A systematic approach to error isolation in computerized wastewater simulation models

Activated sludge models are used extensively in the study of wastewater treatment processes. While various commercial implementations of these models are available, there are many people who need to code models themselves using the simulation packages available to them, Quality assurance of such models is difficult. While benchmarking problems have been developed and are available, the comparison of simulation data with that of commercial models leads only to the detection, not the isolation of errors. To identify the errors in the code is time-consuming. In this paper, we address the problem by developing a systematic and largely automated approach to the isolation of coding errors. There are three steps: firstly, possible errors are classified according to their place in the model structure and a feature matrix is established for each class of errors. Secondly, an observer is designed to generate residuals, such that each class of errors imposes a subspace, spanned by its feature matrix, on the residuals. Finally. localising the residuals in a subspace isolates coding errors. The algorithm proved capable of rapidly and reliably isolating a variety of single and simultaneous errors in a case study using the ASM 1 activated sludge model. In this paper a newly coded model was verified against a known implementation. The method is also applicable to simultaneous verification of any two independent implementations, hence is useful in commercial model development.

A comparison of low-storage strategies for spectral analysis in dissipative systems: filter diagonalisation in the Lanczos representation and harmonic inversion of the Chebychev-order-domain autocorrelation function

We compare the performance of two different low-storage filter diagonalisation (LSFD) strategies in the calculation of complex resonance energies of the HO2, radical. The first is carried out within a complex-symmetric Lanczos subspace representation [H. Zhang, S.C. Smith, Phys. Chem. Chem. Phys. 3 (2001) 2281]. The second involves harmonic inversion of a real autocorrelation function obtained via a damped Chebychev recursion [V.A. Mandelshtam, H.S. Taylor, J. Chem. Phys. 107 (1997) 6756]. We find that while the Chebychev approach has the advantage of utilizing real algebra in the time-consuming process of generating the vector recursion, the Lanczos, method (using complex vectors) requires fewer iterations, especially for low-energy part of the spectrum. The overall efficiency in calculating resonances for these two methods is comparable for this challenging system. (C) 2001 Elsevier Science B.V. All rights reserved.

Calculation of resonances and product state distributions for the unimolecular dissociation of H2S

Resonance phenomena associated with the unimolecular dissociation of H2S --> SH + H have been investigated quantum mechanically by the Lanczos homogeneous filter diagonalization method using a newly developed potential energy surface (J. Chem. Phys. 2001, 114, 320). Resonance energies, widths (rates), and product state distributions have been obtained. Both dissociation rates and product state distributions of SH show, strong fluctuations, indicating that the dissociation of H2S is essentially irregular. Statistical analysis of neighboring level spacing and width distributions also confirms this behavior. The dissociation rates and product state distributions are compared to the predictions of quantum phase space theory.

Chebyshev real wave packet propagation: H+O-2 (J=0) state-to-state reactive scattering calculations

In this paper we explore the relative performance of two recently developed wave packet methodologies for reactive scattering, namely the real wave packet Chebyshev domain propagation of Gray and Balint-Kurti [J. Chem. Phys. 108, 950 (1998)] and the Lanczos subspace wave packet approach of Smith [J. Chem. Phys. 116, 2354 (2002); Chem. Phys. Lett. 336, 149 (2001)]. In the former method, a modified Schrodinger equation is employed to propagate the real part of the wave packet via the well-known Chebyshev iteration. While the time-dependent wave packet from the modified Schrodinger equation is different from that obtained using the standard Schrodinger equation, time-to-energy Fourier transformation yields wave functions which differ only trivially by normalization. In the Lanczos subspace approach the linear system of equations defining the action of the Green operator may be solved via either time-dependent or time-independent methods, both of which are extremely efficient due to the simple tridiagonal structure of the Hamiltonian in the Lanczos representation. The two different wave packet methods are applied to three dimensional reactive scattering of H+O-2 (total J=0). State-to-state reaction probabilities, product state distributions, as well as initial-state-resolved cumulative reaction probabilities are examined. (C) 2002 American Institute of Physics.

Quantum dynamical characterization of unimolecular resonances

We give a selective review of quantum mechanical methods for calculating and characterizing resonances in small molecular systems, with an emphasis on recent progress in Chebyshev and Lanczos iterative methods. Two archetypal molecular systems are discussed: isolated resonances in HCO, which exhibit regular mode and state specificity, and overlapping resonances in strongly bound HO2, which exhibit irregular and chaotic behavior. Future directions in this field are also discussed.

