Variational ensemble Kalman filtering applied to data assimilation problems in computational fluid dynamics

One challenge on data assimilation (DA) methods is how the error covariance for the model state is computed. Ensemble methods have been proposed for producing error covariance estimates, as error is propagated in time using the non-linear model. Variational methods, on the other hand, use the concepts of control theory, whereby the state estimate is optimized from both the background and the measurements. Numerical optimization schemes are applied which solve the problem of memory storage and huge matrix inversion needed by classical Kalman filter methods. Variational Ensemble Kalman filter (VEnKF), as a method inspired the Variational Kalman Filter (VKF), enjoys the benefits from both ensemble methods and variational methods. It avoids filter inbreeding problems which emerge when the ensemble spread underestimates the true error covariance. In VEnKF this is tackled by resampling the ensemble every time measurements are available. One advantage of VEnKF over VKF is that it needs neither tangent linear code nor adjoint code. In this thesis, VEnKF has been applied to a two-dimensional shallow water model simulating a dam-break experiment. The model is a public code with water height measurements recorded in seven stations along the 21:2 m long 1:4 m wide flume’s mid-line. Because the data were too sparse to assimilate the 30 171 model state vector, we chose to interpolate the data both in time and in space. The results of the assimilation were compared with that of a pure simulation. We have found that the results revealed by the VEnKF were more realistic, without numerical artifacts present in the pure simulation. Creating a wrapper code for a model and DA scheme might be challenging, especially when the two were designed independently or are poorly documented. In this thesis we have presented a non-intrusive approach of coupling the model and a DA scheme. An external program is used to send and receive information between the model and DA procedure using files. The advantage of this method is that the model code changes needed are minimal, only a few lines which facilitate input and output. Apart from being simple to coupling, the approach can be employed even if the two were written in different programming languages, because the communication is not through code. The non-intrusive approach is made to accommodate parallel computing by just telling the control program to wait until all the processes have ended before the DA procedure is invoked. It is worth mentioning the overhead increase caused by the approach, as at every assimilation cycle both the model and the DA procedure have to be initialized. Nonetheless, the method can be an ideal approach for a benchmark platform in testing DA methods. The non-intrusive VEnKF has been applied to a multi-purpose hydrodynamic model COHERENS to assimilate Total Suspended Matter (TSM) in lake Säkylän Pyhäjärvi. The lake has an area of 154 km2 with an average depth of 5:4 m. Turbidity and chlorophyll-a concentrations from MERIS satellite images for 7 days between May 16 and July 6 2009 were available. The effect of the organic matter has been computationally eliminated to obtain TSM data. Because of computational demands from both COHERENS and VEnKF, we have chosen to use 1 km grid resolution. The results of the VEnKF have been compared with the measurements recorded at an automatic station located at the North-Western part of the lake. However, due to TSM data sparsity in both time and space, it could not be well matched. The use of multiple automatic stations with real time data is important to elude the time sparsity problem. With DA, this will help in better understanding the environmental hazard variables for instance. We have found that using a very high ensemble size does not necessarily improve the results, because there is a limit whereby additional ensemble members add very little to the performance. Successful implementation of the non-intrusive VEnKF and the ensemble size limit for performance leads to an emerging area of Reduced Order Modeling (ROM). To save computational resources, running full-blown model in ROM is avoided. When the ROM is applied with the non-intrusive DA approach, it might result in a cheaper algorithm that will relax computation challenges existing in the field of modelling and DA.

A Practical Micro Mechanical Model Based Local Approach Methodology for the Analysis of Ductile Fracture of Welded T-Joints

