuration of sources is recovered using an iterative stochastic estimator with adaptive joint minimum energy and directional consistency constraints.

Simulated effect of pig-population density on epidemic size and choice of control strategy for classical swine fever epidemics in The Netherlands.

PubMed

Mangen, M-J J; Nielen, M; Burrell, A M

2002-12-18

We examined the importance of pig-population density in the area of an outbreak of classical swine fever (CSF) for the spread of the infection and the choice of control measures. A spatial, stochastic, dynamic epidemiological simulation model linked to a sector-level market-and-trade model for The Netherlands were used. Outbreaks in sparsely and densely populated areas were compared under four different control strategies and with two alternative trade assumptions. The obligatory control strategy required by current EU legislation was predicted to be enough to eradicate an epidemic starting in an area with sparse pig population. By contrast, additional control measures would be necessary if the outbreak began in an area with high pig density. The economic consequences of using preventive slaughter rather than emergency vaccination as an additional control measure depended strongly on the reactions of trading partners. Reducing the number of animal movements significantly reduced the size and length of epidemics in areas with high pig density. The phenomenon of carrier piglets was included in the model with realistic probabilities of infection by this route, but it made a negligible contribution to the spread of the infection.

Addressing model error through atmospheric stochastic physical parametrizations: impact on the coupled ECMWF seasonal forecasting system

PubMed Central

Weisheimer, Antje; Corti, Susanna; Palmer, Tim; Vitart, Frederic

2014-01-01

The finite resolution of general circulation models of the coupled atmosphere–ocean system and the effects of sub-grid-scale variability present a major source of uncertainty in model simulations on all time scales. The European Centre for Medium-Range Weather Forecasts has been at the forefront of developing new approaches to account for these uncertainties. In particular, the stochastically perturbed physical tendency scheme and the stochastically perturbed backscatter algorithm for the atmosphere are now used routinely for global numerical weather prediction. The European Centre also performs long-range predictions of the coupled atmosphere–ocean climate system in operational forecast mode, and the latest seasonal forecasting system—System 4—has the stochastically perturbed tendency and backscatter schemes implemented in a similar way to that for the medium-range weather forecasts. Here, we present results of the impact of these schemes in System 4 by contrasting the operational performance on seasonal time scales during the retrospective forecast period 1981–2010 with comparable simulations that do not account for the representation of model uncertainty. We find that the stochastic tendency perturbation schemes helped to reduce excessively strong convective activity especially over the Maritime Continent and the tropical Western Pacific, leading to reduced biases of the outgoing longwave radiation (OLR), cloud cover, precipitation and near-surface winds. Positive impact was also found for the statistics of the Madden–Julian oscillation (MJO), showing an increase in the frequencies and amplitudes of MJO events. Further, the errors of El Niño southern oscillation forecasts become smaller, whereas increases in ensemble spread lead to a better calibrated system if the stochastic tendency is activated. The backscatter scheme has overall neutral impact. Finally, evidence for noise-activated regime transitions has been found in a cluster analysis of mid-latitude circulation regimes over the Pacific–North America region. PMID:24842026

Addressing model error through atmospheric stochastic physical parametrizations: impact on the coupled ECMWF seasonal forecasting system.

PubMed

Weisheimer, Antje; Corti, Susanna; Palmer, Tim; Vitart, Frederic

2014-06-28

The finite resolution of general circulation models of the coupled atmosphere-ocean system and the effects of sub-grid-scale variability present a major source of uncertainty in model simulations on all time scales. The European Centre for Medium-Range Weather Forecasts has been at the forefront of developing new approaches to account for these uncertainties. In particular, the stochastically perturbed physical tendency scheme and the stochastically perturbed backscatter algorithm for the atmosphere are now used routinely for global numerical weather prediction. The European Centre also performs long-range predictions of the coupled atmosphere-ocean climate system in operational forecast mode, and the latest seasonal forecasting system--System 4--has the stochastically perturbed tendency and backscatter schemes implemented in a similar way to that for the medium-range weather forecasts. Here, we present results of the impact of these schemes in System 4 by contrasting the operational performance on seasonal time scales during the retrospective forecast period 1981-2010 with comparable simulations that do not account for the representation of model uncertainty. We find that the stochastic tendency perturbation schemes helped to reduce excessively strong convective activity especially over the Maritime Continent and the tropical Western Pacific, leading to reduced biases of the outgoing longwave radiation (OLR), cloud cover, precipitation and near-surface winds. Positive impact was also found for the statistics of the Madden-Julian oscillation (MJO), showing an increase in the frequencies and amplitudes of MJO events. Further, the errors of El Niño southern oscillation forecasts become smaller, whereas increases in ensemble spread lead to a better calibrated system if the stochastic tendency is activated. The backscatter scheme has overall neutral impact. Finally, evidence for noise-activated regime transitions has been found in a cluster analysis of mid-latitude circulation regimes over the Pacific-North America region.

Stochastic Fermi Energization of Coronal Plasma during Explosive Magnetic Energy Release

NASA Astrophysics Data System (ADS)

Pisokas, Theophilos; Vlahos, Loukas; Isliker, Heinz; Tsiolis, Vassilis; Anastasiadis, Anastasios

2017-02-01

The aim of this study is to analyze the interaction of charged particles (ions and electrons) with randomly formed particle scatterers (e.g., large-scale local “magnetic fluctuations” or “coherent magnetic irregularities”) using the setup proposed initially by Fermi. These scatterers are formed by the explosive magnetic energy release and propagate with the Alfvén speed along the irregular magnetic fields. They are large-scale local fluctuations (δB/B ≈ 1) randomly distributed inside the unstable magnetic topology and will here be called Alfvénic Scatterers (AS). We constructed a 3D grid on which a small fraction of randomly chosen grid points are acting as AS. In particular, we study how a large number of test particles evolves inside a collection of AS, analyzing the evolution of their energy distribution and their escape-time distribution. We use a well-established method to estimate the transport coefficients directly from the trajectories of the particles. Using the estimated transport coefficients and solving the Fokker-Planck equation numerically, we can recover the energy distribution of the particles. We have shown that the stochastic Fermi energization of mildly relativistic and relativistic plasma can heat and accelerate the tail of the ambient particle distribution as predicted by Parker & Tidman and Ramaty. The temperature of the hot plasma and the tail of the energetic particles depend on the mean free path (λsc) of the particles between the scatterers inside the energization volume.

Plug-in hybrid electric vehicles in smart grid

NASA Astrophysics Data System (ADS)

Yao, Yin

In this thesis, in order to investigate the impact of charging load from plug-in hybrid electric vehicles (PHEVs), a stochastic model is developed in Matlab. In this model, two main types of PHEVs are defined: public transportation vehicles and private vehicles. Different charging time schedule, charging speed and battery capacity are considered for each type of vehicles. The simulation results reveal that there will be two load peaks (at noon and in evening) when the penetration level of PHEVs increases continuously to 30% in 2030. Therefore, optimization tool is utilized to shift load peaks. This optimization process is based on real time pricing and wind power output data. With the help of smart grid, power allocated to each vehicle could be controlled. As a result, this optimization could fulfill the goal of shifting load peaks to valley areas where real time price is low or wind output is high.

Deterministic multidimensional nonuniform gap sampling.

PubMed

Worley, Bradley; Powers, Robert

2015-12-01

Born from empirical observations in nonuniformly sampled multidimensional NMR data relating to gaps between sampled points, the Poisson-gap sampling method has enjoyed widespread use in biomolecular NMR. While the majority of nonuniform sampling schemes are fully randomly drawn from probability densities that vary over a Nyquist grid, the Poisson-gap scheme employs constrained random deviates to minimize the gaps between sampled grid points. We describe a deterministic gap sampling method, based on the average behavior of Poisson-gap sampling, which performs comparably to its random counterpart with the additional benefit of completely deterministic behavior. We also introduce a general algorithm for multidimensional nonuniform sampling based on a gap equation, and apply it to yield a deterministic sampling scheme that combines burst-mode sampling features with those of Poisson-gap schemes. Finally, we derive a relationship between stochastic gap equations and the expectation value of their sampling probability densities. Copyright © 2015 Elsevier Inc. All rights reserved.

SALUTE Grid Application using Message-Oriented Middleware

NASA Astrophysics Data System (ADS)

Atanassov, E.; Dimitrov, D. Sl.; Gurov, T.

2009-10-01

Stochastic ALgorithms for Ultra-fast Transport in sEmiconductors (SALUTE) is a grid application developed for solving various computationally intensive problems which describe ultra-fast carrier transport in semiconductors. SALUTE studies memory and quantum effects during the relaxation process due to electronphonon interaction in one-band semiconductors or quantum wires. Formally, SALUTE integrates a set of novel Monte Carlo, quasi-Monte Carlo and hybrid algorithms for solving various computationally intensive problems which describe the femtosecond relaxation process of optically excited carriers in one-band semiconductors or quantum wires. In this paper we present application-specific job submission and reservation management tool named a Job Track Server (JTS). It is developed using Message-Oriented middleware to implement robust, versatile job submission and tracing mechanism, which can be tailored to application specific failover and quality of service requirements. Experience from using the JTS for submission of SALUTE jobs is presented.

The creation of future daily gridded datasets of precipitation and temperature with a spatial weather generator, Cyprus 2020-2050

NASA Astrophysics Data System (ADS)

Camera, Corrado; Bruggeman, Adriana; Hadjinicolaou, Panos; Pashiardis, Stelios; Lange, Manfred

2014-05-01

High-resolution gridded daily datasets are essential for natural resource management and the analysis of climate changes and their effects. This study aimed to create gridded datasets of daily precipitation and daily minimum and maximum temperature, for the future (2020-2050). The horizontal resolution of the developed datasets is 1 x 1 km2, covering the area under control of the Republic of Cyprus (5.760 km2). The study is divided into two parts. The first consists of the evaluation of the performance of different interpolation techniques for daily rainfall and temperature data (1980-2010) for the creation of the gridded datasets. Rainfall data recorded at 145 stations and temperature data from 34 stations were used. For precipitation, inverse distance weighting (IDW) performs best for local events, while a combination of step-wise geographically weighted regression and IDW proves to be the best method for large scale events. For minimum and maximum temperature, a combination of step-wise linear multiple regression and thin plate splines is recognized as the best method. Six Regional Climate Models (RCMs) for the A1B SRES emission scenario from the EU ENSEMBLE project database were selected as sources for future climate projections. The RCMs were evaluated for their capacity to simulate Cyprus climatology for the period 1980-2010. Data for the period 2020-2050 from the three best performing RCMs were downscaled, using the change factors approach, at the location of observational stations. Daily time series were created with a stochastic rainfall and temperature generator. The RainSim V3 software (Burton et al., 2008) was used to generate spatial-temporal coherent rainfall fields. The temperature generator was developed in R and modeled temperature as a weakly stationary process with the daily mean and standard deviation conditioned on the wet and dry state of the day (Richardson, 1981). Finally gridded datasets depicting projected future climate conditions were created with the identified best interpolation methods. The difference between the input and simulated mean daily rainfall, averaged over all the stations, was 0.03 mm (2.2%), while the error related to the number of dry days was 2 (0.6%). For mean daily minimum temperature the error was 0.005 ºC (0.04%), while for maximum temperature it was 0.01 ºC (0.04%). Overall, the weather generators were found to be reliable instruments for the downscaling of precipitation and temperature. The resulting datasets indicate a decrease of the mean annual rainfall over the study area between 5 and 70 mm (1-15%) for 2020-2050, relative to 1980-2010. Average annual minimum and maximum temperature over the Republic of Cyprus are projected to increase between 1.2 and 1.5 ºC. The dataset is currently used to compute agricultural production and water use indicators, as part of the AGWATER project (AEIFORIA/GEORGO/0311(BIE)/06), co-financed by the European Regional Development Fund and the Republic of Cyprus through the Research Promotion Foundation. Burton, A., Kilsby, C.G., Fowler, H.J., Cowpertwait, P.S.P., and O'Connell, P.E.: RainSim: A spatial-temporal stochastic rainfall modelling system. Environ. Model. Software 23, 1356-1369, 2008 Richardson, C.W.: Stochastic simulation of daily precipitation, temperature, and solar radiation. Water Resour. Res. 17, 182-190, 1981.

Uncertainty Model for Total Solar Irradiance Estimation on Australian Rooftops

NASA Astrophysics Data System (ADS)

Al-Saadi, Hassan; Zivanovic, Rastko; Al-Sarawi, Said

2017-11-01

The installations of solar panels on Australian rooftops have been in rise for the last few years, especially in the urban areas. This motivates academic researchers, distribution network operators and engineers to accurately address the level of uncertainty resulting from grid-connected solar panels. The main source of uncertainty is the intermittent nature of radiation, therefore, this paper presents a new model to estimate the total radiation incident on a tilted solar panel. Where a probability distribution factorizes clearness index, the model is driven upon clearness index with special attention being paid for Australia with the utilization of best-fit-correlation for diffuse fraction. The assessment of the model validity is achieved with the adoption of four goodness-of-fit techniques. In addition, the Quasi Monte Carlo and sparse grid methods are used as sampling and uncertainty computation tools, respectively. High resolution data resolution of solar irradiations for Adelaide city were used for this assessment, with an outcome indicating a satisfactory agreement between actual data variation and model.

Machine Learning Methods for Attack Detection in the Smart Grid.

PubMed

Ozay, Mete; Esnaola, Inaki; Yarman Vural, Fatos Tunay; Kulkarni, Sanjeev R; Poor, H Vincent

2016-08-01

Attack detection problems in the smart grid are posed as statistical learning problems for different attack scenarios in which the measurements are observed in batch or online settings. In this approach, machine learning algorithms are used to classify measurements as being either secure or attacked. An attack detection framework is provided to exploit any available prior knowledge about the system and surmount constraints arising from the sparse structure of the problem in the proposed approach. Well-known batch and online learning algorithms (supervised and semisupervised) are employed with decision- and feature-level fusion to model the attack detection problem. The relationships between statistical and geometric properties of attack vectors employed in the attack scenarios and learning algorithms are analyzed to detect unobservable attacks using statistical learning methods. The proposed algorithms are examined on various IEEE test systems. Experimental analyses show that machine learning algorithms can detect attacks with performances higher than attack detection algorithms that employ state vector estimation methods in the proposed attack detection framework.

Making sense of sparse rating data in collaborative filtering via topographic organization of user preference patterns.

PubMed

Polcicová, Gabriela; Tino, Peter

2004-01-01

We introduce topographic versions of two latent class models (LCM) for collaborative filtering. Latent classes are topologically organized on a square grid. Topographic organization of latent classes makes orientation in rating/preference patterns captured by the latent classes easier and more systematic. The variation in film rating patterns is modelled by multinomial and binomial distributions with varying independence assumptions. In the first stage of topographic LCM construction, self-organizing maps with neural field organized according to the LCM topology are employed. We apply our system to a large collection of user ratings for films. The system can provide useful visualization plots unveiling user preference patterns buried in the data, without loosing potential to be a good recommender model. It appears that multinomial distribution is most adequate if the model is regularized by tight grid topologies. Since we deal with probabilistic models of the data, we can readily use tools from probability and information theories to interpret and visualize information extracted by our system.

Application of active quenching of second generation wire for current limiting

DOE PAGES

Solovyov, Vyacheslav F.; Li, Qiang

2015-10-19

Superconducting fault current limiters (SFCL's) are increasingly implemented in the power grid as a protection of substation equipment from fault currents. Resistive SFCL's are compact and light, however they are passively triggered and thus may not be sufficiently sensitive to respond to faults in the distribution grid. Here, we explore the prospect of adding an active management feature to a traditional resistive SFCL. A flexible radio-frequency coil, which is an integral part of the switching structure, acts as a triggering device. We show that the application of a short, 10 ms, burst of ac magnetic field during the fault triggersmore » a uniform quench of the wire and significantly reduces the reaction time of the wire at low currents. The ac field burst generates a high density of normal zones, which merge into a continuous resistive region at a rate much faster than that of sparse normal zones created by the transport current alone.« less

Quantum algorithms for Gibbs sampling and hitting-time estimation

DOE PAGES

Chowdhury, Anirban Narayan; Somma, Rolando D.

2017-02-01

In this paper, we present quantum algorithms for solving two problems regarding stochastic processes. The first algorithm prepares the thermal Gibbs state of a quantum system and runs in time almost linear in √Nβ/Ζ and polynomial in log(1/ϵ), where N is the Hilbert space dimension, β is the inverse temperature, Ζ is the partition function, and ϵ is the desired precision of the output state. Our quantum algorithm exponentially improves the dependence on 1/ϵ and quadratically improves the dependence on β of known quantum algorithms for this problem. The second algorithm estimates the hitting time of a Markov chain. Formore » a sparse stochastic matrix Ρ, it runs in time almost linear in 1/(ϵΔ 3/2), where ϵ is the absolute precision in the estimation and Δ is a parameter determined by Ρ, and whose inverse is an upper bound of the hitting time. Our quantum algorithm quadratically improves the dependence on 1/ϵ and 1/Δ of the analog classical algorithm for hitting-time estimation. Finally, both algorithms use tools recently developed in the context of Hamiltonian simulation, spectral gap amplification, and solving linear systems of equations.« less

Regional and seasonal estimates of fractional storm coverage based on station precipitation observations

NASA Technical Reports Server (NTRS)

Gong, Gavin; Entekhabi, Dara; Salvucci, Guido D.

1994-01-01

Simulated climates using numerical atmospheric general circulation models (GCMs) have been shown to be highly sensitive to the fraction of GCM grid area assumed to be wetted during rain events. The model hydrologic cycle and land-surface water and energy balance are influenced by the parameter bar-kappa, which is the dimensionless fractional wetted area for GCM grids. Hourly precipitation records for over 1700 precipitation stations within the contiguous United States are used to obtain observation-based estimates of fractional wetting that exhibit regional and seasonal variations. The spatial parameter bar-kappa is estimated from the temporal raingauge data using conditional probability relations. Monthly bar-kappa values are estimated for rectangular grid areas over the contiguous United States as defined by the Goddard Institute for Space Studies 4 deg x 5 deg GCM. A bias in the estimates is evident due to the unavoidably sparse raingauge network density, which causes some storms to go undetected by the network. This bias is corrected by deriving the probability of a storm escaping detection by the network. A Monte Carlo simulation study is also conducted that consists of synthetically generated storm arrivals over an artificial grid area. It is used to confirm the bar-kappa estimation procedure and to test the nature of the bias and its correction. These monthly fractional wetting estimates, based on the analysis of station precipitation data, provide an observational basis for assigning the influential parameter bar-kappa in GCM land-surface hydrology parameterizations.

An Accurate GPS-IMU/DR Data Fusion Method for Driverless Car Based on a Set of Predictive Models and Grid Constraints

PubMed Central

Wang, Shiyao; Deng, Zhidong; Yin, Gang

2016-01-01

A high-performance differential global positioning system (GPS)  receiver with real time kinematics provides absolute localization for driverless cars. However, it is not only susceptible to multipath effect but also unable to effectively fulfill precise error correction in a wide range of driving areas. This paper proposes an accurate GPS–inertial measurement unit (IMU)/dead reckoning (DR) data fusion method based on a set of predictive models and occupancy grid constraints. First, we employ a set of autoregressive and moving average (ARMA) equations that have different structural parameters to build maximum likelihood models of raw navigation. Second, both grid constraints and spatial consensus checks on all predictive results and current measurements are required to have removal of outliers. Navigation data that satisfy stationary stochastic process are further fused to achieve accurate localization results. Third, the standard deviation of multimodal data fusion can be pre-specified by grid size. Finally, we perform a lot of field tests on a diversity of real urban scenarios. The experimental results demonstrate that the method can significantly smooth small jumps in bias and considerably reduce accumulated position errors due to DR. With low computational complexity, the position accuracy of our method surpasses existing state-of-the-arts on the same dataset and the new data fusion method is practically applied in our driverless car. PMID:26927108

An Accurate GPS-IMU/DR Data Fusion Method for Driverless Car Based on a Set of Predictive Models and Grid Constraints.

PubMed

Wang, Shiyao; Deng, Zhidong; Yin, Gang

2016-02-24

A high-performance differential global positioning system (GPS)  receiver with real time kinematics provides absolute localization for driverless cars. However, it is not only susceptible to multipath effect but also unable to effectively fulfill precise error correction in a wide range of driving areas. This paper proposes an accurate GPS-inertial measurement unit (IMU)/dead reckoning (DR) data fusion method based on a set of predictive models and occupancy grid constraints. First, we employ a set of autoregressive and moving average (ARMA) equations that have different structural parameters to build maximum likelihood models of raw navigation. Second, both grid constraints and spatial consensus checks on all predictive results and current measurements are required to have removal of outliers. Navigation data that satisfy stationary stochastic process are further fused to achieve accurate localization results. Third, the standard deviation of multimodal data fusion can be pre-specified by grid size. Finally, we perform a lot of field tests on a diversity of real urban scenarios. The experimental results demonstrate that the method can significantly smooth small jumps in bias and considerably reduce accumulated position errors due to DR. With low computational complexity, the position accuracy of our method surpasses existing state-of-the-arts on the same dataset and the new data fusion method is practically applied in our driverless car.

Impacts of uncertainties in European gridded precipitation observations on regional climate analysis

PubMed Central

Gobiet, Andreas

2016-01-01

ABSTRACT Gridded precipitation data sets are frequently used to evaluate climate models or to remove model output biases. Although precipitation data are error prone due to the high spatio‐temporal variability of precipitation and due to considerable measurement errors, relatively few attempts have been made to account for observational uncertainty in model evaluation or in bias correction studies. In this study, we compare three types of European daily data sets featuring two Pan‐European data sets and a set that combines eight very high‐resolution station‐based regional data sets. Furthermore, we investigate seven widely used, larger scale global data sets. Our results demonstrate that the differences between these data sets have the same magnitude as precipitation errors found in regional climate models. Therefore, including observational uncertainties is essential for climate studies, climate model evaluation, and statistical post‐processing. Following our results, we suggest the following guidelines for regional precipitation assessments. (1) Include multiple observational data sets from different sources (e.g. station, satellite, reanalysis based) to estimate observational uncertainties. (2) Use data sets with high station densities to minimize the effect of precipitation undersampling (may induce about 60% error in data sparse regions). The information content of a gridded data set is mainly related to its underlying station density and not to its grid spacing. (3) Consider undercatch errors of up to 80% in high latitudes and mountainous regions. (4) Analyses of small‐scale features and extremes are especially uncertain in gridded data sets. For higher confidence, use climate‐mean and larger scale statistics. In conclusion, neglecting observational uncertainties potentially misguides climate model development and can severely affect the results of climate change impact assessments. PMID:28111497

Merging gauge and satellite rainfall with specification of associated uncertainty across Australia

NASA Astrophysics Data System (ADS)

Woldemeskel, Fitsum M.; Sivakumar, Bellie; Sharma, Ashish

2013-08-01

Accurate estimation of spatial rainfall is crucial for modelling hydrological systems and planning and management of water resources. While spatial rainfall can be estimated either using rain gauge-based measurements or using satellite-based measurements, such estimates are subject to uncertainties due to various sources of errors in either case, including interpolation and retrieval errors. The purpose of the present study is twofold: (1) to investigate the benefit of merging rain gauge measurements and satellite rainfall data for Australian conditions and (2) to produce a database of retrospective rainfall along with a new uncertainty metric for each grid location at any timestep. The analysis involves four steps: First, a comparison of rain gauge measurements and the Tropical Rainfall Measuring Mission (TRMM) 3B42 data at such rain gauge locations is carried out. Second, gridded monthly rain gauge rainfall is determined using thin plate smoothing splines (TPSS) and modified inverse distance weight (MIDW) method. Third, the gridded rain gauge rainfall is merged with the monthly accumulated TRMM 3B42 using a linearised weighting procedure, the weights at each grid being calculated based on the error variances of each dataset. Finally, cross validation (CV) errors at rain gauge locations and standard errors at gridded locations for each timestep are estimated. The CV error statistics indicate that merging of the two datasets improves the estimation of spatial rainfall, and more so where the rain gauge network is sparse. The provision of spatio-temporal standard errors with the retrospective dataset is particularly useful for subsequent modelling applications where input error knowledge can help reduce the uncertainty associated with modelling outcomes.

Impacts of uncertainties in European gridded precipitation observations on regional climate analysis.

PubMed

Prein, Andreas F; Gobiet, Andreas

2017-01-01

Gridded precipitation data sets are frequently used to evaluate climate models or to remove model output biases. Although precipitation data are error prone due to the high spatio-temporal variability of precipitation and due to considerable measurement errors, relatively few attempts have been made to account for observational uncertainty in model evaluation or in bias correction studies. In this study, we compare three types of European daily data sets featuring two Pan-European data sets and a set that combines eight very high-resolution station-based regional data sets. Furthermore, we investigate seven widely used, larger scale global data sets. Our results demonstrate that the differences between these data sets have the same magnitude as precipitation errors found in regional climate models. Therefore, including observational uncertainties is essential for climate studies, climate model evaluation, and statistical post-processing. Following our results, we suggest the following guidelines for regional precipitation assessments. (1) Include multiple observational data sets from different sources (e.g. station, satellite, reanalysis based) to estimate observational uncertainties. (2) Use data sets with high station densities to minimize the effect of precipitation undersampling (may induce about 60% error in data sparse regions). The information content of a gridded data set is mainly related to its underlying station density and not to its grid spacing. (3) Consider undercatch errors of up to 80% in high latitudes and mountainous regions. (4) Analyses of small-scale features and extremes are especially uncertain in gridded data sets. For higher confidence, use climate-mean and larger scale statistics. In conclusion, neglecting observational uncertainties potentially misguides climate model development and can severely affect the results of climate change impact assessments.

An advanced stochastic weather generator for simulating 2-D high-resolution climate variables

NASA Astrophysics Data System (ADS)

Peleg, Nadav; Fatichi, Simone; Paschalis, Athanasios; Molnar, Peter; Burlando, Paolo

2017-07-01

A new stochastic weather generator, Advanced WEather GENerator for a two-dimensional grid (AWE-GEN-2d) is presented. The model combines physical and stochastic approaches to simulate key meteorological variables at high spatial and temporal resolution: 2 km × 2 km and 5 min for precipitation and cloud cover and 100 m × 100 m and 1 h for near-surface air temperature, solar radiation, vapor pressure, atmospheric pressure, and near-surface wind. The model requires spatially distributed data for the calibration process, which can nowadays be obtained by remote sensing devices (weather radar and satellites), reanalysis data sets and ground stations. AWE-GEN-2d is parsimonious in terms of computational demand and therefore is particularly suitable for studies where exploring internal climatic variability at multiple spatial and temporal scales is fundamental. Applications of the model include models of environmental systems, such as hydrological and geomorphological models, where high-resolution spatial and temporal meteorological forcing is crucial. The weather generator was calibrated and validated for the Engelberg region, an area with complex topography in the Swiss Alps. Model test shows that the climate variables are generated by AWE-GEN-2d with a level of accuracy that is sufficient for many practical applications.

Effects of dynamic-demand-control appliances on the power grid frequency.

PubMed

Tchuisseu, E B Tchawou; Gomila, D; Brunner, D; Colet, P

2017-08-01

Power grid frequency control is a demanding task requiring expensive idle power plants to adapt the supply to the fluctuating demand. An alternative approach is controlling the demand side in such a way that certain appliances modify their operation to adapt to the power availability. This is especially important to achieve a high penetration of renewable energy sources. A number of methods to manage the demand side have been proposed. In this work we focus on dynamic demand control (DDC), where smart appliances can delay their switchings depending on the frequency of the system. We introduce a simple model to study the effects of DDC on the frequency of the power grid. The model includes the power plant equations, a stochastic model for the demand that reproduces, adjusting a single parameter, the statistical properties of frequency fluctuations measured experimentally, and a generic DDC protocol. We find that DDC can reduce small and medium-size fluctuations but it can also increase the probability of observing large frequency peaks due to the necessity of recovering pending task. We also conclude that a deployment of DDC around 30-40% already allows a significant reduction of the fluctuations while keeping the number of pending tasks low.

Effects of dynamic-demand-control appliances on the power grid frequency

NASA Astrophysics Data System (ADS)

Tchuisseu, E. B. Tchawou; Gomila, D.; Brunner, D.; Colet, P.

2017-08-01

Power grid frequency control is a demanding task requiring expensive idle power plants to adapt the supply to the fluctuating demand. An alternative approach is controlling the demand side in such a way that certain appliances modify their operation to adapt to the power availability. This is especially important to achieve a high penetration of renewable energy sources. A number of methods to manage the demand side have been proposed. In this work we focus on dynamic demand control (DDC), where smart appliances can delay their switchings depending on the frequency of the system. We introduce a simple model to study the effects of DDC on the frequency of the power grid. The model includes the power plant equations, a stochastic model for the demand that reproduces, adjusting a single parameter, the statistical properties of frequency fluctuations measured experimentally, and a generic DDC protocol. We find that DDC can reduce small and medium-size fluctuations but it can also increase the probability of observing large frequency peaks due to the necessity of recovering pending task. We also conclude that a deployment of DDC around 30-40% already allows a significant reduction of the fluctuations while keeping the number of pending tasks low.

Model Uncertainty Quantification Methods For Data Assimilation In Partially Observed Multi-Scale Systems

NASA Astrophysics Data System (ADS)

Pathiraja, S. D.; van Leeuwen, P. J.

2017-12-01

Model Uncertainty Quantification remains one of the central challenges of effective Data Assimilation (DA) in complex partially observed non-linear systems. Stochastic parameterization methods have been proposed in recent years as a means of capturing the uncertainty associated with unresolved sub-grid scale processes. Such approaches generally require some knowledge of the true sub-grid scale process or rely on full observations of the larger scale resolved process. We present a methodology for estimating the statistics of sub-grid scale processes using only partial observations of the resolved process. It finds model error realisations over a training period by minimizing their conditional variance, constrained by available observations. Special is that these realisations are binned conditioned on the previous model state during the minimization process, allowing for the recovery of complex error structures. The efficacy of the approach is demonstrated through numerical experiments on the multi-scale Lorenz 96' model. We consider different parameterizations of the model with both small and large time scale separations between slow and fast variables. Results are compared to two existing methods for accounting for model uncertainty in DA and shown to provide improved analyses and forecasts.

Effect of correlations on controllability transition in network control

PubMed Central

Nie, Sen; Wang, Xu-Wen; Wang, Bing-Hong; Jiang, Luo-Luo

2016-01-01

The network control problem has recently attracted an increasing amount of attention, owing to concerns including the avoidance of cascading failures of power-grids and the management of ecological networks. It has been proven that numerical control can be achieved if the number of control inputs exceeds a certain transition point. In the present study, we investigate the effect of degree correlation on the numerical controllability in networks whose topological structures are reconstructed from both real and modeling systems, and we find that the transition point of the number of control inputs depends strongly on the degree correlation in both undirected and directed networks with moderately sparse links. More interestingly, the effect of the degree correlation on the transition point cannot be observed in dense networks for numerical controllability, which contrasts with the corresponding result for structural controllability. In particular, for directed random networks and scale-free networks, the influence of the degree correlation is determined by the types of correlations. Our approach provides an understanding of control problems in complex sparse networks. PMID:27063294

Two-dimensional shape recognition using sparse distributed memory

NASA Technical Reports Server (NTRS)

Kanerva, Pentti; Olshausen, Bruno

1990-01-01

Researchers propose a method for recognizing two-dimensional shapes (hand-drawn characters, for example) with an associative memory. The method consists of two stages: first, the image is preprocessed to extract tangents to the contour of the shape; second, the set of tangents is converted to a long bit string for recognition with sparse distributed memory (SDM). SDM provides a simple, massively parallel architecture for an associative memory. Long bit vectors (256 to 1000 bits, for example) serve as both data and addresses to the memory, and patterns are grouped or classified according to similarity in Hamming distance. At the moment, tangents are extracted in a simple manner by progressively blurring the image and then using a Canny-type edge detector (Canny, 1986) to find edges at each stage of blurring. This results in a grid of tangents. While the technique used for obtaining the tangents is at present rather ad hoc, researchers plan to adopt an existing framework for extracting edge orientation information over a variety of resolutions, such as suggested by Watson (1987, 1983), Marr and Hildreth (1980), or Canny (1986).

Drive-by large-region acoustic noise-source mapping via sparse beamforming tomography.

PubMed

Tuna, Cagdas; Zhao, Shengkui; Nguyen, Thi Ngoc Tho; Jones, Douglas L

2016-10-01

Environmental noise is a risk factor for human physical and mental health, demanding an efficient large-scale noise-monitoring scheme. The current technology, however, involves extensive sound pressure level (SPL) measurements at a dense grid of locations, making it impractical on a city-wide scale. This paper presents an alternative approach using a microphone array mounted on a moving vehicle to generate two-dimensional acoustic tomographic maps that yield the locations and SPLs of the noise-sources sparsely distributed in the neighborhood traveled by the vehicle. The far-field frequency-domain delay-and-sum beamforming output power values computed at multiple locations as the vehicle drives by are used as tomographic measurements. The proposed method is tested with acoustic data collected by driving an electric vehicle with a rooftop-mounted microphone array along a straight road next to a large open field, on which various pre-recorded noise-sources were produced by a loudspeaker at different locations. The accuracy of the tomographic imaging results demonstrates the promise of this approach for rapid, low-cost environmental noise-monitoring.