Calculation of bound and resonance states of HO2 for nonzero total angular momentum

Bound and resonance states of HO2 have been calculated quantum mechanically by the Lanczos homogeneous filter diagonalization method [Zhang and Smith, Phys. Chem. Chem. Phys. 3, 2282 (2001); J. Chem. Phys. 115, 5751 (2001)] for nonzero total angular momentum J = 1,2,3. For lower bound states, agreement between the results in this paper and previous work is quite satisfactory; while for high lying bound states and resonances these are the first reported results. A helicity quantum number V assignment (within the helicity conserving approximation) is performed and the results indicate that for lower bound states it is possible to assign the V quantum numbers unambiguously, but for resonances it is impossible to assign the V helicity quantum numbers due to strong mixing. In fact, for the high-lying bound states, the mixing has already appeared. These results indicate that the helicity conserving approximation is not good for the resonance state calculations and exact quantum calculations are needed to accurately describe the reaction dynamics for HO2 system. Analysis of the resonance widths shows that most of the resonances are overlapping and the interferences between them lead to large fluctuations from one resonance to another. In accord with the conclusions from earlier J = 0 calculations, this indicates that the dissociation of HO2 is essentially irregular. (C) 2003 American Institute of Physics.

A comparative study of iterative Chebyshev and Lanczos implementations of the boundary inhomogeneity method for quantum scattering

We have recently developed a scaleable Artificial Boundary Inhomogeneity (ABI) method [Chem. Phys. Lett.366, 390–397 (2002)] based on the utilization of the Lanczos algorithm, and in this work explore an alternative iterative implementation based on the Chebyshev algorithm. Detailed comparisons between the two iterative methods have been made in terms of efficiency as well as convergence behavior. The Lanczos subspace ABI method was also further improved by the use of a simpler three-term backward recursion algorithm to solve the subspace linear system. The two different iterative methods are tested on the model collinear H+H2 reactive state-to-state scattering.

An approach to verifying and debugging simulation models governed by ordinary differential equations: Part 1. Methodology for residual generation

For dynamic simulations to be credible, verification of the computer code must be an integral part of the modelling process. This two-part paper describes a novel approach to verification through program testing and debugging. In Part 1, a methodology is presented for detecting and isolating coding errors using back-to-back testing. Residuals are generated by comparing the output of two independent implementations, in response to identical inputs. The key feature of the methodology is that a specially modified observer is created using one of the implementations, so as to impose an error-dependent structure on these residuals. Each error can be associated with a fixed and known subspace, permitting errors to be isolated to specific equations in the code. It is shown that the geometric properties extend to multiple errors in either one of the two implementations. Copyright (C) 2003 John Wiley Sons, Ltd.

An approach to verifying and debugging simulation models governed by ordinary differential equations: Part 2. Residuals analysis and a case study

In Part 1 of this paper a methodology for back-to-back testing of simulation software was described. Residuals with error-dependent geometric properties were generated. A set of potential coding errors was enumerated, along with a corresponding set of feature matrices, which describe the geometric properties imposed on the residuals by each of the errors. In this part of the paper, an algorithm is developed to isolate the coding errors present by analysing the residuals. A set of errors is isolated when the subspace spanned by their combined feature matrices corresponds to that of the residuals. Individual feature matrices are compared to the residuals and classified as 'definite', 'possible' or 'impossible'. The status of 'possible' errors is resolved using a dynamic subset testing algorithm. To demonstrate and validate the testing methodology presented in Part 1 and the isolation algorithm presented in Part 2, a case study is presented using a model for biological wastewater treatment. Both single and simultaneous errors that are deliberately introduced into the simulation code are correctly detected and isolated. Copyright (C) 2003 John Wiley Sons, Ltd.