This thesis concentrates on developing a practical local approach methodology based on micro mechanical models for the analysis of ductile fracture of welded joints. Two major problems involved in the local approach, namely the dilational constitutive relation reflecting the softening behaviour of material, and the failure criterion associated with the constitutive equation, have been studied in detail. Firstly, considerable efforts were made on the numerical integration and computer implementation for the non trivial dilational Gurson Tvergaard model. Considering the weaknesses of the widely used Euler forward integration algorithms, a family of generalized mid point algorithms is proposed for the Gurson Tvergaard model. Correspondingly, based on the decomposition of stresses into hydrostatic and deviatoric parts, an explicit seven parameter expression for the consistent tangent moduli of the algorithms is presented. This explicit formula avoids any matrix inversion during numerical iteration and thus greatly facilitates the computer implementation of the algorithms and increase the efficiency of the code. The accuracy of the proposed algorithms and other conventional algorithms has been assessed in a systematic manner in order to highlight the best algorithm for this study. The accurate and efficient performance of present finite element implementation of the proposed algorithms has been demonstrated by various numerical examples. It has been found that the true mid point algorithm (a = 0.5) is the most accurate one when the deviatoric strain increment is radial to the yield surface and it is very important to use the consistent tangent moduli in the Newton iteration procedure. Secondly, an assessment of the consistency of current local failure criteria for ductile fracture, the critical void growth criterion, the constant critical void volume fraction criterion and Thomason's plastic limit load failure criterion, has been made. Significant differences in the predictions of ductility by the three criteria were found. By assuming the void grows spherically and using the void volume fraction from the Gurson Tvergaard model to calculate the current void matrix geometry, Thomason's failure criterion has been modified and a new failure criterion for the Gurson Tvergaard model is presented. Comparison with Koplik and Needleman's finite element results shows that the new failure criterion is fairly accurate indeed. A novel feature of the new failure criterion is that a mechanism for void coalescence is incorporated into the constitutive model. Hence the material failure is a natural result of the development of macroscopic plastic flow and the microscopic internal necking mechanism. By the new failure criterion, the critical void volume fraction is not a material constant and the initial void volume fraction and/or void nucleation parameters essentially control the material failure. This feature is very desirable and makes the numerical calibration of void nucleation parameters(s) possible and physically sound. Thirdly, a local approach methodology based on the above two major contributions has been built up in ABAQUS via the user material subroutine UMAT and applied to welded T joints. By using the void nucleation parameters calibrated from simple smooth and notched specimens, it was found that the fracture behaviour of the welded T joints can be well predicted using present methodology. This application has shown how the damage parameters of both base material and heat affected zone (HAZ) material can be obtained in a step by step manner and how useful and capable the local approach methodology is in the analysis of fracture behaviour and crack development as well as structural integrity assessment of practical problems where non homogeneous materials are involved. Finally, a procedure for the possible engineering application of the present methodology is suggested and discussed.

A platform for anti-biofilm assays combining viability, biomass and matrix quantifications in susceptibility assessments of antimicrobials against Staphylococcus aureus biofilms

Bacteria can exist as planktonic, the lifestyle in which single cells exist in suspension, and as biofilms, which are surface-attached bacterial communities embedded in a selfproduced matrix. Most of the antibiotics and the methods for antimicrobial work have been developed for planktonic bacteria. However, the majority of the bacteria in natural habitats live as biofilms. Biofilms develop dauntingly fast high resistance towards conventional antibacterial treatments and thus, there is a great need to meet the demands of effective anti-biofilm therapy. In this thesis project it was attempted to fill the void of anti-biofilm screening methods by developing a platform of assays that evaluate the effect that screened compounds have on the total biomass, viability and the extracellular polysaccharide (EPS) layer of the biofilms. Additionally, a new method for studying biofilms and their interactions with compounds in a continuous flow system was developed using capillary electrochromatography (CEC). The screening platform was utilized with a screening campaign using a small library of cinchona alkaloids. The assays were optimized to be statistically robust enough for screening. The first assay, based on crystal violet staining, measures total biofilm biomass, and it was automated using a liquid handling workstation to decrease the manual workload and signal variation. The second assay, based on resazurin staining, measures viability of the biofilm, and it was thoroughly optimized for the strain used, but was then a very simple and fast method to be used for primary screening. The fluorescent resazurin probe is not toxic to the biofilms. In fact, it was also shown in this project that staining the biofilms with resazurin prior to staining with crystal violet had no effect on the latter and they can be used in sequence on the same screening plate. This sequential addition step was indeed a major improvement on the use of reagents and consumables and also shortened the work time. As a third assay in the platform a wheat germ agglutinin based assay was added to evaluate the effect a compound has on the EPS layer. Using this assay it was found that even if compounds might have clear effect on both biomass and viability, the EPS layer can be left untouched or even be increased. This is a clear implication of the importance of using several assays to be able to find “true hits” in a screening setting. In the pilot study of screening for antimicrobial and anti-biofilm effects using a cinchona alkaloid library, one compound was found to have antimicrobial effect against planktonic bacteria and prevent biofilm formation at low micromolar concentration. To eradicate biofilms, a higher concentration was needed. It was also shown that the chemical space occupied by the active compound was slightly different than the rest of the cinchona alkaloids as well as the rest of the compounds used for validatory screening during the optimization processes of the separate assays.

