Conditioning of the weak-constraint variational data assimilation problem for numerical weather prediction

4-Dimensional Variational Data Assimilation (4DVAR) assimilates observations through the minimisation of a least-squares objective function, which is constrained by the model flow. We refer to 4DVAR as strong-constraint 4DVAR (sc4DVAR) in this thesis as it assumes the model is perfect. Relaxing this assumption gives rise to weak-constraint 4DVAR (wc4DVAR), leading to a different minimisation problem with more degrees of freedom. We consider two wc4DVAR formulations in this thesis, the model error formulation and state estimation formulation. The 4DVAR objective function is traditionally solved using gradient-based iterative methods. The principle method used in Numerical Weather Prediction today is the Gauss-Newton approach. This method introduces a linearised `inner-loop' objective function, which upon convergence, updates the solution of the non-linear `outer-loop' objective function. This requires many evaluations of the objective function and its gradient, which emphasises the importance of the Hessian. The eigenvalues and eigenvectors of the Hessian provide insight into the degree of convexity of the objective function, while also indicating the difficulty one may encounter while iterative solving 4DVAR. The condition number of the Hessian is an appropriate measure for the sensitivity of the problem to input data. The condition number can also indicate the rate of convergence and solution accuracy of the minimisation algorithm. This thesis investigates the sensitivity of the solution process minimising both wc4DVAR objective functions to the internal assimilation parameters composing the problem. We gain insight into these sensitivities by bounding the condition number of the Hessians of both objective functions. We also precondition the model error objective function and show improved convergence. We show that both formulations' sensitivities are related to error variance balance, assimilation window length and correlation length-scales using the bounds. We further demonstrate this through numerical experiments on the condition number and data assimilation experiments using linear and non-linear chaotic toy models.

Efficient solutions to robust, semi-implicit discretizations of the immersed boundary method

The immersed boundary method is a versatile tool for the investigation of flow-structure interaction. In a large number of applications, the immersed boundaries or structures are very stiff and strong tangential forces on these interfaces induce a well-known, severe time-step restriction for explicit discretizations. This excessive stability constraint can be removed with fully implicit or suitable semi-implicit schemes but at a seemingly prohibitive computational cost. While economical alternatives have been proposed recently for some special cases, there is a practical need for a computationally efficient approach that can be applied more broadly. In this context, we revisit a robust semi-implicit discretization introduced by Peskin in the late 1970s which has received renewed attention recently. This discretization, in which the spreading and interpolation operators are lagged. leads to a linear system of equations for the inter-face configuration at the future time, when the interfacial force is linear. However, this linear system is large and dense and thus it is challenging to streamline its solution. Moreover, while the same linear system or one of similar structure could potentially be used in Newton-type iterations, nonlinear and highly stiff immersed structures pose additional challenges to iterative methods. In this work, we address these problems and propose cost-effective computational strategies for solving Peskin`s lagged-operators type of discretization. We do this by first constructing a sufficiently accurate approximation to the system`s matrix and we obtain a rigorous estimate for this approximation. This matrix is expeditiously computed by using a combination of pre-calculated values and interpolation. The availability of a matrix allows for more efficient matrix-vector products and facilitates the design of effective iterative schemes. We propose efficient iterative approaches to deal with both linear and nonlinear interfacial forces and simple or complex immersed structures with tethered or untethered points. One of these iterative approaches employs a splitting in which we first solve a linear problem for the interfacial force and then we use a nonlinear iteration to find the interface configuration corresponding to this force. We demonstrate that the proposed approach is several orders of magnitude more efficient than the standard explicit method. In addition to considering the standard elliptical drop test case, we show both the robustness and efficacy of the proposed methodology with a 2D model of a heart valve. (C) 2009 Elsevier Inc. All rights reserved.