An unsupervised approach to feature discretization and selection

Many learning problems require handling high dimensional datasets with a relatively small number of instances. Learning algorithms are thus confronted with the curse of dimensionality, and need to address it in order to be effective. Examples of these types of data include the bag-of-words representation in text classification problems and gene expression data for tumor detection/classification. Usually, among the high number of features characterizing the instances, many may be irrelevant (or even detrimental) for the learning tasks. It is thus clear that there is a need for adequate techniques for feature representation, reduction, and selection, to improve both the classification accuracy and the memory requirements. In this paper, we propose combined unsupervised feature discretization and feature selection techniques, suitable for medium and high-dimensional datasets. The experimental results on several standard datasets, with both sparse and dense features, show the efficiency of the proposed techniques as well as improvements over previous related techniques.

Unmixing hyperspectral data: independent and dependent component analysis

The development of high spatial resolution airborne and spaceborne sensors has improved the capability of ground-based data collection in the fields of agriculture, geography, geology, mineral identification, detection [2, 3], and classification [4–8]. The signal read by the sensor from a given spatial element of resolution and at a given spectral band is a mixing of components originated by the constituent substances, termed endmembers, located at that element of resolution. This chapter addresses hyperspectral unmixing, which is the decomposition of the pixel spectra into a collection of constituent spectra, or spectral signatures, and their corresponding fractional abundances indicating the proportion of each endmember present in the pixel [9, 10]. Depending on the mixing scales at each pixel, the observed mixture is either linear or nonlinear [11, 12]. The linear mixing model holds when the mixing scale is macroscopic [13]. The nonlinear model holds when the mixing scale is microscopic (i.e., intimate mixtures) [14, 15]. The linear model assumes negligible interaction among distinct endmembers [16, 17]. The nonlinear model assumes that incident solar radiation is scattered by the scene through multiple bounces involving several endmembers [18]. Under the linear mixing model and assuming that the number of endmembers and their spectral signatures are known, hyperspectral unmixing is a linear problem, which can be addressed, for example, under the maximum likelihood setup [19], the constrained least-squares approach [20], the spectral signature matching [21], the spectral angle mapper [22], and the subspace projection methods [20, 23, 24]. Orthogonal subspace projection [23] reduces the data dimensionality, suppresses undesired spectral signatures, and detects the presence of a spectral signature of interest. The basic concept is to project each pixel onto a subspace that is orthogonal to the undesired signatures. As shown in Settle [19], the orthogonal subspace projection technique is equivalent to the maximum likelihood estimator. This projection technique was extended by three unconstrained least-squares approaches [24] (signature space orthogonal projection, oblique subspace projection, target signature space orthogonal projection). Other works using maximum a posteriori probability (MAP) framework [25] and projection pursuit [26, 27] have also been applied to hyperspectral data. In most cases the number of endmembers and their signatures are not known. Independent component analysis (ICA) is an unsupervised source separation process that has been applied with success to blind source separation, to feature extraction, and to unsupervised recognition [28, 29]. ICA consists in finding a linear decomposition of observed data yielding statistically independent components. Given that hyperspectral data are, in given circumstances, linear mixtures, ICA comes to mind as a possible tool to unmix this class of data. In fact, the application of ICA to hyperspectral data has been proposed in reference 30, where endmember signatures are treated as sources and the mixing matrix is composed by the abundance fractions, and in references 9, 25, and 31–38, where sources are the abundance fractions of each endmember. In the first approach, we face two problems: (1) The number of samples are limited to the number of channels and (2) the process of pixel selection, playing the role of mixed sources, is not straightforward. In the second approach, ICA is based on the assumption of mutually independent sources, which is not the case of hyperspectral data, since the sum of the abundance fractions is constant, implying dependence among abundances. This dependence