Modeling Forest Growth with Management Data: A Matrix Approach for the Italian Alps

Summary

Covariance Matrix Estimation and Mean-Variance Optimization in application to International Diversification

Tutkimus keskittyy kansainväliseen hajauttamiseen suomalaisen sijoittajan näkökulmasta. Tutkimuksen toinen tavoite on selvittää tehostavatko uudet kovarianssimatriisiestimaattorit minimivarianssiportfolion optimointiprosessia. Tavallisen otoskovarianssimatriisin lisäksi optimoinnissa käytetään kahta kutistusestimaattoria ja joustavaa monimuuttuja-GARCH(1,1)-mallia. Tutkimusaineisto koostuu Dow Jonesin toimialaindekseistä ja OMX-H:n portfolioindeksistä. Kansainvälinen hajautusstrategia on toteutettu käyttäen toimialalähestymistapaa ja portfoliota optimoidaan käyttäen kahtatoista komponenttia. Tutkimusaieisto kattaa vuodet 1996-2005 eli 120 kuukausittaista havaintoa. Muodostettujen portfolioiden suorituskykyä mitataan Sharpen indeksillä. Tutkimustulosten mukaan kansainvälisesti hajautettujen investointien ja kotimaisen portfolion riskikorjattujen tuottojen välillä ei ole tilastollisesti merkitsevää eroa. Myöskään uusien kovarianssimatriisiestimaattoreiden käytöstä ei synnytilastollisesti merkitsevää lisäarvoa verrattuna otoskovarianssimatrisiin perustuvaan portfolion optimointiin.

Matrix Analytic Analysis of Delays in Communication Systems

Tässä päättötyössä annetaan kuvaus kehitetystä sovelluksesta Quasi Birth Death processien ratkaisuun. Tämä ohjelma on tähän mennessä ainutlaatuinen ja sen avulla voi ratkaista sarjan tehtäviä ja sitä tarvitaan kommunikaatio systeemien analyysiin. Mainittuun sovellukseen on annettu kuvaus ja määritelmä. Lyhyt kuvaus toisesta sovelluksesta Quasi Birth Death prosessien tehtävien ratkaisuun on myös annettu

Capability matrix – Identifying and evaluating the key capabilities of purchasing and supply management

Organizations gain resources, skills and technologies to find out the ultimate mix of capabilities to be a winner in the competitive market. These are all important factors that need to be taken into account in organizations operating in today's business environment. So far, there are no significant studies on the organizational capabilities in the field of PSM. The literature review shows that the PSM capabilities need to be studied more comprehensively. This study attempts to reveal and fill this gap by providing the PSM capability matrix that identifies the key PSM capabilities approached from two angles: there are three primary PSM capabilities and nine subcapabilities and, moreover, the individual and organizational PSM capabilities are identified and evaluated. The former refers to the PSM capability matrix of this study which is based on the strategic and operative PSM capabilities that complement the economic ones, while the latter relates to the evaluation of the PSM capabilities, such as the buyer profiles of individual PSM capabilities and the PSMcapability map of the organizational ones. This is a constructive case study. The aim is to define what the purchasing and supply management capabilities are and how they can be evaluated. This study presents a PSM capability matrix to identify and evaluate the capabilities to define capability gaps by comparing the ideal level of PSM capabilities to the realized ones. The research questions are investigated with two case organizations. This study argues that PSM capabilities can be classified into three primary categories with nine sub-categories and, thus, a PSM capability matrix with four evaluation categories can be formed. The buyer profiles are moreover identified to reveal the PSM capability gap. The resource-based view (RBV) and dynamic capabilities view (DCV) are used to define the individual and organizational capabilities. The PSM literature is also used to define the capabilities. The key findings of this study are i) the PSM capability matrix to identify the PSM capabilities, ii) the evaluation of the capabilities to define PSM capability gaps and iii) the presentation of the buyer profiles to identify the individual PSM capabilities and to define the organizational PSM capabilities. Dynamic capabilities are also related to the PSM capability gap. If a gap is identified, the organization can renew their PSM capabilities and, thus, create mutual learning and increase their organizational capabilities. And only then, there is potential for dynamic capabilities. Based on this, the purchasing strategy, purchasing policy and procedures should be identified and implemented dynamically.