GPU based contouring method on grid DEM data

NASA Astrophysics Data System (ADS)

Tan, Liheng; Wan, Gang; Li, Feng; Chen, Xiaohui; Du, Wenlong

2017-08-01

This paper presents a novel method to generate contour lines from grid DEM data based on the programmable GPU pipeline. The previous contouring approaches often use CPU to construct a finite element mesh from the raw DEM data, and then extract contour segments from the elements. They also need a tracing or sorting strategy to generate the final continuous contours. These approaches can be heavily CPU-costing and time-consuming. Meanwhile the generated contours would be unsmooth if the raw data is sparsely distributed. Unlike the CPU approaches, we employ the GPU's vertex shader to generate a triangular mesh with arbitrary user-defined density, in which the height of each vertex is calculated through a third-order Cardinal spline function. Then in the same frame, segments are extracted from the triangles by the geometry shader, and translated to the CPU-side with an internal order in the GPU's transform feedback stage. Finally we propose a "Grid Sorting" algorithm to achieve the continuous contour lines by travelling the segments only once. Our method makes use of multiple stages of GPU pipeline for computation, which can generate smooth contour lines, and is significantly faster than the previous CPU approaches. The algorithm can be easily implemented with OpenGL 3.3 API or higher on consumer-level PCs.

Preconditioned conjugate gradient wave-front reconstructors for multiconjugate adaptive optics.

PubMed

Gilles, Luc; Ellerbroek, Brent L; Vogel, Curtis R

2003-09-10

Multiconjugate adaptive optics (MCAO) systems with 10(4)-10(5) degrees of freedom have been proposed for future giant telescopes. Using standard matrix methods to compute, optimize, and implement wavefront control algorithms for these systems is impractical, since the number of calculations required to compute and apply the reconstruction matrix scales respectively with the cube and the square of the number of adaptive optics degrees of freedom. We develop scalable open-loop iterative sparse matrix implementations of minimum variance wave-front reconstruction for telescope diameters up to 32 m with more than 10(4) actuators. The basic approach is the preconditioned conjugate gradient method with an efficient preconditioner, whose block structure is defined by the atmospheric turbulent layers very much like the layer-oriented MCAO algorithms of current interest. Two cost-effective preconditioners are investigated: a multigrid solver and a simpler block symmetric Gauss-Seidel (BSGS) sweep. Both options require off-line sparse Cholesky factorizations of the diagonal blocks of the matrix system. The cost to precompute these factors scales approximately as the three-halves power of the number of estimated phase grid points per atmospheric layer, and their average update rate is typically of the order of 10(-2) Hz, i.e., 4-5 orders of magnitude lower than the typical 10(3) Hz temporal sampling rate. All other computations scale almost linearly with the total number of estimated phase grid points. We present numerical simulation results to illustrate algorithm convergence. Convergence rates of both preconditioners are similar, regardless of measurement noise level, indicating that the layer-oriented BSGS sweep is as effective as the more elaborated multiresolution preconditioner.

Efficient Optimization of Stimuli for Model-Based Design of Experiments to Resolve Dynamical Uncertainty.

PubMed

Mdluli, Thembi; Buzzard, Gregery T; Rundell, Ann E

2015-09-01

This model-based design of experiments (MBDOE) method determines the input magnitudes of an experimental stimuli to apply and the associated measurements that should be taken to optimally constrain the uncertain dynamics of a biological system under study. The ideal global solution for this experiment design problem is generally computationally intractable because of parametric uncertainties in the mathematical model of the biological system. Others have addressed this issue by limiting the solution to a local estimate of the model parameters. Here we present an approach that is independent of the local parameter constraint. This approach is made computationally efficient and tractable by the use of: (1) sparse grid interpolation that approximates the biological system dynamics, (2) representative parameters that uniformly represent the data-consistent dynamical space, and (3) probability weights of the represented experimentally distinguishable dynamics. Our approach identifies data-consistent representative parameters using sparse grid interpolants, constructs the optimal input sequence from a greedy search, and defines the associated optimal measurements using a scenario tree. We explore the optimality of this MBDOE algorithm using a 3-dimensional Hes1 model and a 19-dimensional T-cell receptor model. The 19-dimensional T-cell model also demonstrates the MBDOE algorithm's scalability to higher dimensions. In both cases, the dynamical uncertainty region that bounds the trajectories of the target system states were reduced by as much as 86% and 99% respectively after completing the designed experiments in silico. Our results suggest that for resolving dynamical uncertainty, the ability to design an input sequence paired with its associated measurements is particularly important when limited by the number of measurements.

Calibration of an agricultural-hydrological model (RZWQM2) using surrogate global optimization

DOE PAGES

Xi, Maolong; Lu, Dan; Gui, Dongwei; ...

2016-11-27

Robust calibration of an agricultural-hydrological model is critical for simulating crop yield and water quality and making reasonable agricultural management. However, calibration of the agricultural-hydrological system models is challenging because of model complexity, the existence of strong parameter correlation, and significant computational requirements. Therefore, only a limited number of simulations can be allowed in any attempt to find a near-optimal solution within an affordable time, which greatly restricts the successful application of the model. The goal of this study is to locate the optimal solution of the Root Zone Water Quality Model (RZWQM2) given a limited simulation time, so asmore » to improve the model simulation and help make rational and effective agricultural-hydrological decisions. To this end, we propose a computationally efficient global optimization procedure using sparse-grid based surrogates. We first used advanced sparse grid (SG) interpolation to construct a surrogate system of the actual RZWQM2, and then we calibrate the surrogate model using the global optimization algorithm, Quantum-behaved Particle Swarm Optimization (QPSO). As the surrogate model is a polynomial with fast evaluation, it can be efficiently evaluated with a sufficiently large number of times during the optimization, which facilitates the global search. We calibrate seven model parameters against five years of yield, drain flow, and NO 3-N loss data from a subsurface-drained corn-soybean field in Iowa. Results indicate that an accurate surrogate model can be created for the RZWQM2 with a relatively small number of SG points (i.e., RZWQM2 runs). Compared to the conventional QPSO algorithm, our surrogate-based optimization method can achieve a smaller objective function value and better calibration performance using a fewer number of expensive RZWQM2 executions, which greatly improves computational efficiency.« less

Calibration of an agricultural-hydrological model (RZWQM2) using surrogate global optimization

NASA Astrophysics Data System (ADS)

Xi, Maolong; Lu, Dan; Gui, Dongwei; Qi, Zhiming; Zhang, Guannan

2017-01-01

Robust calibration of an agricultural-hydrological model is critical for simulating crop yield and water quality and making reasonable agricultural management. However, calibration of the agricultural-hydrological system models is challenging because of model complexity, the existence of strong parameter correlation, and significant computational requirements. Therefore, only a limited number of simulations can be allowed in any attempt to find a near-optimal solution within an affordable time, which greatly restricts the successful application of the model. The goal of this study is to locate the optimal solution of the Root Zone Water Quality Model (RZWQM2) given a limited simulation time, so as to improve the model simulation and help make rational and effective agricultural-hydrological decisions. To this end, we propose a computationally efficient global optimization procedure using sparse-grid based surrogates. We first used advanced sparse grid (SG) interpolation to construct a surrogate system of the actual RZWQM2, and then we calibrate the surrogate model using the global optimization algorithm, Quantum-behaved Particle Swarm Optimization (QPSO). As the surrogate model is a polynomial with fast evaluation, it can be efficiently evaluated with a sufficiently large number of times during the optimization, which facilitates the global search. We calibrate seven model parameters against five years of yield, drain flow, and NO3-N loss data from a subsurface-drained corn-soybean field in Iowa. Results indicate that an accurate surrogate model can be created for the RZWQM2 with a relatively small number of SG points (i.e., RZWQM2 runs). Compared to the conventional QPSO algorithm, our surrogate-based optimization method can achieve a smaller objective function value and better calibration performance using a fewer number of expensive RZWQM2 executions, which greatly improves computational efficiency.

Calibration of an agricultural-hydrological model (RZWQM2) using surrogate global optimization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xi, Maolong; Lu, Dan; Gui, Dongwei

Robust calibration of an agricultural-hydrological model is critical for simulating crop yield and water quality and making reasonable agricultural management. However, calibration of the agricultural-hydrological system models is challenging because of model complexity, the existence of strong parameter correlation, and significant computational requirements. Therefore, only a limited number of simulations can be allowed in any attempt to find a near-optimal solution within an affordable time, which greatly restricts the successful application of the model. The goal of this study is to locate the optimal solution of the Root Zone Water Quality Model (RZWQM2) given a limited simulation time, so asmore » to improve the model simulation and help make rational and effective agricultural-hydrological decisions. To this end, we propose a computationally efficient global optimization procedure using sparse-grid based surrogates. We first used advanced sparse grid (SG) interpolation to construct a surrogate system of the actual RZWQM2, and then we calibrate the surrogate model using the global optimization algorithm, Quantum-behaved Particle Swarm Optimization (QPSO). As the surrogate model is a polynomial with fast evaluation, it can be efficiently evaluated with a sufficiently large number of times during the optimization, which facilitates the global search. We calibrate seven model parameters against five years of yield, drain flow, and NO 3-N loss data from a subsurface-drained corn-soybean field in Iowa. Results indicate that an accurate surrogate model can be created for the RZWQM2 with a relatively small number of SG points (i.e., RZWQM2 runs). Compared to the conventional QPSO algorithm, our surrogate-based optimization method can achieve a smaller objective function value and better calibration performance using a fewer number of expensive RZWQM2 executions, which greatly improves computational efficiency.« less

Efficient Optimization of Stimuli for Model-Based Design of Experiments to Resolve Dynamical Uncertainty

PubMed Central

Mdluli, Thembi; Buzzard, Gregery T.; Rundell, Ann E.

2015-01-01

This model-based design of experiments (MBDOE) method determines the input magnitudes of an experimental stimuli to apply and the associated measurements that should be taken to optimally constrain the uncertain dynamics of a biological system under study. The ideal global solution for this experiment design problem is generally computationally intractable because of parametric uncertainties in the mathematical model of the biological system. Others have addressed this issue by limiting the solution to a local estimate of the model parameters. Here we present an approach that is independent of the local parameter constraint. This approach is made computationally efficient and tractable by the use of: (1) sparse grid interpolation that approximates the biological system dynamics, (2) representative parameters that uniformly represent the data-consistent dynamical space, and (3) probability weights of the represented experimentally distinguishable dynamics. Our approach identifies data-consistent representative parameters using sparse grid interpolants, constructs the optimal input sequence from a greedy search, and defines the associated optimal measurements using a scenario tree. We explore the optimality of this MBDOE algorithm using a 3-dimensional Hes1 model and a 19-dimensional T-cell receptor model. The 19-dimensional T-cell model also demonstrates the MBDOE algorithm’s scalability to higher dimensions. In both cases, the dynamical uncertainty region that bounds the trajectories of the target system states were reduced by as much as 86% and 99% respectively after completing the designed experiments in silico. Our results suggest that for resolving dynamical uncertainty, the ability to design an input sequence paired with its associated measurements is particularly important when limited by the number of measurements. PMID:26379275

Statistics of the stochastically forced Lorenz attractor by the Fokker-Planck equation and cumulant expansions.

PubMed

Allawala, Altan; Marston, J B

2016-11-01

We investigate the Fokker-Planck description of the equal-time statistics of the three-dimensional Lorenz attractor with additive white noise. The invariant measure is found by computing the zero (or null) mode of the linear Fokker-Planck operator as a problem of sparse linear algebra. Two variants are studied: a self-adjoint construction of the linear operator and the replacement of diffusion with hyperdiffusion. We also access the low-order statistics of the system by a perturbative expansion in equal-time cumulants. A comparison is made to statistics obtained by the standard approach of accumulation via direct numerical simulation. Theoretical and computational aspects of the Fokker-Planck and cumulant expansion methods are discussed.

Numerical simulation of weakly ionized hypersonic flow over reentry capsules

NASA Astrophysics Data System (ADS)

Scalabrin, Leonardo C.

The mathematical and numerical formulation employed in the development of a new multi-dimensional Computational Fluid Dynamics (CFD) code for the simulation of weakly ionized hypersonic flows in thermo-chemical non-equilibrium over reentry configurations is presented. The flow is modeled using the Navier-Stokes equations modified to include finite-rate chemistry and relaxation rates to compute the energy transfer between different energy modes. The set of equations is solved numerically by discretizing the flowfield using unstructured grids made of any mixture of quadrilaterals and triangles in two-dimensions or hexahedra, tetrahedra, prisms and pyramids in three-dimensions. The partial differential equations are integrated on such grids using the finite volume approach. The fluxes across grid faces are calculated using a modified form of the Steger-Warming Flux Vector Splitting scheme that has low numerical dissipation inside boundary layers. The higher order extension of inviscid fluxes in structured grids is generalized in this work to be used in unstructured grids. Steady state solutions are obtained by integrating the solution over time implicitly. The resulting sparse linear system is solved by using a point implicit or by a line implicit method in which a tridiagonal matrix is assembled by using lines of cells that are formed starting at the wall. An algorithm that assembles these lines using completely general unstructured grids is developed. The code is parallelized to allow simulation of computationally demanding problems. The numerical code is successfully employed in the simulation of several hypersonic entry flows over space capsules as part of its validation process. Important quantities for the aerothermodynamics design of capsules such as aerodynamic coefficients and heat transfer rates are compared to available experimental and flight test data and other numerical results yielding very good agreement. A sensitivity analysis of predicted radiative heating of a space capsule to several thermo-chemical non-equilibrium models is also performed.

Testing the skill of numerical hydraulic modeling to simulate spatiotemporal flooding patterns in the Logone floodplain, Cameroon

NASA Astrophysics Data System (ADS)

Fernández, Alfonso; Najafi, Mohammad Reza; Durand, Michael; Mark, Bryan G.; Moritz, Mark; Jung, Hahn Chul; Neal, Jeffrey; Shastry, Apoorva; Laborde, Sarah; Phang, Sui Chian; Hamilton, Ian M.; Xiao, Ningchuan

2016-08-01

Recent innovations in hydraulic modeling have enabled global simulation of rivers, including simulation of their coupled wetlands and floodplains. Accurate simulations of floodplains using these approaches may imply tremendous advances in global hydrologic studies and in biogeochemical cycling. One such innovation is to explicitly treat sub-grid channels within two-dimensional models, given only remotely sensed data in areas with limited data availability. However, predicting inundated area in floodplains using a sub-grid model has not been rigorously validated. In this study, we applied the LISFLOOD-FP hydraulic model using a sub-grid channel parameterization to simulate inundation dynamics on the Logone River floodplain, in northern Cameroon, from 2001 to 2007. Our goal was to determine whether floodplain dynamics could be simulated with sufficient accuracy to understand human and natural contributions to current and future inundation patterns. Model inputs in this data-sparse region include in situ river discharge, satellite-derived rainfall, and the shuttle radar topography mission (SRTM) floodplain elevation. We found that the model accurately simulated total floodplain inundation, with a Pearson correlation coefficient greater than 0.9, and RMSE less than 700 km2, compared to peak inundation greater than 6000 km2. Predicted discharge downstream of the floodplain matched measurements (Nash-Sutcliffe efficiency of 0.81), and indicated that net flow from the channel to the floodplain was modeled accurately. However, the spatial pattern of inundation was not well simulated, apparently due to uncertainties in SRTM elevations. We evaluated model results at 250, 500 and 1000-m spatial resolutions, and found that results are insensitive to spatial resolution. We also compared the model output against results from a run of LISFLOOD-FP in which the sub-grid channel parameterization was disabled, finding that the sub-grid parameterization simulated more realistic dynamics. These results suggest that analysis of global inundation is feasible using a sub-grid model, but that spatial patterns at sub-kilometer resolutions still need to be adequately predicted.

Research on trading patterns of large users' direct power purchase considering consumption of clean energy

NASA Astrophysics Data System (ADS)

Guojun, He; Lin, Guo; Zhicheng, Yu; Xiaojun, Zhu; Lei, Wang; Zhiqiang, Zhao

2017-03-01

In order to reduce the stochastic volatility of supply and demand, and maintain the electric power system's stability after large scale stochastic renewable energy sources connected to grid, the development and consumption should be promoted by marketing means. Bilateral contract transaction model of large users' direct power purchase conforms to the actual situation of our country. Trading pattern of large users' direct power purchase is analyzed in this paper, characteristics of each power generation are summed up, and centralized matching mode is mainly introduced. Through the establishment of power generation enterprises' priority evaluation index system and the analysis of power generation enterprises' priority based on fuzzy clustering, the sorting method of power generation enterprises' priority in trading patterns of large users' direct power purchase is put forward. Suggestions for trading mechanism of large users' direct power purchase are offered by this method, which is good for expand the promotion of large users' direct power purchase further.

Data traffic reduction schemes for Cholesky factorization on asynchronous multiprocessor systems

NASA Technical Reports Server (NTRS)

Naik, Vijay K.; Patrick, Merrell L.

1989-01-01

Communication requirements of Cholesky factorization of dense and sparse symmetric, positive definite matrices are analyzed. The communication requirement is characterized by the data traffic generated on multiprocessor systems with local and shared memory. Lower bound proofs are given to show that when the load is uniformly distributed the data traffic associated with factoring an n x n dense matrix using n to the alpha power (alpha less than or equal 2) processors is omega(n to the 2 + alpha/2 power). For n x n sparse matrices representing a square root of n x square root of n regular grid graph the data traffic is shown to be omega(n to the 1 + alpha/2 power), alpha less than or equal 1. Partitioning schemes that are variations of block assignment scheme are described and it is shown that the data traffic generated by these schemes are asymptotically optimal. The schemes allow efficient use of up to O(n to the 2nd power) processors in the dense case and up to O(n) processors in the sparse case before the total data traffic reaches the maximum value of O(n to the 3rd power) and O(n to the 3/2 power), respectively. It is shown that the block based partitioning schemes allow a better utilization of the data accessed from shared memory and thus reduce the data traffic than those based on column-wise wrap around assignment schemes.

The w-effect in interferometric imaging: from a fast sparse measurement operator to superresolution

NASA Astrophysics Data System (ADS)

Dabbech, A.; Wolz, L.; Pratley, L.; McEwen, J. D.; Wiaux, Y.

2017-11-01

Modern radio telescopes, such as the Square Kilometre Array, will probe the radio sky over large fields of view, which results in large w-modulations of the sky image. This effect complicates the relationship between the measured visibilities and the image under scrutiny. In algorithmic terms, it gives rise to massive memory and computational time requirements. Yet, it can be a blessing in terms of reconstruction quality of the sky image. In recent years, several works have shown that large w-modulations promote the spread spectrum effect. Within the compressive sensing framework, this effect increases the incoherence between the sensing basis and the sparsity basis of the signal to be recovered, leading to better estimation of the sky image. In this article, we revisit the w-projection approach using convex optimization in realistic settings, where the measurement operator couples the w-terms in Fourier and the de-gridding kernels. We provide sparse, thus fast, models of the Fourier part of the measurement operator through adaptive sparsification procedures. Consequently, memory requirements and computational cost are significantly alleviated at the expense of introducing errors on the radio interferometric data model. We present a first investigation of the impact of the sparse variants of the measurement operator on the image reconstruction quality. We finally analyse the interesting superresolution potential associated with the spread spectrum effect of the w-modulation, and showcase it through simulations. Our c++ code is available online on GitHub.

Robust sparse image reconstruction of radio interferometric observations with PURIFY

NASA Astrophysics Data System (ADS)

Pratley, Luke; McEwen, Jason D.; d'Avezac, Mayeul; Carrillo, Rafael E.; Onose, Alexandru; Wiaux, Yves

2018-01-01

Next-generation radio interferometers, such as the Square Kilometre Array, will revolutionize our understanding of the Universe through their unprecedented sensitivity and resolution. However, to realize these goals significant challenges in image and data processing need to be overcome. The standard methods in radio interferometry for reconstructing images, such as CLEAN, have served the community well over the last few decades and have survived largely because they are pragmatic. However, they produce reconstructed interferometric images that are limited in quality and scalability for big data. In this work, we apply and evaluate alternative interferometric reconstruction methods that make use of state-of-the-art sparse image reconstruction algorithms motivated by compressive sensing, which have been implemented in the PURIFY software package. In particular, we implement and apply the proximal alternating direction method of multipliers algorithm presented in a recent article. First, we assess the impact of the interpolation kernel used to perform gridding and degridding on sparse image reconstruction. We find that the Kaiser-Bessel interpolation kernel performs as well as prolate spheroidal wave functions while providing a computational saving and an analytic form. Secondly, we apply PURIFY to real interferometric observations from the Very Large Array and the Australia Telescope Compact Array and find that images recovered by PURIFY are of higher quality than those recovered by CLEAN. Thirdly, we discuss how PURIFY reconstructions exhibit additional advantages over those recovered by CLEAN. The latest version of PURIFY, with developments presented in this work, is made publicly available.

Mismatch and resolution in compressive imaging

NASA Astrophysics Data System (ADS)

Fannjiang, Albert; Liao, Wenjing

2011-09-01

Highly coherent sensing matrices arise in discretization of continuum problems such as radar and medical imaging when the grid spacing is below the Rayleigh threshold as well as in using highly coherent, redundant dictionaries as sparsifying operators. Algorithms (BOMP, BLOOMP) based on techniques of band exclusion and local optimization are proposed to enhance Orthogonal Matching Pursuit (OMP) and deal with such coherent sensing matrices. BOMP and BLOOMP have provably performance guarantee of reconstructing sparse, widely separated objects independent of the redundancy and have a sparsity constraint and computational cost similar to OMP's. Numerical study demonstrates the effectiveness of BLOOMP for compressed sensing with highly coherent, redundant sensing matrices.

Stochasticity and organization of tropical convection: Role of stratiform heating in the simulation of MJO in an aquaplanet coarse resolution GCM using a stochastic multicloud parameterization

NASA Astrophysics Data System (ADS)

Khouider, B.; Majda, A.; Deng, Q.; Ravindran, A. M.

2015-12-01

Global climate models (GCMs) are large computer codes based on the discretization of the equations of atmospheric and oceanic motions coupled to various processes of transfer of heat, moisture and other constituents between land, atmosphere, and oceans. Because of computing power limitations, typical GCM grid resolution is on the order of 100 km and the effects of many physical processes, occurring on smaller scales, on the climate system are represented through various closure recipes known as parameterizations. The parameterization of convective motions and many processes associated with cumulus clouds such as the exchange of latent heat and cloud radiative forcing are believed to be behind much of uncertainty in GCMs. Based on a lattice particle interacting system, the stochastic multicloud model (SMCM) provide a novel and efficient representation of the unresolved variability in GCMs due to organized tropical convection and the cloud cover. It is widely recognized that stratiform heating contributes significantly to tropical rainfall and to the dynamics of tropical convective systems by inducing a front-to-rear tilt in the heating profile. Stratiform anvils forming in the wake of deep convection play a central role in the dynamics of tropical mesoscale convective systems. Here, aquaplanet simulations with a warm pool like surface forcing, based on a coarse-resolution GCM , of ˜170 km grid mesh, coupled with SMCM, are used to demonstrate the importance of stratiform heating for the organization of convection on planetary and intraseasonal scales. When some key model parameters are set to produce higher stratiform heating fractions, the model produces low-frequency and planetary-scale Madden Julian oscillation (MJO)-like wave disturbances while lower to moderate stratiform heating fractions yield mainly synoptic-scale convectively coupled Kelvin-like waves. Rooted from the stratiform instability, it is conjectured here that the strength and extent of stratiform downdrafts are key contributors to the scale selection of convective organizations perhaps with mechanisms that are in essence similar to those of mesoscale convective systems.

Diagnosis of inconsistencies in multi-year gridded precipitation data over mountainous areas and related impacts on hydrologic simulations

NASA Astrophysics Data System (ADS)

Mizukami, N.; Smith, M. B.

2010-12-01

It is common for the error characteristics of long-term precipitation data to change over time due to various factors such as gauge relocation and changes in data processing methods. The temporal consistency of precipitation data error characteristics is as important as data accuracy itself for hydrologic model calibration and subsequent use of the calibrated model for streamflow prediction. In mountainous areas, the generation of precipitation grids relies on sparse gage networks, the makeup of which often varies over time. This causes a change in error characteristics of the long-term precipitation data record. We will discuss the diagnostic analysis of the consistency of gridded precipitation time series and illustrate the adverse effect of inconsistent precipitation data on a hydrologic model simulation. We used hourly 4 km gridded precipitation time series over a mountainous basin in the Sierra Nevada Mountains of California from October 1988 through September 2006. The basin is part of the broader study area that served as the focus of the second phase of the Distributed Model Intercomparison Project (DMIP-2), organized by the U.S. National Weather Service (NWS) of the National Oceanographic and Atmospheric Administration (NOAA). To check the consistency of the gridded precipitation time series, double mass analysis was performed using single pixel and basin mean areal precipitation (MAP) values derived from gridded DMIP-2 and Parameter-Elevation Regressions on Independent Slopes Model (PRISM) precipitation data. The analysis leads to the conclusion that over the entire study time period, a clear change in error characteristics in the DMIP-2 data occurred in the beginning of 2003. This matches the timing of one of the major gage network changes. The inconsistency of two MAP time series computed from the gridded precipitation fields over two elevation zones was corrected by adjusting hourly values based on the double mass analysis. We show that model simulations using the adjusted MAP data produce improved stream flow compared to simulations using the inconsistent MAP input data.

A high-order spatial filter for a cubed-sphere spectral element model

NASA Astrophysics Data System (ADS)

Kang, Hyun-Gyu; Cheong, Hyeong-Bin

2017-04-01

A high-order spatial filter is developed for the spectral-element-method dynamical core on the cubed-sphere grid which employs the Gauss-Lobatto Lagrange interpolating polynomials (GLLIP) as orthogonal basis functions. The filter equation is the high-order Helmholtz equation which corresponds to the implicit time-differencing of a diffusion equation employing the high-order Laplacian. The Laplacian operator is discretized within a cell which is a building block of the cubed sphere grid and consists of the Gauss-Lobatto grid. When discretizing a high-order Laplacian, due to the requirement of C0 continuity along the cell boundaries the grid-points in neighboring cells should be used for the target cell: The number of neighboring cells is nearly quadratically proportional to the filter order. Discrete Helmholtz equation yields a huge-sized and highly sparse matrix equation whose size is N*N with N the number of total grid points on the globe. The number of nonzero entries is also almost in quadratic proportion to the filter order. Filtering is accomplished by solving the huge-matrix equation. While requiring a significant computing time, the solution of global matrix provides the filtered field free of discontinuity along the cell boundaries. To achieve the computational efficiency and the accuracy at the same time, the solution of the matrix equation was obtained by only accounting for the finite number of adjacent cells. This is called as a local-domain filter. It was shown that to remove the numerical noise near the grid-scale, inclusion of 5*5 cells for the local-domain filter was found sufficient, giving the same accuracy as that obtained by global domain solution while reducing the computing time to a considerably lower level. The high-order filter was evaluated using the standard test cases including the baroclinic instability of the zonal flow. Results indicated that the filter performs better on the removal of grid-scale numerical noises than the explicit high-order viscosity. It was also presented that the filter can be easily implemented on the distributed-memory parallel computers with a desirable scalability.

Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Peng, E-mail: peng@ices.utexas.edu; Schwab, Christoph, E-mail: christoph.schwab@sam.math.ethz.ch

2016-07-01

We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by themore » so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation and for Bayesian estimation. They also open a perspective for optimal experimental design.« less

Effects of reconstructed magnetic field from sparse noisy boundary measurements on localization of active neural source.

PubMed

Shen, Hui-min; Lee, Kok-Meng; Hu, Liang; Foong, Shaohui; Fu, Xin

2016-01-01

Localization of active neural source (ANS) from measurements on head surface is vital in magnetoencephalography. As neuron-generated magnetic fields are extremely weak, significant uncertainties caused by stochastic measurement interference complicate its localization. This paper presents a novel computational method based on reconstructed magnetic field from sparse noisy measurements for enhanced ANS localization by suppressing effects of unrelated noise. In this approach, the magnetic flux density (MFD) in the nearby current-free space outside the head is reconstructed from measurements through formulating the infinite series solution of the Laplace's equation, where boundary condition (BC) integrals over the entire measurements provide "smooth" reconstructed MFD with the decrease in unrelated noise. Using a gradient-based method, reconstructed MFDs with good fidelity are selected for enhanced ANS localization. The reconstruction model, spatial interpolation of BC, parametric equivalent current dipole-based inverse estimation algorithm using reconstruction, and gradient-based selection are detailed and validated. The influences of various source depths and measurement signal-to-noise ratio levels on the estimated ANS location are analyzed numerically and compared with a traditional method (where measurements are directly used), and it was demonstrated that gradient-selected high-fidelity reconstructed data can effectively improve the accuracy of ANS localization.

Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation

NASA Astrophysics Data System (ADS)

Tang, Kunkun; Congedo, Pietro M.; Abgrall, Rémi

2016-06-01

The Polynomial Dimensional Decomposition (PDD) is employed in this work for the global sensitivity analysis and uncertainty quantification (UQ) of stochastic systems subject to a moderate to large number of input random variables. Due to the intimate connection between the PDD and the Analysis of Variance (ANOVA) approaches, PDD is able to provide a simpler and more direct evaluation of the Sobol' sensitivity indices, when compared to the Polynomial Chaos expansion (PC). Unfortunately, the number of PDD terms grows exponentially with respect to the size of the input random vector, which makes the computational cost of standard methods unaffordable for real engineering applications. In order to address the problem of the curse of dimensionality, this work proposes essentially variance-based adaptive strategies aiming to build a cheap meta-model (i.e. surrogate model) by employing the sparse PDD approach with its coefficients computed by regression. Three levels of adaptivity are carried out in this paper: 1) the truncated dimensionality for ANOVA component functions, 2) the active dimension technique especially for second- and higher-order parameter interactions, and 3) the stepwise regression approach designed to retain only the most influential polynomials in the PDD expansion. During this adaptive procedure featuring stepwise regressions, the surrogate model representation keeps containing few terms, so that the cost to resolve repeatedly the linear systems of the least-squares regression problem is negligible. The size of the finally obtained sparse PDD representation is much smaller than the one of the full expansion, since only significant terms are eventually retained. Consequently, a much smaller number of calls to the deterministic model is required to compute the final PDD coefficients.

VEMAP Phase 2 bioclimatic database. I. Gridded historical (20th century) climate for modeling ecosystem dynamics across the conterminous USA

USGS Publications Warehouse

Kittel, T.G.F.; Rosenbloom, N.A.; Royle, J. Andrew; Daly, Christopher; Gibson, W.P.; Fisher, H.H.; Thornton, P.; Yates, D.N.; Aulenbach, S.; Kaufman, C.; McKeown, R.; Bachelet, D.; Schimel, D.S.; Neilson, R.; Lenihan, J.; Drapek, R.; Ojima, D.S.; Parton, W.J.; Melillo, J.M.; Kicklighter, D.W.; Tian, H.; McGuire, A.D.; Sykes, M.T.; Smith, B.; Cowling, S.; Hickler, T.; Prentice, I.C.; Running, S.; Hibbard, K.A.; Post, W.M.; King, A.W.; Smith, T.; Rizzo, B.; Woodward, F.I.

2004-01-01

Analysis and simulation of biospheric responses to historical forcing require surface climate data that capture those aspects of climate that control ecological processes, including key spatial gradients and modes of temporal variability. We developed a multivariate, gridded historical climate dataset for the conterminous USA as a common input database for the Vegetation/Ecosystem Modeling and Analysis Project (VEMAP), a biogeochemical and dynamic vegetation model intercomparison. The dataset covers the period 1895-1993 on a 0.5?? latitude/longitude grid. Climate is represented at both monthly and daily timesteps. Variables are: precipitation, mininimum and maximum temperature, total incident solar radiation, daylight-period irradiance, vapor pressure, and daylight-period relative humidity. The dataset was derived from US Historical Climate Network (HCN), cooperative network, and snowpack telemetry (SNOTEL) monthly precipitation and mean minimum and maximum temperature station data. We employed techniques that rely on geostatistical and physical relationships to create the temporally and spatially complete dataset. We developed a local kriging prediction model to infill discontinuous and limited-length station records based on spatial autocorrelation structure of climate anomalies. A spatial interpolation model (PRISM) that accounts for physiographic controls was used to grid the infilled monthly station data. We implemented a stochastic weather generator (modified WGEN) to disaggregate the gridded monthly series to dailies. Radiation and humidity variables were estimated from the dailies using a physically-based empirical surface climate model (MTCLIM3). Derived datasets include a 100 yr model spin-up climate and a historical Palmer Drought Severity Index (PDSI) dataset. The VEMAP dataset exhibits statistically significant trends in temperature, precipitation, solar radiation, vapor pressure, and PDSI for US National Assessment regions. The historical climate and companion datasets are available online at data archive centers. ?? Inter-Research 2004.

Monte Carlo PDF method for turbulent reacting flow in a jet-stirred reactor

NASA Astrophysics Data System (ADS)

Roekaerts, D.

1992-01-01

A stochastic algorithm for the solution of the modeled scalar probability density function (PDF) transport equation for single-phase turbulent reacting flow is described. Cylindrical symmetry is assumed. The PDF is represented by ensembles of N representative values of the thermochemical variables in each cell of a nonuniform finite-difference grid and operations on these elements representing convection, diffusion, mixing and reaction are derived. A simplified model and solution algorithm which neglects the influence of turbulent fluctuations on mean reaction rates is also described. Both algorithms are applied to a selectivity problem in a real reactor.

Reactive Power Pricing Model Considering the Randomness of Wind Power Output

NASA Astrophysics Data System (ADS)

Dai, Zhong; Wu, Zhou

2018-01-01

With the increase of wind power capacity integrated into grid, the influence of the randomness of wind power output on the reactive power distribution of grid is gradually highlighted. Meanwhile, the power market reform puts forward higher requirements for reasonable pricing of reactive power service. Based on it, the article combined the optimal power flow model considering wind power randomness with integrated cost allocation method to price reactive power. Meanwhile, considering the advantages and disadvantages of the present cost allocation method and marginal cost pricing, an integrated cost allocation method based on optimal power flow tracing is proposed. The model realized the optimal power flow distribution of reactive power with the minimal integrated cost and wind power integration, under the premise of guaranteeing the balance of reactive power pricing. Finally, through the analysis of multi-scenario calculation examples and the stochastic simulation of wind power outputs, the article compared the results of the model pricing and the marginal cost pricing, which proved that the model is accurate and effective.

