Iterative Methods for Equality-Constrained Least Squares Problems

We consider the linear equality-constrained least squares problem (LSE) of minimizing ${\|c - Gx\|}_2 $, subject to the constraint $Ex = p$. A preconditioned conjugate gradient method is applied to the Kuhn–Tucker equations associated with the LSE problem. We show that our method is well suited for structural optimization problems in reliability analysis and optimal design. Numerical tests are performed on an Alliant FX/8 multiprocessor and a Cray-X-MP using some practical structural analysis data.

Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: analysis of the $p$-version

Plane wave discontinuous Galerkin (PWDG) methods are a class of Trefftz-type methods for the spatial discretization of boundary value problems for the Helmholtz operator $-\Delta-\omega^2$, $\omega>0$. They include the so-called ultra weak variational formulation from [O. Cessenat and B. Després, SIAM J. Numer. Anal., 35 (1998), pp. 255–299]. This paper is concerned with the a priori convergence analysis of PWDG in the case of $p$-refinement, that is, the study of the asymptotic behavior of relevant error norms as the number of plane wave directions in the local trial spaces is increased. For convex domains in two space dimensions, we derive convergence rates, employing mesh skeleton-based norms, duality techniques from [P. Monk and D. Wang, Comput. Methods Appl. Mech. Engrg., 175 (1999), pp. 121–136], and plane wave approximation theory.

Integration of a 3D Variational data assimilation scheme with a coastal area morphodynamic model of Morecambe Bay

This paper describes the implementation of a 3D variational (3D-Var) data assimilation scheme for a morphodynamic model applied to Morecambe Bay, UK. A simple decoupled hydrodynamic and sediment transport model is combined with a data assimilation scheme to investigate the ability of such methods to improve the accuracy of the predicted bathymetry. The inverse forecast error covariance matrix is modelled using a Laplacian approximation which is calibrated for the length scale parameter required. Calibration is also performed for the Soulsby-van Rijn sediment transport equations. The data used for assimilation purposes comprises waterlines derived from SAR imagery covering the entire period of the model run, and swath bathymetry data collected by a ship-borne survey for one date towards the end of the model run. A LiDAR survey of the entire bay carried out in November 2005 is used for validation purposes. The comparison of the predictive ability of the model alone with the model-forecast-assimilation system demonstrates that using data assimilation significantly improves the forecast skill. An investigation of the assimilation of the swath bathymetry as well as the waterlines demonstrates that the overall improvement is initially large, but decreases over time as the bathymetry evolves away from that observed by the survey. The result of combining the calibration runs into a pseudo-ensemble provides a higher skill score than for a single optimized model run. A brief comparison of the Optimal Interpolation assimilation method with the 3D-Var method shows that the two schemes give similar results.

An iterative contractive framework for probe methods: LASSO

We present a new iterative approach called Line Adaptation for the Singular Sources Objective (LASSO) to object or shape reconstruction based on the singular sources method (or probe method) for the reconstruction of scatterers from the far-field pattern of scattered acoustic or electromagnetic waves. The scheme is based on the construction of an indicator function given by the scattered field for incident point sources in its source point from the given far-field patterns for plane waves. The indicator function is then used to drive the contraction of a surface which surrounds the unknown scatterers. A stopping criterion for those parts of the surfaces that touch the unknown scatterers is formulated. A splitting approach for the contracting surfaces is formulated, such that scatterers consisting of several separate components can be reconstructed. Convergence of the scheme is shown, and its feasibility is demonstrated using a numerical study with several examples.