Customer-Related Internal Communication in a Global Matrix Organization

The objective of the thesis was to explore the nature and characteristics of customer-related internal communication in a global industrial matrix organization during a specific customer relationship, and how it could be improved. The theoretical part of the study views the field of the concepts of intra-organizational information and knowledge sharing. The theoretical part also views the internal communications influences to customer relationships, its problematic, and the suggestions to improve internal communication in literature. The empirical part of the study was conducted with the Content Analysis and the Social Network Analysis as research methods. The data was collected by interviews and a questionnaire. Internal communication was observed first generally within the organization from the point of view of a certain business, and secondly, during a specific customer relationship at personal level and at departmental level. The results of the study describe the nature and characteristics of internal communication in the organization. The results give 13 suggestions for improving internal communication in the organization. Although the study has been done in one specific organization, it also offers insights for other organizations as well as managers to improve their internal communication.

Statistical Inversion Theory in X-ray Tomography

In this thesis the X-ray tomography is discussed from the Bayesian statistical viewpoint. The unknown parameters are assumed random variables and as opposite to traditional methods the solution is obtained as a large sample of the distribution of all possible solutions. As an introduction to tomography an inversion formula for Radon transform is presented on a plane. The vastly used filtered backprojection algorithm is derived. The traditional regularization methods are presented sufficiently to ground the Bayesian approach. The measurements are foton counts at the detector pixels. Thus the assumption of a Poisson distributed measurement error is justified. Often the error is assumed Gaussian, altough the electronic noise caused by the measurement device can change the error structure. The assumption of Gaussian measurement error is discussed. In the thesis the use of different prior distributions in X-ray tomography is discussed. Especially in severely ill-posed problems the use of a suitable prior is the main part of the whole solution process. In the empirical part the presented prior distributions are tested using simulated measurements. The effect of different prior distributions produce are shown in the empirical part of the thesis. The use of prior is shown obligatory in case of severely ill-posed problem.

Inversion and assimilation methods with applications in geophysical remote sensing

Stratospheric ozone can be measured accurately using a limb scatter remote sensing technique at the UV-visible spectral region of solar light. The advantages of this technique includes a good vertical resolution and a good daytime coverage of the measurements. In addition to ozone, UV-visible limb scatter measurements contain information about NO2, NO3, OClO, BrO and aerosols. There are currently several satellite instruments continuously scanning the atmosphere and measuring the UVvisible region of the spectrum, e.g., the Optical Spectrograph and Infrared Imager System (OSIRIS) launched on the Odin satellite in February 2001, and the Scanning Imaging Absorption SpectroMeter for Atmospheric CartograpHY (SCIAMACHY) launched on Envisat in March 2002. Envisat also carries the Global Ozone Monitoring by Occultation of Stars (GOMOS) instrument, which also measures limb-scattered sunlight under bright limb occultation conditions. These conditions occur during daytime occultation measurements. The global coverage of the satellite measurements is far better than any other ozone measurement technique, but still the measurements are sparse in the spatial domain. Measurements are also repeated relatively rarely over a certain area, and the composition of the Earth’s atmosphere changes dynamically. Assimilation methods are therefore needed in order to combine the information of the measurements with the atmospheric model. In recent years, the focus of assimilation algorithm research has turned towards filtering methods. The traditional Extended Kalman filter (EKF) method takes into account not only the uncertainty of the measurements, but also the uncertainty of the evolution model of the system. However, the computational cost of full blown EKF increases rapidly as the number of the model parameters increases. Therefore the EKF method cannot be applied directly to the stratospheric ozone assimilation problem. The work in this thesis is devoted to the development of inversion methods for satellite instruments and the development of assimilation methods used with atmospheric models.

