Resolution of sharp fronts in the presence of model error in variational data assimilation

We show that the four-dimensional variational data assimilation method (4DVar) can be interpreted as a form of Tikhonov regularization, a very familiar method for solving ill-posed inverse problems. It is known from image restoration problems that L1-norm penalty regularization recovers sharp edges in the image more accurately than Tikhonov, or L2-norm, penalty regularization. We apply this idea from stationary inverse problems to 4DVar, a dynamical inverse problem, and give examples for an L1-norm penalty approach and a mixed total variation (TV) L1–L2-norm penalty approach. For problems with model error where sharp fronts are present and the background and observation error covariances are known, the mixed TV L1–L2-norm penalty performs better than either the L1-norm method or the strong constraint 4DVar (L2-norm)method. A strength of the mixed TV L1–L2-norm regularization is that in the case where a simplified form of the background error covariance matrix is used it produces a much more accurate analysis than 4DVar. The method thus has the potential in numerical weather prediction to overcome operational problems with poorly tuned background error covariance matrices.

Introdução e aplicação da diluição da precisão das ambiguidades GNSS - ADOP

The main topic of this paper is the Ambiguity Dilution of Precision known as ADOP. Basically, ADOP is defined as a diagnostic measure for assessing the precision of the float scalar ambiguities. Among the several possibilities, the ADOP can provide help in predicting the behavior of a baseline or a network of GNSS receivers, concerning the problem of ambiguity resolution, either in real-time (instantaneous) or in the post-processing mode. The main advantage of using ADOP is possibility of the extraction of a closed analytical expression, considering various factors that affect the ambiguity resolution. Furthermore, the ADOP is related to the success rate of ambiguity resolution. The expressions here used, takes into account several factors, for example, a priori information of the measurement precision of GNSS carrier phase and pseudorange, the number of stations and satellites, the number of available frequencies and the behavior of the atmosphere (ionosphere and troposphere). Several scenarios were established so as to analyze the impact of each factor in ambiguities resolution, within the context of some stations of the São Paulo GNSS network (GNSS-SP).

Incorporação do vínculo de suavidade no ajuste de histórico de reservatórios de petróleo

The history match procedure in an oil reservoir is of paramount importance in order to obtain a characterization of the reservoir parameters (statics and dynamics) that implicates in a predict production more perfected. Throughout this process one can find reservoir model parameters which are able to reproduce the behaviour of a real reservoir.Thus, this reservoir model may be used to predict production and can aid the oil file management. During the history match procedure the reservoir model parameters are modified and for every new set of reservoir model parameters found, a fluid flow simulation is performed so that it is possible to evaluate weather or not this new set of parameters reproduces the observations in the actual reservoir. The reservoir is said to be matched when the discrepancies between the model predictions and the observations of the real reservoir are below a certain tolerance. The determination of the model parameters via history matching requires the minimisation of an objective function (difference between the observed and simulated productions according to a chosen norm) in a parameter space populated by many local minima. In other words, more than one set of reservoir model parameters fits the observation. With respect to the non-uniqueness of the solution, the inverse problem associated to history match is ill-posed. In order to reduce this ambiguity, it is necessary to incorporate a priori information and constraints in the model reservoir parameters to be determined. In this dissertation, the regularization of the inverse problem associated to the history match was performed via the introduction of a smoothness constraint in the following parameter: permeability and porosity. This constraint has geological bias of asserting that these two properties smoothly vary in space. In this sense, it is necessary to find the right relative weight of this constrain in the objective function that stabilizes the inversion and yet, introduces minimum bias. A sequential search method called COMPLEX was used to find the reservoir model parameters that best reproduce the observations of a semi-synthetic model. This method does not require the usage of derivatives when searching for the minimum of the objective function. Here, it is shown that the judicious introduction of the smoothness constraint in the objective function formulation reduces the associated ambiguity and introduces minimum bias in the estimates of permeability and porosity of the semi-synthetic reservoir model

A comparison of different choices for the regularization parameter in inverse electrocardiography models

Calculating the potentials on the heart’s epicardial surface from the body surface potentials constitutes one form of inverse problems in electrocardiography (ECG). Since these problems are ill-posed, one approach is to use zero-order Tikhonov regularization, where the squared norms of both the residual and the solution are minimized, with a relative weight determined by the regularization parameter. In this paper, we used three different methods to choose the regularization parameter in the inverse solutions of ECG. The three methods include the L-curve, the generalized cross validation (GCV) and the discrepancy principle (DP). Among them, the GCV method has received less attention in solutions to ECG inverse problems than the other methods. Since the DP approach needs knowledge of norm of noises, we used a model function to estimate the noise. The performance of various methods was compared using a concentric sphere model and a real geometry heart-torso model with a distribution of current dipoles placed inside the heart model as the source. Gaussian measurement noises were added to the body surface potentials. The results show that the three methods all produce good inverse solutions with little noise; but, as the noise increases, the DP approach produces better results than the L-curve and GCV methods, particularly in the real geometry model. Both the GCV and L-curve methods perform well in low to medium noise situations.

