Approximate Gauss-Newton methods for nonlinear least squares problems

The Gauss–Newton algorithm is an iterative method regularly used for solving nonlinear least squares problems. It is particularly well suited to the treatment of very large scale variational data assimilation problems that arise in atmosphere and ocean forecasting. The procedure consists of a sequence of linear least squares approximations to the nonlinear problem, each of which is solved by an “inner” direct or iterative process. In comparison with Newton’s method and its variants, the algorithm is attractive because it does not require the evaluation of second-order derivatives in the Hessian of the objective function. In practice the exact Gauss–Newton method is too expensive to apply operationally in meteorological forecasting, and various approximations are made in order to reduce computational costs and to solve the problems in real time. Here we investigate the effects on the convergence of the Gauss–Newton method of two types of approximation used commonly in data assimilation. First, we examine “truncated” Gauss–Newton methods where the inner linear least squares problem is not solved exactly, and second, we examine “perturbed” Gauss–Newton methods where the true linearized inner problem is approximated by a simplified, or perturbed, linear least squares problem. We give conditions ensuring that the truncated and perturbed Gauss–Newton methods converge and also derive rates of convergence for the iterations. The results are illustrated by a simple numerical example. A practical application to the problem of data assimilation in a typical meteorological system is presented.

Classifying dynamical forcing mechanisms using a climatology of extratropical cyclones

A climatology of almost 700 extratropical cyclones is compiled by applying an automated feature tracking algorithm to a database of objectively identified cyclonic features. Cyclones are classified according to the relative contributions to the midlevel vertical motion of the forcing from upper and lower levels averaged over the cyclone intensification period (average U/L ratio) and also by the horizontal separation between their upper-level trough and low-level cyclone (tilt). The frequency distribution of the average U/L ratio of the cyclones contains two significant peaks and a long tail at high U/L ratio. Although discrete categories of cyclones have not been identified, the cyclones comprising the peaks and tail have characteristics that have been shown to be consistent with the type A, B, and C cyclones of the threefold classification scheme. Using the thresholds in average U/L ratio determined from the frequency distribution, type A, B, and C cyclones account for 30\%, 38\%, and 32\% of the total number of cyclones respectively. Cyclones with small average U/L ratio are more likely to be developing cyclones (attain a relative vorticity $\ge 1.2 \times 10^{-4} \mbox{s}^{-1}$) whereas cyclones with large average U/L ratio are more likely to be nondeveloping cyclones (60\% of type A cyclones develop whereas 31\% of type C cyclones develop). Type A cyclogenesis dominates in the development region East of the Rockies and over the gulf stream, type B cyclogenesis dominates in the region off the East coast of the USA, and type C cyclogenesis is more common over the oceans in regions of weaker low-level baroclinicity.

A Galerkin boundary element method for high frequency scattering by convex polygons

In this paper we consider the problem of time-harmonic acoustic scattering in two dimensions by convex polygons. Standard boundary or finite element methods for acoustic scattering problems have a computational cost that grows at least linearly as a function of the frequency of the incident wave. Here we present a novel Galerkin boundary element method, which uses an approximation space consisting of the products of plane waves with piecewise polynomials supported on a graded mesh, with smaller elements closer to the corners of the polygon. We prove that the best approximation from the approximation space requires a number of degrees of freedom to achieve a prescribed level of accuracy that grows only logarithmically as a function of the frequency. Numerical results demonstrate the same logarithmic dependence on the frequency for the Galerkin method solution. Our boundary element method is a discretization of a well-known second kind combined-layer-potential integral equation. We provide a proof that this equation and its adjoint are well-posed and equivalent to the boundary value problem in a Sobolev space setting for general Lipschitz domains.

Small- and waiting-time behaviour of the thin-film-equation

We consider the small-time behavior of interfaces of zero contact angle solutions to the thin-film equation. For a certain class of initial data, through asymptotic analyses, we deduce a wide variety of behavior for the free boundary point. These are supported by extensive numerical simulations. © 2007 Society for Industrial and Applied Mathematics

On the convergence of the no response test

The no response test is a new scheme in inverse problems for partial differential equations which was recently proposed in [D. R. Luke and R. Potthast, SIAM J. Appl. Math., 63 (2003), pp. 1292–1312] in the framework of inverse acoustic scattering problems. The main idea of the scheme is to construct special probing waves which are small on some test domain. Then the response for these waves is constructed. If the response is small, the unknown object is assumed to be a subset of the test domain. The response is constructed from one, several, or many particular solutions of the problem under consideration. In this paper, we investigate the convergence of the no response test for the reconstruction information about inclusions D from the Cauchy values of solutions to the Helmholtz equation on an outer surface $\partial\Omega$ with $\overline{D} \subset \Omega$. We show that the one‐wave no response test provides a criterion to test the analytic extensibility of a field. In particular, we investigate the construction of approximations for the set of singular points $N(u)$ of the total fields u from one given pair of Cauchy data. Thus, the no response test solves a particular version of the classical Cauchy problem. Also, if an infinite number of fields is given, we prove that a multifield version of the no response test reconstructs the unknown inclusion D. This is the first convergence analysis which could be achieved for the no response test.