Factors Regulating Chondrogenic Differentiation

Chondrogenesis is a co-ordinated differentiation process in which mesenchymal cells condensate, differentiate into chondrocytes and begin to secrete molecules that form the extracellular matrix. It is regulated in a spatio-temporal manner by cellular interactions and growth and differentiation factors that modulate cellular signalling pathways and transcription of specific genes. Moreover, post-transcriptional regulation by microRNAs (miRNAs) has appeared to play a central role in diverse biological processes, but their role in skeletal development is not fully understood. Mesenchymal stromal cells (MSCs) are multipotent cells present in a variety of adult tissues, including bone marrow and adipose tissue. They can be isolated, expanded and, under defined conditions, induced to differentiate into multiple cell lineages including chondrocytes, osteoblasts and adipocytes in vitro and in vivo. Owing to their intrinsic capability to self-renew and differentiate into functional cell types, MSCs provide a promising source for cell-based therapeutic strategies for various degenerative diseases, such as osteoarthritis (OA). Due to the potential therapeutic applications, it is of importance to better understand the MSC biology and the regulatory mechanisms of their differentiation. In this study, an in vitro assay for chondrogenic differentiation of mouse MSCs (mMSCs) was developed for the screening of various factors for their chondrogenic potential. Conditions were optimized for pellet cultures by inducing mMSC with different bone morphogenetic proteins (BMPs) that were selected based on their known chondrogenic relevance. Characterization of the surface epitope profile, differentiation capacity and molecular signature of mMSCs illustrated the importance of cell population composition and the interaction between different populations in the cell fate determination and differentiation of MSCs. Regulation of Wnt signalling activity by Wnt antagonist sFRP-1 was elucidated as a potential modulator of lineage commitment. Delta-like 1 (dlk1), a factor regulating adipogenesis and osteogenesis, was shown to exhibit stage-specific expression during embryonic chondrogenesis and identified as a novel regulator of chondrogenesis, possibly through mediating the effect of TGF-beta1. Moreover, miRNA profiling demonstrated that MSCs differentiating into a certain lineage exhibit a specific miRNA expression profile. The complex regulatory network between miRNAs and transcription factors is suggested to play a crucial role in fine-tuning the differentiation of MSCs. These results demonstrate that commitment of mesenchymal stromal cells and further differentiation into specific lineages is regulated by interactions between MSCs, various growth and transcription factors, and miRNA-mediated translational repression of lineage-specific genes.

Nuclear Matrix in Apoptotic Cell Death and Cell Proliferation. The role of Nuclear Mitotic Apparatus (NuMA) Protein

The nucleus is a membrane enclosed organelle containing most of the genetic information of the cell in the form of chromatin. The nucleus, which can be divided into many sub-organelles such as the nucleoli, the Cajal bodies and the nuclear lamina, is the site for several essential cellular functions such as the DNA replication and its regulation and most of the RNA synthesis and processing. The nucleus is often affected in disease: the size and the shape of the nucleus, the chromatin distribution and the size of the nucleoli have remained the basis for the grading of several cancers. The maintenance of the vertebrate body shape depends on the skeleton. Similarly, in a smaller context, the shape of the cell and the nucleus are mainly regulated by the cytoskeletal and nucleoskeletal elements. The nuclear matrix, which by definition is a detergent, DNase and salt resistant proteinaceous nuclear structure, has been suggested to form the nucleoskeleton responsible for the nuclear integrity. Nuclear mitotic apparatus protein, NuMA, a component of the nuclear matrix, is better known for its mitotic spindle organizing function. NuMA is one of the nuclear matrix proteins suggested to participate in the maintenance of the nuclear integrity during interphase but its interphase function has not been solved to date. This thesis study concentrated on the role of NuMA and the nuclear matrix as structural and functional components of the interphase nucleus. The first two studies clarified the essential role of caspase-3 in the disintegration of the nuclear structures during apoptosis. The second study also showed NuMA and chromatin to co-elute from cells in significant amounts and the apoptotic cleavage of NuMA was clarified to have an important role in the dissociation of NuMA from the chromatin. The third study concentrated on the interphase function of NuMA showing NuMA depletion to result in cell cycle arrest and the cytoplasmic relocalization of NuMA interaction partner GAS41. We suggest that the relocalization of the transcription factor GAS41 may mediate the cell cycle arrest. Thus, this study has given new aspects in the interactions of NuMA, chromatin and the nuclear matrix.