compromises ICA applicability to hyperspectral images. In addition, hyperspectral data are immersed in noise, which degrades the ICA performance. IFA [39] was introduced as a method for recovering independent hidden sources from their observed noisy mixtures. IFA implements two steps. First, source densities and noise covariance are estimated from the observed data by maximum likelihood. Second, sources are reconstructed by an optimal nonlinear estimator. Although IFA is a well-suited technique to unmix independent sources under noisy observations, the dependence among abundance fractions in hyperspectral imagery compromises, as in the ICA case, the IFA performance. Considering the linear mixing model, hyperspectral observations are in a simplex whose vertices correspond to the endmembers. Several approaches [40–43] have exploited this geometric feature of hyperspectral mixtures [42]. Minimum volume transform (MVT) algorithm [43] determines the simplex of minimum volume containing the data. The MVT-type approaches are complex from the computational point of view. Usually, these algorithms first find the convex hull defined by the observed data and then fit a minimum volume simplex to it. Aiming at a lower computational complexity, some algorithms such as the vertex component analysis (VCA) [44], the pixel purity index (PPI) [42], and the N-FINDR [45] still find the minimum volume simplex containing the data cloud, but they assume the presence in the data of at least one pure pixel of each endmember. This is a strong requisite that may not hold in some data sets. In any case, these algorithms find the set of most pure pixels in the data. Hyperspectral sensors collects spatial images over many narrow contiguous bands, yielding large amounts of data. For this reason, very often, the processing of hyperspectral data, included unmixing, is preceded by a dimensionality reduction step to reduce computational complexity and to improve the signal-to-noise ratio (SNR). Principal component analysis (PCA) [46], maximum noise fraction (MNF) [47], and singular value decomposition (SVD) [48] are three well-known projection techniques widely used in remote sensing in general and in unmixing in particular. The newly introduced method [49] exploits the structure of hyperspectral mixtures, namely the fact that spectral vectors are nonnegative. The computational complexity associated with these techniques is an obstacle to real-time implementations. To overcome this problem, band selection [50] and non-statistical [51] algorithms have been introduced. This chapter addresses hyperspectral data source dependence and its impact on ICA and IFA performances. The study consider simulated and real data and is based on mutual information minimization. Hyperspectral observations are described by a generative model. This model takes into account the degradation mechanisms normally found in hyperspectral applications—namely, signature variability [52–54], abundance constraints, topography modulation, and system noise. The computation of mutual information is based on fitting mixtures of Gaussians (MOG) to data. The MOG parameters (number of components, means, covariances, and weights) are inferred using the minimum description length (MDL) based algorithm [55]. We study the behavior of the mutual information as a function of the unmixing matrix. The conclusion is that the unmixing matrix minimizing the mutual information might be very far from the true one. Nevertheless, some abundance fractions might be well separated, mainly in the presence of strong signature variability, a large number of endmembers, and high SNR. We end this chapter by sketching a new methodology to blindly unmix hyperspectral data, where abundance fractions are modeled as a mixture of Dirichlet sources. This model enforces positivity and constant sum sources (full additivity) constraints. The mixing matrix is inferred by an expectation-maximization (EM)-type algorithm. This approach is in the vein of references 39 and 56, replacing independent sources represented by MOG with mixture of Dirichlet sources. Compared with the geometric-based approaches, the advantage of this model is that there is no need to have pure pixels in the observations. The chapter is organized as follows. Section 6.2 presents a spectral radiance model and formulates the spectral unmixing as a linear problem accounting for abundance constraints, signature variability, topography modulation, and system noise. Section 6.3 presents a brief resume of ICA and IFA algorithms. Section 6.4 illustrates the performance of IFA and of some well-known ICA algorithms with experimental data. Section 6.5 studies the ICA and IFA limitations in unmixing hyperspectral data. Section 6.6 presents results of ICA based on real data. Section 6.7 describes the new blind unmixing scheme and some illustrative examples. Section 6.8 concludes with some remarks.