Data centers as dispatchable loads to harness stranded power

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kim, Kibaek; Yang, Fan; Zavala, Victor M.

Here, we analyze how traditional data center placement and optimal placement of dispatchable data centers affect power grid efficiency. We use detailed network models, stochastic optimization formulations, and diverse renewable generation scenarios to perform our analysis. Our results reveal that significant spillage and stranded power will persist in power grids as wind power levels are increased. A counter-intuitive finding is that collocating data centers with inflexible loads next to wind farms has limited impacts on renewable portfolio standard (RPS) goals because it provides limited system-level flexibility. Such an approach can, in fact, increase stranded power and fossil-fueled generation. In contrast,more » optimally placing data centers that are dispatchable provides system-wide flexibility, reduces stranded power, and improves efficiency. In short, optimally placed dispatchable computing loads can enable better scaling to high RPS. In our case study, we find that these dispatchable computing loads are powered to 60-80% of their requested capacity, indicating that there are significant economic incentives provided by stranded power.« less

Data centers as dispatchable loads to harness stranded power

DOE PAGES

Kim, Kibaek; Yang, Fan; Zavala, Victor M.; ...

2016-07-20

Here, we analyze how traditional data center placement and optimal placement of dispatchable data centers affect power grid efficiency. We use detailed network models, stochastic optimization formulations, and diverse renewable generation scenarios to perform our analysis. Our results reveal that significant spillage and stranded power will persist in power grids as wind power levels are increased. A counter-intuitive finding is that collocating data centers with inflexible loads next to wind farms has limited impacts on renewable portfolio standard (RPS) goals because it provides limited system-level flexibility. Such an approach can, in fact, increase stranded power and fossil-fueled generation. In contrast,more » optimally placing data centers that are dispatchable provides system-wide flexibility, reduces stranded power, and improves efficiency. In short, optimally placed dispatchable computing loads can enable better scaling to high RPS. In our case study, we find that these dispatchable computing loads are powered to 60-80% of their requested capacity, indicating that there are significant economic incentives provided by stranded power.« less

SPAGETTA: a Multi-Purpose Gridded Stochastic Weather Generator

NASA Astrophysics Data System (ADS)

Dubrovsky, M.; Huth, R.; Rotach, M. W.; Dabhi, H.

2017-12-01

SPAGETTA is a new multisite/gridded multivariate parametric stochastic weather generator (WG). Site-specific precipitation occurrence and amount are modelled by Markov chain and Gamma distribution, the non-precipitation variables are modelled by an autoregressive (AR) model conditioned on precipitation occurrence, and the spatial coherence of all variables is modelled following the Wilks' (2009) approach. SPAGETTA may be run in two modes. Mode 1: it is run as a classical WG, which is calibrated using weather series from multiple sites, and only then it may produce arbitrarily long synthetic series mimicking the spatial and temporal structure of the calibration data. To generate the weather series representing the future climate, the WG parameters are modified according to the climate change scenario, typically derived from GCM or RCM simulations. Mode 2: the user provides only basic information (not necessarily to be realistic) on the temporal and spatial auto-correlation structure of the weather variables and their mean annual cycle; the generator itself derives the parameters of the underlying AR model, which produces the multi-site weather series. Optionally, the user may add the spatially varying trend, which is superimposed to the synthetic series. The contribution consists of following parts: (a) Model of the WG. (b) Validation of WG in terms of the spatial temperature and precipitation characteristics, including characteristics of spatial hot/cold/dry/wet spells. (c) Results of the climate change impact experiment, in which the WG parameters representing the spatial and temporal variability are modified using the climate change scenarios and the effect on the above spatial validation indices is analysed. In this experiment, the WG is calibrated using the E-OBS gridded daily weather data for several European regions, and the climate change scenarios are derived from the selected RCM simulations (CORDEX database). (d) The second mode of operation will be demonstrated by results obtained while developing the methodology for assessing collective significance of trends in multi-site weather series. The performance of the proposed test statistics is assessed based on large number of realisations of synthetic series produced by WG assuming a given statistical structure and trend of the weather series.

Feasibility of Stochastic Voltage/VAr Optimization Considering Renewable Energy Resources for Smart Grid

NASA Astrophysics Data System (ADS)

Momoh, James A.; Salkuti, Surender Reddy

2016-06-01

This paper proposes a stochastic optimization technique for solving the Voltage/VAr control problem including the load demand and Renewable Energy Resources (RERs) variation. The RERs often take along some inputs like stochastic behavior. One of the important challenges i. e., Voltage/VAr control is a prime source for handling power system complexity and reliability, hence it is the fundamental requirement for all the utility companies. There is a need for the robust and efficient Voltage/VAr optimization technique to meet the peak demand and reduction of system losses. The voltages beyond the limit may damage costly sub-station devices and equipments at consumer end as well. Especially, the RERs introduces more disturbances and some of the RERs are not even capable enough to meet the VAr demand. Therefore, there is a strong need for the Voltage/VAr control in RERs environment. This paper aims at the development of optimal scheme for Voltage/VAr control involving RERs. In this paper, Latin Hypercube Sampling (LHS) method is used to cover full range of variables by maximally satisfying the marginal distribution. Here, backward scenario reduction technique is used to reduce the number of scenarios effectively and maximally retain the fitting accuracy of samples. The developed optimization scheme is tested on IEEE 24 bus Reliability Test System (RTS) considering the load demand and RERs variation.

Stochastic Short-term High-resolution Prediction of Solar Irradiance and Photovoltaic Power Output

DOE Office of Scientific and Technical Information (OSTI.GOV)

Melin, Alexander M.; Olama, Mohammed M.; Dong, Jin

The increased penetration of solar photovoltaic (PV) energy sources into electric grids has increased the need for accurate modeling and prediction of solar irradiance and power production. Existing modeling and prediction techniques focus on long-term low-resolution prediction over minutes to years. This paper examines the stochastic modeling and short-term high-resolution prediction of solar irradiance and PV power output. We propose a stochastic state-space model to characterize the behaviors of solar irradiance and PV power output. This prediction model is suitable for the development of optimal power controllers for PV sources. A filter-based expectation-maximization and Kalman filtering mechanism is employed tomore » estimate the parameters and states in the state-space model. The mechanism results in a finite dimensional filter which only uses the first and second order statistics. The structure of the scheme contributes to a direct prediction of the solar irradiance and PV power output without any linearization process or simplifying assumptions of the signal’s model. This enables the system to accurately predict small as well as large fluctuations of the solar signals. The mechanism is recursive allowing the solar irradiance and PV power to be predicted online from measurements. The mechanism is tested using solar irradiance and PV power measurement data collected locally in our lab.« less

Hybrid geometric-random template-placement algorithm for gravitational wave searches from compact binary coalescences

NASA Astrophysics Data System (ADS)

Roy, Soumen; Sengupta, Anand S.; Thakor, Nilay

2017-05-01

Astrophysical compact binary systems consisting of neutron stars and black holes are an important class of gravitational wave (GW) sources for advanced LIGO detectors. Accurate theoretical waveform models from the inspiral, merger, and ringdown phases of such systems are used to filter detector data under the template-based matched-filtering paradigm. An efficient grid over the parameter space at a fixed minimal match has a direct impact on the overall time taken by these searches. We present a new hybrid geometric-random template placement algorithm for signals described by parameters of two masses and one spin magnitude. Such template banks could potentially be used in GW searches from binary neutron stars and neutron star-black hole systems. The template placement is robust and is able to automatically accommodate curvature and boundary effects with no fine-tuning. We also compare these banks against vanilla stochastic template banks and show that while both are equally efficient in the fitting-factor sense, the bank sizes are ˜25 % larger in the stochastic method. Further, we show that the generation of the proposed hybrid banks can be sped up by nearly an order of magnitude over the stochastic bank. Generic issues related to optimal implementation are discussed in detail. These improvements are expected to directly reduce the computational cost of gravitational wave searches.

Optimal interpolation and the Kalman filter. [for analysis of numerical weather predictions

NASA Technical Reports Server (NTRS)

Cohn, S.; Isaacson, E.; Ghil, M.

1981-01-01

The estimation theory of stochastic-dynamic systems is described and used in a numerical study of optimal interpolation. The general form of data assimilation methods is reviewed. The Kalman-Bucy, KB filter, and optimal interpolation (OI) filters are examined for effectiveness in performance as gain matrices using a one-dimensional form of the shallow-water equations. Control runs in the numerical analyses were performed for a ten-day forecast in concert with the OI method. The effects of optimality, initialization, and assimilation were studied. It was found that correct initialization is necessary in order to localize errors, especially near boundary points. Also, the use of small forecast error growth rates over data-sparse areas was determined to offset inaccurate modeling of correlation functions near boundaries.

Information jet: Handling noisy big data from weakly disconnected network

NASA Astrophysics Data System (ADS)

Aurongzeb, Deeder

Sudden aggregation (information jet) of large amount of data is ubiquitous around connected social networks, driven by sudden interacting and non-interacting events, network security threat attacks, online sales channel etc. Clustering of information jet based on time series analysis and graph theory is not new but little work is done to connect them with particle jet statistics. We show pre-clustering based on context can element soft network or network of information which is critical to minimize time to calculate results from noisy big data. We show difference between, stochastic gradient boosting and time series-graph clustering. For disconnected higher dimensional information jet, we use Kallenberg representation theorem (Kallenberg, 2005, arXiv:1401.1137) to identify and eliminate jet similarities from dense or sparse graph.

Uncertainty and Sensitivity Analysis of Afterbody Radiative Heating Predictions for Earth Entry

NASA Technical Reports Server (NTRS)

West, Thomas K., IV; Johnston, Christopher O.; Hosder, Serhat

2016-01-01

The objective of this work was to perform sensitivity analysis and uncertainty quantification for afterbody radiative heating predictions of Stardust capsule during Earth entry at peak afterbody radiation conditions. The radiation environment in the afterbody region poses significant challenges for accurate uncertainty quantification and sensitivity analysis due to the complexity of the flow physics, computational cost, and large number of un-certain variables. In this study, first a sparse collocation non-intrusive polynomial chaos approach along with global non-linear sensitivity analysis was used to identify the most significant uncertain variables and reduce the dimensions of the stochastic problem. Then, a total order stochastic expansion was constructed over only the important parameters for an efficient and accurate estimate of the uncertainty in radiation. Based on previous work, 388 uncertain parameters were considered in the radiation model, which came from the thermodynamics, flow field chemistry, and radiation modeling. The sensitivity analysis showed that only four of these variables contributed significantly to afterbody radiation uncertainty, accounting for almost 95% of the uncertainty. These included the electronic- impact excitation rate for N between level 2 and level 5 and rates of three chemical reactions in uencing N, N(+), O, and O(+) number densities in the flow field.

Decentralized Energy Management System for Networked Microgrids in Grid-connected and Islanded Modes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Zhaoyu; Chen, Bokan; Wang, Jianhui

This paper proposes a decentralized energy management system (EMS) for the coordinated operation of networked Microgirds (MGs) in a distribution system. In the grid-connected mode, the distribution network operator (DNO) and each MG are considered as distinct entities with individual objectives to minimize their own operation costs. It is assumed that both dispatchable and renewable energy source (RES)-based distributed generators (DGs) exist in the distribution network and the networked MGs. In order to coordinate the operation of all entities, we apply a decentralized bi-level algorithm to solve the problem with the first level to conduct negotiations among all entities andmore » the second level to update the non-converging penalties. In the islanded mode, the objective of each MG is to maintain a reliable power supply to its customers. In order to take into account the uncertainties of DG outputs and load consumption, we formulate the problems as two-stage stochastic programs. The first stage is to determine base generation setpoints based on the forecasts and the second stage is to adjust the generation outputs based on the realized scenarios. Case studies of a distribution system with networked MGs demonstrate the effectiveness of the proposed methodology in both grid-connected and islanded modes.« less

Efficient algorithm for locating and sizing series compensation devices in large power transmission grids: I. Model implementation

NASA Astrophysics Data System (ADS)

Frolov, Vladimir; Backhaus, Scott; Chertkov, Misha

2014-10-01

We explore optimization methods for planning the placement, sizing and operations of flexible alternating current transmission system (FACTS) devices installed to relieve transmission grid congestion. We limit our selection of FACTS devices to series compensation (SC) devices that can be represented by modification of the inductance of transmission lines. Our master optimization problem minimizes the l1 norm of the inductance modification subject to the usual line thermal-limit constraints. We develop heuristics that reduce this non-convex optimization to a succession of linear programs (LP) that are accelerated further using cutting plane methods. The algorithm solves an instance of the MatPower Polish Grid model (3299 lines and 2746 nodes) in 40 seconds per iteration on a standard laptop—a speed that allows the sizing and placement of a family of SC devices to correct a large set of anticipated congestions. We observe that our algorithm finds feasible solutions that are always sparse, i.e., SC devices are placed on only a few lines. In a companion manuscript, we demonstrate our approach on realistically sized networks that suffer congestion from a range of causes, including generator retirement. In this manuscript, we focus on the development of our approach, investigate its structure on a small test system subject to congestion from uniform load growth, and demonstrate computational efficiency on a realistically sized network.

Efficient algorithm for locating and sizing series compensation devices in large power transmission grids: I. Model implementation

DOE PAGES

Frolov, Vladimir; Backhaus, Scott; Chertkov, Misha

2014-10-24

We explore optimization methods for planning the placement, sizing and operations of Flexible Alternating Current Transmission System (FACTS) devices installed to relieve transmission grid congestion. We limit our selection of FACTS devices to Series Compensation (SC) devices that can be represented by modification of the inductance of transmission lines. Our master optimization problem minimizes the l 1 norm of the inductance modification subject to the usual line thermal-limit constraints. We develop heuristics that reduce this non-convex optimization to a succession of Linear Programs (LP) which are accelerated further using cutting plane methods. The algorithm solves an instance of the MatPowermore » Polish Grid model (3299 lines and 2746 nodes) in 40 seconds per iteration on a standard laptop—a speed up that allows the sizing and placement of a family of SC devices to correct a large set of anticipated congestions. We observe that our algorithm finds feasible solutions that are always sparse, i.e., SC devices are placed on only a few lines. In a companion manuscript, we demonstrate our approach on realistically-sized networks that suffer congestion from a range of causes including generator retirement. In this manuscript, we focus on the development of our approach, investigate its structure on a small test system subject to congestion from uniform load growth, and demonstrate computational efficiency on a realistically-sized network.« less

Full Wave Parallel Code for Modeling RF Fields in Hot Plasmas

NASA Astrophysics Data System (ADS)

Spencer, Joseph; Svidzinski, Vladimir; Evstatiev, Evstati; Galkin, Sergei; Kim, Jin-Soo

2015-11-01

FAR-TECH, Inc. is developing a suite of full wave RF codes in hot plasmas. It is based on a formulation in configuration space with grid adaptation capability. The conductivity kernel (which includes a nonlocal dielectric response) is calculated by integrating the linearized Vlasov equation along unperturbed test particle orbits. For Tokamak applications a 2-D version of the code is being developed. Progress of this work will be reported. This suite of codes has the following advantages over existing spectral codes: 1) It utilizes the localized nature of plasma dielectric response to the RF field and calculates this response numerically without approximations. 2) It uses an adaptive grid to better resolve resonances in plasma and antenna structures. 3) It uses an efficient sparse matrix solver to solve the formulated linear equations. The linear wave equation is formulated using two approaches: for cold plasmas the local cold plasma dielectric tensor is used (resolving resonances by particle collisions), while for hot plasmas the conductivity kernel is calculated. Work is supported by the U.S. DOE SBIR program.

Parametrizing Evaporative Resistance for Heterogeneous Sparse Canopies through Novel Wind Tunnel Experimentation

NASA Astrophysics Data System (ADS)

Sloan, B.; Ebtehaj, A. M.; Guala, M.

2017-12-01

The understanding of heat and water vapor transfer from the land surface to the atmosphere by evapotranspiration (ET) is crucial for predicting the hydrologic water balance and climate forecasts used in water resources decision-making. However, the complex distribution of vegetation, soil and atmospheric conditions makes large-scale prognosis of evaporative fluxes difficult. Current ET models, such as Penman-Monteith and flux-gradient methods, are challenging to apply at the microscale due to ambiguity in determining resistance factors to momentum, heat and vapor transport for realistic landscapes. Recent research has made progress in modifying Monin-Obukhov similarity theory for dense plant canopies as well as providing clearer description of diffusive controls on evaporation at a smooth soil surface, which both aid in calculating more accurate resistance parameters. However, in nature, surfaces typically tend to be aerodynamically rough and vegetation is a mixture of sparse and dense canopies in non-uniform configurations. The goal of our work is to parameterize the resistances to evaporation based on spatial distributions of sparse plant canopies using novel wind tunnel experimentation at the St. Anthony Falls Laboratory (SAFL). The state-of-the-art SAFL wind tunnel was updated with a retractable soil box test section (shown in Figure 1), complete with a high-resolution scale and soil moisture/temperature sensors for recording evaporative fluxes and drying fronts. The existing capabilities of the tunnel were used to create incoming non-neutral stability conditions and measure 2-D velocity fields as well as momentum and heat flux profiles through PIV and hotwire anemometry, respectively. Model trees (h = 5 cm) were placed in structured and random configurations based on a probabilistic spacing that was derived from aerial imagery. The novel wind tunnel dataset provides the surface energy budget, turbulence statistics and spatial soil moisture data under varying atmospheric stability for each sparse canopy configuration. We will share initial data results and progress toward the development of new parametrizations that can account for the evolution of a canopy roughness sublayer on the momentum, heat and vapor resistance terms as a function of a stochastic representation of canopy spacing.

An Optimized Multicolor Point-Implicit Solver for Unstructured Grid Applications on Graphics Processing Units

NASA Technical Reports Server (NTRS)

Zubair, Mohammad; Nielsen, Eric; Luitjens, Justin; Hammond, Dana

2016-01-01

In the field of computational fluid dynamics, the Navier-Stokes equations are often solved using an unstructuredgrid approach to accommodate geometric complexity. Implicit solution methodologies for such spatial discretizations generally require frequent solution of large tightly-coupled systems of block-sparse linear equations. The multicolor point-implicit solver used in the current work typically requires a significant fraction of the overall application run time. In this work, an efficient implementation of the solver for graphics processing units is proposed. Several factors present unique challenges to achieving an efficient implementation in this environment. These include the variable amount of parallelism available in different kernel calls, indirect memory access patterns, low arithmetic intensity, and the requirement to support variable block sizes. In this work, the solver is reformulated to use standard sparse and dense Basic Linear Algebra Subprograms (BLAS) functions. However, numerical experiments show that the performance of the BLAS functions available in existing CUDA libraries is suboptimal for matrices representative of those encountered in actual simulations. Instead, optimized versions of these functions are developed. Depending on block size, the new implementations show performance gains of up to 7x over the existing CUDA library functions.

Line-Constrained Camera Location Estimation in Multi-Image Stereomatching.

PubMed

Donné, Simon; Goossens, Bart; Philips, Wilfried

2017-08-23

Stereomatching is an effective way of acquiring dense depth information from a scene when active measurements are not possible. So-called lightfield methods take a snapshot from many camera locations along a defined trajectory (usually uniformly linear or on a regular grid-we will assume a linear trajectory) and use this information to compute accurate depth estimates. However, they require the locations for each of the snapshots to be known: the disparity of an object between images is related to both the distance of the camera to the object and the distance between the camera positions for both images. Existing solutions use sparse feature matching for camera location estimation. In this paper, we propose a novel method that uses dense correspondences to do the same, leveraging an existing depth estimation framework to also yield the camera locations along the line. We illustrate the effectiveness of the proposed technique for camera location estimation both visually for the rectification of epipolar plane images and quantitatively with its effect on the resulting depth estimation. Our proposed approach yields a valid alternative for sparse techniques, while still being executed in a reasonable time on a graphics card due to its highly parallelizable nature.

LEAP: Looking beyond pixels with continuous-space EstimAtion of Point sources

NASA Astrophysics Data System (ADS)

Pan, Hanjie; Simeoni, Matthieu; Hurley, Paul; Blu, Thierry; Vetterli, Martin

2017-12-01

Context. Two main classes of imaging algorithms have emerged in radio interferometry: the CLEAN algorithm and its multiple variants, and compressed-sensing inspired methods. They are both discrete in nature, and estimate source locations and intensities on a regular grid. For the traditional CLEAN-based imaging pipeline, the resolution power of the tool is limited by the width of the synthesized beam, which is inversely proportional to the largest baseline. The finite rate of innovation (FRI) framework is a robust method to find the locations of point-sources in a continuum without grid imposition. The continuous formulation makes the FRI recovery performance only dependent on the number of measurements and the number of sources in the sky. FRI can theoretically find sources below the perceived tool resolution. To date, FRI had never been tested in the extreme conditions inherent to radio astronomy: weak signal / high noise, huge data sets, large numbers of sources. Aims: The aims were (i) to adapt FRI to radio astronomy, (ii) verify it can recover sources in radio astronomy conditions with more accurate positioning than CLEAN, and possibly resolve some sources that would otherwise be missed, (iii) show that sources can be found using less data than would otherwise be required to find them, and (iv) show that FRI does not lead to an augmented rate of false positives. Methods: We implemented a continuous domain sparse reconstruction algorithm in Python. The angular resolution performance of the new algorithm was assessed under simulation, and with visibility measurements from the LOFAR telescope. Existing catalogs were used to confirm the existence of sources. Results: We adapted the FRI framework to radio interferometry, and showed that it is possible to determine accurate off-grid point-source locations and their corresponding intensities. In addition, FRI-based sparse reconstruction required less integration time and smaller baselines to reach a comparable reconstruction quality compared to a conventional method. The achieved angular resolution is higher than the perceived instrument resolution, and very close sources can be reliably distinguished. The proposed approach has cubic complexity in the total number (typically around a few thousand) of uniform Fourier data of the sky image estimated from the reconstruction. It is also demonstrated that the method is robust to the presence of extended-sources, and that false-positives can be addressed by choosing an adequate model order to match the noise level.

Integrating Sediment Connectivity into Water Resources Management Trough a Graph Theoretic, Stochastic Modeling Framework.

NASA Astrophysics Data System (ADS)

Schmitt, R. J. P.; Castelletti, A.; Bizzi, S.

2014-12-01

Understanding sediment transport processes at the river basin scale, their temporal spectra and spatial patterns is key to identify and minimize morphologic risks associated to channel adjustments processes. This work contributes a stochastic framework for modeling bed-load connectivity based on recent advances in the field (e.g., Bizzi & Lerner, 2013; Czubas & Foufoulas-Georgiu, 2014). It presents river managers with novel indicators from reach scale vulnerability to channel adjustment in large river networks with sparse hydrologic and sediment observations. The framework comprises three steps. First, based on a distributed hydrological model and remotely sensed information, the framework identifies a representative grain size class for each reach. Second, sediment residence time distributions are calculated for each reach in a Monte-Carlo approach applying standard sediment transport equations driven by local hydraulic conditions. Third, a network analysis defines the up- and downstream connectivity for various travel times resulting in characteristic up/downstream connectivity signatures for each reach. Channel vulnerability indicators quantify the imbalance between up/downstream connectivity for each travel time domain, representing process dependent latency of morphologic response. Last, based on the stochastic core of the model, a sensitivity analysis identifies drivers of change and major sources of uncertainty in order to target key detrimental processes and to guide effective gathering of additional data. The application, limitation and integration into a decision analytic framework is demonstrated for a major part of the Red River Basin in Northern Vietnam (179.000 km2). Here, a plethora of anthropic alterations ranging from large reservoir construction to land-use changes results in major downstream deterioration and calls for deriving concerted sediment management strategies to mitigate current and limit future morphologic alterations.

Point-source inversion techniques

NASA Astrophysics Data System (ADS)

Langston, Charles A.; Barker, Jeffrey S.; Pavlin, Gregory B.

1982-11-01

A variety of approaches for obtaining source parameters from waveform data using moment-tensor or dislocation point source models have been investigated and applied to long-period body and surface waves from several earthquakes. Generalized inversion techniques have been applied to data for long-period teleseismic body waves to obtain the orientation, time function and depth of the 1978 Thessaloniki, Greece, event, of the 1971 San Fernando event, and of several events associated with the 1963 induced seismicity sequence at Kariba, Africa. The generalized inversion technique and a systematic grid testing technique have also been used to place meaningful constraints on mechanisms determined from very sparse data sets; a single station with high-quality three-component waveform data is often sufficient to discriminate faulting type (e.g., strike-slip, etc.). Sparse data sets for several recent California earthquakes, for a small regional event associated with the Koyna, India, reservoir, and for several events at the Kariba reservoir have been investigated in this way. Although linearized inversion techniques using the moment-tensor model are often robust, even for sparse data sets, there are instances where the simplifying assumption of a single point source is inadequate to model the data successfully. Numerical experiments utilizing synthetic data and actual data for the 1971 San Fernando earthquake graphically demonstrate that severe problems may be encountered if source finiteness effects are ignored. These techniques are generally applicable to on-line processing of high-quality digital data, but source complexity and inadequacy of the assumed Green's functions are major problems which are yet to be fully addressed.

Improvement of Disease Prediction and Modeling through the Use of Meteorological Ensembles: Human Plague in Uganda

PubMed Central

Moore, Sean M.; Monaghan, Andrew; Griffith, Kevin S.; Apangu, Titus; Mead, Paul S.; Eisen, Rebecca J.

2012-01-01

Climate and weather influence the occurrence, distribution, and incidence of infectious diseases, particularly those caused by vector-borne or zoonotic pathogens. Thus, models based on meteorological data have helped predict when and where human cases are most likely to occur. Such knowledge aids in targeting limited prevention and control resources and may ultimately reduce the burden of diseases. Paradoxically, localities where such models could yield the greatest benefits, such as tropical regions where morbidity and mortality caused by vector-borne diseases is greatest, often lack high-quality in situ local meteorological data. Satellite- and model-based gridded climate datasets can be used to approximate local meteorological conditions in data-sparse regions, however their accuracy varies. Here we investigate how the selection of a particular dataset can influence the outcomes of disease forecasting models. Our model system focuses on plague (Yersinia pestis infection) in the West Nile region of Uganda. The majority of recent human cases have been reported from East Africa and Madagascar, where meteorological observations are sparse and topography yields complex weather patterns. Using an ensemble of meteorological datasets and model-averaging techniques we find that the number of suspected cases in the West Nile region was negatively associated with dry season rainfall (December-February) and positively with rainfall prior to the plague season. We demonstrate that ensembles of available meteorological datasets can be used to quantify climatic uncertainty and minimize its impacts on infectious disease models. These methods are particularly valuable in regions with sparse observational networks and high morbidity and mortality from vector-borne diseases. PMID:23024750

An alternate protocol to achieve stochastic and deterministic resonances

NASA Astrophysics Data System (ADS)

Tiwari, Ishant; Dave, Darshil; Phogat, Richa; Khera, Neev; Parmananda, P.

2017-10-01

Periodic and Aperiodic Stochastic Resonance (SR) and Deterministic Resonance (DR) are studied in this paper. To check for the ubiquitousness of the phenomena, two unrelated systems, namely, FitzHugh-Nagumo and a particle in a bistable potential well, are studied. Instead of the conventional scenario of noise amplitude (in the case of SR) or chaotic signal amplitude (in the case of DR) variation, a tunable system parameter ("a" in the case of FitzHugh-Nagumo model and the damping coefficient "j" in the bistable model) is regulated. The operating values of these parameters are defined as the "setpoint" of the system throughout the present work. Our results indicate that there exists an optimal value of the setpoint for which maximum information transfer between the input and the output signals takes place. This information transfer from the input sub-threshold signal to the output dynamics is quantified by the normalised cross-correlation coefficient ( | CCC | ). | CCC | as a function of the setpoint exhibits a unimodal variation which is characteristic of SR (or DR). Furthermore, | CCC | is computed for a grid of noise (or chaotic signal) amplitude and setpoint values. The heat map of | CCC | over this grid yields the presence of a resonance region in the noise-setpoint plane for which the maximum enhancement of the input sub-threshold signal is observed. This resonance region could be possibly used to explain how organisms maintain their signal detection efficacy with fluctuating amounts of noise present in their environment. Interestingly, the method of regulating the setpoint without changing the noise amplitude was not able to induce Coherence Resonance (CR). A possible, qualitative reasoning for this is provided.

Progress on a generalized coordinates tensor product finite element 3DPNS algorithm for subsonic

NASA Technical Reports Server (NTRS)

Baker, A. J.; Orzechowski, J. A.

1983-01-01

A generalized coordinates form of the penalty finite element algorithm for the 3-dimensional parabolic Navier-Stokes equations for turbulent subsonic flows was derived. This algorithm formulation requires only three distinct hypermatrices and is applicable using any boundary fitted coordinate transformation procedure. The tensor matrix product approximation to the Jacobian of the Newton linear algebra matrix statement was also derived. Tne Newton algorithm was restructured to replace large sparse matrix solution procedures with grid sweeping using alpha-block tridiagonal matrices, where alpha equals the number of dependent variables. Numerical experiments were conducted and the resultant data gives guidance on potentially preferred tensor product constructions for the penalty finite element 3DPNS algorithm.

On the feasibility of real-time mapping of the geoelectric field across North America

USGS Publications Warehouse

Love, Jeffrey J.; Rigler, E. Joshua; Kelbert, Anna; Finn, Carol A.; Bedrosian, Paul A.; Balch, Christopher C.

2018-06-08

A review is given of the present feasibility for accurately mapping geoelectric fields across North America in near-realtime by modeling geomagnetic monitoring and magnetotelluric survey data. Should this capability be successfully developed, it could inform utility companies of magnetic-storm interference on electric-power-grid systems. That real-time mapping of geoelectric fields is a challenge is reflective of (1) the spatiotemporal complexity of geomagnetic variation, especially during magnetic storms, (2) the sparse distribution of ground-based geomagnetic monitoring stations that report data in realtime, (3) the spatial complexity of three-dimensional solid-Earth impedance, and (4) the geographically incomplete state of continental-scale magnetotelluric surveys.

A Relaxation Method for Nonlocal and Non-Hermitian Operators

NASA Astrophysics Data System (ADS)

Lagaris, I. E.; Papageorgiou, D. G.; Braun, M.; Sofianos, S. A.

1996-06-01

We present a grid method to solve the time dependent Schrödinger equation (TDSE). It uses the Crank-Nicholson scheme to propagate the wavefunction forward in time and finite differences to approximate the derivative operators. The resulting sparse linear system is solved by the symmetric successive overrelaxation iterative technique. The method handles local and nonlocal interactions and Hamiltonians that correspond to either Hermitian or to non-Hermitian matrices with real eigenvalues. We test the method by solving the TDSE in the imaginary time domain, thus converting the time propagation to asymptotic relaxation. Benchmark problems solved are both in one and two dimensions, with local, nonlocal, Hermitian and non-Hermitian Hamiltonians.

Subsurface Grain Morphology Reconstruction by Differential Aperture X-ray Microscopy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Eisenlohr, Philip; Shanthraj, Pratheek; Vande Kieft, Brendan R.

A multistep, non-destructive grain morphology reconstruction methodology that is applicable to near-surface volumes is developed and tested on synthetic grain structures. This approach probes the subsurface crystal orientation using differential aperture x-ray microscopy on a sparse grid across the microstructure volume of interest. Resulting orientation data are clustered according to proximity in physical and orientation space and used as seed points for an initial Voronoi tessellation to (crudely) approximate the grain morphology. Curvature-driven grain boundary relaxation, simulated by means of the Voronoi implicit interface method, progressively improves the reconstruction accuracy. The similarity between bulk and readily accessible surface reconstruction errormore » provides an objective termination criterion for boundary relaxation.« less

Viterbi sparse spike detection and a compositional origin to ultralow-velocity zones

NASA Astrophysics Data System (ADS)

Brown, Samuel Paul

Accurate interpretation of seismic travel times and amplitudes in both the exploration and global scales is complicated by the band-limited nature of seismic data. We present a stochastic method, Viterbi sparse spike detection (VSSD), to reduce a seismic waveform into a most probable constituent spike train. Model waveforms are constructed from a set of candidate spike trains convolved with a source wavelet estimate. For each model waveform, a profile hidden Markov model (HMM) is constructed to represent the waveform as a stochastic generative model with a linear topology corresponding to a sequence of samples. The Viterbi algorithm is employed to simultaneously find the optimal nonlinear alignment between a model waveform and the seismic data, and to assign a score to each candidate spike train. The most probable travel times and amplitudes are inferred from the alignments of the highest scoring models. Our analyses show that the method can resolve closely spaced arrivals below traditional resolution limits and that travel time estimates are robust in the presence of random noise and source wavelet errors. We applied the VSSD method to constrain the elastic properties of a ultralow- velocity zone (ULVZ) at the core-mantle boundary beneath the Coral Sea. We analyzed vertical component short period ScP waveforms for 16 earthquakes occurring in the Tonga-Fiji trench recorded at the Alice Springs Array (ASAR) in central Australia. These waveforms show strong pre and postcursory seismic arrivals consistent with ULVZ layering. We used the VSSD method to measure differential travel-times and amplitudes of the post-cursor arrival ScSP and the precursor arrival SPcP relative to ScP. We compare our measurements to a database of approximately 340,000 synthetic seismograms finding that these data are best fit by a ULVZ model with an S-wave velocity reduction of 24%, a P-wave velocity reduction of 23%, a thickness of 8.5 km, and a density increase of 6%. We simultaneously constrain both P- and S-wave velocity reductions as a 1:1 ratio inside this ULVZ. This 1:1 ratio is not consistent with a partial melt origin to ULVZs. Rather, we demonstrate that a compositional origin is more likely.

A global gridded dataset of daily precipitation going back to 1950, ideal for analysing precipitation extremes

NASA Astrophysics Data System (ADS)

Contractor, S.; Donat, M.; Alexander, L. V.