Overcoming shadows in 3-source photometric stereo

Light occlusions are one of the most significant difficulties of photometric stereo methods. When three or more images are available without occlusion, the local surface orientation is overdetermined so that shape can be computed and the shadowed pixels can be discarded. In this paper, we look at the challenging case when only two images are available without occlusion, leading to a one degree of freedom ambiguity per pixel in the local orientation. We show that, in the presence of noise, integrability alone cannot resolve this ambiguity and reconstruct the geometry in the shadowed regions. As the problem is ill-posed in the presence of noise, we describe two regularization schemes that improve the numerical performance of the algorithm while preserving the data. Finally, the paper describes how this theory applies in the framework of color photometric stereo where one is restricted to only three images and light occlusions are common. Experiments on synthetic and real image sequences are presented.

A meshless method for an inverse two-phase one-dimensional nonlinear Stefan problem

We extend a meshless method of fundamental solutions recently proposed by the authors for the one-dimensional two-phase inverse linear Stefan problem, to the nonlinear case. In this latter situation the free surface is also considered unknown which is more realistic from the practical point of view. Building on the earlier work, the solution is approximated in each phase by a linear combination of fundamental solutions to the heat equation. The implementation and analysis are more complicated in the present situation since one needs to deal with a nonlinear minimization problem to identify the free surface. Furthermore, the inverse problem is ill-posed since small errors in the input measured data can cause large deviations in the desired solution. Therefore, regularization needs to be incorporated in the objective function which is minimized in order to obtain a stable solution. Numerical results are presented and discussed. © 2014 IMACS.

Regularization meets GreenAI: a new framework for image reconstruction in life sciences applications

Ill-conditioned inverse problems frequently arise in life sciences, particularly in the context of image deblurring and medical image reconstruction. These problems have been addressed through iterative variational algorithms, which regularize the reconstruction by adding prior knowledge about the problem's solution. Despite the theoretical reliability of these methods, their practical utility is constrained by the time required to converge. Recently, the advent of neural networks allowed the development of reconstruction algorithms that can compute highly accurate solutions with minimal time demands. Regrettably, it is well-known that neural networks are sensitive to unexpected noise, and the quality of their reconstructions quickly deteriorates when the input is slightly perturbed. Modern efforts to address this challenge have led to the creation of massive neural network architectures, but this approach is unsustainable from both ecological and economic standpoints. The recently introduced GreenAI paradigm argues that developing sustainable neural network models is essential for practical applications. In this thesis, we aim to bridge the gap between theory and practice by introducing a novel framework that combines the reliability of model-based iterative algorithms with the speed and accuracy of end-to-end neural networks. Additionally, we demonstrate that our framework yields results comparable to state-of-the-art methods while using relatively small, sustainable models. In the first part of this thesis, we discuss the proposed framework from a theoretical perspective. We provide an extension of classical regularization theory, applicable in scenarios where neural networks are employed to solve inverse problems, and we show there exists a trade-off between accuracy and stability. Furthermore, we demonstrate the effectiveness of our methods in common life science-related scenarios. In the second part of the thesis, we initiate an exploration extending the proposed method into the probabilistic domain. We analyze some properties of deep generative models, revealing their potential applicability in addressing ill-posed inverse problems.