Vertex component analysis: a geometric-based approach to unmix hyperspectral data

Hyperspectral remote sensing exploits the electromagnetic scattering patterns of the different materials at specific wavelengths [2, 3]. Hyperspectral sensors have been developed to sample the scattered portion of the electromagnetic spectrum extending from the visible region through the near-infrared and mid-infrared, in hundreds of narrow contiguous bands [4, 5]. The number and variety of potential civilian and military applications of hyperspectral remote sensing is enormous [6, 7]. Very often, the resolution cell corresponding to a single pixel in an image contains several substances (endmembers) [4]. In this situation, the scattered energy is a mixing of the endmember spectra. A challenging task underlying many hyperspectral imagery applications is then decomposing a mixed pixel into a collection of reflectance spectra, called endmember signatures, and the corresponding abundance fractions [8–10]. Depending on the mixing scales at each pixel, the observed mixture is either linear or nonlinear [11, 12]. Linear mixing model holds approximately when the mixing scale is macroscopic [13] and there is negligible interaction among distinct endmembers [3, 14]. If, however, the mixing scale is microscopic (or intimate mixtures) [15, 16] and the incident solar radiation is scattered by the scene through multiple bounces involving several endmembers [17], the linear model is no longer accurate. Linear spectral unmixing has been intensively researched in the last years [9, 10, 12, 18–21]. It considers that a mixed pixel is a linear combination of endmember signatures weighted by the correspondent abundance fractions. Under this model, and assuming that the number of substances and their reflectance spectra are known, hyperspectral unmixing is a linear problem for which many solutions have been proposed (e.g., maximum likelihood estimation [8], spectral signature matching [22], spectral angle mapper [23], subspace projection methods [24,25], and constrained least squares [26]). In most cases, the number of substances and their reflectances are not known and, then, hyperspectral unmixing falls into the class of blind source separation problems [27]. Independent component analysis (ICA) has recently been proposed as a tool to blindly unmix hyperspectral data [28–31]. ICA is based on the assumption of mutually independent sources (abundance fractions), which is not the case of hyperspectral data, since the sum of abundance fractions is constant, implying statistical dependence among them. This dependence compromises ICA applicability to hyperspectral images as shown in Refs. [21, 32]. In fact, ICA finds the endmember signatures by multiplying the spectral vectors with an unmixing matrix, which minimizes the mutual information among sources. If sources are independent, ICA provides the correct unmixing, since the minimum of the mutual information is obtained only when sources are independent. This is no longer true for dependent abundance fractions. Nevertheless, some endmembers may be approximately unmixed. These aspects are addressed in Ref. [33]. Under the linear mixing model, the observations from a scene are in a simplex whose vertices correspond to the endmembers. Several approaches [34–36] have exploited this geometric feature of hyperspectral mixtures [35]. Minimum volume transform (MVT) algorithm [36] determines the simplex of minimum volume containing the data. The method presented in Ref. [37] is also of MVT type but, by introducing the notion of bundles, it takes into account the endmember variability usually present in hyperspectral mixtures. The MVT type approaches are complex from the computational point of view. Usually, these algorithms find in the first place the convex hull defined by the observed data and then fit a minimum volume simplex to it. For example, the gift wrapping algorithm [38] computes the convex hull of n data points in a d-dimensional space with a computational complexity of O(nbd=2cþ1), where bxc is the highest integer lower or equal than x and n is the number of samples. The complexity of the method presented in Ref. [37] is even higher, since the temperature of the simulated annealing algorithm used shall follow a log( ) law [39] to assure convergence (in probability) to the desired solution. Aiming at a lower computational complexity, some algorithms such as the pixel purity index (PPI) [35] and the N-FINDR [40] still find the minimum volume simplex containing the data cloud, but they assume the presence of at least one pure pixel of each endmember in the data. This is a strong requisite that may not hold in some data sets. In any case, these algorithms find the set of most pure pixels in the data. PPI algorithm uses the minimum noise fraction (MNF) [41] as a preprocessing step to reduce dimensionality and to improve the signal-to-noise ratio (SNR). The algorithm then projects every spectral vector onto skewers (large number of random vectors) [35, 42,43]. The points corresponding to extremes, for each skewer direction, are stored. A cumulative account records the number of times each pixel (i.e., a given spectral vector) is found to be an extreme. The pixels with the highest scores are the purest ones. N-FINDR algorithm [40] is based on the fact that in p spectral dimensions, the p-volume defined by a simplex formed by the purest pixels is larger than any other volume defined by any other combination of pixels. This algorithm finds the set of pixels defining the largest volume by inflating a simplex inside the data. ORA SIS [44, 45] is a hyperspectral framework developed by the U.S. Naval Research Laboratory consisting of several algorithms organized in six modules: exemplar selector, adaptative learner, demixer, knowledge base or spectral library, and spatial postrocessor. The first step consists in flat-fielding the spectra. Next, the exemplar selection module is used to select spectral vectors that best represent the smaller convex cone containing the data. The other pixels are rejected when the spectral angle distance (SAD) is less than a given thresh old. The procedure finds the basis for a subspace of a lower dimension using a modified Gram–Schmidt orthogonalizati on. The selected vectors are then projected onto this subspace and a simplex is found by an MV T pro cess. ORA SIS is oriented to real-time target detection from uncrewed air vehicles using hyperspectral data [46]. In this chapter we develop a new algorithm to unmix linear mixtures of endmember spectra. First, the algorithm determines the number of endmembers and the signal subspace using a newly developed concept [47, 48]. Second, the algorithm extracts the most pure pixels present in the data. Unlike other methods, this algorithm is completely automatic and unsupervised. To estimate the number of endmembers and the signal subspace in hyperspectral linear mixtures, the proposed scheme begins by estimating sign al and noise correlation matrices. The latter is based on multiple regression theory. The signal subspace is then identified by selectin g the set of signal eigenvalue s that best represents the data, in the least-square sense [48,49 ], we note, however, that VCA works with projected and with unprojected data. The extraction of the end members exploits two facts: (1) the endmembers are the vertices of a simplex and (2) the affine transformation of a simplex is also a simplex. As PPI and N-FIND R algorithms, VCA also assumes the presence of pure pixels in the data. The algorithm iteratively projects data on to a direction orthogonal to the subspace spanned by the endmembers already determined. The new end member signature corresponds to the extreme of the projection. The algorithm iterates until all end members are exhausted. VCA performs much better than PPI and better than or comparable to N-FI NDR; yet it has a computational complexity between on e and two orders of magnitude lower than N-FINDR. The chapter is structure d as follows. Section 19.2 describes the fundamentals of the proposed method. Section 19.3 and Section 19.4 evaluate the proposed algorithm using simulated and real data, respectively. Section 19.5 presents some concluding remarks.