2017-12-01

Reliable observations of precipitation are necessary to determine past changes in precipitation and validate models, allowing for reliable future projections. Existing gauge based gridded datasets of daily precipitation and satellite based observations contain artefacts and have a short length of record, making them unsuitable to analyse precipitation extremes. The largest limiting factor for the gauge based datasets is a dense and reliable station network. Currently, there are two major data archives of global in situ daily rainfall data, first is Global Historical Station Network (GHCN-Daily) hosted by National Oceanic and Atmospheric Administration (NOAA) and the other by Global Precipitation Climatology Centre (GPCC) part of the Deutsche Wetterdienst (DWD). We combine the two data archives and use automated quality control techniques to create a reliable long term network of raw station data, which we then interpolate using block kriging to create a global gridded dataset of daily precipitation going back to 1950. We compare our interpolated dataset with existing global gridded data of daily precipitation: NOAA Climate Prediction Centre (CPC) Global V1.0 and GPCC Full Data Daily Version 1.0, as well as various regional datasets. We find that our raw station density is much higher than other datasets. To avoid artefacts due to station network variability, we provide multiple versions of our dataset based on various completeness criteria, as well as provide the standard deviation, kriging error and number of stations for each grid cell and timestep to encourage responsible use of our dataset. Despite our efforts to increase the raw data density, the in situ station network remains sparse in India after the 1960s and in Africa throughout the timespan of the dataset. Our dataset would allow for more reliable global analyses of rainfall including its extremes and pave the way for better global precipitation observations with lower and more transparent uncertainties.

Suitability of satellite derived and gridded sea surface temperature data sets for calibrating high-resolution marine proxy records

NASA Astrophysics Data System (ADS)

Ouellette, G., Jr.; DeLong, K. L.

2016-02-01

High-resolution proxy records of sea surface temperature (SST) are increasingly being produced using trace element and isotope variability within the skeletal materials of marine organisms such as corals, mollusks, sclerosponges, and coralline algae. Translating the geochemical variations within these organisms into records of SST requires calibration with SST observations using linear regression methods, preferably with in situ SST records that span several years. However, locations with such records are sparse; therefore, calibration is often accomplished using gridded SST data products such as the Hadley Center's HADSST (5º) and interpolated HADISST (1º) data sets, NOAA's extended reconstructed SST data set (ERSST; 2º), optimum interpolation SST (OISST; 1º), and Kaplan SST data sets (5º). From these data products, the SST used for proxy calibration is obtained for a single grid cell that includes the proxy's study site. The gridded data sets are based on the International Comprehensive Ocean-Atmosphere Data Set (ICOADS) and each uses different methods of interpolation to produce the globally and temporally complete data products except for HadSST, which is not interpolated but quality controlled. This study compares SST for a single site from these gridded data products with a high-resolution satellite-based SST data set from NOAA (Pathfinder; 4 km) with in situ SST data and coral Sr/Ca variability for our study site in Haiti to assess differences between these SST records with a focus on seasonal variability. Our results indicate substantial differences in the seasonal variability captured for the same site among these data sets on the order of 1-3°C. This analysis suggests that of the data products, high-resolution satellite SST best captured seasonal variability at the study site. Unfortunately, satellite SST records are limited to the past few decades. If satellite SST are to be used to calibrate proxy records, collecting modern, living samples is desirable.

More reliable forecasts with less precise computations: a fast-track route to cloud-resolved weather and climate simulators?

PubMed

Palmer, T N

2014-06-28

This paper sets out a new methodological approach to solving the equations for simulating and predicting weather and climate. In this approach, the conventionally hard boundary between the dynamical core and the sub-grid parametrizations is blurred. This approach is motivated by the relatively shallow power-law spectrum for atmospheric energy on scales of hundreds of kilometres and less. It is first argued that, because of this, the closure schemes for weather and climate simulators should be based on stochastic-dynamic systems rather than deterministic formulae. Second, as high-wavenumber elements of the dynamical core will necessarily inherit this stochasticity during time integration, it is argued that the dynamical core will be significantly over-engineered if all computations, regardless of scale, are performed completely deterministically and if all variables are represented with maximum numerical precision (in practice using double-precision floating-point numbers). As the era of exascale computing is approached, an energy- and computationally efficient approach to cloud-resolved weather and climate simulation is described where determinism and numerical precision are focused on the largest scales only.

PDF modeling of turbulent flows on unstructured grids

NASA Astrophysics Data System (ADS)

Bakosi, Jozsef

In probability density function (PDF) methods of turbulent flows, the joint PDF of several flow variables is computed by numerically integrating a system of stochastic differential equations for Lagrangian particles. Because the technique solves a transport equation for the PDF of the velocity and scalars, a mathematically exact treatment of advection, viscous effects and arbitrarily complex chemical reactions is possible; these processes are treated without closure assumptions. A set of algorithms is proposed to provide an efficient solution of the PDF transport equation modeling the joint PDF of turbulent velocity, frequency and concentration of a passive scalar in geometrically complex configurations. An unstructured Eulerian grid is employed to extract Eulerian statistics, to solve for quantities represented at fixed locations of the domain and to track particles. All three aspects regarding the grid make use of the finite element method. Compared to hybrid methods, the current methodology is stand-alone, therefore it is consistent both numerically and at the level of turbulence closure without the use of consistency conditions. Since both the turbulent velocity and scalar concentration fields are represented in a stochastic way, the method allows for a direct and close interaction between these fields, which is beneficial in computing accurate scalar statistics. Boundary conditions implemented along solid bodies are of the free-slip and no-slip type without the need for ghost elements. Boundary layers at no-slip boundaries are either fully resolved down to the viscous sublayer, explicitly modeling the high anisotropy and inhomogeneity of the low-Reynolds-number wall region without damping or wall-functions or specified via logarithmic wall-functions. As in moment closures and large eddy simulation, these wall-treatments provide the usual trade-off between resolution and computational cost as required by the given application. Particular attention is focused on modeling the dispersion of passive scalars in inhomogeneous turbulent flows. Two different micromixing models are investigated that incorporate the effect of small scale mixing on the transported scalar: the widely used interaction by exchange with the mean and the interaction by exchange with the conditional mean model. An adaptive algorithm to compute the velocity-conditioned scalar mean is proposed that homogenizes the statistical error over the sample space with no assumption on the shape of the underlying velocity PDF. The development also concentrates on a generally applicable micromixing timescale for complex flow domains. Several newly developed algorithms are described in detail that facilitate a stable numerical solution in arbitrarily complex flow geometries, including a stabilized mean-pressure projection scheme, the estimation of conditional and unconditional Eulerian statistics and their derivatives from stochastic particle fields employing finite element shapefunctions, particle tracking through unstructured grids, an efficient particle redistribution procedure and techniques related to efficient random number generation. The algorithm is validated and tested by computing three different turbulent flows: the fully developed turbulent channel flow, a street canyon (or cavity) flow and the turbulent wake behind a circular cylinder at a sub-critical Reynolds number. The solver has been parallelized and optimized for shared memory and multi-core architectures using the OpenMP standard. Relevant aspects of performance and parallelism on cache-based shared memory machines are discussed and presented in detail. The methodology shows great promise in the simulation of high-Reynolds-number incompressible inert or reactive turbulent flows in realistic configurations.

On a sparse pressure-flow rate condensation of rigid circulation models

PubMed Central

Schiavazzi, D. E.; Hsia, T. Y.; Marsden, A. L.

2015-01-01

Cardiovascular simulation has shown potential value in clinical decision-making, providing a framework to assess changes in hemodynamics produced by physiological and surgical alterations. State-of-the-art predictions are provided by deterministic multiscale numerical approaches coupling 3D finite element Navier Stokes simulations to lumped parameter circulation models governed by ODEs. Development of next-generation stochastic multiscale models whose parameters can be learned from available clinical data under uncertainty constitutes a research challenge made more difficult by the high computational cost typically associated with the solution of these models. We present a methodology for constructing reduced representations that condense the behavior of 3D anatomical models using outlet pressure-flow polynomial surrogates, based on multiscale model solutions spanning several heart cycles. Relevance vector machine regression is compared with maximum likelihood estimation, showing that sparse pressure/flow rate approximations offer superior performance in producing working surrogate models to be included in lumped circulation networks. Sensitivities of outlets flow rates are also quantified through a Sobol’ decomposition of their total variance encoded in the orthogonal polynomial expansion. Finally, we show that augmented lumped parameter models including the proposed surrogates accurately reproduce the response of multiscale models they were derived from. In particular, results are presented for models of the coronary circulation with closed loop boundary conditions and the abdominal aorta with open loop boundary conditions. PMID:26671219

seNorge2 daily precipitation, an observational gridded dataset over Norway from 1957 to the present day

NASA Astrophysics Data System (ADS)

Lussana, Cristian; Saloranta, Tuomo; Skaugen, Thomas; Magnusson, Jan; Tveito, Ole Einar; Andersen, Jess

2018-02-01

The conventional climate gridded datasets based on observations only are widely used in atmospheric sciences; our focus in this paper is on climate and hydrology. On the Norwegian mainland, seNorge2 provides high-resolution fields of daily total precipitation for applications requiring long-term datasets at regional or national level, where the challenge is to simulate small-scale processes often taking place in complex terrain. The dataset constitutes a valuable meteorological input for snow and hydrological simulations; it is updated daily and presented on a high-resolution grid (1 km of grid spacing). The climate archive goes back to 1957. The spatial interpolation scheme builds upon classical methods, such as optimal interpolation and successive-correction schemes. An original approach based on (spatial) scale-separation concepts has been implemented which uses geographical coordinates and elevation as complementary information in the interpolation. seNorge2 daily precipitation fields represent local precipitation features at spatial scales of a few kilometers, depending on the station network density. In the surroundings of a station or in dense station areas, the predictions are quite accurate even for intense precipitation. For most of the grid points, the performances are comparable to or better than a state-of-the-art pan-European dataset (E-OBS), because of the higher effective resolution of seNorge2. However, in very data-sparse areas, such as in the mountainous region of southern Norway, seNorge2 underestimates precipitation because it does not make use of enough geographical information to compensate for the lack of observations. The evaluation of seNorge2 as the meteorological forcing for the seNorge snow model and the DDD (Distance Distribution Dynamics) rainfall-runoff model shows that both models have been able to make profitable use of seNorge2, partly because of the automatic calibration procedure they incorporate for precipitation. The seNorge2 dataset 1957-2015 is available at https://doi.org/10.5281/zenodo.845733. Daily updates from 2015 onwards are available at http://thredds.met.no/thredds/catalog/metusers/senorge2/seNorge2/provisional_archive/PREC1d/gridded_dataset/catalog.html.

On modeling animal movements using Brownian motion with measurement error.

PubMed

Pozdnyakov, Vladimir; Meyer, Thomas; Wang, Yu-Bo; Yan, Jun

2014-02-01

Modeling animal movements with Brownian motion (or more generally by a Gaussian process) has a long tradition in ecological studies. The recent Brownian bridge movement model (BBMM), which incorporates measurement errors, has been quickly adopted by ecologists because of its simplicity and tractability. We discuss some nontrivial properties of the discrete-time stochastic process that results from observing a Brownian motion with added normal noise at discrete times. In particular, we demonstrate that the observed sequence of random variables is not Markov. Consequently the expected occupation time between two successively observed locations does not depend on just those two observations; the whole path must be taken into account. Nonetheless, the exact likelihood function of the observed time series remains tractable; it requires only sparse matrix computations. The likelihood-based estimation procedure is described in detail and compared to the BBMM estimation.

Separable projection integrals for higher-order correlators of the cosmic microwave sky: Acceleration by factors exceeding 100

NASA Astrophysics Data System (ADS)

Briggs, J. P.; Pennycook, S. J.; Fergusson, J. R.; Jäykkä, J.; Shellard, E. P. S.

2016-04-01

We present a case study describing efforts to optimise and modernise "Modal", the simulation and analysis pipeline used by the Planck satellite experiment for constraining general non-Gaussian models of the early universe via the bispectrum (or three-point correlator) of the cosmic microwave background radiation. We focus on one particular element of the code: the projection of bispectra from the end of inflation to the spherical shell at decoupling, which defines the CMB we observe today. This code involves a three-dimensional inner product between two functions, one of which requires an integral, on a non-rectangular domain containing a sparse grid. We show that by employing separable methods this calculation can be reduced to a one-dimensional summation plus two integrations, reducing the overall dimensionality from four to three. The introduction of separable functions also solves the issue of the non-rectangular sparse grid. This separable method can become unstable in certain scenarios and so the slower non-separable integral must be calculated instead. We present a discussion of the optimisation of both approaches. We demonstrate significant speed-ups of ≈100×, arising from a combination of algorithmic improvements and architecture-aware optimisations targeted at improving thread and vectorisation behaviour. The resulting MPI/OpenMP hybrid code is capable of executing on clusters containing processors and/or coprocessors, with strong-scaling efficiency of 98.6% on up to 16 nodes. We find that a single coprocessor outperforms two processor sockets by a factor of 1.3× and that running the same code across a combination of both microarchitectures improves performance-per-node by a factor of 3.38×. By making bispectrum calculations competitive with those for the power spectrum (or two-point correlator) we are now able to consider joint analysis for cosmological science exploitation of new data.

Gravity-Assist Trajectories to the Ice Giants: An Automated Method to Catalog Mass- Or Time-Optimal Solutions

NASA Technical Reports Server (NTRS)

Hughes, Kyle M.; Knittel, Jeremy M.; Englander, Jacob A.

2017-01-01

This work presents an automated method of calculating mass (or time) optimal gravity-assist trajectories without a priori knowledge of the flyby-body combination. Since gravity assists are particularly crucial for reaching the outer Solar System, we use the Ice Giants, Uranus and Neptune, as example destinations for this work. Catalogs are also provided that list the most attractive trajectories found over launch dates ranging from 2024 to 2038. The tool developed to implement this method, called the Python EMTG Automated Trade Study Application (PEATSA), iteratively runs the Evolutionary Mission Trajectory Generator (EMTG), a NASA Goddard Space Flight Center in-house trajectory optimization tool. EMTG finds gravity-assist trajectories with impulsive maneuvers using a multiple-shooting structure along with stochastic methods (such as monotonic basin hopping) and may be run with or without an initial guess provided. PEATSA runs instances of EMTG in parallel over a grid of launch dates. After each set of runs completes, the best results within a neighborhood of launch dates are used to seed all other cases in that neighborhood-allowing the solutions across the range of launch dates to improve over each iteration. The results here are compared against trajectories found using a grid-search technique, and PEATSA is found to outperform the grid-search results for most launch years considered.

Gravity-Assist Trajectories to the Ice Giants: An Automated Method to Catalog Mass-or Time-Optimal Solutions

NASA Technical Reports Server (NTRS)

Hughes, Kyle M.; Knittel, Jeremy M.; Englander, Jacob A.

2017-01-01

This work presents an automated method of calculating mass (or time) optimal gravity-assist trajectories without a priori knowledge of the flyby-body combination. Since gravity assists are particularly crucial for reaching the outer Solar System, we use the Ice Giants, Uranus and Neptune, as example destinations for this work. Catalogs are also provided that list the most attractive trajectories found over launch dates ranging from 2024 to 2038. The tool developed to implement this method, called the Python EMTG Automated Trade Study Application (PEATSA), iteratively runs the Evolutionary Mission Trajectory Generator (EMTG), a NASA Goddard Space Flight Center in-house trajectory optimization tool. EMTG finds gravity-assist trajectories with impulsive maneuvers using a multiple-shooting structure along with stochastic methods (such as monotonic basin hopping) and may be run with or without an initial guess provided. PEATSA runs instances of EMTG in parallel over a grid of launch dates. After each set of runs completes, the best results within a neighborhood of launch dates are used to seed all other cases in that neighborhood---allowing the solutions across the range of launch dates to improve over each iteration. The results here are compared against trajectories found using a grid-search technique, and PEATSA is found to outperform the grid-search results for most launch years considered.

Evaluation of the Global Land Data Assimilation System (GLDAS) air temperature data products

USGS Publications Warehouse

Ji, Lei; Senay, Gabriel B.; Verdin, James P.

2015-01-01

There is a high demand for agrohydrologic models to use gridded near-surface air temperature data as the model input for estimating regional and global water budgets and cycles. The Global Land Data Assimilation System (GLDAS) developed by combining simulation models with observations provides a long-term gridded meteorological dataset at the global scale. However, the GLDAS air temperature products have not been comprehensively evaluated, although the accuracy of the products was assessed in limited areas. In this study, the daily 0.25° resolution GLDAS air temperature data are compared with two reference datasets: 1) 1-km-resolution gridded Daymet data (2002 and 2010) for the conterminous United States and 2) global meteorological observations (2000–11) archived from the Global Historical Climatology Network (GHCN). The comparison of the GLDAS datasets with the GHCN datasets, including 13 511 weather stations, indicates a fairly high accuracy of the GLDAS data for daily temperature. The quality of the GLDAS air temperature data, however, is not always consistent in different regions of the world; for example, some areas in Africa and South America show relatively low accuracy. Spatial and temporal analyses reveal a high agreement between GLDAS and Daymet daily air temperature datasets, although spatial details in high mountainous areas are not sufficiently estimated by the GLDAS data. The evaluation of the GLDAS data demonstrates that the air temperature estimates are generally accurate, but caution should be taken when the data are used in mountainous areas or places with sparse weather stations.

On the Probabilistic Deployment of Smart Grid Networks in TV White Space.

PubMed

Cacciapuoti, Angela Sara; Caleffi, Marcello; Paura, Luigi

2016-05-10

To accommodate the rapidly increasing demand for wireless broadband communications in Smart Grid (SG) networks, research efforts are currently ongoing to enable the SG networks to utilize the TV spectrum according to the Cognitive Radio paradigm. To this aim, in this letter, we develop an analytical framework for the optimal deployment of multiple closely-located SG Neighborhood Area Networks (NANs) concurrently using the same TV spectrum. The objective is to derive the optimal values for both the number of NANs and their coverage. More specifically, regarding the number of NANs, we derive the optimal closed-form expression, i.e., the closed-form expression that assures the deployment of the maximum number of NANs in the considered region satisfying a given collision constraint on the transmissions of the NANs. Regarding the NAN coverage, we derive the optimal closed-form expression, i.e., the closed-form expression of the NAN transmission range that assures the maximum coverage of each NAN in the considered region satisfying the given collision constraint. All the theoretical results are derived by adopting a stochastic approach. Finally, numerical results validate the theoretical analysis.

Dynamic Price Vector Formation Model-Based Automatic Demand Response Strategy for PV-Assisted EV Charging Stations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Qifang; Wang, Fei; Hodge, Bri-Mathias

A real-time price (RTP)-based automatic demand response (ADR) strategy for PV-assisted electric vehicle (EV) Charging Station (PVCS) without vehicle to grid is proposed. The charging process is modeled as a dynamic linear program instead of the normal day-ahead and real-time regulation strategy, to capture the advantages of both global and real-time optimization. Different from conventional price forecasting algorithms, a dynamic price vector formation model is proposed based on a clustering algorithm to form an RTP vector for a particular day. A dynamic feasible energy demand region (DFEDR) model considering grid voltage profiles is designed to calculate the lower and uppermore » bounds. A deduction method is proposed to deal with the unknown information of future intervals, such as the actual stochastic arrival and departure times of EVs, which make the DFEDR model suitable for global optimization. Finally, both the comparative cases articulate the advantages of the developed methods and the validity in reducing electricity costs, mitigating peak charging demand, and improving PV self-consumption of the proposed strategy are verified through simulation scenarios.« less

Large-Scale CTRW Analysis of Push-Pull Tracer Tests and Other Transport in Heterogeneous Porous Media

NASA Astrophysics Data System (ADS)

Hansen, S. K.; Berkowitz, B.

2014-12-01

Recently, we developed an alternative CTRW formulation which uses a "latching" upscaling scheme to rigorously map continuous or fine-scale stochastic solute motion onto discrete transitions on an arbitrarily coarse lattice (with spacing potentially on the meter scale or more). This approach enables model simplification, among many other things. Under advection, for example, we see that many relevant anomalous transport problems may be mapped into 1D, with latching to a sequence of successive, uniformly spaced planes. On this formulation (which we term RP-CTRW), the spatial transition vector may generally be made deterministic, with CTRW waiting time distributions encapsulating all the stochastic behavior. We demonstrate the excellent performance of this technique alongside Pareto-distributed waiting times in explaining experiments across a variety of scales using only two degrees of freedom. An interesting new application of the RP-CTRW technique is the analysis of radial (push-pull) tracer tests. Given modern computational power, random walk simulations are a natural fit for the inverse problem of inferring subsurface parameters from push-pull test data, and we propose them as an alternative to the classical type curve approach. In particular, we explore the visibility of heterogeneity through non-Fickian behavior in push-pull tests, and illustrate the ability of a radial RP-CTRW technique to encapsulate this behavior using a sparse parameterization which has predictive value.

Inverse modeling of hydraulic tests in fractured crystalline rock based on a transition probability geostatistical approach

NASA Astrophysics Data System (ADS)

Blessent, Daniela; Therrien, René; Lemieux, Jean-Michel

2011-12-01

This paper presents numerical simulations of a series of hydraulic interference tests conducted in crystalline bedrock at Olkiluoto (Finland), a potential site for the disposal of the Finnish high-level nuclear waste. The tests are in a block of crystalline bedrock of about 0.03 km3 that contains low-transmissivity fractures. Fracture density, orientation, and fracture transmissivity are estimated from Posiva Flow Log (PFL) measurements in boreholes drilled in the rock block. On the basis of those data, a geostatistical approach relying on a transitional probability and Markov chain models is used to define a conceptual model based on stochastic fractured rock facies. Four facies are defined, from sparsely fractured bedrock to highly fractured bedrock. Using this conceptual model, three-dimensional groundwater flow is then simulated to reproduce interference pumping tests in either open or packed-off boreholes. Hydraulic conductivities of the fracture facies are estimated through automatic calibration using either hydraulic heads or both hydraulic heads and PFL flow rates as targets for calibration. The latter option produces a narrower confidence interval for the calibrated hydraulic conductivities, therefore reducing the associated uncertainty and demonstrating the usefulness of the measured PFL flow rates. Furthermore, the stochastic facies conceptual model is a suitable alternative to discrete fracture network models to simulate fluid flow in fractured geological media.

Droplet Image Super Resolution Based on Sparse Representation and Kernel Regression

NASA Astrophysics Data System (ADS)

Zou, Zhenzhen; Luo, Xinghong; Yu, Qiang

2018-02-01

Microgravity and containerless conditions, which are produced via electrostatic levitation combined with a drop tube, are important when studying the intrinsic properties of new metastable materials. Generally, temperature and image sensors can be used to measure the changes of sample temperature, morphology and volume. Then, the specific heat, surface tension, viscosity changes and sample density can be obtained. Considering that the falling speed of the material sample droplet is approximately 31.3 m/s when it reaches the bottom of a 50-meter-high drop tube, a high-speed camera with a collection rate of up to 106 frames/s is required to image the falling droplet. However, at the high-speed mode, very few pixels, approximately 48-120, will be obtained in each exposure time, which results in low image quality. Super-resolution image reconstruction is an algorithm that provides finer details than the sampling grid of a given imaging device by increasing the number of pixels per unit area in the image. In this work, we demonstrate the application of single image-resolution reconstruction in the microgravity and electrostatic levitation for the first time. Here, using the image super-resolution method based on sparse representation, a low-resolution droplet image can be reconstructed. Employed Yang's related dictionary model, high- and low-resolution image patches were combined with dictionary training, and high- and low-resolution-related dictionaries were obtained. The online double-sparse dictionary training algorithm was used in the study of related dictionaries and overcome the shortcomings of the traditional training algorithm with small image patch. During the stage of image reconstruction, the algorithm of kernel regression is added, which effectively overcomes the shortcomings of the Yang image's edge blurs.

Droplet Image Super Resolution Based on Sparse Representation and Kernel Regression

NASA Astrophysics Data System (ADS)

Zou, Zhenzhen; Luo, Xinghong; Yu, Qiang

2018-05-01

Microgravity and containerless conditions, which are produced via electrostatic levitation combined with a drop tube, are important when studying the intrinsic properties of new metastable materials. Generally, temperature and image sensors can be used to measure the changes of sample temperature, morphology and volume. Then, the specific heat, surface tension, viscosity changes and sample density can be obtained. Considering that the falling speed of the material sample droplet is approximately 31.3 m/s when it reaches the bottom of a 50-meter-high drop tube, a high-speed camera with a collection rate of up to 106 frames/s is required to image the falling droplet. However, at the high-speed mode, very few pixels, approximately 48-120, will be obtained in each exposure time, which results in low image quality. Super-resolution image reconstruction is an algorithm that provides finer details than the sampling grid of a given imaging device by increasing the number of pixels per unit area in the image. In this work, we demonstrate the application of single image-resolution reconstruction in the microgravity and electrostatic levitation for the first time. Here, using the image super-resolution method based on sparse representation, a low-resolution droplet image can be reconstructed. Employed Yang's related dictionary model, high- and low-resolution image patches were combined with dictionary training, and high- and low-resolution-related dictionaries were obtained. The online double-sparse dictionary training algorithm was used in the study of related dictionaries and overcome the shortcomings of the traditional training algorithm with small image patch. During the stage of image reconstruction, the algorithm of kernel regression is added, which effectively overcomes the shortcomings of the Yang image's edge blurs.

An efficient implementation of a high-order filter for a cubed-sphere spectral element model

NASA Astrophysics Data System (ADS)

Kang, Hyun-Gyu; Cheong, Hyeong-Bin

2017-03-01

A parallel-scalable, isotropic, scale-selective spatial filter was developed for the cubed-sphere spectral element model on the sphere. The filter equation is a high-order elliptic (Helmholtz) equation based on the spherical Laplacian operator, which is transformed into cubed-sphere local coordinates. The Laplacian operator is discretized on the computational domain, i.e., on each cell, by the spectral element method with Gauss-Lobatto Lagrange interpolating polynomials (GLLIPs) as the orthogonal basis functions. On the global domain, the discrete filter equation yielded a linear system represented by a highly sparse matrix. The density of this matrix increases quadratically (linearly) with the order of GLLIP (order of the filter), and the linear system is solved in only O (Ng) operations, where Ng is the total number of grid points. The solution, obtained by a row reduction method, demonstrated the typical accuracy and convergence rate of the cubed-sphere spectral element method. To achieve computational efficiency on parallel computers, the linear system was treated by an inverse matrix method (a sparse matrix-vector multiplication). The density of the inverse matrix was lowered to only a few times of the original sparse matrix without degrading the accuracy of the solution. For better computational efficiency, a local-domain high-order filter was introduced: The filter equation is applied to multiple cells, and then the central cell was only used to reconstruct the filtered field. The parallel efficiency of applying the inverse matrix method to the global- and local-domain filter was evaluated by the scalability on a distributed-memory parallel computer. The scale-selective performance of the filter was demonstrated on Earth topography. The usefulness of the filter as a hyper-viscosity for the vorticity equation was also demonstrated.

Application of wavefield compressive sensing in surface wave tomography

NASA Astrophysics Data System (ADS)

Zhan, Zhongwen; Li, Qingyang; Huang, Jianping

2018-06-01

Dense arrays allow sampling of seismic wavefield without significant aliasing, and surface wave tomography has benefitted from exploiting wavefield coherence among neighbouring stations. However, explicit or implicit assumptions about wavefield, irregular station spacing and noise still limit the applicability and resolution of current surface wave methods. Here, we propose to apply the theory of compressive sensing (CS) to seek a sparse representation of the surface wavefield using a plane-wave basis. Then we reconstruct the continuous surface wavefield on a dense regular grid before applying any tomographic methods. Synthetic tests demonstrate that wavefield CS improves robustness and resolution of Helmholtz tomography and wavefield gradiometry, especially when traditional approaches have difficulties due to sub-Nyquist sampling or complexities in wavefield.

Subsurface Grain Morphology Reconstruction by Differential Aperture X-ray Microscopy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Eisenlohr, Philip; Shanthraj, Pratheek; Vande Kieft, Brendan R.

A multistep, non-destructive grain morphology reconstruction methodology that is applicable to near-surface volumes is developed and tested on synthetic grain structures. This approach probes the subsurface crystal orientation using differential aperture X-ray microscopy (DAXM) on a sparse grid across the microstructure volume of interest. Resulting orientation data is clustered according to proximity in physical and orientation space and used as seed points for an initial Voronoi tessellation to (crudely) approximate the grain morphology. Curvature-driven grain boundary relaxation, simulated by means of the Voronoi Implicit Interface Method (VIIM), progressively improves the reconstruction accuracy. The similarity between bulk and readily accessible surfacemore » reconstruction error provides an objective termination criterion for boundary relaxation.« less

Potential, velocity, and density fields from sparse and noisy redshift-distance samples - Method

NASA Technical Reports Server (NTRS)

Dekel, Avishai; Bertschinger, Edmund; Faber, Sandra M.

1990-01-01

A method for recovering the three-dimensional potential, velocity, and density fields from large-scale redshift-distance samples is described. Galaxies are taken as tracers of the velocity field, not of the mass. The density field and the initial conditions are calculated using an iterative procedure that applies the no-vorticity assumption at an initial time and uses the Zel'dovich approximation to relate initial and final positions of particles on a grid. The method is tested using a cosmological N-body simulation 'observed' at the positions of real galaxies in a redshift-distance sample, taking into account their distance measurement errors. Malmquist bias and other systematic and statistical errors are extensively explored using both analytical techniques and Monte Carlo simulations.

Three-dimensional forward modeling of DC resistivity using the aggregation-based algebraic multigrid method

NASA Astrophysics Data System (ADS)

Chen, Hui; Deng, Ju-Zhi; Yin, Min; Yin, Chang-Chun; Tang, Wen-Wu

2017-03-01

To speed up three-dimensional (3D) DC resistivity modeling, we present a new multigrid method, the aggregation-based algebraic multigrid method (AGMG). We first discretize the differential equation of the secondary potential field with mixed boundary conditions by using a seven-point finite-difference method to obtain a large sparse system of linear equations. Then, we introduce the theory behind the pairwise aggregation algorithms for AGMG and use the conjugate-gradient method with the V-cycle AGMG preconditioner (AGMG-CG) to solve the linear equations. We use typical geoelectrical models to test the proposed AGMG-CG method and compare the results with analytical solutions and the 3DDCXH algorithm for 3D DC modeling (3DDCXH). In addition, we apply the AGMG-CG method to different grid sizes and geoelectrical models and compare it to different iterative methods, such as ILU-BICGSTAB, ILU-GCR, and SSOR-CG. The AGMG-CG method yields nearly linearly decreasing errors, whereas the number of iterations increases slowly with increasing grid size. The AGMG-CG method is precise and converges fast, and thus can improve the computational efficiency in forward modeling of three-dimensional DC resistivity.

Large-scale optimal control of interconnected natural gas and electrical transmission systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chiang, Nai-Yuan; Zavala, Victor M.

2016-04-01

We present a detailed optimal control model that captures spatiotemporal interactions between gas and electric transmission networks. We use the model to study flexibility and economic opportunities provided by coordination. A large-scale case study in the Illinois system reveals that coordination can enable the delivery of significantly larger amounts of natural gas to the power grid. In particular, under a coordinated setting, gas-fired generators act as distributed demand response resources that can be controlled by the gas pipeline operator. This enables more efficient control of pressures and flows in space and time and overcomes delivery bottlenecks. We demonstrate that themore » additional flexibility not only can benefit the gas operator but can also lead to more efficient power grid operations and results in increased revenue for gas-fired power plants. We also use the optimal control model to analyze computational issues arising in these complex models. We demonstrate that the interconnected Illinois system with full physical resolution gives rise to a highly nonlinear optimal control problem with 4400 differential and algebraic equations and 1040 controls that can be solved with a state-of-the-art sparse optimization solver. (C) 2016 Elsevier Ltd. All rights reserved.« less

A High-Resolution Capability for Large-Eddy Simulation of Jet Flows

NASA Technical Reports Server (NTRS)

DeBonis, James R.

2011-01-01

A large-eddy simulation (LES) code that utilizes high-resolution numerical schemes is described and applied to a compressible jet flow. The code is written in a general manner such that the accuracy/resolution of the simulation can be selected by the user. Time discretization is performed using a family of low-dispersion Runge-Kutta schemes, selectable from first- to fourth-order. Spatial discretization is performed using central differencing schemes. Both standard schemes, second- to twelfth-order (3 to 13 point stencils) and Dispersion Relation Preserving schemes from 7 to 13 point stencils are available. The code is written in Fortran 90 and uses hybrid MPI/OpenMP parallelization. The code is applied to the simulation of a Mach 0.9 jet flow. Four-stage third-order Runge-Kutta time stepping and the 13 point DRP spatial discretization scheme of Bogey and Bailly are used. The high resolution numerics used allows for the use of relatively sparse grids. Three levels of grid resolution are examined, 3.5, 6.5, and 9.2 million points. Mean flow, first-order turbulent statistics and turbulent spectra are reported. Good agreement with experimental data for mean flow and first-order turbulent statistics is shown.

Comparison of spatial interpolation of rainfall with emphasis on extreme events

NASA Astrophysics Data System (ADS)

Amin, Kanwal; Duan, Zheng; Disse, Markus

2017-04-01

The sparse network of rain-gauges has always motivated the scientists to find more robust ways to include the spatial variability of precipitation. Turning Bands Simulation, External Drift Kriging, Copula and Random Mixing are amongst one of them. Remote sensing Technologies i.e., radar and satellite estimations are widely known to provide a spatial profile of the precipitation, however during extreme events the accuracy of the resulted areal precipitation is still under discussion. The aim is to compare the areal hourly precipitation results of a flood event from RADOLAN (Radar online adjustment) with the gridded rainfall obtained via Turning Bands Simulation (TBM) and Inverse Distance Weighting (IDW) method. The comparison is mainly focused on performing the uncertainty analysis of the areal precipitation through the said simulation and remote sensing technique for the Upper Main Catchment. The comparison of the results obtained from TBM, IDW and RADOLAN show considerably similar results near the rain gauge stations, but the degree of ambiguity elevates with the increasing distance from the gauge stations. Future research will be carried out to compare the forecasted gridded precipitation simulations with the real-time rainfall forecast system (RADVOR) to make the flood evacuation process more robust and efficient.