The unsteady flow of a weakly compressible fluid in a thin porous layer. I: Two-dimensional theory

We consider the problem of determining the pressure and velocity fields for a weakly compressible fluid flowing in a two-dimensional reservoir in an inhomogeneous, anisotropic porous medium, with vertical side walls and variable upper and lower boundaries, in the presence of vertical wells injecting or extracting fluid. Numerical solution of this problem may be expensive, particularly in the case that the depth scale of the layer h is small compared to the horizontal length scale l. This is a situation which occurs frequently in the application to oil reservoir recovery. Under the assumption that epsilon=h/l<<1, we show that the pressure field varies only in the horizontal direction away from the wells (the outer region). We construct two-term asymptotic expansions in epsilon in both the inner (near the wells) and outer regions and use the asymptotic matching principle to derive analytical expressions for all significant process quantities. This approach, via the method of matched asymptotic expansions, takes advantage of the small aspect ratio of the reservoir, epsilon, at precisely the stage where full numerical computations become stiff, and also reveals the detailed structure of the dynamics of the flow, both in the neighborhood of wells and away from wells.

The modelling of electrical current NDT methods and its application to weld testing

Discussion of the numerical modeling of NDT methods based on the potential drop and the disruption of power lines to describe the nature, importance and application of modeling. La 1ère partie est consacrée aux applications aux contrôles par courants de Foucault. The first part is devoted to applications for inspection by eddy currents.

The modelling of electrical current NDT methods and its application to weld testing

Control by voltage drop DC. Contrôle par chute de potentiel de courant alternatif. Control by voltage drop AC.

Dichotomous-choice contingent valuation with 'don't know' responses and misreporting

A new approach is presented that simultaneously deals with Misreporting and Don't Know (DK) responses within a dichotomous-choice contingent valuation framework. Utilising a modification of the standard Bayesian Probit framework, a Gibbs with Metropolis-Hastings algorithm is used to estimate the posterior densities for the parameters of interest. Several model specifications are applied to two contingent valuation datasets: one on wolf management plans, and one on the US Fee Demonstration Program. We find that DKs are more likely to be from people who would be predicted to have positive utility for the bid. Therefore, a DK is more likely to be a YES than a NO. We also find evidence of misreporting, primarily in favour of the NO option. The inclusion of DK responses has an unpredictable impact on willingness-to-pay estimates, since it impacts differently on the results for the two datasets we examine. Copyright (C) 2009 John Wiley & Sons, Ltd.

Effect of viral load on the outcome of herpes zoster

Varicella-zoster virus (VZV) is a member of the Herpesviridae family, primary infection with which causes varicella, more commonly known as chicken pox. Characteristic of members of the alphaherpesvirus subfamily, VZV is neurotropic and establishes latency in sensory neurons. Reactivation of VZV causes herpes zoster, also known as shingles. The most frequent complication following zoster is chronic and often debilitating pain called postherpetic neuralgia (PHN), which can last for months after the disappearance of a rash. During episodes of acute zoster, VZV viremia occurs in some, but not all, patients; however, the effect of the viral load on the disease outcome is not known. Here we describe the development of a highly specific, sensitive, and reproducible real-time PCR assay to investigate the factors that may contribute to the presence and levels of baseline viremia in patients with zoster and to determine the relationship between viremia and the development and persistence of PHN. VZV DNA was detected in the peripheral blood mononuclear cells (PBMCs) of 78% of patients with acute zoster and in 9% of healthy asymptomatic blood donors. The presence of VZV in the PBMCs of patients with acute zoster was independently associated with age and being on antivirals but not with gender, immune status, extent of rash, the age of the rash at the time of blood sampling, having a history of prodromal pain, or the extent of acute pain. Prodromal pain was significantly associated with higher baseline viral loads. Viral load levels were not associated with the development or persistence of PHN at 6, 12, or 26 weeks.

A variational method for the calculation of spin-rovibronic energy levels of any triatomic molecule in an electronic triplet state

The triatomic spin-rovibronic variational code RVIB3 has been extended to include the effect of two uncoupled electrons, for both (3)Sigma(-) and (3)Pi (Renner-Teller) electronic states. The spin-orbital-rotational kinetic energy is included in the usual way, via terms (J+L+S). The phenomenological terms AL.S and lambda 2/3(3S(z)(2)) are introduced to reproduce the 3 spin-orbit and spin-spin splittings, respectively. Calculations are performed to evaluate the spin-rovibronic energy levels of CCO (X) over tilde (3) Sigma(-) and CCO (A) over tilde (3) Pi for which the Born-Oppenheimer potentials are derived from high-accuracy ab initio calculations.

Neonatal mortality in puppies due to bacteremia by Streptococcus dysgalactiae subsp dysgalactiae

We report a case of bacteremia in puppies caused by Streptococcus dysgalactiae subsp. dysgalactiae. Identification was achieved by phenotypic and molecular genetic methods. This is the first report of the recovery of S. dysgalactiae subsp. dysgalactiae from dogs.

Description of Kingella potus sp nov., an organism isolated from a wound caused by an animal bite

We report the isolation and characterization of a hitherto unknown gram-negative, rod-shaped Neisseria-like organism from an infected wound resulting from a bite from a kinkajou. Based on both phenotypic and phylogenetic evidence, it is proposed that the unknown organism be classified as a new species, Kingella potus sp. nov.