Generalized multiresolution analyses with given multiplicity functions

Generalized multiresolution analyses are increasing sequences of subspaces of a Hilbert space H that fail to be multiresolution analyses in the sense of wavelet theory because the core subspace does not have an orthonormal basis generated by a fixed scaling function. Previous authors have studied a multiplicity function m which, loosely speaking, measures the failure of the GMRA to be an MRA. When the Hilbert space H is L2(Rn), the possible multiplicity functions have been characterized by Baggett and Merrill. Here we start with a function m satisfying a consistency condition which is known to be necessary, and build a GMRA in an abstract Hilbert space with multiplicity function m.

An iterative Multiscale Finite-Volume algorithm converging to the exact solution

The multiscale finite volume (MsFV) method has been developed to efficiently solve large heterogeneous problems (elliptic or parabolic); it is usually employed for pressure equations and delivers conservative flux fields to be used in transport problems. The method essentially relies on the hypothesis that the (fine-scale) problem can be reasonably described by a set of local solutions coupled by a conservative global (coarse-scale) problem. In most cases, the boundary conditions assigned for the local problems are satisfactory and the approximate conservative fluxes provided by the method are accurate. In numerically challenging cases, however, a more accurate localization is required to obtain a good approximation of the fine-scale solution. In this paper we develop a procedure to iteratively improve the boundary conditions of the local problems. The algorithm relies on the data structure of the MsFV method and employs a Krylov-subspace projection method to obtain an unconditionally stable scheme and accelerate convergence. Two variants are considered: in the first, only the MsFV operator is used; in the second, the MsFV operator is combined in a two-step method with an operator derived from the problem solved to construct the conservative flux field. The resulting iterative MsFV algorithms allow arbitrary reduction of the solution error without compromising the construction of a conservative flux field, which is guaranteed at any iteration. Since it converges to the exact solution, the method can be regarded as a linear solver. In this context, the schemes proposed here can be viewed as preconditioned versions of the Generalized Minimal Residual method (GMRES), with a very peculiar characteristic that the residual on the coarse grid is zero at any iteration (thus conservative fluxes can be obtained).

Folner sequences and finite operators

This article analyzes Folner sequences of projections for bounded linear operators and their relationship to the class of finite operators introduced by Williams in the 70ies. We prove that each essentially hyponormal operator has a proper Folner sequence (i.e. a Folner sequence of projections strongly converging to 1). In particular, any quasinormal, any subnormal, any hyponormal and any essentially normal operator has a proper Folner sequence. Moreover, we show that an operator is finite if and only if it has a proper Folner sequence or if it has a non-trivial finite dimensional reducing subspace. We also analyze the structure of operators which have no Folner sequence and give examples of them. For this analysis we introduce the notion of strongly non-Folner operators, which are far from finite block reducible operators, in some uniform sense, and show that this class coincides with the class of non-finite operators.