Time integration algorithms for the two-dimensional Euler equations on unstructured meshes

NASA Technical Reports Server (NTRS)

Slack, David C.; Whitaker, D. L.; Walters, Robert W.

1994-01-01

Explicit and implicit time integration algorithms for the two-dimensional Euler equations on unstructured grids are presented. Both cell-centered and cell-vertex finite volume upwind schemes utilizing Roe's approximate Riemann solver are developed. For the cell-vertex scheme, a four-stage Runge-Kutta time integration, a fourstage Runge-Kutta time integration with implicit residual averaging, a point Jacobi method, a symmetric point Gauss-Seidel method and two methods utilizing preconditioned sparse matrix solvers are presented. For the cell-centered scheme, a Runge-Kutta scheme, an implicit tridiagonal relaxation scheme modeled after line Gauss-Seidel, a fully implicit lower-upper (LU) decomposition, and a hybrid scheme utilizing both Runge-Kutta and LU methods are presented. A reverse Cuthill-McKee renumbering scheme is employed for the direct solver to decrease CPU time by reducing the fill of the Jacobian matrix. A comparison of the various time integration schemes is made for both first-order and higher order accurate solutions using several mesh sizes, higher order accuracy is achieved by using multidimensional monotone linear reconstruction procedures. The results obtained for a transonic flow over a circular arc suggest that the preconditioned sparse matrix solvers perform better than the other methods as the number of elements in the mesh increases.

SAMBA: Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ahlfeld, R., E-mail: r.ahlfeld14@imperial.ac.uk; Belkouchi, B.; Montomoli, F.

2016-09-01

A new arbitrary Polynomial Chaos (aPC) method is presented for moderately high-dimensional problems characterised by limited input data availability. The proposed methodology improves the algorithm of aPC and extends the method, that was previously only introduced as tensor product expansion, to moderately high-dimensional stochastic problems. The fundamental idea of aPC is to use the statistical moments of the input random variables to develop the polynomial chaos expansion. This approach provides the possibility to propagate continuous or discrete probability density functions and also histograms (data sets) as long as their moments exist, are finite and the determinant of the moment matrixmore » is strictly positive. For cases with limited data availability, this approach avoids bias and fitting errors caused by wrong assumptions. In this work, an alternative way to calculate the aPC is suggested, which provides the optimal polynomials, Gaussian quadrature collocation points and weights from the moments using only a handful of matrix operations on the Hankel matrix of moments. It can therefore be implemented without requiring prior knowledge about statistical data analysis or a detailed understanding of the mathematics of polynomial chaos expansions. The extension to more input variables suggested in this work, is an anisotropic and adaptive version of Smolyak's algorithm that is solely based on the moments of the input probability distributions. It is referred to as SAMBA (PC), which is short for Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos. It is illustrated that for moderately high-dimensional problems (up to 20 different input variables or histograms) SAMBA can significantly simplify the calculation of sparse Gaussian quadrature rules. SAMBA's efficiency for multivariate functions with regard to data availability is further demonstrated by analysing higher order convergence and accuracy for a set of nonlinear test functions with 2, 5 and 10 different input distributions or histograms.« less

SAMBA: Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos

NASA Astrophysics Data System (ADS)

Ahlfeld, R.; Belkouchi, B.; Montomoli, F.

2016-09-01

A new arbitrary Polynomial Chaos (aPC) method is presented for moderately high-dimensional problems characterised by limited input data availability. The proposed methodology improves the algorithm of aPC and extends the method, that was previously only introduced as tensor product expansion, to moderately high-dimensional stochastic problems. The fundamental idea of aPC is to use the statistical moments of the input random variables to develop the polynomial chaos expansion. This approach provides the possibility to propagate continuous or discrete probability density functions and also histograms (data sets) as long as their moments exist, are finite and the determinant of the moment matrix is strictly positive. For cases with limited data availability, this approach avoids bias and fitting errors caused by wrong assumptions. In this work, an alternative way to calculate the aPC is suggested, which provides the optimal polynomials, Gaussian quadrature collocation points and weights from the moments using only a handful of matrix operations on the Hankel matrix of moments. It can therefore be implemented without requiring prior knowledge about statistical data analysis or a detailed understanding of the mathematics of polynomial chaos expansions. The extension to more input variables suggested in this work, is an anisotropic and adaptive version of Smolyak's algorithm that is solely based on the moments of the input probability distributions. It is referred to as SAMBA (PC), which is short for Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos. It is illustrated that for moderately high-dimensional problems (up to 20 different input variables or histograms) SAMBA can significantly simplify the calculation of sparse Gaussian quadrature rules. SAMBA's efficiency for multivariate functions with regard to data availability is further demonstrated by analysing higher order convergence and accuracy for a set of nonlinear test functions with 2, 5 and 10 different input distributions or histograms.

Modeling and Analysis of Remote, Off-grid Microgrids

NASA Astrophysics Data System (ADS)

Madathil, Sreenath Chalil

Over the past century the electric power industry has evolved to support the delivery of power over long distances with highly interconnected transmission systems. Despite this evolution, some remote communities are not connected to these systems. These communities rely on small, disconnected distribution systems, i.e., microgrids, to deliver power. Power distribution in most of these remote communities often depend on a type of microgrid called "off-grid microgrids". However, as microgrids often are not held to the same reliability standards as transmission grids, remote communities can be at risk to experience extended blackouts. Recent trends have also shown an increased use of renewable energy resources in power systems for remote communities. The increased penetration of renewable resources in power generation will require complex decision making when designing a resilient power system. This is mainly due to the stochastic nature of renewable resources that can lead to loss of load or line overload during their operations. In the first part of this thesis, we develop an optimization model and accompanying solution algorithm for capacity planning and operating microgrids that include N-1 security and other practical modeling features (e.g., AC power flow physics, component efficiencies and thermal limits). We demonstrate the effectiveness of our model and solution approach on two test systems: a modified version of the IEEE 13 node test feeder and a model of a distribution system in a remote Alaskan community. Once a tractable algorithm was identified to solve the above problem, we develop a mathematical model that includes topology design of microgrids. The topology design includes building new lines, making redundant lines, and analyzing N-1 contingencies on generators and lines. We develop a rolling horizon algorithm to efficiently analyze the model and demonstrate the strength of our algorithm in the same network. Finally, we develop a stochastic model that considers generation uncertainties along with N-1 security on generation assets. We develop a chance-constrained model to analyze the efficacy of the problem under consideration and present a case study on an adapted IEEE-13 node network. A successful implementation of this research could help remote communities around the world to enhance their quality of life by providing them with cost-effective, reliable electricity.

A transformed path integral approach for solution of the Fokker-Planck equation

NASA Astrophysics Data System (ADS)

Subramaniam, Gnana M.; Vedula, Prakash

2017-10-01

A novel path integral (PI) based method for solution of the Fokker-Planck equation is presented. The proposed method, termed the transformed path integral (TPI) method, utilizes a new formulation for the underlying short-time propagator to perform the evolution of the probability density function (PDF) in a transformed computational domain where a more accurate representation of the PDF can be ensured. The new formulation, based on a dynamic transformation of the original state space with the statistics of the PDF as parameters, preserves the non-negativity of the PDF and incorporates short-time properties of the underlying stochastic process. New update equations for the state PDF in a transformed space and the parameters of the transformation (including mean and covariance) that better accommodate nonlinearities in drift and non-Gaussian behavior in distributions are proposed (based on properties of the SDE). Owing to the choice of transformation considered, the proposed method maps a fixed grid in transformed space to a dynamically adaptive grid in the original state space. The TPI method, in contrast to conventional methods such as Monte Carlo simulations and fixed grid approaches, is able to better represent the distributions (especially the tail information) and better address challenges in processes with large diffusion, large drift and large concentration of PDF. Additionally, in the proposed TPI method, error bounds on the probability in the computational domain can be obtained using the Chebyshev's inequality. The benefits of the TPI method over conventional methods are illustrated through simulations of linear and nonlinear drift processes in one-dimensional and multidimensional state spaces. The effects of spatial and temporal grid resolutions as well as that of the diffusion coefficient on the error in the PDF are also characterized.

Static reservoir modeling of the Bahariya reservoirs for the oilfields development in South Umbarka area, Western Desert, Egypt

NASA Astrophysics Data System (ADS)

Abdel-Fattah, Mohamed I.; Metwalli, Farouk I.; Mesilhi, El Sayed I.

2018-02-01

3D static reservoir modeling of the Bahariya reservoirs using seismic and wells data can be a relevant part of an overall strategy for the oilfields development in South Umbarka area (Western Desert, Egypt). The seismic data is used to build the 3D grid, including fault sticks for the fault modeling, and horizon interpretations and surfaces for horizon modeling. The 3D grid is the digital representation of the structural geology of Bahariya Formation. When we got a reasonably accurate representation, we fill the 3D grid with facies and petrophysical properties to simulate it, to gain a more precise understanding of the reservoir properties behavior. Sequential Indicator Simulation (SIS) and Sequential Gaussian Simulation (SGS) techniques are the stochastic algorithms used to spatially distribute discrete reservoir properties (facies) and continuous reservoir properties (shale volume, porosity, and water saturation) respectively within the created 3D grid throughout property modeling. The structural model of Bahariya Formation exhibits the trapping mechanism which is a fault assisted anticlinal closure trending NW-SE. This major fault breaks the reservoirs into two major fault blocks (North Block and South Block). Petrophysical models classified Lower Bahariya reservoir as a moderate to good reservoir rather than Upper Bahariya reservoir in terms of facies, with good porosity and permeability, low water saturation, and moderate net to gross. The Original Oil In Place (OOIP) values of modeled Bahariya reservoirs show hydrocarbon accumulation in economic quantity, considering the high structural dips at the central part of South Umbarka area. The powerful of 3D static modeling technique has provided a considerable insight into the future prediction of Bahariya reservoirs performance and production behavior.

Microseismic Monitoring Using Sparse Surface Network of Broadband Instruments: Western Canada Shale Play Case Study

NASA Astrophysics Data System (ADS)

Yenier, E.; Baturan, D.; Karimi, S.

2016-12-01

Monitoring of seismicity related to oil and gas operations is routinely performed nowadays using a number of different surface and downhole seismic array configurations and technologies. Here, we provide a hydraulic fracture (HF) monitoring case study that compares the data set generated by a sparse local surface network of broadband seismometers to a data set generated by a single downhole geophone string. Our data was collected during a 5-day single-well HF operation, by a temporary surface network consisting of 10 stations deployed within 5 km of the production well. The downhole data was recorded by a 20 geophone string deployed in an observation well located 15 m from the production well. Surface network data processing included standard STA/LTA event triggering enhanced by template-matching subspace detection, grid search locations which was improved using the double-differencing re-location technique, as well as Richter (ML) and moment (Mw) magnitude computations for all detected events. In addition, moment tensors were computed from first motion polarities and amplitudes for the subset of highest SNR events. The resulting surface event catalog shows a very weak spatio-temporal correlation to HF operations with only 43% of recorded seismicity occurring during HF stages times. This along with source mechanisms shows that the surface-recorded seismicity delineates the activation of several pre-existing structures striking NNE-SSW and consistent with regional stress conditions as indicated by the orientation of SHmax. Comparison of the sparse-surface and single downhole string datasets allows us to perform a cost-benefit analysis of the two monitoring methods. Our findings show that although the downhole array recorded ten times as many events, the surface network provides a more coherent delineation of the underlying structure and more accurate magnitudes for larger magnitude events. We attribute this to the enhanced focal coverage provided by the surface network and the use of broadband instrumentation. The results indicate that sparse surface networks of high quality instruments can provide rich and reliable datasets for evaluation of the impact and effectiveness of hydraulic fracture operations in regions with favorable surface noise, local stress and attenuation characteristics.

Evolution of regulatory networks towards adaptability and stability in a changing environment

NASA Astrophysics Data System (ADS)

Lee, Deok-Sun

2014-11-01

Diverse biological networks exhibit universal features distinguished from those of random networks, calling much attention to their origins and implications. Here we propose a minimal evolution model of Boolean regulatory networks, which evolve by selectively rewiring links towards enhancing adaptability to a changing environment and stability against dynamical perturbations. We find that sparse and heterogeneous connectivity patterns emerge, which show qualitative agreement with real transcriptional regulatory networks and metabolic networks. The characteristic scaling behavior of stability reflects the balance between robustness and flexibility. The scaling of fluctuation in the perturbation spread shows a dynamic crossover, which is analyzed by investigating separately the stochasticity of internal dynamics and the network structure differences depending on the evolution pathways. Our study delineates how the ambivalent pressure of evolution shapes biological networks, which can be helpful for studying general complex systems interacting with environments.

Enhanced Detectability of Community Structure in Multilayer Networks through Layer Aggregation.

PubMed

Taylor, Dane; Shai, Saray; Stanley, Natalie; Mucha, Peter J

2016-06-03

Many systems are naturally represented by a multilayer network in which edges exist in multiple layers that encode different, but potentially related, types of interactions, and it is important to understand limitations on the detectability of community structure in these networks. Using random matrix theory, we analyze detectability limitations for multilayer (specifically, multiplex) stochastic block models (SBMs) in which L layers are derived from a common SBM. We study the effect of layer aggregation on detectability for several aggregation methods, including summation of the layers' adjacency matrices for which we show the detectability limit vanishes as O(L^{-1/2}) with increasing number of layers, L. Importantly, we find a similar scaling behavior when the summation is thresholded at an optimal value, providing insight into the common-but not well understood-practice of thresholding pairwise-interaction data to obtain sparse network representations.

A network approach in analysis of the matching hypothesis

NASA Astrophysics Data System (ADS)

Jia, Tao; Spivey, Robert; Korniss, Gyorgy; Szymanski, Boleslaw

2014-03-01

The matching hypothesis in social psychology claimed that people are more likely to form a committed relationship with someone who is equally attractive. This phenomenon can be well interpreted by the principle of homophily that people are apt to get in touch with others similar to them. Yet, social experiments indicate that people in general tend to prefer more attractive individuals regardless of their own attractiveness. Here study the stochastic matching process for different underlying networks and different attractiveness distributions. We showed that the correlation of attractiveness within couples could purely due to the limited number of acquaintance each person has and such correlation decreases as the network becomes more sparse. We also analyzed the effect of the degree distribution and the attractiveness on the number of individuals that can not find their partners. This work is supported by ARL NS-CTA, ARO, and ONR.

Selected inversion as key to a stable Langevin evolution across the QCD phase boundary

NASA Astrophysics Data System (ADS)

Bloch, Jacques; Schenk, Olaf

2018-03-01

We present new results of full QCD at nonzero chemical potential. In PRD 92, 094516 (2015) the complex Langevin method was shown to break down when the inverse coupling decreases and enters the transition region from the deconfined to the confined phase. We found that the stochastic technique used to estimate the drift term can be very unstable for indefinite matrices. This may be avoided by using the full inverse of the Dirac operator, which is, however, too costly for four-dimensional lattices. The major breakthrough in this work was achieved by realizing that the inverse elements necessary for the drift term can be computed efficiently using the selected inversion technique provided by the parallel sparse direct solver package PARDISO. In our new study we show that no breakdown of the complex Langevin method is encountered and that simulations can be performed across the phase boundary.

Clustering promotes switching dynamics in networks of noisy neurons

NASA Astrophysics Data System (ADS)

Franović, Igor; Klinshov, Vladimir

2018-02-01

Macroscopic variability is an emergent property of neural networks, typically manifested in spontaneous switching between the episodes of elevated neuronal activity and the quiescent episodes. We investigate the conditions that facilitate switching dynamics, focusing on the interplay between the different sources of noise and heterogeneity of the network topology. We consider clustered networks of rate-based neurons subjected to external and intrinsic noise and derive an effective model where the network dynamics is described by a set of coupled second-order stochastic mean-field systems representing each of the clusters. The model provides an insight into the different contributions to effective macroscopic noise and qualitatively indicates the parameter domains where switching dynamics may occur. By analyzing the mean-field model in the thermodynamic limit, we demonstrate that clustering promotes multistability, which gives rise to switching dynamics in a considerably wider parameter region compared to the case of a non-clustered network with sparse random connection topology.

Kinetic and dynamic Delaunay tetrahedralizations in three dimensions

NASA Astrophysics Data System (ADS)

Schaller, Gernot; Meyer-Hermann, Michael

2004-09-01

We describe algorithms to implement fully dynamic and kinetic three-dimensional unconstrained Delaunay triangulations, where the time evolution of the triangulation is not only governed by moving vertices but also by a changing number of vertices. We use three-dimensional simplex flip algorithms, a stochastic visibility walk algorithm for point location and in addition, we propose a new simple method of deleting vertices from an existing three-dimensional Delaunay triangulation while maintaining the Delaunay property. As an example, we analyse the performance in various cases of practical relevance. The dual Dirichlet tessellation can be used to solve differential equations on an irregular grid, to define partitions in cell tissue simulations, for collision detection etc.

Improved Large-Eddy Simulation Using a Stochastic Backscatter Model: Application to the Neutral Atmospheric Boundary Layer and Urban Street Canyon Flow

NASA Astrophysics Data System (ADS)

O'Neill, J. J.; Cai, X.; Kinnersley, R.

2015-12-01

Large-eddy simulation (LES) provides a powerful tool for developing our understanding of atmospheric boundary layer (ABL) dynamics, which in turn can be used to improve the parameterisations of simpler operational models. However, LES modelling is not without its own limitations - most notably, the need to parameterise the effects of all subgrid-scale (SGS) turbulence. Here, we employ a stochastic backscatter SGS model, which explicitly handles the effects of both forward and reverse energy transfer to/from the subgrid scales, to simulate the neutrally stratified ABL as well as flow within an idealised urban street canyon. In both cases, a clear improvement in LES output statistics is observed when compared with the performance of a SGS model that handles forward energy transfer only. In the neutral ABL case, the near-surface velocity profile is brought significantly closer towards its expected logarithmic form. In the street canyon case, the strength of the primary vortex that forms within the canyon is more accurately reproduced when compared to wind tunnel measurements. Our results indicate that grid-scale backscatter plays an important role in both these modelled situations.

A Two-Stage Stochastic Mixed-Integer Programming Approach to the Smart House Scheduling Problem

NASA Astrophysics Data System (ADS)

Ozoe, Shunsuke; Tanaka, Yoichi; Fukushima, Masao

A “Smart House” is a highly energy-optimized house equipped with photovoltaic systems (PV systems), electric battery systems, fuel cell cogeneration systems (FC systems), electric vehicles (EVs) and so on. Smart houses are attracting much attention recently thanks to their enhanced ability to save energy by making full use of renewable energy and by achieving power grid stability despite an increased power draw for installed PV systems. Yet running a smart house's power system, with its multiple power sources and power storages, is no simple task. In this paper, we consider the problem of power scheduling for a smart house with a PV system, an FC system and an EV. We formulate the problem as a mixed integer programming problem, and then extend it to a stochastic programming problem involving recourse costs to cope with uncertain electricity demand, heat demand and PV power generation. Using our method, we seek to achieve the optimal power schedule running at the minimum expected operation cost. We present some results of numerical experiments with data on real-life demands and PV power generation to show the effectiveness of our method.

XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations

NASA Astrophysics Data System (ADS)

Dennis, Graham R.; Hope, Joseph J.; Johnsson, Mattias T.

2013-01-01

XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code. Program summaryProgram title: XMDS2 Catalogue identifier: AENK_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENK_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 2 No. of lines in distributed program, including test data, etc.: 872490 No. of bytes in distributed program, including test data, etc.: 45522370 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer with a Unix-like system, a C++ compiler and Python. Operating system: Any Unix-like system; developed under Mac OS X and GNU/Linux. RAM: Problem dependent (roughly 50 bytes per grid point) Classification: 4.3, 6.5. External routines: The external libraries required are problem-dependent. Uses FFTW3 Fourier transforms (used only for FFT-based spectral methods), dSFMT random number generation (used only for stochastic problems), MPI message-passing interface (used only for distributed problems), HDF5, GNU Scientific Library (used only for Bessel-based spectral methods) and a BLAS implementation (used only for non-FFT-based spectral methods). Nature of problem: General coupled initial-value stochastic partial differential equations. Solution method: Spectral method with method-of-lines integration Running time: Determined by the size of the problem

Impact of Stochastic Parameterization Schemes on Coupled and Uncoupled Climate Simulations with the Community Earth System Model

NASA Astrophysics Data System (ADS)

Christensen, H. M.; Berner, J.; Coleman, D.; Palmer, T.

2015-12-01

Stochastic parameterizations have been used for more than a decade in atmospheric models to represent the variability of unresolved sub-grid processes. They have a beneficial effect on the spread and mean state of medium- and extended-range forecasts (Buizza et al. 1999, Palmer et al. 2009). There is also increasing evidence that stochastic parameterization of unresolved processes could be beneficial for the climate of an atmospheric model through noise enhanced variability, noise-induced drift (Berner et al. 2008), and by enabling the climate simulator to explore other flow regimes (Christensen et al. 2015; Dawson and Palmer 2015). We present results showing the impact of including the Stochastically Perturbed Parameterization Tendencies scheme (SPPT) in coupled runs of the National Center for Atmospheric Research (NCAR) Community Atmosphere Model, version 4 (CAM4) with historical forcing. The SPPT scheme accounts for uncertainty in the CAM physical parameterization schemes, including the convection scheme, by perturbing the parametrised temperature, moisture and wind tendencies with a multiplicative noise term. SPPT results in a large improvement in the variability of the CAM4 modeled climate. In particular, SPPT results in a significant improvement to the representation of the El Nino-Southern Oscillation in CAM4, improving the power spectrum, as well as both the inter- and intra-annual variability of tropical pacific sea surface temperatures. References: Berner, J., Doblas-Reyes, F. J., Palmer, T. N., Shutts, G. J., & Weisheimer, A., 2008. Phil. Trans. R. Soc A, 366, 2559-2577 Buizza, R., Miller, M. and Palmer, T. N., 1999. Q.J.R. Meteorol. Soc., 125, 2887-2908. Christensen, H. M., I. M. Moroz & T. N. Palmer, 2015. Clim. Dynam., doi: 10.1007/s00382-014-2239-9 Dawson, A. and T. N. Palmer, 2015. Clim. Dynam., doi: 10.1007/s00382-014-2238-x Palmer, T.N., R. Buizza, F. Doblas-Reyes, et al., 2009, ECMWF technical memorandum 598.

Stochasticity of convection in Giga-LES data

NASA Astrophysics Data System (ADS)

De La Chevrotière, Michèle; Khouider, Boualem; Majda, Andrew J.

2016-09-01

The poor representation of tropical convection in general circulation models (GCMs) is believed to be responsible for much of the uncertainty in the predictions of weather and climate in the tropics. The stochastic multicloud model (SMCM) was recently developed by Khouider et al. (Commun Math Sci 8(1):187-216, 2010) to represent the missing variability in GCMs due to unresolved features of organized tropical convection. The SMCM is based on three cloud types (congestus, deep and stratiform), and transitions between these cloud types are formalized in terms of probability rules that are functions of the large-scale environment convective state and a set of seven arbitrary cloud timescale parameters. Here, a statistical inference method based on the Bayesian paradigm is applied to estimate these key cloud timescales from the Giga-LES dataset, a 24-h large-eddy simulation (LES) of deep tropical convection (Khairoutdinov et al. in J Adv Model Earth Syst 1(12), 2009) over a domain comparable to a GCM gridbox. A sequential learning strategy is used where the Giga-LES domain is partitioned into a few subdomains, and atmospheric time series obtained on each subdomain are used to train the Bayesian procedure incrementally. Convergence of the marginal posterior densities for all seven parameters is demonstrated for two different grid partitions, and sensitivity tests to other model parameters are also presented. A single column model simulation using the SMCM parameterization with the Giga-LES inferred parameters reproduces many important statistical features of the Giga-LES run, without any further tuning. In particular it exhibits intermittent dynamical behavior in both the stochastic cloud fractions and the large scale dynamics, with periods of dry phases followed by a coherent sequence of congestus, deep, and stratiform convection, varying on timescales of a few hours consistent with the Giga-LES time series. The chaotic variations of the cloud area fractions were captured fairly well both qualitatively and quantitatively demonstrating the stochastic nature of convection in the Giga-LES simulation.

The welfare effects of integrating renewable energy into electricity markets

NASA Astrophysics Data System (ADS)

Lamadrid, Alberto J.

The challenges of deploying more renewable energy sources on an electric grid are caused largely by their inherent variability. In this context, energy storage can help make the electric delivery system more reliable by mitigating this variability. This thesis analyzes a series of models for procuring electricity and ancillary services for both individuals and social planners with high penetrations of stochastic wind energy. The results obtained for an individual decision maker using stochastic optimization are ambiguous, with closed form solutions dependent on technological parameters, and no consideration of the system reliability. The social planner models correctly reflect the effect of system reliability, and in the case of a Stochastic, Security Constrained Optimal Power Flow (S-SC-OPF or SuperOPF), determine reserve capacity endogenously so that system reliability is maintained. A single-period SuperOPF shows that including ramping costs in the objective function leads to more wind spilling and increased capacity requirements for reliability. However, this model does not reflect the inter temporal tradeoffs of using Energy Storage Systems (ESS) to improve reliability and mitigate wind variability. The results with the multiperiod SuperOPF determine the optimum use of storage for a typical day, and compare the effects of collocating ESS at wind sites with the same amount of storage (deferrable demand) located at demand centers. The collocated ESS has slightly lower operating costs and spills less wind generation compared to deferrable demand, but the total amount of conventional generating capacity needed for system adequacy is higher. In terms of the total system costs, that include the capital cost of conventional generating capacity, the costs with deferrable demand is substantially lower because the daily demand profile is flattened and less conventional generation capacity is then needed for reliability purposes. The analysis also demonstrates that the optimum daily pattern of dispatch and reserves is seriously distorted if the stochastic characteristics of wind generation are ignored.

Information-theoretic characterization of dynamic energy systems

NASA Astrophysics Data System (ADS)

Bevis, Troy Lawson

The latter half of the 20th century saw tremendous growth in nearly every aspect of civilization. From the internet to transportation, the various infrastructures relied upon by society has become exponentially more complex. Energy systems are no exception, and today the power grid is one of the largest infrastructures in the history of the world. The growing infrastructure has led to an increase in not only the amount of energy produced, but also an increase in the expectations of the energy systems themselves. The need for a power grid that is reliable, secure, and efficient is apparent, and there have been several initiatives to provide such a system. These increases in expectations have led to a growth in the renewable energy sources that are being integrated into the grid, a change that increases efficiency and disperses the generation throughout the system. Although this change in the grid infrastructure is beneficial, it leads to grand challenges in system level control and operation. As the number of sources increases and becomes geographically distributed, the control systems are no longer local to the system. This means that communication networks must be enhanced to support multiple devices that must communicate reliably. A common solution to these new systems is to use wide area networks for the communication network, as opposed to point-to-point communication. Although the wide area network will support a large number of devices, it generally comes with a compromise in the form of latency in the communication system. Now the device controller has latency injected into the feedback loop of the system. Also, renewable energy sources are largely non-dispatchable generation. That is, they are never guaranteed to be online and supplying the demanded energy. As renewable generation is typically modeled as stochastic process, it would useful to include this behavior in the control system algorithms. The combination of communication latency and stochastic sources are compounded by the dynamics of the grid itself. Loads are constantly changing, as well as the sources; this can sometimes lead to a quick change in system states. There is a need for a metric to be able to take into consideration all of the factors detailed above; it needs to be able to take into consideration the amount of information that is available in the system and the rate that the information is losing its value. In a dynamic system, the information is only valid for a length of time, and the controller must be able to take into account the decay of currently held information. This thesis will present the information theory metrics in a way that is useful for application to dynamic energy systems. A test case involving synchronization of several generators is presented for analysis and application of the theory. The objective is to synchronize all the generators and connect them to a common bus. As the phase shift of each generator is a random process, the effects of latency and information decay can be directly observed. The results of the experiments clearly show that the expected outcomes are observed and that entropy and information theory is a valid metric for timing requirement extraction.

Two new algorithms to combine kriging with stochastic modelling

NASA Astrophysics Data System (ADS)

Venema, Victor; Lindau, Ralf; Varnai, Tamas; Simmer, Clemens

2010-05-01

Two main groups of statistical methods used in the Earth sciences are geostatistics and stochastic modelling. Geostatistical methods, such as various kriging algorithms, aim at estimating the mean value for every point as well as possible. In case of sparse measurements, such fields have less variability at small scales and a narrower distribution as the true field. This can lead to biases if a nonlinear process is simulated driven by such a kriged field. Stochastic modelling aims at reproducing the statistical structure of the data in space and time. One of the stochastic modelling methods, the so-called surrogate data approach, replicates the value distribution and power spectrum of a certain data set. While stochastic methods reproduce the statistical properties of the data, the location of the measurement is not considered. This requires the use of so-called constrained stochastic models. Because radiative transfer through clouds is a highly nonlinear process, it is essential to model the distribution (e.g. of optical depth, extinction, liquid water content or liquid water path) accurately. In addition, the correlations within the cloud field are important, especially because of horizontal photon transport. This explains the success of surrogate cloud fields for use in 3D radiative transfer studies. Up to now, however, we could only achieve good results for the radiative properties averaged over the field, but not for a radiation measurement located at a certain position. Therefore we have developed a new algorithm that combines the accuracy of stochastic (surrogate) modelling with the positioning capabilities of kriging. In this way, we can automatically profit from the large geostatistical literature and software. This algorithm is similar to the standard iterative amplitude adjusted Fourier transform (IAAFT) algorithm, but has an additional iterative step in which the surrogate field is nudged towards the kriged field. The nudging strength is gradually reduced to zero during successive iterations. A second algorithm, which we call step-wise kriging, pursues the same aim. Each time the kriging algorithm estimates a value, noise is added to it, after which this new point is accounted for in the estimation of all the later points. In this way, the autocorrelation of the step-krigged field is close to that found in the pseudo measurements. The amount of noise is determined by the kriging uncertainty. The algorithms are tested on cloud fields from large eddy simulations (LES). On these clouds, a measurement is simulated. From these pseudo-measurements, we estimated the power spectrum for the surrogates, the semi-variogram for the (stepwise) kriging and the distribution. Furthermore, the pseudo-measurement is kriged. Because we work with LES clouds and the truth is known, we can validate the algorithm by performing 3D radiative transfer calculations on the original LES clouds and on the two new types of stochastic clouds. For comparison, also the radiative properties of the kriged fields and standard surrogate fields are computed. Preliminary results show that both algorithms reproduce the structure of the original clouds well, and the minima and maxima are located where the pseudo-measurements see them. The main problem for the quality of the structure and the root mean square error is the amount of data, which is especially very limited in case of just one zenith pointing measurement.

Benefits of an ultra large and multiresolution ensemble for estimating available wind power

NASA Astrophysics Data System (ADS)

Berndt, Jonas; Hoppe, Charlotte; Elbern, Hendrik

2016-04-01

In this study we investigate the benefits of an ultra large ensemble with up to 1000 members including multiple nesting with a target horizontal resolution of 1 km. The ensemble shall be used as a basis to detect events of extreme errors in wind power forecasting. Forecast value is the wind vector at wind turbine hub height (~ 100 m) in the short range (1 to 24 hour). Current wind power forecast systems rest already on NWP ensemble models. However, only calibrated ensembles from meteorological institutions serve as input so far, with limited spatial resolution (˜10 - 80 km) and member number (˜ 50). Perturbations related to the specific merits of wind power production are yet missing. Thus, single extreme error events which are not detected by such ensemble power forecasts occur infrequently. The numerical forecast model used in this study is the Weather Research and Forecasting Model (WRF). Model uncertainties are represented by stochastic parametrization of sub-grid processes via stochastically perturbed parametrization tendencies and in conjunction via the complementary stochastic kinetic-energy backscatter scheme already provided by WRF. We perform continuous ensemble updates by comparing each ensemble member with available observations using a sequential importance resampling filter to improve the model accuracy while maintaining ensemble spread. Additionally, we use different ensemble systems from global models (ECMWF and GFS) as input and boundary conditions to capture different synoptic conditions. Critical weather situations which are connected to extreme error events are located and corresponding perturbation techniques are applied. The demanding computational effort is overcome by utilising the supercomputer JUQUEEN at the Forschungszentrum Juelich.

Rapid inundation estimates at harbor scale using tsunami wave heights offshore simulation and coastal amplification laws

NASA Astrophysics Data System (ADS)

Gailler, A.; Loevenbruck, A.; Hebert, H.

2013-12-01

Numerical tsunami propagation and inundation models are well developed and have now reached an impressive level of accuracy, especially in locations such as harbors where the tsunami waves are mostly amplified. In the framework of tsunami warning under real-time operational conditions, the main obstacle for the routine use of such numerical simulations remains the slowness of the numerical computation, which is strengthened when detailed grids are required for the precise modeling of the coastline response of an individual harbor. Thus only tsunami offshore propagation modeling tools using a single sparse bathymetric computation grid are presently included within the French Tsunami Warning Center (CENALT), providing rapid estimation of tsunami warning at western Mediterranean and NE Atlantic basins scale. We present here a preliminary work that performs quick estimates of the inundation at individual harbors from these high sea forecasting tsunami simulations. The method involves an empirical correction based on theoretical amplification laws (either Green's or Synolakis laws). The main limitation is that its application to a given coastal area would require a large database of previous observations, in order to define the empirical parameters of the correction equation. As no such data (i.e., historical tide gage records of significant tsunamis) are available for the western Mediterranean and NE Atlantic basins, we use a set of synthetic mareograms, calculated for both fake and well-known historical tsunamigenic earthquakes in the area. This synthetic dataset is obtained through accurate numerical tsunami propagation and inundation modeling by using several nested bathymetric grids of increasingly fine resolution close to the shores (down to a grid cell size of 3m in some Mediterranean harbors). Non linear shallow water tsunami modeling performed on a single 2' coarse bathymetric grid are compared to the values given by time-consuming nested grids simulations (and observation when available), in order to check to which extent the simple approach based on the amplification laws can explain the data. The idea is to fit tsunami data with numerical modeling carried out without any refined coastal bathymetry/topography. To this end several parameters are discussed, namely the bathymetric depth to which model results must be extrapolated (using the Green's law), or the mean bathymetric slope to consider near the studied coast (when using the Synolakis law).

