Gaussian quadrature 4D-VAR

A new incremental four-dimensional variational (4D-Var) data assimilation algorithm is introduced. The algorithm does not require the computationally expensive integrations with the nonlinear model in the outer loops. Nonlinearity is accounted for by modifying the linearization trajectory of the observation operator based on integrations with the tangent linear (TL) model. This allows us to update the linearization trajectory of the observation operator in the inner loops at negligible computational cost. As a result the distinction between inner and outer loops is no longer necessary. The key idea on which the proposed 4D-Var method is based is that by using Gaussian quadrature it is possible to get an exact correspondence between the nonlinear time evolution of perturbations and the time evolution in the TL model. It is shown that J-point Gaussian quadrature can be used to derive the exact adjoint-based observation impact equations and furthermore that it is straightforward to account for the effect of multiple outer loops in these equations if the proposed 4D-Var method is used. The method is illustrated using a three-level quasi-geostrophic model and the Lorenz (1996) model.

Superensembles of linear viscoelastic models of polymer melts

The idea of incorporating multiple models of linear rheology into a superensemble, to forge a consensus forecast from the individual model predictions, is investigated. The relative importance of the individual models in the so-called multimodel superensemble (MMSE) was inferred by evaluating their performance on a set of experimental training data, via nonlinear regression. The predictive ability of the MMSE model was tested by comparing its predictions on test data that were similar (in-sample) and dissimilar (out-of-sample) to the training data used in the calibration. For the in-sample forecasts, we found that the MMSE model easily outperformed the best constituent model. The presence of good individual models greatly enhanced the MMSE forecast, while the presence of some bad models in the superensemble also improved the MMSE forecast modestly. While the performance of the MMSE model on the out-of-sample training data was not as spectacular, it demonstrated the robustness of this approach.

Segmental dynamics in entangled linear polymer melts

We present molecular dynamics (MD) and slip-springs model simulations of the chain segmental dynamics in entangled linear polymer melts. The time-dependent behavior of the segmental orientation autocorrelation functions and mean-square segmental displacements are analyzed for both flexible and semiflexible chains, with particular attention paid to the scaling relations among these dynamic quantities. Effective combination of the two simulation methods at different coarse-graining levels allows us to explore the chain dynamics for chain lengths ranging from Z ≈ 2 to 90 entanglements. For a given chain length of Z ≈ 15, the time scales accessed span for more than 10 decades, covering all of the interesting relaxation regimes. The obtained time dependence of the monomer mean square displacements, g1(t), is in good agreement with the tube theory predictions. Results on the first- and second-order segmental orientation autocorrelation functions, C1(t) and C2(t), demonstrate a clear power law relationship of C2(t) C1(t)m with m = 3, 2, and 1 in the initial, free Rouse, and entangled (constrained Rouse) regimes, respectively. The return-to-origin hypothesis, which leads to inverse proportionality between the segmental orientation autocorrelation functions and g1(t) in the entangled regime, is convincingly verified by the simulation result of C1(t) g1(t)−1 t–1/4 in the constrained Rouse regime, where for well-entangled chains both C1(t) and g1(t) are rather insensitive to the constraint release effects. However, the second-order correlation function, C2(t), shows much stronger sensitivity to the constraint release effects and experiences a protracted crossover from the free Rouse to entangled regime. This crossover region extends for at least one decade in time longer than that of C1(t). The predicted time scaling behavior of C2(t) t–1/4 is observed in slip-springs simulations only at chain length of 90 entanglements, whereas shorter chains show higher scaling exponents. The reported simulation work can be applied to understand the observations of the NMR experiments.