Nonlinear error dynamics for cycled data assimilation methods

We investigate the error dynamics for cycled data assimilation systems, such that the inverse problem of state determination is solved at tk, k = 1, 2, 3, ..., with a first guess given by the state propagated via a dynamical system model from time tk − 1 to time tk. In particular, for nonlinear dynamical systems that are Lipschitz continuous with respect to their initial states, we provide deterministic estimates for the development of the error ||ek|| := ||x(a)k − x(t)k|| between the estimated state x(a) and the true state x(t) over time. Clearly, observation error of size δ > 0 leads to an estimation error in every assimilation step. These errors can accumulate, if they are not (a) controlled in the reconstruction and (b) damped by the dynamical system under consideration. A data assimilation method is called stable, if the error in the estimate is bounded in time by some constant C. The key task of this work is to provide estimates for the error ||ek||, depending on the size δ of the observation error, the reconstruction operator Rα, the observation operator H and the Lipschitz constants K(1) and K(2) on the lower and higher modes of controlling the damping behaviour of the dynamics. We show that systems can be stabilized by choosing α sufficiently small, but the bound C will then depend on the data error δ in the form c||Rα||δ with some constant c. Since ||Rα|| → ∞ for α → 0, the constant might be large. Numerical examples for this behaviour in the nonlinear case are provided using a (low-dimensional) Lorenz '63 system.

Trefftz discontinuous Galerkin methods for acoustic scattering on locally refined meshes

We extend the a priori error analysis of Trefftz-discontinuous Galerkin methods for time-harmonic wave propagation problems developed in previous papers to acoustic scattering problems and locally refined meshes. To this aim, we prove refined regularity and stability results with explicit dependence of the stability constant on the wave number for non convex domains with non connected boundaries. Moreover, we devise a new choice of numerical flux parameters for which we can prove L2-error estimates in the case of locally refined meshes near the scatterer. This is the setting needed to develop a complete hp-convergence analysis.

Numerical prediction of atmospheric blocking-A case study

A series of numerical models have been used to investigate the predictability of atmospheric blocking for an episode selected from FGGE Special Observing Period I. Level II-b FGGE data have been used in the experiment. The blocking took place over the North Atlantic region and is a very characteristic example of high winter blocking. It is found that the very high resolution models developed at ECMWF, in a remarkable way manage to predict the blocking event in great detail, even beyond 1 week. Although models with much less resolution manage to predict the blocking phenomenon as such, the actual evolution differs very much from the observed and consequently the practical value is substantially reduced. Wind observations from the geostationary satellites are shown to have a substantial impact on the forecast beyond 5 days, as well as an extension of the integration domain to the whole globe. Quasi-geostrophic baroclinic models and, even more, barotropic models, are totally inadequate to predict blocking except in its initial phase. The prediction experiment illustrates clearly that efforts which have gone into the improvement of numerical prediction models in the last decades have been worth while.

Numerical modelling of the energy and water cycle of the Baltic Sea

This paper will introduce the Baltex research programme and summarize associated numerical modelling work which has been undertaken during the last five years. The research has broadly managed to clarify the main mechanisms determining the water and energy cycle in the Baltic region, such as the strong dependence upon the large scale atmospheric circulation. It has further been shown that the Baltic Sea has a positive water balance, albeit with large interannual variations. The focus on the modelling studies has been the use of limited area models at ultra-high resolution driven by boundary conditions from global models or from reanalysis data sets. The programme has further initiated a comprehensive integration of atmospheric, land surface and hydrological modelling incorporating snow, sea ice and special lake models. Other aspects of the programme include process studies such as the role of deep convection, air sea interaction and the handling of land surface moisture. Studies have also been undertaken to investigate synoptic and sub-synoptic events over the Baltic region, thus exploring the role of transient weather systems for the hydrological cycle. A special aspect has been the strong interests and commitments of the meteorological and hydrological services because of the potentially large societal interests of operational applications of the research. As a result of this interests special attention has been put on data-assimilation aspects and the use of new types of data such as SSM/I, GPS-measurements and digital radar. A series of high resolution data sets are being produced. One of those, a 1/6 degree daily precipitation climatology for the years 1996–1999, is such a unique contribution. The specific research achievements to be presented in this volume of Meteorology and Atmospheric Physics is the result of a cooperative venture between 11 European research groups supported under the EU-Framework programmes.