Rapid inundation estimates using coastal amplification laws in the western Mediterranean basin

NASA Astrophysics Data System (ADS)

Gailler, Audrey; Loevenbruck, Anne; Hébert, Hélène

2014-05-01

Numerical tsunami propagation and inundation models are well developed and have now reached an impressive level of accuracy, especially in locations such as harbors where the tsunami waves are mostly amplified. In the framework of tsunami warning under real-time operational conditions, the main obstacle for the routine use of such numerical simulations remains the slowness of the numerical computation, which is strengthened when detailed grids are required for the precise modeling of the coastline response of an individual harbor. Thus only tsunami offshore propagation modeling tools using a single sparse bathymetric computation grid are presently included within the French Tsunami Warning Center (CENALT), providing rapid estimation of tsunami warning at western Mediterranean and NE Atlantic basins scale. We present here a preliminary work that performs quick estimates of the inundation at individual harbors from these high sea forecasting tsunami simulations. The method involves an empirical correction based on theoretical amplification laws (either Green's or Synolakis laws). The main limitation is that its application to a given coastal area would require a large database of previous observations, in order to define the empirical parameters of the correction equation. As no such data (i.e., historical tide gage records of significant tsunamis) are available for the western Mediterranean and NE Atlantic basins, we use a set of synthetic mareograms, calculated for both fake events and well-known historical tsunamigenic earthquakes in the area. This synthetic dataset is obtained through accurate numerical tsunami propagation and inundation modeling by using several nested bathymetric grids of increasingly fine resolution close to the shores (down to a grid cell size of 3m in some Mediterranean harbors). Non linear shallow water tsunami modeling performed on a single 2' coarse bathymetric grid are compared to the values given by time-consuming nested grids simulations (and observation when available), in order to check to which extent the simple approach based on the amplification laws can explain the data. The idea is to fit tsunami data with numerical modeling carried out without any refined coastal bathymetry/topography. To this end several parameters are discussed, namely the bathymetric depth to which model results must be extrapolated (using the Green's law), or the mean bathymetric slope to consider near the studied coast (when using the Synolakis law).

Porosimetry and packing morphology of vertically-aligned carbon nanotube arrays via impedance spectroscopy.

PubMed

Mutha, Heena K; Lu, Yuan; Stein, Itai; Cho, H Jeremy; Suss, Matthew; Laoui, Tahar; Thompson, Carl; Wardle, Brian; Wang, Evelyn

2016-12-13

Vertically aligned one-dimensional nanostructure arrays are promising in many applications such as electrochemical systems, solar cells, and electronics, taking advantage of high surface area per unit volume, nanometer length scale packing, and alignment leading to high conductivity. However, many devices need to optimize arrays for device performance by selecting an appropriate morphology. Developing a simple, non-invasive tool for understanding the role of pore volume distribution and interspacing would aid in the optimization of nanostructure morphologies in electrodes. In this work, we combined electrochemical impedance spectroscopy (EIS) with capacitance measurements and porous electrode theory to conduct in situ porosimetry of vertically-aligned carbon nanotubes (VA-CNTs) non-destructively. We utilized the EIS measurements with a pore size distribution model to quantify the average and dispersion of inter-CNT spacing (Γ), stochastically, in carpets that were mechanically densified from 1.7 × 10¹⁰ tubes/cm² to 4.5 × 10¹¹ tubes/cm². Our analysis predicts that the inter-CNT spacing ranges from over 100 ± 50 nm in sparse carpets to sub 10 ± 5 nm in packed carpets. Our results suggest that waviness of CNTs leads to variations in the inter-CNT spacing, which can be significant in sparse carpets. This methodology can be used to predict the performance of many nanostructured devices, including supercapacitors, batteries, solar cells, and semiconductor electronics. Copyright 2016 IOP Publishing Ltd.

Ring-like reliable PON planning with physical constraints for a smart grid

NASA Astrophysics Data System (ADS)

Wang, Xin; Gu, Rentao; Ji, Yuefeng

2016-01-01

Due to the high reliability requirements in the communication networks of a smart grid, a ring-like reliable PON is an ideal choice to carry power distribution information. Economical network planning is also very important for the smart grid communication infrastructure. Although the ring-like reliable PON has been widely used in the real applications, as far as we know, little research has been done on the network optimization subject of the ring-like reliable PON. Most PON planning research studies only consider a star-like topology or cascaded PON network, which barely guarantees the reliability requirements of the smart grid. In this paper, we mainly investigate the economical network planning problem for the ring-like reliable PON of the smart grid. To address this issue, we built a mathematical model for the planning problem of the ring-like reliable PON, and the objective was to minimize the total deployment costs under physical constraints. The model is simplified such that all of the nodes have the same properties, except OLT, because each potential splitter site can be located in the same ONU position in power communication networks. The simplified model is used to construct an optimal main tree topology in the complete graph and a backup-protected tree topology in the residual graph. An efficient heuristic algorithm, called the Constraints and Minimal Weight Oriented Fast Searching Algorithm (CMW-FSA), is proposed. In CMW-FSA, a feasible solution can be obtained directly with oriented constraints and a few recursive search processes. From the simulation results, the proposed planning model and CMW-FSA are verified to be accurate (the error rates are less than 0.4%) and effective compared with the accurate solution (CAESA), especially in small and sparse scenarios. The CMW-FSA significantly reduces the computation time compared with the CAESA. The time complexity algorithm of the CMW-FSA is acceptable and calculated as T(n) = O(n3). After evaluating the effects of the parameters of the two PON systems, the total planning costs of each scenario show a general declining trend and reach a threshold as the respective maximal transmission distances and maximal time delays increase.

Flexible Demand Management under Time-Varying Prices

NASA Astrophysics Data System (ADS)

Liang, Yong

In this dissertation, the problem of flexible demand management under time-varying prices is studied. This generic problem has many applications, which usually have multiple periods in which decisions on satisfying demand need to be made, and prices in these periods are time-varying. Examples of such applications include multi-period procurement problem, operating room scheduling, and user-end demand scheduling in the Smart Grid, where the last application is used as the main motivating story throughout the dissertation. The current grid is experiencing an upgrade with lots of new designs. What is of particular interest is the idea of passing time-varying prices that reflect electricity market conditions to end users as incentives for load shifting. One key component, consequently, is the demand management system at the user-end. The objective of the system is to find the optimal trade-off between cost saving and discomfort increment resulted from load shifting. In this dissertation, we approach this problem from the following aspects: (1) construct a generic model, solve for Pareto optimal solutions, and analyze the robust solution that optimizes the worst-case payoffs, (2) extend to a distribution-free model for multiple types of demand (appliances), for which an approximate dynamic programming (ADP) approach is developed, and (3) design other efficient algorithms for practical purposes of the flexible demand management system. We first construct a novel multi-objective flexible demand management model, in which there are a finite number of periods with time-varying prices, and demand arrives in each period. In each period, the decision maker chooses to either satisfy or defer outstanding demand to minimize costs and discomfort over a certain number of periods. We consider both the deterministic model, models with stochastic demand or prices, and when only partial information about the stochastic demand or prices is known. We first analyze the stochastic optimization problem when the objective is to minimize the expected total cost and discomfort, then since the decision maker is likely to be risk-averse, and she wants to protect herself from price spikes, we study the robust optimization problem to address the risk-aversion of the decision maker. We conduct numerical studies to evaluate the price of robustness. Next, we present a detailed model that manages multiple types of flexible demand in the absence of knowledge regarding the distributions of related stochastic processes. Specifically, we consider the case in which time-varying prices with general structures are offered to users, and an energy management system for each household makes optimal energy usage, storage, and trading decisions according to the preferences of users. Because of the uncertainties associated with electricity prices, local generation, and the arrival processes of demand, we formulate a stochastic dynamic programming model, and outline a novel and tractable ADP approach to overcome the curses of dimensionality. Then, we perform numerical studies, whose results demonstrate the effectiveness of the ADP approach. At last, we propose another approximation approach based on Q-learning. In addition, we also develop another decentralization-based heuristic. Both the Q-learning approach and the heuristic make necessary assumptions on the knowledge of information, and each of them has unique advantages. We conduct numerical studies on a testing problem. The simulation results show that both the Q-learning and the decentralization based heuristic approaches work well. Lastly, we conclude the paper with some discussions on future extension directions.

Vegetation dynamics and responses to climate change and human activities in Central Asia.

PubMed

Jiang, Liangliang; Guli Jiapaer; Bao, Anming; Guo, Hao; Ndayisaba, Felix

2017-12-01

Knowledge of the current changes and dynamics of different types of vegetation in relation to climatic changes and anthropogenic activities is critical for developing adaptation strategies to address the challenges posed by climate change and human activities for ecosystems. Based on a regression analysis and the Hurst exponent index method, this research investigated the spatial and temporal characteristics and relationships between vegetation greenness and climatic factors in Central Asia using the Normalized Difference Vegetation Index (NDVI) and gridded high-resolution station (land) data for the period 1984-2013. Further analysis distinguished between the effects of climatic change and those of human activities on vegetation dynamics by means of a residual analysis trend method. The results show that vegetation pixels significantly decreased for shrubs and sparse vegetation compared with those for the other vegetation types and that the degradation of sparse vegetation was more serious in the Karakum and Kyzylkum Deserts, the Ustyurt Plateau and the wetland delta of the Large Aral Sea than in other regions. The Hurst exponent results indicated that forests are more sustainable than grasslands, shrubs and sparse vegetation. Precipitation is the main factor affecting vegetation growth in the Kazakhskiy Melkosopochnik. Moreover, temperature is a controlling factor that influences the seasonal variation of vegetation greenness in the mountains and the Aral Sea basin. Drought is the main factor affecting vegetation degradation as a result of both increased temperature and decreased precipitation in the Kyzylkum Desert and the northern Ustyurt Plateau. The residual analysis highlighted that sparse vegetation and the degradation of some shrubs in the southern part of the Karakum Desert, the southern Ustyurt Plateau and the wetland delta of the Large Aral Sea were mainly triggered by human activities: the excessive exploitation of water resources in the upstream areas of the Amu Darya basin and oil and natural gas extraction in the southern part of the Karakum Desert and the southern Ustyurt Plateau. The results also indicated that after the collapse of the Soviet Union, abandoned pastures gave rise to increased vegetation in eastern Kazakhstan, Kyrgyzstan and Tajikistan, and abandoned croplands reverted to grasslands in northern Kazakhstan, leading to a decrease in cropland greenness. Shrubs and sparse vegetation were extremely sensitive to short-term climatic variations, and our results demonstrated that these vegetation types were the most seriously degraded by human activities. Therefore, regional governments should strive to restore vegetation to sustain this fragile arid ecological environment. Copyright © 2017 Elsevier B.V. All rights reserved.

Sparse and Specific Coding during Information Transmission between Co-cultured Dentate Gyrus and CA3 Hippocampal Networks

PubMed Central

Poli, Daniele; Thiagarajan, Srikanth; DeMarse, Thomas B.; Wheeler, Bruce C.; Brewer, Gregory J.

2017-01-01

To better understand encoding and decoding of stimulus information in two specific hippocampal sub-regions, we isolated and co-cultured rat primary dentate gyrus (DG) and CA3 neurons within a two-chamber device with axonal connectivity via micro-tunnels. We tested the hypothesis that, in these engineered networks, decoding performance of stimulus site information would be more accurate when stimuli and information flow occur in anatomically correct feed-forward DG to CA3 vs. CA3 back to DG. In particular, we characterized the neural code of these sub-regions by measuring sparseness and uniqueness of the responses evoked by specific paired-pulse stimuli. We used the evoked responses in CA3 to decode the stimulation sites in DG (and vice-versa) by means of learning algorithms for classification (support vector machine, SVM). The device was placed over an 8 × 8 grid of extracellular electrodes (micro-electrode array, MEA) in order to provide a platform for monitoring development, self-organization, and improved access to stimulation and recording at multiple sites. The micro-tunnels were designed with dimensions 3 × 10 × 400 μm allowing axonal growth but not migration of cell bodies and long enough to exclude traversal by dendrites. Paired-pulse stimulation (inter-pulse interval 50 ms) was applied at 22 different sites and repeated 25 times in each chamber for each sub-region to evoke time-locked activity. DG-DG and CA3-CA3 networks were used as controls. Stimulation in DG drove signals through the axons in the tunnels to activate a relatively small set of specific electrodes in CA3 (sparse code). CA3-CA3 and DG-DG controls were less sparse in coding than CA3 in DG-CA3 networks. Using all target electrodes with the three highest spike rates (14%), the evoked responses in CA3 specified each stimulation site in DG with optimum uniqueness of 64%. Finally, by SVM learning, these evoked responses in CA3 correctly decoded the stimulation sites in DG for 43% of the trials, significantly higher than the reverse, i.e., how well-recording in DG could predict the stimulation site in CA3. In conclusion, our co-cultured model for the in vivo DG-CA3 hippocampal network showed sparse and specific responses in CA3, selectively evoked by each stimulation site in DG. PMID:28321182

Development of Gridded Ensemble Precipitation and Temperature Datasets for the Contiguous United States Plus Hawai'i and Alaska

NASA Astrophysics Data System (ADS)

Newman, A. J.; Clark, M. P.; Nijssen, B.; Wood, A.; Gutmann, E. D.; Mizukami, N.; Longman, R. J.; Giambelluca, T. W.; Cherry, J.; Nowak, K.; Arnold, J.; Prein, A. F.

2016-12-01

Gridded precipitation and temperature products are inherently uncertain due to myriad factors. These include interpolation from a sparse observation network, measurement representativeness, and measurement errors. Despite this inherent uncertainty, uncertainty is typically not included, or is a specific addition to each dataset without much general applicability across different datasets. A lack of quantitative uncertainty estimates for hydrometeorological forcing fields limits their utility to support land surface and hydrologic modeling techniques such as data assimilation, probabilistic forecasting and verification. To address this gap, we have developed a first of its kind gridded, observation-based ensemble of precipitation and temperature at a daily increment for the period 1980-2012 over the United States (including Alaska and Hawaii). A longer, higher resolution version (1970-present, 1/16th degree) has also been implemented to support real-time hydrologic- monitoring and prediction in several regional US domains. We will present the development and evaluation of the dataset, along with initial applications of the dataset for ensemble data assimilation and probabilistic evaluation of high resolution regional climate model simulations. We will also present results on the new high resolution products for Alaska and Hawaii (2 km and 250 m respectively), to complete the first ensemble observation based product suite for the entire 50 states. Finally, we will present plans to improve the ensemble dataset, focusing on efforts to improve the methods used for station interpolation and ensemble generation, as well as methods to fuse station data with numerical weather prediction model output.

Terrain Portrayal for Synthetic Vision Systems Head-Down Displays Evaluation Results

NASA Technical Reports Server (NTRS)

Hughes, Monica F.; Glaab, Louis J.

2007-01-01

A critical component of SVS displays is the appropriate presentation of terrain to the pilot. At the time of this study, the relationship between the complexity of the terrain presentation and resulting enhancements of pilot SA and pilot performance had been largely undefined. The terrain portrayal for SVS head-down displays (TP-HDD) simulation examined the effects of two primary elements of terrain portrayal on the primary flight display (PFD): variations of digital elevation model (DEM) resolution and terrain texturing. Variations in DEM resolution ranged from sparsely spaced (30 arc-sec) to very closely spaced data (1 arc-sec). Variations in texture involved three primary methods: constant color, elevation-based generic, and photo-realistic, along with a secondary depth cue enhancer in the form of a fishnet grid overlay.

Interaction Models for Functional Regression.

PubMed

Usset, Joseph; Staicu, Ana-Maria; Maity, Arnab

2016-02-01

A functional regression model with a scalar response and multiple functional predictors is proposed that accommodates two-way interactions in addition to their main effects. The proposed estimation procedure models the main effects using penalized regression splines, and the interaction effect by a tensor product basis. Extensions to generalized linear models and data observed on sparse grids or with measurement error are presented. A hypothesis testing procedure for the functional interaction effect is described. The proposed method can be easily implemented through existing software. Numerical studies show that fitting an additive model in the presence of interaction leads to both poor estimation performance and lost prediction power, while fitting an interaction model where there is in fact no interaction leads to negligible losses. The methodology is illustrated on the AneuRisk65 study data.

Australian topography from Seasat overland altimetry

NASA Technical Reports Server (NTRS)

Frey, Herbert; Brenner, Anita C.

1990-01-01

Retracking of overland returns from the Seasat altimeter using algorithms originally developed for recovering elevations over ice has led to the successful recovery of high quality continental topography over Australia and other continents. Cross-over analysis both before and after orbit adjustment shows the altimetric data over land to have a 2-3 m quality. Direct comparison of gridded Seasat data with surface data re-averaged in the same way shows excellent agreement except where Seasat data are sparse, due either to poor track spacing or to dropouts caused by loss of tracker lock over steeply sloping ground. These results suggest that useful topographic data can be derived from Seasat and the more recent Geosat altimeters for parts of the world where surface data are few or of poor quality.

Representation of memories in the cortical-hippocampal system: Results from the application of population similarity analyses

PubMed Central

McKenzie, Sam; Keene, Chris; Farovik, Anja; Blandon, John; Place, Ryan; Komorowski, Robert; Eichenbaum, Howard

2016-01-01

Here we consider the value of neural population analysis as an approach to understanding how information is represented in the hippocampus and cortical areas and how these areas might interact as a brain system to support memory. We argue that models based on sparse coding of different individual features by single neurons in these areas (e.g., place cells, grid cells) are inadequate to capture the complexity of experience represented within this system. By contrast, population analyses of neurons with denser coding and mixed selectivity reveal new and important insights into the organization of memories. Furthermore, comparisons of the organization of information in interconnected areas suggest a model of hippocampal-cortical interactions that mediates the fundamental features of memory. PMID:26748022

Estimating Dense Cardiac 3D Motion Using Sparse 2D Tagged MRI Cross-sections*

PubMed Central

Ardekani, Siamak; Gunter, Geoffrey; Jain, Saurabh; Weiss, Robert G.; Miller, Michael I.; Younes, Laurent

2015-01-01

In this work, we describe a new method, an extension of the Large Deformation Diffeomorphic Metric Mapping to estimate three-dimensional deformation of tagged Magnetic Resonance Imaging Data. Our approach relies on performing non-rigid registration of tag planes that were constructed from set of initial reference short axis tag grids to a set of deformed tag curves. We validated our algorithm using in-vivo tagged images of normal mice. The mapping allows us to compute root mean square distance error between simulated tag curves in a set of long axis image planes and the acquired tag curves in the same plane. Average RMS error was 0.31±0.36(SD) mm, which is approximately 2.5 voxels, indicating good matching accuracy. PMID:25571140

Evolution of the concentration PDF in random environments modeled by global random walk

NASA Astrophysics Data System (ADS)

Suciu, Nicolae; Vamos, Calin; Attinger, Sabine; Knabner, Peter

2013-04-01

The evolution of the probability density function (PDF) of concentrations of chemical species transported in random environments is often modeled by ensembles of notional particles. The particles move in physical space along stochastic-Lagrangian trajectories governed by Ito equations, with drift coefficients given by the local values of the resolved velocity field and diffusion coefficients obtained by stochastic or space-filtering upscaling procedures. A general model for the sub-grid mixing also can be formulated as a system of Ito equations solving for trajectories in the composition space. The PDF is finally estimated by the number of particles in space-concentration control volumes. In spite of their efficiency, Lagrangian approaches suffer from two severe limitations. Since the particle trajectories are constructed sequentially, the demanded computing resources increase linearly with the number of particles. Moreover, the need to gather particles at the center of computational cells to perform the mixing step and to estimate statistical parameters, as well as the interpolation of various terms to particle positions, inevitably produce numerical diffusion in either particle-mesh or grid-free particle methods. To overcome these limitations, we introduce a global random walk method to solve the system of Ito equations in physical and composition spaces, which models the evolution of the random concentration's PDF. The algorithm consists of a superposition on a regular lattice of many weak Euler schemes for the set of Ito equations. Since all particles starting from a site of the space-concentration lattice are spread in a single numerical procedure, one obtains PDF estimates at the lattice sites at computational costs comparable with those for solving the system of Ito equations associated to a single particle. The new method avoids the limitations concerning the number of particles in Lagrangian approaches, completely removes the numerical diffusion, and speeds up the computation by orders of magnitude. The approach is illustrated for the transport of passive scalars in heterogeneous aquifers, with hydraulic conductivity modeled as a random field.

Rapid inundation estimates at harbor scale using tsunami wave heights offshore simulation and Green's law approach

NASA Astrophysics Data System (ADS)

Gailler, Audrey; Hébert, Hélène; Loevenbruck, Anne

2013-04-01

Improvements in the availability of sea-level observations and advances in numerical modeling techniques are increasing the potential for tsunami warnings to be based on numerical model forecasts. Numerical tsunami propagation and inundation models are well developed and have now reached an impressive level of accuracy, especially in locations such as harbors where the tsunami waves are mostly amplified. In the framework of tsunami warning under real-time operational conditions, the main obstacle for the routine use of such numerical simulations remains the slowness of the numerical computation, which is strengthened when detailed grids are required for the precise modeling of the coastline response on the scale of an individual harbor. In fact, when facing the problem of the interaction of the tsunami wavefield with a shoreline, any numerical simulation must be performed over an increasingly fine grid, which in turn mandates a reduced time step, and the use of a fully non-linear code. Such calculations become then prohibitively time-consuming, which is clearly unacceptable in the framework of real-time warning. Thus only tsunami offshore propagation modeling tools using a single sparse bathymetric computation grid are presently included within the French Tsunami Warning Center (CENALT), providing rapid estimation of tsunami wave heights in high seas, and tsunami warning maps at western Mediterranean and NE Atlantic basins scale. We present here a preliminary work that performs quick estimates of the inundation at individual harbors from these deep wave heights simulations. The method involves an empirical correction relation derived from Green's law, expressing conservation of wave energy flux to extend the gridded wave field into the harbor with respect to the nearby deep-water grid node. The main limitation of this method is that its application to a given coastal area would require a large database of previous observations, in order to define the empirical parameters of the correction equation. As no such data (i.e., historical tide gage records of significant tsunamis) are available for the western Mediterranean and NE Atlantic basins, a set of synthetic mareograms is calculated for both fake and well-known historical tsunamigenic earthquakes in the area. This synthetic dataset is obtained through accurate numerical tsunami propagation and inundation modeling by using several nested bathymetric grids characterized by a coarse resolution over deep water regions and an increasingly fine resolution close to the shores (down to a grid cell size of 3m in some Mediterranean harbors). This synthetic dataset is then used to approximate the empirical parameters of the correction equation. Results of inundation estimates in several french Mediterranean harbors obtained with the fast "Green's law - derived" method are presented and compared with values given by time-consuming nested grids simulations.

Smart Grid Risk Management

NASA Astrophysics Data System (ADS)

Abad Lopez, Carlos Adrian

Current electricity infrastructure is being stressed from several directions -- high demand, unreliable supply, extreme weather conditions, accidents, among others. Infrastructure planners have, traditionally, focused on only the cost of the system; today, resilience and sustainability are increasingly becoming more important. In this dissertation, we develop computational tools for efficiently managing electricity resources to help create a more reliable and sustainable electrical grid. The tools we present in this work will help electric utilities coordinate demand to allow the smooth and large scale integration of renewable sources of energy into traditional grids, as well as provide infrastructure planners and operators in developing countries a framework for making informed planning and control decisions in the presence of uncertainty. Demand-side management is considered as the most viable solution for maintaining grid stability as generation from intermittent renewable sources increases. Demand-side management, particularly demand response (DR) programs that attempt to alter the energy consumption of customers either by using price-based incentives or up-front power interruption contracts, is more cost-effective and sustainable in addressing short-term supply-demand imbalances when compared with the alternative that involves increasing fossil fuel-based fast spinning reserves. An essential step in compensating participating customers and benchmarking the effectiveness of DR programs is to be able to independently detect the load reduction from observed meter data. Electric utilities implementing automated DR programs through direct load control switches are also interested in detecting the reduction in demand to efficiently pinpoint non-functioning devices to reduce maintenance costs. We develop sparse optimization methods for detecting a small change in the demand for electricity of a customer in response to a price change or signal from the utility, dynamic learning methods for scheduling the maintenance of direct load control switches whose operating state is not directly observable and can only be inferred from the metered electricity consumption, and machine learning methods for accurately forecasting the load of hundreds of thousands of residential, commercial and industrial customers. These algorithms have been implemented in the software system provided by AutoGrid, Inc., and this system has helped several utilities in the Pacific Northwest, Oklahoma, California and Texas, provide more reliable power to their customers at significantly reduced prices. Providing power to widely spread out communities in developing countries using the conventional power grid is not economically feasible. The most attractive alternative source of affordable energy for these communities is solar micro-grids. We discuss risk-aware robust methods to optimally size and operate solar micro-grids in the presence of uncertain demand and uncertain renewable generation. These algorithms help system operators to increase their revenue while making their systems more resilient to inclement weather conditions.

Inferring oscillatory modulation in neural spike trains

PubMed Central

Arai, Kensuke; Kass, Robert E.

2017-01-01

Oscillations are observed at various frequency bands in continuous-valued neural recordings like the electroencephalogram (EEG) and local field potential (LFP) in bulk brain matter, and analysis of spike-field coherence reveals that spiking of single neurons often occurs at certain phases of the global oscillation. Oscillatory modulation has been examined in relation to continuous-valued oscillatory signals, and independently from the spike train alone, but behavior or stimulus triggered firing-rate modulation, spiking sparseness, presence of slow modulation not locked to stimuli and irregular oscillations with large variability in oscillatory periods, present challenges to searching for temporal structures present in the spike train. In order to study oscillatory modulation in real data collected under a variety of experimental conditions, we describe a flexible point-process framework we call the Latent Oscillatory Spike Train (LOST) model to decompose the instantaneous firing rate in biologically and behaviorally relevant factors: spiking refractoriness, event-locked firing rate non-stationarity, and trial-to-trial variability accounted for by baseline offset and a stochastic oscillatory modulation. We also extend the LOST model to accommodate changes in the modulatory structure over the duration of the experiment, and thereby discover trial-to-trial variability in the spike-field coherence of a rat primary motor cortical neuron to the LFP theta rhythm. Because LOST incorporates a latent stochastic auto-regressive term, LOST is able to detect oscillations when the firing rate is low, the modulation is weak, and when the modulating oscillation has a broad spectral peak. PMID:28985231

Systematic parameter inference in stochastic mesoscopic modeling

NASA Astrophysics Data System (ADS)

Lei, Huan; Yang, Xiu; Li, Zhen; Karniadakis, George Em

2017-02-01

We propose a method to efficiently determine the optimal coarse-grained force field in mesoscopic stochastic simulations of Newtonian fluid and polymer melt systems modeled by dissipative particle dynamics (DPD) and energy conserving dissipative particle dynamics (eDPD). The response surfaces of various target properties (viscosity, diffusivity, pressure, etc.) with respect to model parameters are constructed based on the generalized polynomial chaos (gPC) expansion using simulation results on sampling points (e.g., individual parameter sets). To alleviate the computational cost to evaluate the target properties, we employ the compressive sensing method to compute the coefficients of the dominant gPC terms given the prior knowledge that the coefficients are "sparse". The proposed method shows comparable accuracy with the standard probabilistic collocation method (PCM) while it imposes a much weaker restriction on the number of the simulation samples especially for systems with high dimensional parametric space. Fully access to the response surfaces within the confidence range enables us to infer the optimal force parameters given the desirable values of target properties at the macroscopic scale. Moreover, it enables us to investigate the intrinsic relationship between the model parameters, identify possible degeneracies in the parameter space, and optimize the model by eliminating model redundancies. The proposed method provides an efficient alternative approach for constructing mesoscopic models by inferring model parameters to recover target properties of the physics systems (e.g., from experimental measurements), where those force field parameters and formulation cannot be derived from the microscopic level in a straight forward way.

Accommodating the ecological fallacy in disease mapping in the absence of individual exposures.

PubMed

Wang, Feifei; Wang, Jian; Gelfand, Alan; Li, Fan

2017-12-30

In health exposure modeling, in particular, disease mapping, the ecological fallacy arises because the relationship between aggregated disease incidence on areal units and average exposure on those units differs from the relationship between the event of individual incidence and the associated individual exposure. This article presents a novel modeling approach to address the ecological fallacy in the least informative data setting. We assume the known population at risk with an observed incidence for a collection of areal units and, separately, environmental exposure recorded during the period of incidence at a collection of monitoring stations. We do not assume any partial individual level information or random allocation of individuals to observed exposures. We specify a conceptual incidence surface over the study region as a function of an exposure surface resulting in a stochastic integral of the block average disease incidence. The true block level incidence is an unavailable Monte Carlo integration for this stochastic integral. We propose an alternative manageable Monte Carlo integration for the integral. Modeling in this setting is immediately hierarchical, and we fit our model within a Bayesian framework. To alleviate the resulting computational burden, we offer 2 strategies for efficient model fitting: one is through modularization, the other is through sparse or dimension-reduced Gaussian processes. We illustrate the performance of our model with simulations based on a heat-related mortality dataset in Ohio and then analyze associated real data. Copyright © 2017 John Wiley & Sons, Ltd.

Improved localization accuracy in stochastic super-resolution fluorescence microscopy by K-factor image deshadowing

PubMed Central

Ilovitsh, Tali; Meiri, Amihai; Ebeling, Carl G.; Menon, Rajesh; Gerton, Jordan M.; Jorgensen, Erik M.; Zalevsky, Zeev

2013-01-01

Localization of a single fluorescent particle with sub-diffraction-limit accuracy is a key merit in localization microscopy. Existing methods such as photoactivated localization microscopy (PALM) and stochastic optical reconstruction microscopy (STORM) achieve localization accuracies of single emitters that can reach an order of magnitude lower than the conventional resolving capabilities of optical microscopy. However, these techniques require a sparse distribution of simultaneously activated fluorophores in the field of view, resulting in larger time needed for the construction of the full image. In this paper we present the use of a nonlinear image decomposition algorithm termed K-factor, which reduces an image into a nonlinear set of contrast-ordered decompositions whose joint product reassembles the original image. The K-factor technique, when implemented on raw data prior to localization, can improve the localization accuracy of standard existing methods, and also enable the localization of overlapping particles, allowing the use of increased fluorophore activation density, and thereby increased data collection speed. Numerical simulations of fluorescence data with random probe positions, and especially at high densities of activated fluorophores, demonstrate an improvement of up to 85% in the localization precision compared to single fitting techniques. Implementing the proposed concept on experimental data of cellular structures yielded a 37% improvement in resolution for the same super-resolution image acquisition time, and a decrease of 42% in the collection time of super-resolution data with the same resolution. PMID:24466491

La conception, la modelisation et la simulation du systeme VSC-HVDC offshore

NASA Astrophysics Data System (ADS)

Benhalima, Seghir

Wind energy is recognized worldwide as a proven technology to meet the growing demands of green sustainable energy. To exploit this stochastic energy source and put together with the conventional energy sources without affecting the performance of existing electrical grids, several research projects have been achieved. In addition, at ocean level, wind energy has a great potential. It means that the production of this energy will increase in the world. The optimal extraction of this energy source needs to be connected to the grid via a voltage source converter which plays the role of interface. To minimise losses due to the transport of energy at very long distances, the technology called High Voltage Direct Current based on Voltage Source Converter (VSC-HVDC) is used. To achieve this goal, a new topology is designed with a new control algorithm based on control of power generated by the wind farm, the DC voltage regulation and the synchronization between wind farm and VSC-HVDC (based on NPC). The proposed topology and its control technique are validated using the "MATLAB/Simulink program". The results are promising, because the THD is less than 5% and the power factor is close to one.

Calibrating Parameters of Power System Stability Models using Advanced Ensemble Kalman Filter

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huang, Renke; Diao, Ruisheng; Li, Yuanyuan

With the ever increasing penetration of renewable energy, smart loads, energy storage, and new market behavior, today’s power grid becomes more dynamic and stochastic, which may invalidate traditional study assumptions and pose great operational challenges. Thus, it is of critical importance to maintain good-quality models for secure and economic planning and real-time operation. Following the 1996 Western Systems Coordinating Council (WSCC) system blackout, North American Electric Reliability Corporation (NERC) and Western Electricity Coordinating Council (WECC) in North America enforced a number of policies and standards to guide the power industry to periodically validate power grid models and calibrate poor parametersmore » with the goal of building sufficient confidence in model quality. The PMU-based approach using online measurements without interfering with the operation of generators provides a low-cost alternative to meet NERC standards. This paper presents an innovative procedure and tool suites to validate and calibrate models based on a trajectory sensitivity analysis method and an advanced ensemble Kalman filter algorithm. The developed prototype demonstrates excellent performance in identifying and calibrating bad parameters of a realistic hydro power plant against multiple system events.« less

Power Management Based Current Control Technique for Photovoltaic-Battery Assisted Wind-Hydro Hybrid System

NASA Astrophysics Data System (ADS)

Ram Prabhakar, J.; Ragavan, K.