On Approximate KKT Condition and its Extension to Continuous Variational Inequalities

In this work, we introduce a necessary sequential Approximate-Karush-Kuhn-Tucker (AKKT) condition for a point to be a solution of a continuous variational inequality, and we prove its relation with the Approximate Gradient Projection condition (AGP) of Garciga-Otero and Svaiter. We also prove that a slight variation of the AKKT condition is sufficient for a convex problem, either for variational inequalities or optimization. Sequential necessary conditions are more suitable to iterative methods than usual punctual conditions relying on constraint qualifications. The AKKT property holds at a solution independently of the fulfillment of a constraint qualification, but when a weak one holds, we can guarantee the validity of the KKT conditions.

Comparação de alguns modelos matemáticos para ajuste à curva de lactação média de um rebanho da raça Caracu

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Comparação de alguns modelos matemáticos para o ajuste às curvas de lactação individuais de vacas da raça Caracu

Foram ajustadas 7239 curvas de lactação de vacas Caracu, controladas semanalmente entre os anos de 1978 a 1988, pertencentes à Fazenda Chiqueirão, Poços de Caldas, MG. As funções utilizadas foram a linear hiperbólica (FLH), a quadrática logarítmica (FQL), a gama incompleta (FGI) e a polinomial inversa (FPI). Os parâmetros foram estimados por meio de regressões não lineares, usando-se processos iterativos. A verificação da qualidade do ajuste baseou-se no coeficiente de determinação ajustado (R²A), no teste de Durbin-Watson (DW) e nas médias e desvios-padrão estimados para os parâmetros e funções dos parâmetros dos modelos. Para a curva média, os R²A foram superiores a 0,90 para todas as funções. Bons ajustes, baseados nos R²A>0,80 foram obtidos, respectivamente, por 25,2%, 39,1%, 31,1% e 28,4% das lactações ajustadas pelas funções FLH, FQL, FGI e FPI. de acordo com o teste de DW, bons ajustes foram proporcionados para 29,4% das lactações ajustadas pela FLH, 54,9% pela FQL, 34,9% pela FGI e 29,6% pela FPI. Para ambos os critérios, a FQL foi superior às demais funções, indicando grande variação nas formas das curvas de lactação geradas pelos ajustes individuais. Curvas atípicas foram estimadas pelas funções, com picos ocorrendo antes do parto e algumas vezes após o término da lactação. Todas as funções apresentaram problemas quando ajustaram dados individuais.

Electric power systems transient stability analysis by neural networks

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Application of a model updating technique for health condition monitoring and damage detection of flexible structures

This paper discusses the application of a damage detection methodology to monitor the location and extent of partial structural damage. The methodology combines, in an iterative way, the model updating technique based on frequency response functions (FRF) with monitoring data aiming at identifying the damage area of the structure. After the updating procedure reaches a good correlation between the models, it compares the parameters of the damage structure with those of the undamaged one to find the deteriorated area. The influence of the FEM mesh size on the evaluation of the extent of the damage has also been discussed. The methodology is applied using real experimental data from a spatial frame structure.

Fourth-order method for solving the Navier-Stokes equations in a constricting channel

A fourth-order numerical method for solving the Navier-Stokes equations in streamfunction/vorticity formulation on a two-dimensional non-uniform orthogonal grid has been tested on the fluid flow in a constricted symmetric channel. The family of grids is generated algebraically using a conformal transformation followed by a non-uniform stretching of the mesh cells in which the shape of the channel boundary can vary from a smooth constriction to one which one possesses a very sharp but smooth corner. The generality of the grids allows the use of long channels upstream and downstream as well as having a refined grid near the sharp corner. Derivatives in the governing equations are replaced by fourth-order central differences and the vorticity is eliminated, either before or after the discretization, to form a wide difference molecule for the streamfunction. Extra boundary conditions, necessary for wide-molecule methods, are supplied by a procedure proposed by Henshaw et al. The ensuing set of non-linear equations is solved using Newton iteration. Results have been obtained for Reynolds numbers up to 250 for three constrictions, the first being smooth, the second having a moderately sharp corner and the third with a very sharp corner. Estimates of the error incurred show that the results are very accurate and substantially better than those of the corresponding second-order method. The observed order of the method has been shown to be close to four, demonstrating that the method is genuinely fourth-order. © 1977 John Wiley & Sons, Ltd.