QUADRANT-SEARCHING: A NEW TECHNIQUE TO REDUCE THE SEARCH SPACE OF THE INVERSE PROBLEM OF EIT USING BEM TO THE DIRECT PROBLEM

The image reconstruction using the EIT (Electrical Impedance Tomography) technique is a nonlinear and ill-posed inverse problem which demands a powerful direct or iterative method. A typical approach for solving the problem is to minimize an error functional using an iterative method. In this case, an initial solution close enough to the global minimum is mandatory to ensure the convergence to the correct minimum in an appropriate time interval. The aim of this paper is to present a new, simple and low cost technique (quadrant-searching) to reduce the search space and consequently to obtain an initial solution of the inverse problem of EIT. This technique calculates the error functional for four different contrast distributions placing a large prospective inclusion in the four quadrants of the domain. Comparing the four values of the error functional it is possible to get conclusions about the internal electric contrast. For this purpose, initially we performed tests to assess the accuracy of the BEM (Boundary Element Method) when applied to the direct problem of the EIT and to verify the behavior of error functional surface in the search space. Finally, numerical tests have been performed to verify the new technique.

Choix de portefeuille de grande taille et mesures de risque pour preneurs de décision pessimistes

Cette thèse de doctorat consiste en trois chapitres qui traitent des sujets de choix de portefeuilles de grande taille, et de mesure de risque. Le premier chapitre traite du problème d’erreur d’estimation dans les portefeuilles de grande taille, et utilise le cadre d'analyse moyenne-variance. Le second chapitre explore l'importance du risque de devise pour les portefeuilles d'actifs domestiques, et étudie les liens entre la stabilité des poids de portefeuille de grande taille et le risque de devise. Pour finir, sous l'hypothèse que le preneur de décision est pessimiste, le troisième chapitre dérive la prime de risque, une mesure du pessimisme, et propose une méthodologie pour estimer les mesures dérivées. Le premier chapitre améliore le choix optimal de portefeuille dans le cadre du principe moyenne-variance de Markowitz (1952). Ceci est motivé par les résultats très décevants obtenus, lorsque la moyenne et la variance sont remplacées par leurs estimations empiriques. Ce problème est amplifié lorsque le nombre d’actifs est grand et que la matrice de covariance empirique est singulière ou presque singulière. Dans ce chapitre, nous examinons quatre techniques de régularisation pour stabiliser l’inverse de la matrice de covariance: le ridge, spectral cut-off, Landweber-Fridman et LARS Lasso. Ces méthodes font chacune intervenir un paramètre d’ajustement, qui doit être sélectionné. La contribution principale de cette partie, est de dériver une méthode basée uniquement sur les données pour sélectionner le paramètre de régularisation de manière optimale, i.e. pour minimiser la perte espérée d’utilité. Précisément, un critère de validation croisée qui prend une même forme pour les quatre méthodes de régularisation est dérivé. Les règles régularisées obtenues sont alors comparées à la règle utilisant directement les données et à la stratégie naïve 1/N, selon leur perte espérée d’utilité et leur ratio de Sharpe. Ces performances sont mesurée dans l’échantillon (in-sample) et hors-échantillon (out-of-sample) en considérant différentes tailles d’échantillon et nombre d’actifs. Des simulations et de l’illustration empirique menées, il ressort principalement que la régularisation de la matrice de covariance améliore de manière significative la règle de Markowitz basée sur les données, et donne de meilleurs résultats que le portefeuille naïf, surtout dans les cas le problème d’erreur d’estimation est très sévère. Dans le second chapitre, nous investiguons dans quelle mesure, les portefeuilles optimaux et stables d'actifs domestiques, peuvent réduire ou éliminer le risque de devise. Pour cela nous utilisons des rendements mensuelles de 48 industries américaines, au cours de la période 1976-2008. Pour résoudre les problèmes d'instabilité inhérents aux portefeuilles de grandes tailles, nous adoptons la méthode de régularisation spectral cut-off. Ceci aboutit à une famille de portefeuilles optimaux et stables, en permettant aux investisseurs de choisir différents pourcentages des composantes principales (ou dégrées de stabilité). Nos tests empiriques sont basés sur un modèle International d'évaluation d'actifs financiers (IAPM). Dans ce modèle, le risque de devise est décomposé en deux facteurs représentant les devises des pays industrialisés d'une part, et celles des pays émergents d'autres part. Nos résultats indiquent que le risque de devise est primé et varie à travers le temps pour les portefeuilles stables de risque minimum. De plus ces stratégies conduisent à une réduction significative de l'exposition au risque de change, tandis que la contribution de la prime risque de change reste en moyenne inchangée. Les poids de portefeuille optimaux sont une alternative aux poids de capitalisation boursière. Par conséquent ce chapitre complète la littérature selon laquelle la prime de risque est importante au niveau de l'industrie et au niveau national dans la plupart des pays. Dans le dernier chapitre, nous dérivons une mesure de la prime de risque pour des préférences dépendent du rang et proposons une mesure du degré de pessimisme, étant donné une fonction de distorsion. Les mesures introduites généralisent la mesure de prime de risque dérivée dans le cadre de la théorie de l'utilité espérée, qui est fréquemment violée aussi bien dans des situations expérimentales que dans des situations réelles. Dans la grande famille des préférences considérées, une attention particulière est accordée à la CVaR (valeur à risque conditionnelle). Cette dernière mesure de risque est de plus en plus utilisée pour la construction de portefeuilles et est préconisée pour compléter la VaR (valeur à risque) utilisée depuis 1996 par le comité de Bâle. De plus, nous fournissons le cadre statistique nécessaire pour faire de l’inférence sur les mesures proposées. Pour finir, les propriétés des estimateurs proposés sont évaluées à travers une étude Monte-Carlo, et une illustration empirique en utilisant les rendements journaliers du marché boursier américain sur de la période 2000-2011.