2013-07-01

This article proposes new power management based current control strategy for integrated wind-solar-hydro system equipped with battery storage mechanism. In this control technique, an indirect estimation of load current is done, through energy balance model, DC-link voltage control and droop control. This system features simpler energy management strategy and necessitates few power electronic converters, thereby minimizing the cost of the system. The generation-demand (G-D) management diagram is formulated based on the stochastic weather conditions and demand, which would likely moderate the gap between both. The features of management strategy deploying energy balance model include (1) regulating DC-link voltage within specified tolerances, (2) isolated operation without relying on external electric power transmission network, (3) indirect current control of hydro turbine driven induction generator and (4) seamless transition between grid-connected and off-grid operation modes. Furthermore, structuring of the hybrid system with appropriate selection of control variables enables power sharing among each energy conversion systems and battery storage mechanism. By addressing these intricacies, it is viable to regulate the frequency and voltage of the remote network at load end. The performance of the proposed composite scheme is demonstrated through time-domain simulation in MATLAB/Simulink environment.

Multivariate bias adjustment of high-dimensional climate simulations: the Rank Resampling for Distributions and Dependences (R2D2) bias correction

NASA Astrophysics Data System (ADS)

Vrac, Mathieu

2018-06-01

Climate simulations often suffer from statistical biases with respect to observations or reanalyses. It is therefore common to correct (or adjust) those simulations before using them as inputs into impact models. However, most bias correction (BC) methods are univariate and so do not account for the statistical dependences linking the different locations and/or physical variables of interest. In addition, they are often deterministic, and stochasticity is frequently needed to investigate climate uncertainty and to add constrained randomness to climate simulations that do not possess a realistic variability. This study presents a multivariate method of rank resampling for distributions and dependences (R2D2) bias correction allowing one to adjust not only the univariate distributions but also their inter-variable and inter-site dependence structures. Moreover, the proposed R2D2 method provides some stochasticity since it can generate as many multivariate corrected outputs as the number of statistical dimensions (i.e., number of grid cell × number of climate variables) of the simulations to be corrected. It is based on an assumption of stability in time of the dependence structure - making it possible to deal with a high number of statistical dimensions - that lets the climate model drive the temporal properties and their changes in time. R2D2 is applied on temperature and precipitation reanalysis time series with respect to high-resolution reference data over the southeast of France (1506 grid cell). Bivariate, 1506-dimensional and 3012-dimensional versions of R2D2 are tested over a historical period and compared to a univariate BC. How the different BC methods behave in a climate change context is also illustrated with an application to regional climate simulations over the 2071-2100 period. The results indicate that the 1d-BC basically reproduces the climate model multivariate properties, 2d-R2D2 is only satisfying in the inter-variable context, 1506d-R2D2 strongly improves inter-site properties and 3012d-R2D2 is able to account for both. Applications of the proposed R2D2 method to various climate datasets are relevant for many impact studies. The perspectives of improvements are numerous, such as introducing stochasticity in the dependence itself, questioning its stability assumption, and accounting for temporal properties adjustment while including more physics in the adjustment procedures.

Probabilistic global maps of the CO2 column at daily and monthly scales from sparse satellite measurements

NASA Astrophysics Data System (ADS)

Chevallier, Frédéric; Broquet, Grégoire; Pierangelo, Clémence; Crisp, David

2017-07-01

The column-average dry air-mole fraction of carbon dioxide in the atmosphere (XCO2) is measured by scattered satellite measurements like those from the Orbiting Carbon Observatory (OCO-2). We show that global continuous maps of XCO2 (corresponding to level 3 of the satellite data) at daily or coarser temporal resolution can be inferred from these data with a Kalman filter built on a model of persistence. Our application of this approach on 2 years of OCO-2 retrievals indicates that the filter provides better information than a climatology of XCO2 at both daily and monthly scales. Provided that the assigned observation uncertainty statistics are tuned in each grid cell of the XCO2 maps from an objective method (based on consistency diagnostics), the errors predicted by the filter at daily and monthly scales represent the true error statistics reasonably well, except for a bias in the high latitudes of the winter hemisphere and a lack of resolution (i.e., a too small discrimination skill) of the predicted error standard deviations. Due to the sparse satellite sampling, the broad-scale patterns of XCO2 described by the filter seem to lag behind the real signals by a few weeks. Finally, the filter offers interesting insights into the quality of the retrievals, both in terms of random and systematic errors.

The Development of a Finite Volume Method for Modeling Sound in Coastal Ocean Environment

DOE Office of Scientific and Technical Information (OSTI.GOV)

Long, Wen; Yang, Zhaoqing; Copping, Andrea E.

: As the rapid growth of marine renewable energy and off-shore wind energy, there have been concerns that the noises generated from construction and operation of the devices may interfere marine animals’ communication. In this research, a underwater sound model is developed to simulate sound prorogation generated by marine-hydrokinetic energy (MHK) devices or offshore wind (OSW) energy platforms. Finite volume and finite difference methods are developed to solve the 3D Helmholtz equation of sound propagation in the coastal environment. For finite volume method, the grid system consists of triangular grids in horizontal plane and sigma-layers in vertical dimension. A 3Dmore » sparse matrix solver with complex coefficients is formed for solving the resulting acoustic pressure field. The Complex Shifted Laplacian Preconditioner (CSLP) method is applied to efficiently solve the matrix system iteratively with MPI parallelization using a high performance cluster. The sound model is then coupled with the Finite Volume Community Ocean Model (FVCOM) for simulating sound propagation generated by human activities in a range-dependent setting, such as offshore wind energy platform constructions and tidal stream turbines. As a proof of concept, initial validation of the finite difference solver is presented for two coastal wedge problems. Validation of finite volume method will be reported separately.« less

Hydrogeologic Unit Flow Characterization Using Transition Probability Geostatistics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jones, N L; Walker, J R; Carle, S F

2003-11-21

This paper describes a technique for applying the transition probability geostatistics method for stochastic simulation to a MODFLOW model. Transition probability geostatistics has several advantages over traditional indicator kriging methods including a simpler and more intuitive framework for interpreting geologic relationships and the ability to simulate juxtapositional tendencies such as fining upwards sequences. The indicator arrays generated by the transition probability simulation are converted to layer elevation and thickness arrays for use with the new Hydrogeologic Unit Flow (HUF) package in MODFLOW 2000. This makes it possible to preserve complex heterogeneity while using reasonably sized grids. An application of themore » technique involving probabilistic capture zone delineation for the Aberjona Aquifer in Woburn, Ma. is included.« less

Finite-temperature effects in helical quantum turbulence

NASA Astrophysics Data System (ADS)

Clark Di Leoni, Patricio; Mininni, Pablo D.; Brachet, Marc E.

2018-04-01

We perform a study of the evolution of helical quantum turbulence at different temperatures by solving numerically the Gross-Pitaevskii and the stochastic Ginzburg-Landau equations, using up to 40963 grid points with a pseudospectral method. We show that for temperatures close to the critical one, the fluid described by these equations can act as a classical viscous flow, with the decay of the incompressible kinetic energy and the helicity becoming exponential. The transition from this behavior to the one observed at zero temperature is smooth as a function of temperature. Moreover, the presence of strong thermal effects can inhibit the development of a proper turbulent cascade. We provide Ansätze for the effective viscosity and friction as a function of the temperature.

Traffic jam dynamics in stochastic cellular automata

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nagel, K.; Schreckenberg, M.

1995-09-01

Simple models for particles hopping on a grid (cellular automata) are used to simulate (single lane) traffic flow. Despite their simplicity, these models are astonishingly realistic in reproducing start-stop-waves and realistic fundamental diagrams. One can use these models to investigate traffic phenomena near maximum flow. A so-called phase transition at average maximum flow is visible in the life-times of jams. The resulting dynamic picture is consistent with recent fluid-dynamical results by Kuehne/Kerner/Konhaeuser, and with Treiterer`s hysteresis description. This places CA models between car-following models and fluid-dynamical models for traffic flow. CA models are tested in projects in Los Alamos (USA)more » and in NRW (Germany) for large scale microsimulations of network traffic.« less

Geospatial modeling of plant stable isotope ratios - the development of isoscapes

NASA Astrophysics Data System (ADS)

West, J. B.; Ehleringer, J. R.; Hurley, J. M.; Cerling, T. E.

2007-12-01

Large-scale spatial variation in stable isotope ratios can yield critical insights into the spatio-temporal dynamics of biogeochemical cycles, animal movements, and shifts in climate, as well as anthropogenic activities such as commerce, resource utilization, and forensic investigation. Interpreting these signals requires that we understand and model the variation. We report progress in our development of plant stable isotope ratio landscapes (isoscapes). Our approach utilizes a GIS, gridded datasets, a range of modeling approaches, and spatially distributed observations. We synthesize findings from four studies to illustrate the general utility of the approach, its ability to represent observed spatio-temporal variability in plant stable isotope ratios, and also outline some specific areas of uncertainty. We also address two basic, but critical questions central to our ability to model plant stable isotope ratios using this approach: 1. Do the continuous precipitation isotope ratio grids represent reasonable proxies for plant source water?, and 2. Do continuous climate grids (as is or modified) represent a reasonable proxy for the climate experienced by plants? Plant components modeled include leaf water, grape water (extracted from wine), bulk leaf material ( Cannabis sativa; marijuana), and seed oil ( Ricinus communis; castor bean). Our approaches to modeling the isotope ratios of these components varied from highly sophisticated process models to simple one-step fractionation models to regression approaches. The leaf water isosocapes were produced using steady-state models of enrichment and continuous grids of annual average precipitation isotope ratios and climate. These were compared to other modeling efforts, as well as a relatively sparse, but geographically distributed dataset from the literature. The latitudinal distributions and global averages compared favorably to other modeling efforts and the observational data compared well to model predictions. These results yield confidence in the precipitation isoscapes used to represent plant source water, the modified climate grids used to represent leaf climate, and the efficacy of this approach to modeling. Further work confirmed these observations. The seed oil isoscape was produced using a simple model of lipid fractionation driven with the precipitation grid, and compared well to widely distributed observations of castor bean oil, again suggesting that the precipitation grids were reasonable proxies for plant source water. The marijuana leaf δ2H observations distributed across the continental United States were regressed against the precipitation δ2H grids and yielded a strong relationship between them, again suggesting that plant source water was reasonably well represented by the precipitation grid. Finally, the wine water δ18O isoscape was developed from regressions that related precipitation isotope ratios and climate to observations from a single vintage. Favorable comparisons between year-specific wine water isoscapes and inter-annual variations in previous vintages yielded confidence in the climate grids. Clearly significant residual variability remains to be explained in all of these cases and uncertainties vary depending on the component modeled, but we conclude from this synthesis that isoscapes are capable of representing real spatial and temporal variability in plant stable isotope ratios.

Spatially Controlled Relay Beamforming

NASA Astrophysics Data System (ADS)

Kalogerias, Dionysios

This thesis is about fusion of optimal stochastic motion control and physical layer communications. Distributed, networked communication systems, such as relay beamforming networks (e.g., Amplify & Forward (AF)), are typically designed without explicitly considering how the positions of the respective nodes might affect the quality of the communication. Optimum placement of network nodes, which could potentially improve the quality of the communication, is not typically considered. However, in most practical settings in physical layer communications, such as relay beamforming, the Channel State Information (CSI) observed by each node, per channel use, although it might be (modeled as) random, it is both spatially and temporally correlated. It is, therefore, reasonable to ask if and how the performance of the system could be improved by (predictively) controlling the positions of the network nodes (e.g., the relays), based on causal side (CSI) information, and exploitting the spatiotemporal dependencies of the wireless medium. In this work, we address this problem in the context of AF relay beamforming networks. This novel, cyber-physical system approach to relay beamforming is termed as "Spatially Controlled Relay Beamforming". First, we discuss wireless channel modeling, however, in a rigorous, Bayesian framework. Experimentally accurate and, at the same time, technically precise channel modeling is absolutely essential for designing and analyzing spatially controlled communication systems. In this work, we are interested in two distinct spatiotemporal statistical models, for describing the behavior of the log-scale magnitude of the wireless channel: 1. Stationary Gaussian Fields: In this case, the channel is assumed to evolve as a stationary, Gaussian stochastic field in continuous space and discrete time (say, for instance, time slots). Under such assumptions, spatial and temporal statistical interactions are determined by a set of time and space invariant parameters, which completely determine the mean and covariance of the underlying Gaussian measure. This model is relatively simple to describe, and can be sufficiently characterized, at least for our purposes, both statistically and topologically. Additionally, the model is rather versatile and there is existing experimental evidence, supporting its practical applicability. Our contributions are summarized in properly formulating the whole spatiotemporal model in a completely rigorous mathematical setting, under a convenient measure theoretic framework. Such framework greatly facilitates formulation of meaningful stochastic control problems, where the wireless channel field (or a function of it) can be regarded as a stochastic optimization surface.. 2. Conditionally Gaussian Fields, when conditioned on a Markovian channel state: This is a completely novel approach to wireless channel modeling. In this approach, the communication medium is assumed to behave as a partially observable (or hidden) system, where a hidden, global, temporally varying underlying stochastic process, called the channel state, affects the spatial interactions of the actual channel magnitude, evaluated at any set of locations in the plane. More specifically, we assume that, conditioned on the channel state, the wireless channel constitutes an observable, conditionally Gaussian stochastic process. The channel state evolves in time according to a known, possibly non stationary, non Gaussian, low dimensional Markov kernel. Recognizing the intractability of general nonlinear state estimation, we advocate the use of grid based approximate nonlinear filters as an effective and robust means for recursive tracking of the channel state. We also propose a sequential spatiotemporal predictor for tracking the channel gains at any point in time and space, providing real time sequential estimates for the respective channel gain map. In this context, our contributions are multifold. Except for the introduction of the layered channel model previously described, this line of research has resulted in a number of general, asymptotic convergence results, advancing the theory of grid-based approximate nonlinear stochastic filtering. In particular, sufficient conditions, ensuring asymptotic optimality are relaxed, and, at the same time, the mode of convergence is strengthened. Although the need for such results initiated as an attempt to theoretically characterize the performance of the proposed approximate methods for statistical inference, in regard to the proposed channel modeling approach, they turn out to be of fundamental importance in the areas of nonlinear estimation and stochastic control. The experimental validation of the proposed channel model, as well as the related parameter estimation problem, termed as "Markovian Channel Profiling (MCP)", fundamentally important for any practical deployment, are subject of current, ongoing research. Second, adopting the first of the two aforementioned channel modeling approaches, we consider the spatially controlled relay beamforming problem for an AF network with a single source, a single destination, and multiple, controlled at will, relay nodes. (Abstract shortened by ProQuest.).

Hybrid PV/Wind Power Systems Incorporating Battery Storage and Considering the Stochastic Nature of Renewable Resources

NASA Astrophysics Data System (ADS)

Barnawi, Abdulwasa Bakr

Hybrid power generation system and distributed generation technology are attracting more investments due to the growing demand for energy nowadays and the increasing awareness regarding emissions and their environmental impacts such as global warming and pollution. The price fluctuation of crude oil is an additional reason for the leading oil producing countries to consider renewable resources as an alternative. Saudi Arabia as the top oil exporter country in the word announced the "Saudi Arabia Vision 2030" which is targeting to generate 9.5 GW of electricity from renewable resources. Two of the most promising renewable technologies are wind turbines (WT) and photovoltaic cells (PV). The integration or hybridization of photovoltaics and wind turbines with battery storage leads to higher adequacy and redundancy for both autonomous and grid connected systems. This study presents a method for optimal generation unit planning by installing a proper number of solar cells, wind turbines, and batteries in such a way that the net present value (NPV) is minimized while the overall system redundancy and adequacy is maximized. A new renewable fraction technique (RFT) is used to perform the generation unit planning. RFT was tested and validated with particle swarm optimization and HOMER Pro under the same conditions and environment. Renewable resources and load randomness and uncertainties are considered. Both autonomous and grid-connected system designs were adopted in the optimal generation units planning process. An uncertainty factor was designed and incorporated in both autonomous and grid connected system designs. In the autonomous hybrid system design model, the strategy including an additional amount of operation reserve as a percent of the hourly load was considered to deal with resource uncertainty since the battery storage system is the only backup. While in the grid-connected hybrid system design model, demand response was incorporated to overcome the impact of uncertainty and perform energy trading between the hybrid grid utility and main grid utility in addition to the designed uncertainty factor. After the generation unit planning was carried out and component sizing was determined, adequacy evaluation was conducted by calculating the loss of load expectation adequacy index for different contingency criteria considering probability of equipment failure. Finally, a microgrid planning was conducted by finding the proper size and location to install distributed generation units in a radial distribution network.

Effective grid-dependent dispersion coefficient for conservative and reactive transport simulations in heterogeneous porous media

NASA Astrophysics Data System (ADS)

Cortinez, J. M.; Valocchi, A. J.; Herrera, P. A.

2013-12-01

Because of the finite size of numerical grids, it is very difficult to correctly account for processes that occur at different spatial scales to accurately simulate the migration of conservative and reactive compounds dissolved in groundwater. In one hand, transport processes in heterogeneous porous media are controlled by local-scale dispersion associated to transport processes at the pore-scale. On the other hand, variations of velocity at the continuum- or Darcy-scale produce spreading of the contaminant plume, which is referred to as macro-dispersion. Furthermore, under some conditions both effects interact, so that spreading may enhance the action of local-scale dispersion resulting in higher mixing, dilution and reaction rates. Traditionally, transport processes at different spatial scales have been included in numerical simulations by using a single dispersion coefficient. This approach implicitly assumes that the separate effects of local-dispersion and macro-dispersion can be added and represented by a unique effective dispersion coefficient. Moreover, the selection of the effective dispersion coefficient for numerical simulations usually do not consider the filtering effect of the grid size over the small-scale flow features. We have developed a multi-scale Lagragian numerical method that allows using two different dispersion coefficients to represent local- and macro-scale dispersion. This technique considers fluid particles that carry solute mass and whose locations evolve according to a deterministic component given by the grid-scale velocity and a stochastic component that corresponds to a block-effective macro-dispersion coefficient. Mass transfer between particles due to local-scale dispersion is approximated by a meshless method. We use our model to test under which transport conditions the combined effect of local- and macro-dispersion are additive and can be represented by a single effective dispersion coefficient. We also demonstrate that for the situations where both processes are additive, an effective grid-dependent dispersion coefficient can be derived based on the concept of block-effective dispersion. We show that the proposed effective dispersion coefficient is able to reproduce dilution, mixing and reaction rates for a wide range of transport conditions similar to the ones found in many practical applications.

Planning a Target Renewable Portfolio using Atmospheric Modeling and Stochastic Optimization

NASA Astrophysics Data System (ADS)

Hart, E.; Jacobson, M. Z.

2009-12-01

A number of organizations have suggested that an 80% reduction in carbon emissions by 2050 is a necessary step to mitigate climate change and that decarbonization of the electricity sector is a crucial component of any strategy to meet this target. Integration of large renewable and intermittent generators poses many new problems in power system planning. In this study, we attempt to determine an optimal portfolio of renewable resources to meet best the fluctuating California load while also meeting an 80% carbon emissions reduction requirement. A stochastic optimization scheme is proposed that is based on a simplified model of the California electricity grid. In this single-busbar power system model, the load is met with generation from wind, solar thermal, photovoltaic, hydroelectric, geothermal, and natural gas plants. Wind speeds and insolation are calculated using GATOR-GCMOM, a global-through-urban climate-weather-air pollution model. Fields were produced for California and Nevada at 21km SN by 14 km WE spatial resolution every 15 minutes for the year 2006. Load data for 2006 were obtained from the California ISO OASIS database. Maximum installed capacities for wind and solar thermal generation were determined using a GIS analysis of potential development sites throughout the state. The stochastic optimization scheme requires that power balance be achieved in a number of meteorological and load scenarios that deviate from the forecasted (or modeled) data. By adjusting the error distributions of the forecasts, the model describes how improvements in wind speed and insolation forecasting may affect the optimal renewable portfolio. Using a simple model, we describe the diversity, size, and sensitivities of a renewable portfolio that is best suited to the resources and needs of California and that contributes significantly to reduction of the state’s carbon emissions.

Stochastic Coastal/Regional Uncertainty Modelling: a Copernicus marine research project in the framework of Service Evolution

NASA Astrophysics Data System (ADS)

Vervatis, Vassilios; De Mey, Pierre; Ayoub, Nadia; Kailas, Marios; Sofianos, Sarantis

2017-04-01

The project entitled Stochastic Coastal/Regional Uncertainty Modelling (SCRUM) aims at strengthening CMEMS in the areas of ocean uncertainty quantification, ensemble consistency verification and ensemble data assimilation. The project has been initiated by the University of Athens and LEGOS/CNRS research teams, in the framework of CMEMS Service Evolution. The work is based on stochastic modelling of ocean physics and biogeochemistry in the Bay of Biscay, on an identical sub-grid configuration of the IBI-MFC system in its latest CMEMS operational version V2. In a first step, we use a perturbed tendencies scheme to generate ensembles describing uncertainties in open ocean and on the shelf, focusing on upper ocean processes. In a second step, we introduce two methodologies (i.e. rank histograms and array modes) aimed at checking the consistency of the above ensembles with respect to TAC data and arrays. Preliminary results highlight that wind uncertainties dominate all other atmosphere-ocean sources of model errors. The ensemble spread in medium-range ensembles is approximately 0.01 m for SSH and 0.15 °C for SST, though these values vary depending on season and cross shelf regions. Ecosystem model uncertainties emerging from perturbations in physics appear to be moderately larger than those perturbing the concentration of the biogeochemical compartments, resulting in total chlorophyll spread at about 0.01 mg.m-3. First consistency results show that the model ensemble and the pseudo-ensemble of OSTIA (L4) observation SSTs appear to exhibit nonzero joint probabilities with each other since error vicinities overlap. Rank histograms show that the model ensemble is initially under-dispersive, though results improve in the context of seasonal-range ensembles.

An approach for assessing the sensitivity of floods to regional climate change

NASA Astrophysics Data System (ADS)

Hughes, James P.; Lettenmaier, Dennis P.; Wood, Eric F.

1992-06-01

A high visibility afforded climate change issues is recent years has led to conflicts between and among decision makers and scientists. Decision makers inevitably feel pressure to assess the effect of climate change on the public welfare, while most climate modelers are, to a greater or lesser degree, concerned about the extent to which known inaccuracies in their models limit or preclude the use of modeling results for policy making. The water resources sector affords a good example of the limitations of the use of alternative climate scenarios derived from GCMs for decision making. GCM simulations of precipitation agree poorly between GCMs, and GCM predictions of runoff and evapotranspiration are even more uncertain. Further, water resources managers must be concerned about hydrologic extremes (floods and droughts) which are much more difficult to predict than ``average'' conditions. Most studies of the sensitivity of water resource systems and operating policies to climate change to data have been based on simple perturbations of historic hydroclimatological time series to reflect the difference between large area GCM simulations for an altered climate (e.g., CO2 doubling) and a GCM simulation of present climate. Such approaches are especially limited for assessment of the sensitivity of water resources systems under extreme conditions, conditions, since the distribution of storm inter-arrival times, for instance, is kept identical to that observed in the historic past. Further, such approaches have generally been based on the difference between the GCM altered and present climates for a single grid cell, primarily because the GCM spatial scale is often much larger than the scale at which climate interpretations are desired. The use of single grid cell GCM results is considered inadvisable by many GCM modelers, who feel the spatial scale for which interpretation of GCM results is most reasonable is on the order of several grid cells. In this paper, we demonstrate an alternative approach to assessing the implications of altered climates as predicted by GCMs for extreme (flooding) conditions. The approach is based on the characterization of regional atmospheric circulation patterns through a weather typing procedure, from which a stochastic model of the weather class occurrences is formulated. Weather types are identified through a CART (Classification and Regression Tree) approach. Precipitation occurence/non-occurence at multiple precipitation station is then predicted through a second stage stochastic model. Precipitation amounts are predicted conditional on the weather class identified from the large area circulation information.

Stochastic Ground Water Flow Simulation with a Fracture Zone Continuum Model

USGS Publications Warehouse

Langevin, C.D.

2003-01-01

A method is presented for incorporating the hydraulic effects of vertical fracture zones into two-dimensional cell-based continuum models of ground water flow and particle tracking. High hydraulic conductivity features are used in the model to represent fracture zones. For fracture zones that are not coincident with model rows or columns, an adjustment is required for the hydraulic conductivity value entered into the model cells to compensate for the longer flowpath through the model grid. A similar adjustment is also required for simulated travel times through model cells. A travel time error of less than 8% can occur for particles moving through fractures with certain orientations. The fracture zone continuum model uses stochastically generated fracture zone networks and Monte Carlo analysis to quantify uncertainties with simulated advective travel times. An approach is also presented for converting an equivalent continuum model into a fracture zone continuum model by establishing the contribution of matrix block transmissivity to the bulk transmissivity of the aquifer. The methods are used for a case study in west-central Florida to quantify advective travel times from a potential wetland rehydration site to a municipal supply wellfield. Uncertainties in advective travel times are assumed to result from the presence of vertical fracture zones, commonly observed on aerial photographs as photolineaments.

Evaluation of a spatial rainfall generator and an interpolation methods for the creation of future gridded data sets over complex terrains

NASA Astrophysics Data System (ADS)

Camera, Corrado; Bruggeman, Adriana; Hadjinicolaou, Panos; Michaelides, Silas; Lange, Manfred A.

2015-04-01

Space-time variability of precipitation plays a key role as a driver of many processes in different environmental fields like hydrology, ecology, biology, agriculture, and natural hazards. The objective of this study was to compare two approaches for statistical downscaling of precipitation from climate models. The study was applied to the island of Cyprus, an orographically complex terrain. The first approach makes use of a spatial temporal Neyman-Scott Rectangular Pulses (NSRP) model and a previously tested interpolation scheme (Camera et al., 2014). The second approach is based on the use of the single site NSRP model and a simplified gridded scheme based on scaling coefficients obtained from past observations. The rainfall generators were evaluated on the period 1980-2010. Both approaches were subsequently used to downscale three RCMs from the EU ENSEMBLE project to calculate climate projections (2020-2050). The main advantage of the spatial-temporal approach is that it allows creating spatially consistent daily maps of precipitation. On the other hand, due to the assumptions made using a stochastic generator based on homogeneous Poisson processes, it shows a smoothing out of all the rainfall statistics (except mean and variance) all over the study area. This leads to high errors when analyzing indices related to extremes. Examples are the number of days with rainfall over 50 mm (R50 - mean error 65%), the 95th percentile value of rainy days (RT95 - mean error 19%), and the mean annual rainfall recorded on days with rainfall above the 95th percentile (RA95 - mean error 22%). The single site approach excludes the possibility of using the created gridded data sets for case studies involving spatial connection between grid cells (e.g. hydrologic modelling), but it leads to a better reproduction of rainfall statistics and properties. The errors for the extreme indices are in fact much lower: 17% for R50, 4% for RT95, and 2% for RA95. Future projections show a decrease of the mean annual rainfall (for both approaches) over the study area between 70 mm (≈15%) and 5 mm (≈1%), in comparison to the reference period 1980-2010. Regarding extremes, calculated only with the single site approach, the projections show a decrease of the R50 index between 25% and 7%, and of the RT95 between 8% and 0%. Thus, these projections indicate that a slight reduction in the number and intensity of extremes can be expected. Further research will be done to adapt and evaluate the use of a spatial-temporal generator with nonhomogeneous spatial activation of raincells (Burton et al., 2010) to the study area. Burton, A., Fowler, H.J., Kilsby, C.G., O'Connell, P. E., 2010a. A stochastic model for the spatial-temporal simulation of non-homogeneous rainfall occurrence and amounts, Water Resour. Res. 46, W11501. DOI: 10.1029/2009WR008884 Camera, C., Bruggeman, A., Hadjinicolaou, P., Pashiardis, S., Lange, M. A., 2014. Evaluation of interpolation techniques for the creation of gridded daily precipitation (1 × 1 km2); Cyprus, 1980-2010. J. Geophys. Res. Atmos., 119, 693-712. DOI: 10.1002/2013JD020611.

A conservative MHD scheme on unstructured Lagrangian grids for Z-pinch hydrodynamic simulations

NASA Astrophysics Data System (ADS)

Wu, Fuyuan; Ramis, Rafael; Li, Zhenghong

2018-03-01

A new algorithm to model resistive magnetohydrodynamics (MHD) in Z-pinches has been developed. Two-dimensional axisymmetric geometry with azimuthal magnetic field Bθ is considered. Discretization is carried out using unstructured meshes made up of arbitrarily connected polygons. The algorithm is fully conservative for mass, momentum, and energy. Matter energy and magnetic energy are managed separately. The diffusion of magnetic field is solved using a derivative of the Symmetric-Semi-Implicit scheme, Livne et al. (1985) [23], where unconditional stability is obtained without needing to solve large sparse systems of equations. This MHD package has been integrated into the radiation-hydrodynamics code MULTI-2D, Ramis et al. (2009) [20], that includes hydrodynamics, laser energy deposition, heat conduction, and radiation transport. This setup allows to simulate Z-pinch configurations relevant for Inertial Confinement Fusion.

An integrated Bayesian model for estimating the long-term health effects of air pollution by fusing modelled and measured pollution data: A case study of nitrogen dioxide concentrations in Scotland.

PubMed

Huang, Guowen; Lee, Duncan; Scott, Marian

2015-01-01

The long-term health effects of air pollution can be estimated using a spatio-temporal ecological study, where the disease data are counts of hospital admissions from populations in small areal units at yearly intervals. Spatially representative pollution concentrations for each areal unit are typically estimated by applying Kriging to data from a sparse monitoring network, or by computing averages over grid level concentrations from an atmospheric dispersion model. We propose a novel fusion model for estimating spatially aggregated pollution concentrations using both the modelled and monitored data, and relate these concentrations to respiratory disease in a new study in Scotland between 2007 and 2011. Copyright © 2015 The Authors. Published by Elsevier Ltd.. All rights reserved.

A new sampling scheme for developing metamodels with the zeros of Chebyshev polynomials

NASA Astrophysics Data System (ADS)

Wu, Jinglai; Luo, Zhen; Zhang, Nong; Zhang, Yunqing

2015-09-01

The accuracy of metamodelling is determined by both the sampling and approximation. This article proposes a new sampling method based on the zeros of Chebyshev polynomials to capture the sampling information effectively. First, the zeros of one-dimensional Chebyshev polynomials are applied to construct Chebyshev tensor product (CTP) sampling, and the CTP is then used to construct high-order multi-dimensional metamodels using the 'hypercube' polynomials. Secondly, the CTP sampling is further enhanced to develop Chebyshev collocation method (CCM) sampling, to construct the 'simplex' polynomials. The samples of CCM are randomly and directly chosen from the CTP samples. Two widely studied sampling methods, namely the Smolyak sparse grid and Hammersley, are used to demonstrate the effectiveness of the proposed sampling method. Several numerical examples are utilized to validate the approximation accuracy of the proposed metamodel under different dimensions.

Accounting for Effects of Orography in LDAS Precipitation Forcing Data

NASA Astrophysics Data System (ADS)

Schaake, J.; Higgins, W.; Cong, S.; Shi, W.; Duan, Q.; Yarosh, E.

2001-05-01

Precipitation analysis procedures that are widely used to make gridded precipitation estimates do not work well in mountainous areas because the gage density is too sparse relative to the spatacial frequency content of the actual precipitation field. Moreover, in the western U.S. most of the precipitation observations are low elevations and may not even detect occurrence of storms at high elevations. Although there are indeed significant limits to how accurately actual fields of orographic precipitation can be estimated from gage data alone, it is possible to make estimates for each time period that, over a period of time, have a climatology that should approximate the true climatology of the actual events. Analysis schemes that use the PRISM precipitation climatology to aid the precipitation analysis are being tested. The results of these tests will be presented.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tang, Kunkun, E-mail: ktg@illinois.edu; Inria Bordeaux – Sud-Ouest, Team Cardamom, 200 avenue de la Vieille Tour, 33405 Talence; Congedo, Pietro M.

The Polynomial Dimensional Decomposition (PDD) is employed in this work for the global sensitivity analysis and uncertainty quantification (UQ) of stochastic systems subject to a moderate to large number of input random variables. Due to the intimate connection between the PDD and the Analysis of Variance (ANOVA) approaches, PDD is able to provide a simpler and more direct evaluation of the Sobol' sensitivity indices, when compared to the Polynomial Chaos expansion (PC). Unfortunately, the number of PDD terms grows exponentially with respect to the size of the input random vector, which makes the computational cost of standard methods unaffordable formore » real engineering applications. In order to address the problem of the curse of dimensionality, this work proposes essentially variance-based adaptive strategies aiming to build a cheap meta-model (i.e. surrogate model) by employing the sparse PDD approach with its coefficients computed by regression. Three levels of adaptivity are carried out in this paper: 1) the truncated dimensionality for ANOVA component functions, 2) the active dimension technique especially for second- and higher-order parameter interactions, and 3) the stepwise regression approach designed to retain only the most influential polynomials in the PDD expansion. During this adaptive procedure featuring stepwise regressions, the surrogate model representation keeps containing few terms, so that the cost to resolve repeatedly the linear systems of the least-squares regression problem is negligible. The size of the finally obtained sparse PDD representation is much smaller than the one of the full expansion, since only significant terms are eventually retained. Consequently, a much smaller number of calls to the deterministic model is required to compute the final PDD coefficients.« less

Generation of 3-D hydrostratigraphic zones from dense airborne electromagnetic data to assess groundwater model prediction error

USGS Publications Warehouse

Christensen, Nikolaj K; Minsley, Burke J.; Christensen, Steen

2017-01-01

We present a new methodology to combine spatially dense high-resolution airborne electromagnetic (AEM) data and sparse borehole information to construct multiple plausible geological structures using a stochastic approach. The method developed allows for quantification of the performance of groundwater models built from different geological realizations of structure. Multiple structural realizations are generated using geostatistical Monte Carlo simulations that treat sparse borehole lithological observations as hard data and dense geophysically derived structural probabilities as soft data. Each structural model is used to define 3-D hydrostratigraphical zones of a groundwater model, and the hydraulic parameter values of the zones are estimated by using nonlinear regression to fit hydrological data (hydraulic head and river discharge measurements). Use of the methodology is demonstrated for a synthetic domain having structures of categorical deposits consisting of sand, silt, or clay. It is shown that using dense AEM data with the methodology can significantly improve the estimated accuracy of the sediment distribution as compared to when borehole data are used alone. It is also shown that this use of AEM data can improve the predictive capability of a calibrated groundwater model that uses the geological structures as zones. However, such structural models will always contain errors because even with dense AEM data it is not possible to perfectly resolve the structures of a groundwater system. It is shown that when using such erroneous structures in a groundwater model, they can lead to biased parameter estimates and biased model predictions, therefore impairing the model's predictive capability.