Expert system for hot forging design

Planning hot forging processes is a time-consuming activity with high costs involved because of the trial-and-error iterative methods used to design dies and to choose equipment and process conditions. Some processes demand many months to produce forged parts with controlled shapes, dimensions and microstructure. This paper shows how expert systems can help engineers to reduce the time needed to design precision forged parts and dies from machined parts. The software ADHFD interfacing MS Visual Basic v.5.0 and SolidEdge v.3.0 was used to design flashless hot forged gears, chosen from families of gears. © 1998 Elsevier Science S.A. All rights reserved.

H2 and/or H∞-norm model reduction of uncertain discrete-time systems

This paper addresses the problem of model reduction for uncertain discrete-time systems with convex bounded (polytope type) uncertainty. A reduced order precisely known model is obtained in such a way that the H2 and/or the H∞ guaranteed norm of the error between the original (uncertain) system and the reduced one is minimized. The optimization problems are formulated in terms of coupled (non-convex) LMIs - Linear Matrix Inequalities, being solved through iterative algorithms. Examples illustrate the results.

Constraints implementation for IQML and mode direction-of-arrival estimators

The iterative quadratic maximum likelihood IQML and the method of direction estimation MODE are well known high resolution direction-of-arrival DOA estimation methods. Their solutions lead to an optimization problem with constraints. The usual linear constraint presents a poor performance for certain DOA values. This work proposes a new linear constraint applicable to both DOA methods and compare their performance with two others: unit norm and usual linear constraint. It is shown that the proposed alternative performs better than others constraints. The resulting computational complexity is also investigated.

Identification of synchronous machine parameters using load rejection test data

This work shows a computational methodology for the determination of synchronous machines parameters using load rejection test data. By machine modeling one can obtain the quadrature parameters through a load rejection under an arbitrary reference, reducing the present difficulties. The proposed method is applied to a real machine.

Distribution line models analysis for loss calculation within three-phase three-wire power flow algorithms

Three-phase three-wire power flow algorithms, as any tool for power systems analysis, require reliable impedances and models in order to obtain accurate results. Kron's reduction procedure, which embeds neutral wire influence into phase wires, has shown good results when three-phase three-wire power flow algorithms based on current summation method were used. However, Kron's reduction can harm reliabilities of some algorithms whose iterative processes need loss calculation (power summation method). In this work, three three-phase three-wire power flow algorithms based on power summation method, will be compared with a three-phase four-wire approach based on backward-forward technique and current summation. Two four-wire unbalanced medium-voltage distribution networks will be analyzed and results will be presented and discussed. © 2004 IEEE.

On the determination of epsilon during discriminative GMM training

Discriminative training of Gaussian Mixture Models (GMMs) for speech or speaker recognition purposes is usually based on the gradient descent method, in which the iteration step-size, ε, uses to be defined experimentally. In this letter, we derive an equation to adaptively determine ε, by showing that the second-order Newton-Raphson iterative method to find roots of equations is equivalent to the gradient descent algorithm. © 2010 IEEE.

Medidas de coerência para análise de velocidade na migração em tempo

Métodos iterativos para a análise de velocidade com migração dependem das funções objetivo medirem a horizontalização dos eventos de reflexão em famílias de ponto imagem comum (CIG). A migração em tempo é um método simples de imageamento para avaliar essas funções objetivo. Usando migração em tempo, estudamos a influência da função objetivo nos resultados da análise de velocidade com migração. Propomos duas novas funções objetivo para a análise velocidade com migração: Semblance Diferencial Estendido e o produto do Semblance Clássico com o Semblance Diferencial Estendido. Experimentos numéricos, utilizando os dados Marmousoft, mostram a eficácia das novas funções objetivo em estimar modelos velocidade produzindo eventos horizontalmente alinhados nas famílias de ponto imagem comum.