Strategies for Inverse Profiling of Two Dimensional Dielectric Scatterers Using Electromagnetic Illumination

Electromagnetic tomography has been applied to problems in nondestructive evolution, ground-penetrating radar, synthetic aperture radar, target identification, electrical well logging, medical imaging etc. The problem of electromagnetic tomography involves the estimation of cross sectional distribution dielectric permittivity, conductivity etc based on measurement of the scattered fields. The inverse scattering problem of electromagnetic imaging is highly non linear and ill posed, and is liable to get trapped in local minima. The iterative solution techniques employed for computing the inverse scattering problem of electromagnetic imaging are highly computation intensive. Thus the solution to electromagnetic imaging problem is beset with convergence and computational issues. The attempt of this thesis is to develop methods suitable for improving the convergence and reduce the total computations for tomographic imaging of two dimensional dielectric cylinders illuminated by TM polarized waves, where the scattering problem is defmed using scalar equations. A multi resolution frequency hopping approach was proposed as opposed to the conventional frequency hopping approach employed to image large inhomogeneous scatterers. The strategy was tested on both synthetic and experimental data and gave results that were better localized and also accelerated the iterative procedure employed for the imaging. A Degree of Symmetry formulation was introduced to locate the scatterer in the investigation domain when the scatterer cross section was circular. The investigation domain could thus be reduced which reduced the degrees of freedom of the inverse scattering process. Thus the entire measured scattered data was available for the optimization of fewer numbers of pixels. This resulted in better and more robust reconstructions of the scatterer cross sectional profile. The Degree of Symmetry formulation could also be applied to the practical problem of limited angle tomography, as in the case of a buried pipeline, where the ill posedness is much larger. The formulation was also tested using experimental data generated from an experimental setup that was designed. The experimental results confirmed the practical applicability of the formulation.

Very large inverse problems in atmosphere and ocean modelling

For the very large nonlinear dynamical systems that arise in a wide range of physical, biological and environmental problems, the data needed to initialize a numerical forecasting model are seldom available. To generate accurate estimates of the expected states of the system, both current and future, the technique of ‘data assimilation’ is used to combine the numerical model predictions with observations of the system measured over time. Assimilation of data is an inverse problem that for very large-scale systems is generally ill-posed. In four-dimensional variational assimilation schemes, the dynamical model equations provide constraints that act to spread information into data sparse regions, enabling the state of the system to be reconstructed accurately. The mechanism for this is not well understood. Singular value decomposition techniques are applied here to the observability matrix of the system in order to analyse the critical features in this process. Simplified models are used to demonstrate how information is propagated from observed regions into unobserved areas. The impact of the size of the observational noise and the temporal position of the observations is examined. The best signal-to-noise ratio needed to extract the most information from the observations is estimated using Tikhonov regularization theory. Copyright © 2005 John Wiley & Sons, Ltd.

Inverse problems in dynamic cognitive modeling

Inverse problems for dynamical system models of cognitive processes comprise the determination of synaptic weight matrices or kernel functions for neural networks or neural/dynamic field models, respectively. We introduce dynamic cognitive modeling as a three tier top-down approach where cognitive processes are first described as algorithms that operate on complex symbolic data structures. Second, symbolic expressions and operations are represented by states and transformations in abstract vector spaces. Third, prescribed trajectories through representation space are implemented in neurodynamical systems. We discuss the Amari equation for a neural/dynamic field theory as a special case and show that the kernel construction problem is particularly ill-posed. We suggest a Tikhonov-Hebbian learning method as regularization technique and demonstrate its validity and robustness for basic examples of cognitive computations.