Generation of 3-D hydrostratigraphic zones from dense airborne electromagnetic data to assess groundwater model prediction error

NASA Astrophysics Data System (ADS)

Christensen, N. K.; Minsley, B. J.; Christensen, S.

2017-02-01

We present a new methodology to combine spatially dense high-resolution airborne electromagnetic (AEM) data and sparse borehole information to construct multiple plausible geological structures using a stochastic approach. The method developed allows for quantification of the performance of groundwater models built from different geological realizations of structure. Multiple structural realizations are generated using geostatistical Monte Carlo simulations that treat sparse borehole lithological observations as hard data and dense geophysically derived structural probabilities as soft data. Each structural model is used to define 3-D hydrostratigraphical zones of a groundwater model, and the hydraulic parameter values of the zones are estimated by using nonlinear regression to fit hydrological data (hydraulic head and river discharge measurements). Use of the methodology is demonstrated for a synthetic domain having structures of categorical deposits consisting of sand, silt, or clay. It is shown that using dense AEM data with the methodology can significantly improve the estimated accuracy of the sediment distribution as compared to when borehole data are used alone. It is also shown that this use of AEM data can improve the predictive capability of a calibrated groundwater model that uses the geological structures as zones. However, such structural models will always contain errors because even with dense AEM data it is not possible to perfectly resolve the structures of a groundwater system. It is shown that when using such erroneous structures in a groundwater model, they can lead to biased parameter estimates and biased model predictions, therefore impairing the model's predictive capability.

Two variants of minimum discarded fill ordering

DOE Office of Scientific and Technical Information (OSTI.GOV)

D'Azevedo, E.F.; Forsyth, P.A.; Tang, Wei-Pai

1991-01-01

It is well known that the ordering of the unknowns can have a significant effect on the convergence of Preconditioned Conjugate Gradient (PCG) methods. There has been considerable experimental work on the effects of ordering for regular finite difference problems. In many cases, good results have been obtained with preconditioners based on diagonal, spiral or natural row orderings. However, for finite element problems having unstructured grids or grids generated by a local refinement approach, it is difficult to define many of the orderings for more regular problems. A recently proposed Minimum Discarded Fill (MDF) ordering technique is effective in findingmore » high quality Incomplete LU (ILU) preconditioners, especially for problems arising from unstructured finite element grids. Testing indicates this algorithm can identify a rather complicated physical structure in an anisotropic problem and orders the unknowns in the preferred'' direction. The MDF technique may be viewed as the numerical analogue of the minimum deficiency algorithm in sparse matrix technology. At any stage of the partial elimination, the MDF technique chooses the next pivot node so as to minimize the amount of discarded fill. In this work, two efficient variants of the MDF technique are explored to produce cost-effective high-order ILU preconditioners. The Threshold MDF orderings combine MDF ideas with drop tolerance techniques to identify the sparsity pattern in the ILU preconditioners. These techniques identify an ordering that encourages fast decay of the entries in the ILU factorization. The Minimum Update Matrix (MUM) ordering technique is a simplification of the MDF ordering and is closely related to the minimum degree algorithm. The MUM ordering is especially for large problems arising from Navier-Stokes problems. Some interesting pictures of the orderings are presented using a visualization tool. 22 refs., 4 figs., 7 tabs.« less

Tensor hypercontraction. II. Least-squares renormalization

NASA Astrophysics Data System (ADS)

Parrish, Robert M.; Hohenstein, Edward G.; Martínez, Todd J.; Sherrill, C. David

2012-12-01

The least-squares tensor hypercontraction (LS-THC) representation for the electron repulsion integral (ERI) tensor is presented. Recently, we developed the generic tensor hypercontraction (THC) ansatz, which represents the fourth-order ERI tensor as a product of five second-order tensors [E. G. Hohenstein, R. M. Parrish, and T. J. Martínez, J. Chem. Phys. 137, 044103 (2012)], 10.1063/1.4732310. Our initial algorithm for the generation of the THC factors involved a two-sided invocation of overlap-metric density fitting, followed by a PARAFAC decomposition, and is denoted PARAFAC tensor hypercontraction (PF-THC). LS-THC supersedes PF-THC by producing the THC factors through a least-squares renormalization of a spatial quadrature over the otherwise singular 1/r12 operator. Remarkably, an analytical and simple formula for the LS-THC factors exists. Using this formula, the factors may be generated with O(N^5) effort if exact integrals are decomposed, or O(N^4) effort if the decomposition is applied to density-fitted integrals, using any choice of density fitting metric. The accuracy of LS-THC is explored for a range of systems using both conventional and density-fitted integrals in the context of MP2. The grid fitting error is found to be negligible even for extremely sparse spatial quadrature grids. For the case of density-fitted integrals, the additional error incurred by the grid fitting step is generally markedly smaller than the underlying Coulomb-metric density fitting error. The present results, coupled with our previously published factorizations of MP2 and MP3, provide an efficient, robust O(N^4) approach to both methods. Moreover, LS-THC is generally applicable to many other methods in quantum chemistry.

Lightning Detection Efficiency Analysis Process: Modeling Based on Empirical Data

NASA Technical Reports Server (NTRS)

Rompala, John T.

2005-01-01

A ground based lightning detection system employs a grid of sensors, which record and evaluate the electromagnetic signal produced by a lightning strike. Several detectors gather information on that signal s strength, time of arrival, and behavior over time. By coordinating the information from several detectors, an event solution can be generated. That solution includes the signal s point of origin, strength and polarity. Determination of the location of the lightning strike uses algorithms based on long used techniques of triangulation. Determination of the event s original signal strength relies on the behavior of the generated magnetic field over distance and time. In general the signal from the event undergoes geometric dispersion and environmental attenuation as it progresses. Our knowledge of that radial behavior together with the strength of the signal received by detecting sites permits an extrapolation and evaluation of the original strength of the lightning strike. It also limits the detection efficiency (DE) of the network. For expansive grids and with a sparse density of detectors, the DE varies widely over the area served. This limits the utility of the network in gathering information on regional lightning strike density and applying it to meteorological studies. A network of this type is a grid of four detectors in the Rondonian region of Brazil. The service area extends over a million square kilometers. Much of that area is covered by rain forests. Thus knowledge of lightning strike characteristics over the expanse is of particular value. I have been developing a process that determines the DE over the region [3]. In turn, this provides a way to produce lightning strike density maps, corrected for DE, over the entire region of interest. This report offers a survey of that development to date and a record of present activity.

Three-dimensional wideband electromagnetic modeling on massively parallel computers

NASA Astrophysics Data System (ADS)

Alumbaugh, David L.; Newman, Gregory A.; Prevost, Lydie; Shadid, John N.

1996-01-01

A method is presented for modeling the wideband, frequency domain electromagnetic (EM) response of a three-dimensional (3-D) earth to dipole sources operating at frequencies where EM diffusion dominates the response (less than 100 kHz) up into the range where propagation dominates (greater than 10 MHz). The scheme employs the modified form of the vector Helmholtz equation for the scattered electric fields to model variations in electrical conductivity, dielectric permitivity and magnetic permeability. The use of the modified form of the Helmholtz equation allows for perfectly matched layer ( PML) absorbing boundary conditions to be employed through the use of complex grid stretching. Applying the finite difference operator to the modified Helmholtz equation produces a linear system of equations for which the matrix is sparse and complex symmetrical. The solution is obtained using either the biconjugate gradient (BICG) or quasi-minimum residual (QMR) methods with preconditioning; in general we employ the QMR method with Jacobi scaling preconditioning due to stability. In order to simulate larger, more realistic models than has been previously possible, the scheme has been modified to run on massively parallel (MP) computer architectures. Execution on the 1840-processor Intel Paragon has indicated a maximum model size of 280 × 260 × 200 cells with a maximum flop rate of 14.7 Gflops. Three different geologic models are simulated to demonstrate the use of the code for frequencies ranging from 100 Hz to 30 MHz and for different source types and polarizations. The simulations show that the scheme is correctly able to model the air-earth interface and the jump in the electric and magnetic fields normal to discontinuities. For frequencies greater than 10 MHz, complex grid stretching must be employed to incorporate absorbing boundaries while below this normal (real) grid stretching can be employed.

Tensor hypercontraction. II. Least-squares renormalization.

PubMed

Parrish, Robert M; Hohenstein, Edward G; Martínez, Todd J; Sherrill, C David

2012-12-14

The least-squares tensor hypercontraction (LS-THC) representation for the electron repulsion integral (ERI) tensor is presented. Recently, we developed the generic tensor hypercontraction (THC) ansatz, which represents the fourth-order ERI tensor as a product of five second-order tensors [E. G. Hohenstein, R. M. Parrish, and T. J. Martínez, J. Chem. Phys. 137, 044103 (2012)]. Our initial algorithm for the generation of the THC factors involved a two-sided invocation of overlap-metric density fitting, followed by a PARAFAC decomposition, and is denoted PARAFAC tensor hypercontraction (PF-THC). LS-THC supersedes PF-THC by producing the THC factors through a least-squares renormalization of a spatial quadrature over the otherwise singular 1∕r(12) operator. Remarkably, an analytical and simple formula for the LS-THC factors exists. Using this formula, the factors may be generated with O(N(5)) effort if exact integrals are decomposed, or O(N(4)) effort if the decomposition is applied to density-fitted integrals, using any choice of density fitting metric. The accuracy of LS-THC is explored for a range of systems using both conventional and density-fitted integrals in the context of MP2. The grid fitting error is found to be negligible even for extremely sparse spatial quadrature grids. For the case of density-fitted integrals, the additional error incurred by the grid fitting step is generally markedly smaller than the underlying Coulomb-metric density fitting error. The present results, coupled with our previously published factorizations of MP2 and MP3, provide an efficient, robust O(N(4)) approach to both methods. Moreover, LS-THC is generally applicable to many other methods in quantum chemistry.

Emergence of ultrafast sparsely synchronized rhythms and their responses to external stimuli in an inhomogeneous small-world complex neuronal network.

PubMed

Kim, Sang-Yoon; Lim, Woochang

2017-09-01

We consider an inhomogeneous small-world network (SWN) composed of inhibitory short-range (SR) and long-range (LR) interneurons, and investigate the effect of network architecture on emergence of synchronized brain rhythms by varying the fraction of LR interneurons p long . The betweenness centralities of the LR and SR interneurons (characterizing the potentiality in controlling communication between other interneurons) are distinctly different. Hence, in view of the betweenness, SWNs we consider are inhomogeneous, unlike the "canonical" Watts-Strogatz SWN with nearly the same betweenness centralities. For small p long , the load of communication traffic is much concentrated on a few LR interneurons. However, as p long is increased, the number of LR connections (coming from LR interneurons) increases, and then the load of communication traffic is less concentrated on LR interneurons, which leads to better efficiency of global communication between interneurons. Sparsely synchronized rhythms are thus found to emerge when passing a small critical value p long (c) (≃0.16). The population frequency of the sparsely synchronized rhythm is ultrafast (higher than 100 Hz), while the mean firing rate of individual interneurons is much lower (∼30 Hz) due to stochastic and intermittent neural discharges. These dynamical behaviors in the inhomogeneous SWN are also compared with those in the homogeneous Watts-Strogatz SWN, in connection with their network topologies. Particularly, we note that the main difference between the two types of SWNs lies in the distribution of betweenness centralities. Unlike the case of the Watts-Strogatz SWN, dynamical responses to external stimuli vary depending on the type of stimulated interneurons in the inhomogeneous SWN. We consider two cases of external time-periodic stimuli applied to sub-populations of the LR and SR interneurons, respectively. Dynamical responses (such as synchronization suppression and enhancement) to these two cases of stimuli are studied and discussed in relation to the betweenness centralities of stimulated interneurons, representing the effectiveness for transfer of stimulation effect in the whole network. Copyright © 2017 Elsevier Ltd. All rights reserved.

Linking the Weather Generator with Regional Climate Model

NASA Astrophysics Data System (ADS)

Dubrovsky, Martin; Farda, Ales; Skalak, Petr; Huth, Radan

2013-04-01

One of the downscaling approaches, which transform the raw outputs from the climate models (GCMs or RCMs) into data with more realistic structure, is based on linking the stochastic weather generator with the climate model output. The present contribution, in which the parametric daily surface weather generator (WG) M&Rfi is linked to the RCM output, follows two aims: (1) Validation of the new simulations of the present climate (1961-1990) made by the ALADIN-Climate Regional Climate Model at 25 km resolution. The WG parameters are derived from the RCM-simulated surface weather series and compared to those derived from weather series observed in 125 Czech meteorological stations. The set of WG parameters will include statistics of the surface temperature and precipitation series (including probability of wet day occurrence). (2) Presenting a methodology for linking the WG with RCM output. This methodology, which is based on merging information from observations and RCM, may be interpreted as a downscaling procedure, whose product is a gridded WG capable of producing realistic synthetic multivariate weather series for weather-ungauged locations. In this procedure, WG is calibrated with RCM-simulated multi-variate weather series in the first step, and the grid specific WG parameters are then de-biased by spatially interpolated correction factors based on comparison of WG parameters calibrated with gridded RCM weather series and spatially scarcer observations. The quality of the weather series produced by the resultant gridded WG will be assessed in terms of selected climatic characteristics (focusing on characteristics related to variability and extremes of surface temperature and precipitation). Acknowledgements: The present experiment is made within the frame of projects ALARO-Climate (project P209/11/2405 sponsored by the Czech Science Foundation), WG4VALUE (project LD12029 sponsored by the Ministry of Education, Youth and Sports of CR) and VALUE (COST ES 1102 action).

The Star-Forming Main Sequence as a Natural Consequence of the Central Limit Theorem

NASA Astrophysics Data System (ADS)

Kelson, Daniel David

2015-08-01

Star-formation rates (SFR) of disk galaxies correlate with stellar mass, with a small dispersion in SSFR at fixed mass, sigma~0.3 dex. With such scatter this star-formation main sequence (SFMS) has been interpreted as deterministic and fundamental. Here I demonstrate that such a correlation arises naturally from the central limit theorem. The derivation begins by approximating in situ stellar mass growth as a stochastic process, much like a random walk, where the expectation of SFR at any time is equal to the SFR at the previous time. The SFRs of real galaxies, however, do not experience wholly random stochastic changes over time, but change in a highly correlated fashion due to the long reach of gravity and the correlation of structure in the universe. We therefore generalize the results for star-formation as a stochastic process that has random correlations over random and potentially infinite timescales. For unbiased samples of (disk) galaxies we derive expectation values for SSFR and its scatter, such that =2/T, and Sig[SFR/M]=. Note that this relative scatter is independent of mass and time. This derived correlation between SFR and stellar mass, and its evolution, matches published data to z=10 with sufficient accuracy to constrain cosmological parameters from the data. This statistical approach to the diversity of star-formation histories reproduces several important observables, including: the scatter in SSFR at fixed mass; the forms of SFHs of nearby dwarf galaxies and the Milky Way. At least one additional process beyond a single one responsible for in situ stellar mass growth will be required to match the evolution of the stellar mass function, and we discuss ways to generalize the framework. The implied dispersion in SFHs, and the SFMS's insensitivity to timescales of stochasticity, thus substantially limits the ability to connect massive galaxies to their progenitors over long cosmic baselines. Such analytical work shows promise for statisically modeling distributions of galaxies over cosmic time, in a manner particularly indpendent of the thorny uncertainties in sub-grid astrophysics of modern cosmological simulations.

TH-EF-BRA-08: A Novel Technique for Estimating Volumetric Cine MRI (VC-MRI) From Multi-Slice Sparsely Sampled Cine Images Using Motion Modeling and Free Form Deformation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Harris, W; Yin, F; Wang, C

Purpose: To develop a technique to estimate on-board VC-MRI using multi-slice sparsely-sampled cine images, patient prior 4D-MRI, motion-modeling and free-form deformation for real-time 3D target verification of lung radiotherapy. Methods: A previous method has been developed to generate on-board VC-MRI by deforming prior MRI images based on a motion model(MM) extracted from prior 4D-MRI and a single-slice on-board 2D-cine image. In this study, free-form deformation(FD) was introduced to correct for errors in the MM when large anatomical changes exist. Multiple-slice sparsely-sampled on-board 2D-cine images located within the target are used to improve both the estimation accuracy and temporal resolution ofmore » VC-MRI. The on-board 2D-cine MRIs are acquired at 20–30frames/s by sampling only 10% of the k-space on Cartesian grid, with 85% of that taken at the central k-space. The method was evaluated using XCAT(computerized patient model) simulation of lung cancer patients with various anatomical and respirational changes from prior 4D-MRI to onboard volume. The accuracy was evaluated using Volume-Percent-Difference(VPD) and Center-of-Mass-Shift(COMS) of the estimated tumor volume. Effects of region-of-interest(ROI) selection, 2D-cine slice orientation, slice number and slice location on the estimation accuracy were evaluated. Results: VCMRI estimated using 10 sparsely-sampled sagittal 2D-cine MRIs achieved VPD/COMS of 9.07±3.54%/0.45±0.53mm among all scenarios based on estimation with ROI-MM-ROI-FD. The FD optimization improved estimation significantly for scenarios with anatomical changes. Using ROI-FD achieved better estimation than global-FD. Changing the multi-slice orientation to axial, coronal, and axial/sagittal orthogonal reduced the accuracy of VCMRI to VPD/COMS of 19.47±15.74%/1.57±2.54mm, 20.70±9.97%/2.34±0.92mm, and 16.02±13.79%/0.60±0.82mm, respectively. Reducing the number of cines to 8 enhanced temporal resolution of VC-MRI by 25% while maintaining the estimation accuracy. Estimation using slices sampled uniformly through the tumor achieved better accuracy than slices sampled non-uniformly. Conclusions: Preliminary studies showed that it is feasible to generate VC-MRI from multi-slice sparsely-sampled 2D-cine images for real-time 3D-target verification. This work was supported by the National Institutes of Health under Grant No. R01-CA184173 and a research grant from Varian Medical Systems.« less

Implementation of the Iterative Proportion Fitting Algorithm for Geostatistical Facies Modeling

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li Yupeng, E-mail: yupeng@ualberta.ca; Deutsch, Clayton V.

2012-06-15

In geostatistics, most stochastic algorithm for simulation of categorical variables such as facies or rock types require a conditional probability distribution. The multivariate probability distribution of all the grouped locations including the unsampled location permits calculation of the conditional probability directly based on its definition. In this article, the iterative proportion fitting (IPF) algorithm is implemented to infer this multivariate probability. Using the IPF algorithm, the multivariate probability is obtained by iterative modification to an initial estimated multivariate probability using lower order bivariate probabilities as constraints. The imposed bivariate marginal probabilities are inferred from profiles along drill holes or wells.more » In the IPF process, a sparse matrix is used to calculate the marginal probabilities from the multivariate probability, which makes the iterative fitting more tractable and practical. This algorithm can be extended to higher order marginal probability constraints as used in multiple point statistics. The theoretical framework is developed and illustrated with estimation and simulation example.« less

Charting the Replica Symmetric Phase

NASA Astrophysics Data System (ADS)

Coja-Oghlan, Amin; Efthymiou, Charilaos; Jaafari, Nor; Kang, Mihyun; Kapetanopoulos, Tobias

2018-02-01

Diluted mean-field models are spin systems whose geometry of interactions is induced by a sparse random graph or hypergraph. Such models play an eminent role in the statistical mechanics of disordered systems as well as in combinatorics and computer science. In a path-breaking paper based on the non-rigorous `cavity method', physicists predicted not only the existence of a replica symmetry breaking phase transition in such models but also sketched a detailed picture of the evolution of the Gibbs measure within the replica symmetric phase and its impact on important problems in combinatorics, computer science and physics (Krzakala et al. in Proc Natl Acad Sci 104:10318-10323, 2007). In this paper we rigorise this picture completely for a broad class of models, encompassing the Potts antiferromagnet on the random graph, the k-XORSAT model and the diluted k-spin model for even k. We also prove a conjecture about the detection problem in the stochastic block model that has received considerable attention (Decelle et al. in Phys Rev E 84:066106, 2011).

Data-driven modeling of background and mine-related acidity and metals in river basins

USGS Publications Warehouse

Friedel, Michael J

2013-01-01

A novel application of self-organizing map (SOM) and multivariate statistical techniques is used to model the nonlinear interaction among basin mineral-resources, mining activity, and surface-water quality. First, the SOM is trained using sparse measurements from 228 sample sites in the Animas River Basin, Colorado. The model performance is validated by comparing stochastic predictions of basin-alteration assemblages and mining activity at 104 independent sites. The SOM correctly predicts (>98%) the predominant type of basin hydrothermal alteration and presence (or absence) of mining activity. Second, application of the Davies–Bouldin criteria to k-means clustering of SOM neurons identified ten unique environmental groups. Median statistics of these groups define a nonlinear water-quality response along the spatiotemporal hydrothermal alteration-mining gradient. These results reveal that it is possible to differentiate among the continuum between inputs of background and mine-related acidity and metals, and it provides a basis for future research and empirical model development.

Co-clustering directed graphs to discover asymmetries and directional communities

PubMed Central

Rohe, Karl; Qin, Tai; Yu, Bin

2016-01-01

In directed graphs, relationships are asymmetric and these asymmetries contain essential structural information about the graph. Directed relationships lead to a new type of clustering that is not feasible in undirected graphs. We propose a spectral co-clustering algorithm called di-sim for asymmetry discovery and directional clustering. A Stochastic co-Blockmodel is introduced to show favorable properties of di-sim. To account for the sparse and highly heterogeneous nature of directed networks, di-sim uses the regularized graph Laplacian and projects the rows of the eigenvector matrix onto the sphere. A nodewise asymmetry score and di-sim are used to analyze the clustering asymmetries in the networks of Enron emails, political blogs, and the Caenorhabditis elegans chemical connectome. In each example, a subset of nodes have clustering asymmetries; these nodes send edges to one cluster, but receive edges from another cluster. Such nodes yield insightful information (e.g., communication bottlenecks) about directed networks, but are missed if the analysis ignores edge direction. PMID:27791058

Co-clustering directed graphs to discover asymmetries and directional communities.

PubMed

Rohe, Karl; Qin, Tai; Yu, Bin

2016-10-21

In directed graphs, relationships are asymmetric and these asymmetries contain essential structural information about the graph. Directed relationships lead to a new type of clustering that is not feasible in undirected graphs. We propose a spectral co-clustering algorithm called di-sim for asymmetry discovery and directional clustering. A Stochastic co-Blockmodel is introduced to show favorable properties of di-sim To account for the sparse and highly heterogeneous nature of directed networks, di-sim uses the regularized graph Laplacian and projects the rows of the eigenvector matrix onto the sphere. A nodewise asymmetry score and di-sim are used to analyze the clustering asymmetries in the networks of Enron emails, political blogs, and the Caenorhabditis elegans chemical connectome. In each example, a subset of nodes have clustering asymmetries; these nodes send edges to one cluster, but receive edges from another cluster. Such nodes yield insightful information (e.g., communication bottlenecks) about directed networks, but are missed if the analysis ignores edge direction.

Distribution-Agnostic Stochastic Optimal Power Flow for Distribution Grids: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baker, Kyri; Dall'Anese, Emiliano; Summers, Tyler

2016-09-01

This paper outlines a data-driven, distributionally robust approach to solve chance-constrained AC optimal power flow problems in distribution networks. Uncertain forecasts for loads and power generated by photovoltaic (PV) systems are considered, with the goal of minimizing PV curtailment while meeting power flow and voltage regulation constraints. A data- driven approach is utilized to develop a distributionally robust conservative convex approximation of the chance-constraints; particularly, the mean and covariance matrix of the forecast errors are updated online, and leveraged to enforce voltage regulation with predetermined probability via Chebyshev-based bounds. By combining an accurate linear approximation of the AC power flowmore » equations with the distributionally robust chance constraint reformulation, the resulting optimization problem becomes convex and computationally tractable.« less

Light Propagation in Turbulent Media

NASA Astrophysics Data System (ADS)

Perez, Dario G.

2003-07-01

First, we make a revision of the up-to-date Passive Scalar Fields properties: also, the refractive index is among them. Afterwards, we formulated the properties that make the family of `isotropic' fractional Brownian motion (with parameter H) a good candidate to simulate the turbulent refractive index. Moreover, we obtained its fractal dimension which matches the estimated by Constantin for passive scalar, and thus the parameter H determines the state of the turbulence. Next, using a path integral velocity representation, with the Markovian model, to calculate the effects of the turbulence over a system of grids. Finally, with the tools of Stochastic Calculus for fractional Brownian motions we studied the ray-equation coming from the Geometric Optics in the turbulent case. Our analysis covers those cases where average temperature gradients are relevant.

Sensitivity of Simulated Warm Rain Formation to Collision and Coalescence Efficiencies, Breakup, and Turbulence: Comparison of Two Bin-Resolved Numerical Models

NASA Technical Reports Server (NTRS)

Fridlind, Ann; Seifert, Axel; Ackerman, Andrew; Jensen, Eric

2004-01-01

Numerical models that resolve cloud particles into discrete mass size distributions on an Eulerian grid provide a uniquely powerful means of studying the closely coupled interaction of aerosols, cloud microphysics, and transport that determine cloud properties and evolution. However, such models require many experimentally derived paramaterizations in order to properly represent the complex interactions of droplets within turbulent flow. Many of these parameterizations remain poorly quantified, and the numerical methods of solving the equations for temporal evolution of the mass size distribution can also vary considerably in terms of efficiency and accuracy. In this work, we compare results from two size-resolved microphysics models that employ various widely-used parameterizations and numerical solution methods for several aspects of stochastic collection.

The Dropout Learning Algorithm

PubMed Central

Baldi, Pierre; Sadowski, Peter

2014-01-01

Dropout is a recently introduced algorithm for training neural network by randomly dropping units during training to prevent their co-adaptation. A mathematical analysis of some of the static and dynamic properties of dropout is provided using Bernoulli gating variables, general enough to accommodate dropout on units or connections, and with variable rates. The framework allows a complete analysis of the ensemble averaging properties of dropout in linear networks, which is useful to understand the non-linear case. The ensemble averaging properties of dropout in non-linear logistic networks result from three fundamental equations: (1) the approximation of the expectations of logistic functions by normalized geometric means, for which bounds and estimates are derived; (2) the algebraic equality between normalized geometric means of logistic functions with the logistic of the means, which mathematically characterizes logistic functions; and (3) the linearity of the means with respect to sums, as well as products of independent variables. The results are also extended to other classes of transfer functions, including rectified linear functions. Approximation errors tend to cancel each other and do not accumulate. Dropout can also be connected to stochastic neurons and used to predict firing rates, and to backpropagation by viewing the backward propagation as ensemble averaging in a dropout linear network. Moreover, the convergence properties of dropout can be understood in terms of stochastic gradient descent. Finally, for the regularization properties of dropout, the expectation of the dropout gradient is the gradient of the corresponding approximation ensemble, regularized by an adaptive weight decay term with a propensity for self-consistent variance minimization and sparse representations. PMID:24771879

Multi-element stochastic spectral projection for high quantile estimation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ko, Jordan, E-mail: jordan.ko@mac.com; Garnier, Josselin

2013-06-15

We investigate quantile estimation by multi-element generalized Polynomial Chaos (gPC) metamodel where the exact numerical model is approximated by complementary metamodels in overlapping domains that mimic the model’s exact response. The gPC metamodel is constructed by the non-intrusive stochastic spectral projection approach and function evaluation on the gPC metamodel can be considered as essentially free. Thus, large number of Monte Carlo samples from the metamodel can be used to estimate α-quantile, for moderate values of α. As the gPC metamodel is an expansion about the means of the inputs, its accuracy may worsen away from these mean values where themore » extreme events may occur. By increasing the approximation accuracy of the metamodel, we may eventually improve accuracy of quantile estimation but it is very expensive. A multi-element approach is therefore proposed by combining a global metamodel in the standard normal space with supplementary local metamodels constructed in bounded domains about the design points corresponding to the extreme events. To improve the accuracy and to minimize the sampling cost, sparse-tensor and anisotropic-tensor quadratures are tested in addition to the full-tensor Gauss quadrature in the construction of local metamodels; different bounds of the gPC expansion are also examined. The global and local metamodels are combined in the multi-element gPC (MEgPC) approach and it is shown that MEgPC can be more accurate than Monte Carlo or importance sampling methods for high quantile estimations for input dimensions roughly below N=8, a limit that is very much case- and α-dependent.« less

Obtaining a Pragmatic Representation of Fire Disturbance in Dynamic Vegetation Models by Assimilating Earth Observation Data

NASA Astrophysics Data System (ADS)

Kantzas, Euripides; Quegan, Shaun

2015-04-01

Fire constitutes a violent and unpredictable pathway of carbon from the terrestrial biosphere into the atmosphere. Despite fire emissions being in many biomes of similar magnitude to that of Net Ecosystem Exchange, even the most complex Dynamic Vegetation Models (DVMs) embedded in IPCC General Circulation Models poorly represent fire behavior and dynamics, a fact which still remains understated. As DVMs operate on a deterministic, grid cell-by-grid cell basis they are unable to describe a host of important fire characteristics such as its propagation, magnitude of area burned and stochastic nature. Here we address these issues by describing a model-independent methodology which assimilates Earth Observation (EO) data by employing image analysis techniques and algorithms to offer a realistic fire disturbance regime in a DVM. This novel approach, with minimum model restructuring, manages to retain the Fire Return Interval produced by the model whilst assigning pragmatic characteristics to its fire outputs thus allowing realistic simulations of fire-related processes such as carbon injection into the atmosphere and permafrost degradation. We focus our simulations in the Arctic and specifically Canada and Russia and we offer a snippet of how this approach permits models to engage in post-fire dynamics hitherto absent from any other model regardless of complexity.

Deep Part Load Flow Analysis in a Francis Model turbine by means of two-phase unsteady flow simulations

NASA Astrophysics Data System (ADS)

Conrad, Philipp; Weber, Wilhelm; Jung, Alexander

2017-04-01

Hydropower plants are indispensable to stabilize the grid by reacting quickly to changes of the energy demand. However, an extension of the operating range towards high and deep part load conditions without fatigue of the hydraulic components is desirable to increase their flexibility. In this paper a model sized Francis turbine at low discharge operating conditions (Q/QBEP = 0.27) is analyzed by means of computational fluid dynamics (CFD). Unsteady two-phase simulations for two Thoma-number conditions are conducted. Stochastic pressure oscillations, observed on the test rig at low discharge, require sophisticated numerical models together with small time steps, large grid sizes and long simulation times to cope with these fluctuations. In this paper the BSL-EARSM model (Explicit Algebraic Reynolds Stress) was applied as a compromise between scale resolving and two-equation turbulence models with respect to computational effort and accuracy. Simulation results are compared to pressure measurements showing reasonable agreement in resolving the frequency spectra and amplitude. Inner blade vortices were predicted successfully in shape and size. Surface streamlines in blade-to-blade view are presented, giving insights to the formation of the inner blade vortices. The acquired time dependent pressure fields can be used for quasi-static structural analysis (FEA) for fatigue calculations in the future.

HydroGrid: Technologies for Global Water Quality and Sustainability

NASA Astrophysics Data System (ADS)

Yeghiazarian, L.

2017-12-01

Humans have been transforming planet Earth for millennia. We have recently come to understand that the collective impact of our decisions and actions has brought about severe water quality problems, which are likely to worsen in the light of rapid population growth to the projected nine billion by 2050. To sustainably manage our global water resources and possibly reverse these effects requires efforts in real-time monitoring of water contamination, analysis of monitoring data, and control of the state of water contamination. We develop technologies to address all three areas: monitoring, analysis and control. These efforts are carried out in the conceptual framework of the HydroGrid, an interconnected water system, which is (1) firmly rooted in the fundamental understanding of processes that govern microbial dynamics on multiple scales; and (2) used to develop watershed-specific management strategies. In the area of monitoring we are developing mobile autonomous sensors to detect surface water contamination, an effort supported by extensive materials research to provide multifunctional materials. We analyze environmental data within a stochastic modeling paradigm that bridges microscopic particle interactions to macroscopic manifestation of microbial population behavior in time and space in entire watersheds. These models are supported with laboratory and field experiments. Finally, we combine control and graph theories to derive controllability metrics of natural watersheds.

Wall-layer model for LES with massive separation

NASA Astrophysics Data System (ADS)

Fakhari, Ahmad; Armenio, Vincenzo; Roman, Federico

2016-11-01

Currently, Wall Functions (WF) work well under specific conditions, mostly exhibit drawbacks specially in flows with separation beyond curvatures. In this work, we propose a more general WF which works well in attached and detached flows, in presence and absence of Immersed Boundaries (IB). First we modified an equilibrium stress WF for boundary-fitted geometry making dynamic the computation of the k (von Karman constant) of the log-law; the model was first applied to a periodic open channel flow, and then to the flow over a 2D single hill using uniform coarse grids; the model captured separation with reasonable accuracy. Thereafter IB Method by Roman et al. was improved to avoid momentum loss at the interface between the fluid-solid regions. This required calibration of interfacial eddy viscosity; also a random stochastic forcing was used in wall-normal direction to increase Reynolds stresses and improve mean velocity profile. Finally, to reproduce flow separation, a simplified boundary layer equation was applied to construct velocity at near wall computational nodes. The new scheme was tested on the 2D single hill and periodic hills applying Cartesian and curvilinear grids; good agreement with references was obtained with reduction in cost and complexity. Financial support from project COSMO "CFD open source per opera morta" PAR FSC 2007-2013, Friuli Venezia Giulia.