Numerical simulations of intense tropical storms

A high resolution general circulation model has been used to study intense tropical storms. A five-year-long global integration with a spatial resolution of 125 km has been analysed. The geographical and seasonal distribution of tropical storms agrees remarkably well with observations. The structure of individual storms also agrees with observations, but the storms are generally more extensive in coverage and less extreme than the observed ones. A few additional calculations have also been done by a very high resolution limited-area version of the same model, where the boundary conditions successively have been interpolated from the global model. These results are very realistic in many details of the structure of the storms including simulated rain-bands and an eye structure. The global model has also been used in another five-year integration to study the influence of greenhouse warming. The sea surface temperatures have been taken from a transient climate change experiment carried out with a low resolution coupled ocean-atmosphere model. The result is a significant reduction in the number of hurricanes, particularly in the Southern Hemisphere. Main reasons for this can be found in changes in the largescale circulation, i.e. a weakening of the Hadley circulation, and a more intense warming of the upper tropical troposphere. A similar effect can be seen during warm ENSO events, where fewer North Atlantic hurricanes have been reported.

Integration of Space and In Situ Observations to Study Global Climate Change

The currently available model-based global data sets of atmospheric circulation are a by-product of the daily requirement of producing initial conditions for numerical weather prediction (NWP) models. These data sets have been quite useful for studying fundamental dynamical and physical processes, and for describing the nature of the general circulation of the atmosphere. However, due to limitations in the early data assimilation systems and inconsistencies caused by numerous model changes, the available model-based global data sets may not be suitable for studying global climate change. A comprehensive analysis of global observations based on a four-dimensional data assimilation system with a realistic physical model should be undertaken to integrate space and in situ observations to produce internally consistent, homogeneous, multivariate data sets for the earth's climate system. The concept is equally applicable for producing data sets for the atmosphere, the oceans, and the biosphere, and such data sets will be quite useful for studying global climate change.

A Nyström method for a class of integral equations on the real line with applications to scattering by diffraction gratings and rough surfaces

We propose a Nystr¨om/product integration method for a class of second kind integral equations on the real line which arise in problems of two-dimensional scalar and elastic wave scattering by unbounded surfaces. Stability and convergence of the method is established with convergence rates dependent on the smoothness of components of the kernel. The method is applied to the problem of acoustic scattering by a sound soft one-dimensional surface which is the graph of a function f, and superalgebraic convergence is established in the case when f is infinitely smooth. Numerical results are presented illustrating this behavior for the case when f is periodic (the diffraction grating case). The Nystr¨om method for this problem is stable and convergent uniformly with respect to the period of the grating, in contrast to standard integral equation methods for diffraction gratings which fail at a countable set of grating periods.

An ontology-based approach for data integration in regionally interoperable healthcare systems

In order to best utilize the limited resource of medical resources, and to reduce the cost and improve the quality of medical treatment, we propose to build an interoperable regional healthcare systems among several levels of medical treatment organizations. In this paper, our approaches are as follows:(1) the ontology based approach is introduced as the methodology and technological solution for information integration; (2) the integration framework of data sharing among different organizations are proposed(3)the virtual database to realize data integration of hospital information system is established. Our methods realize the effective management and integration of the medical workflow and the mass information in the interoperable regional healthcare system. Furthermore, this research provides the interoperable regional healthcare system with characteristic of modularization, expansibility and the stability of the system is enhanced by hierarchy structure.

Gradient recovery in adaptive finite-element methods for parabolic problems

We derive energy-norm a posteriori error bounds, using gradient recovery (ZZ) estimators to control the spatial error, for fully discrete schemes for the linear heat equation. This appears to be the �rst completely rigorous derivation of ZZ estimators for fully discrete schemes for evolution problems, without any restrictive assumption on the timestep size. An essential tool for the analysis is the elliptic reconstruction technique.Our theoretical results are backed with extensive numerical experimentation aimed at (a) testing the practical sharpness and asymptotic behaviour of the error estimator against the error, and (b) deriving an adaptive method based on our estimators. An extra novelty provided is an implementation of a coarsening error "preindicator", with a complete implementation guide in ALBERTA in the appendix.