Galvaanisen erotuksen toteuttaminen tasavirtasähkönjakelun asiakaspäätelaitteessa

Suomessa sähkönjakeluverkon pääasialliset jännitetasot ovat 20 kV ja 400 V. 20 kV jännitetasolla sähkö viedään lähelle kuluttajia ja muunnetaan pienemmäksi lähellä asiakkaita. Haittapuolena on se, että 20 kV avojohtosähkönsiirtoverkko on hyvin vika-altis ja usein yhden haaran vikaantuessa monta muutakin jää ilman sähköä. Lisäksi hintavien ja suurien jakelumuuntajien määrä on suuri. Vaihtoehtona on toteuttaa osa sähkönjakelusta tasajännitteellä, jolloin tehollinen pienjännite olisi 400 V:a suurempi. Tällöin sähköä voitaisiin siirtää pidempiä matkoja ilman, että asiakaskohtaisia tai muutaman asiakkaan kattavia 20 kV siirtolinjoja tarvitsisi käyttää. Tämä edellyttää vaihtosuuntauksen toteuttamista kuluttajan päässä. Tässä työssä esiteltävällä 1 kVA:n tehoisella vaihtosuuntaajalla muodostetaan tasasähköjakeluverkosta saatavasta 750 V tasasähköstä yksivaiheista (230 VRMS, 50 Hz) verkkojännitettä. Laite on suunniteltu toteuttamaan galvaaninen erotus mahdollisimman hyvällä hyötysuhteella. Suurtaajuusmuuntajan mitoitus mahdollisimman hyvälle hyötysuhteelle on haastava tehtävä, koska vaatimuksia sille asettavat sekä syöttävä resonanssikonvertteri että syötettävä syklokonvertteri. Mitoituksessa on pyrittävä löytämään mahdollisimman hyvä hyötysuhde kustannusten ja toteutettavuuden suhteen.

Electrochemical Treatment of Wastewaters

Electrocoagulation is a process in which wastewater is treated under electrical current. Coagulant is formed during the process through the metal anode dissolution to respective ions which react with hydroxyl ions released in cathode. These metal hydroxides form complexes with pollutant ions. Pollutants are removed among metal hydroxide precipitates. This study was concentrated on describing chemistry and device structures in which electrochemical treatment operations are based on. Studied pollutants were nitrogen compounds, sulphate, trivalent and pentavalent arsenic, heavy metals, phosphate, fluoride, chloride, and bromide. In experimental part, removal of ammonium, nitrate, and sulphate during electrochemical treatment was studied separately. Main objective of this study was to find suitable metal plate material for ammonium, nitrate, and sulphate removal, respectively. Also other parameters such as pH of solution, concentration of pollutant and sodium chloride, and current density were optimized. According to this study the most suitable material for ammonium and sulphate removal by electrochemical treatment was stainless steel. Respectively, iron was the optimum material for nitrate removal. Rise in the pH of solution at the final stage of electrochemical treatment of ammonium, nitrate, and sulphate was detected. Conductivities of solutions decreased during ammonium removal in electrochemical processes. When nitrate and sulphate were removed electrochemically conductivities of solutions increased. Concentrations of residual metals in electrochemically treated solutions were not significant. Based on this study electrochemical treatment processes are recommended to be used in treatment of industrial wastewaters. Treatment conditions should be optimized for each wastewater matrix.