Inverse problems in neural field theory

We study inverse problems in neural field theory, i.e., the construction of synaptic weight kernels yielding a prescribed neural field dynamics. We address the issues of existence, uniqueness, and stability of solutions to the inverse problem for the Amari neural field equation as a special case, and prove that these problems are generally ill-posed. In order to construct solutions to the inverse problem, we first recast the Amari equation into a linear perceptron equation in an infinite-dimensional Banach or Hilbert space. In a second step, we construct sets of biorthogonal function systems allowing the approximation of synaptic weight kernels by a generalized Hebbian learning rule. Numerically, this construction is implemented by the Moore–Penrose pseudoinverse method. We demonstrate the instability of these solutions and use the Tikhonov regularization method for stabilization and to prevent numerical overfitting. We illustrate the stable construction of kernels by means of three instructive examples.

Probabilistic downscaling of remote sensing data with applications for multi-scale biogeochemical flux modeling

Upscaling ecological information to larger scales in space and downscaling remote sensing observations or model simulations to finer scales remain grand challenges in Earth system science. Downscaling often involves inferring subgrid information from coarse-scale data, and such ill-posed problems are classically addressed using regularization. Here, we apply two-dimensional Tikhonov Regularization (2DTR) to simulate subgrid surface patterns for ecological applications. Specifically, we test the ability of 2DTR to simulate the spatial statistics of high-resolution (4 m) remote sensing observations of the normalized difference vegetation index (NDVI) in a tundra landscape. We find that the 2DTR approach as applied here can capture the major mode of spatial variability of the high-resolution information, but not multiple modes of spatial variability, and that the Lagrange multiplier (γ) used to impose the condition of smoothness across space is related to the range of the experimental semivariogram. We used observed and 2DTR-simulated maps of NDVI to estimate landscape-level leaf area index (LAI) and gross primary productivity (GPP). NDVI maps simulated using a γ value that approximates the range of observed NDVI result in a landscape-level GPP estimate that differs by ca 2% from those created using observed NDVI. Following findings that GPP per unit LAI is lower near vegetation patch edges, we simulated vegetation patch edges using multiple approaches and found that simulated GPP declined by up to 12% as a result. 2DTR can generate random landscapes rapidly and can be applied to disaggregate ecological information and compare of spatial observations against simulated landscapes.

Improving the GNSS positioning stochastic model in the presence of ionospheric scintillation

Ionospheric scintillations are caused by time-varying electron density irregularities in the ionosphere, occurring more often at equatorial and high latitudes. This paper focuses exclusively on experiments undertaken in Europe, at geographic latitudes between similar to 50 degrees N and similar to 80 degrees N, where a network of GPS receivers capable of monitoring Total Electron Content and ionospheric scintillation parameters was deployed. The widely used ionospheric scintillation indices S4 and sigma(phi) represent a practical measure of the intensity of amplitude and phase scintillation affecting GNSS receivers. However, they do not provide sufficient information regarding the actual tracking errors that degrade GNSS receiver performance. Suitable receiver tracking models, sensitive to ionospheric scintillation, allow the computation of the variance of the output error of the receiver PLL (Phase Locked Loop) and DLL (Delay Locked Loop), which expresses the quality of the range measurements used by the receiver to calculate user position. The ability of such models of incorporating phase and amplitude scintillation effects into the variance of these tracking errors underpins our proposed method of applying relative weights to measurements from different satellites. That gives the least squares stochastic model used for position computation a more realistic representation, vis-a-vis the otherwise 'equal weights' model. For pseudorange processing, relative weights were computed, so that a 'scintillation-mitigated' solution could be performed and compared to the (non-mitigated) 'equal weights' solution. An improvement between 17 and 38% in height accuracy was achieved when an epoch by epoch differential solution was computed over baselines ranging from 1 to 750 km. The method was then compared with alternative approaches that can be used to improve the least squares stochastic model such as weighting according to satellite elevation angle and by the inverse of the square of the standard deviation of the code/carrier divergence (sigma CCDiv). The influence of multipath effects on the proposed mitigation approach is also discussed. With the use of high rate scintillation data in addition to the scintillation indices a carrier phase based mitigated solution was also implemented and compared with the conventional solution. During a period of occurrence of high phase scintillation it was observed that problems related to ambiguity resolution can be reduced by the use of the proposed mitigated solution.