Vekua theory for the Helmholtz operator

Vekua operators map harmonic functions defined on domain in \mathbb R2R2 to solutions of elliptic partial differential equations on the same domain and vice versa. In this paper, following the original work of I. Vekua (Ilja Vekua (1907–1977), Soviet-Georgian mathematician), we define Vekua operators in the case of the Helmholtz equation in a completely explicit fashion, in any space dimension N ≥ 2. We prove (i) that they actually transform harmonic functions and Helmholtz solutions into each other; (ii) that they are inverse to each other; and (iii) that they are continuous in any Sobolev norm in star-shaped Lipschitz domains. Finally, we define and compute the generalized harmonic polynomials as the Vekua transforms of harmonic polynomials. These results are instrumental in proving approximation estimates for solutions of the Helmholtz equation in spaces of circular, spherical, and plane waves.

Plane wave approximation in linear elasticity

We consider the approximation of solutions of the time-harmonic linear elastic wave equation by linear combinations of plane waves. We prove algebraic orders of convergence both with respect to the dimension of the approximating space and to the diameter of the domain. The error is measured in Sobolev norms and the constants in the estimates explicitly depend on the problem wavenumber. The obtained estimates can be used in the h- and p-convergence analysis of wave-based finite element schemes.

On discrimination algorithms for ill-posed problems with an application to magnetic tomography

In this paper we explore classification techniques for ill-posed problems. Two classes are linearly separable in some Hilbert space X if they can be separated by a hyperplane. We investigate stable separability, i.e. the case where we have a positive distance between two separating hyperplanes. When the data in the space Y is generated by a compact operator A applied to the system states ∈ X, we will show that in general we do not obtain stable separability in Y even if the problem in X is stably separable. In particular, we show this for the case where a nonlinear classification is generated from a non-convergent family of linear classes in X. We apply our results to the problem of quality control of fuel cells where we classify fuel cells according to their efficiency. We can potentially classify a fuel cell using either some external measured magnetic field or some internal current. However we cannot measure the current directly since we cannot access the fuel cell in operation. The first possibility is to apply discrimination techniques directly to the measured magnetic fields. The second approach first reconstructs currents and then carries out the classification on the current distributions. We show that both approaches need regularization and that the regularized classifications are not equivalent in general. Finally, we investigate a widely used linear classification algorithm Fisher's linear discriminant with respect to its ill-posedness when applied to data generated via a compact integral operator. We show that the method cannot stay stable when the number of measurement points becomes large.

FunFOLDQA: a quality assessment tool for protein-ligand binding site residue predictions

The estimation of prediction quality is important because without quality measures, it is difficult to determine the usefulness of a prediction. Currently, methods for ligand binding site residue predictions are assessed in the function prediction category of the biennial Critical Assessment of Techniques for Protein Structure Prediction (CASP) experiment, utilizing the Matthews Correlation Coefficient (MCC) and Binding-site Distance Test (BDT) metrics. However, the assessment of ligand binding site predictions using such metrics requires the availability of solved structures with bound ligands. Thus, we have developed a ligand binding site quality assessment tool, FunFOLDQA, which utilizes protein feature analysis to predict ligand binding site quality prior to the experimental solution of the protein structures and their ligand interactions. The FunFOLDQA feature scores were combined using: simple linear combinations, multiple linear regression and a neural network. The neural network produced significantly better results for correlations to both the MCC and BDT scores, according to Kendall’s τ, Spearman’s ρ and Pearson’s r correlation coefficients, when tested on both the CASP8 and CASP9 datasets. The neural network also produced the largest Area Under the Curve score (AUC) when Receiver Operator Characteristic (ROC) analysis was undertaken for the CASP8 dataset. Furthermore, the FunFOLDQA algorithm incorporating the neural network, is shown to add value to FunFOLD, when both methods are employed in combination. This results in a statistically significant improvement over all of the best server methods, the FunFOLD method (6.43%), and one of the top manual groups (FN293) tested on the CASP8 dataset. The FunFOLDQA method was also found to be competitive with the top server methods when tested on the CASP9 dataset. To the best of our knowledge, FunFOLDQA is the first attempt to develop a method that can be used to assess ligand binding site prediction quality, in the absence of experimental data.

Optimal linearization trajectories for tangent linear models

We examine differential equations where nonlinearity is a result of the advection part of the total derivative or the use of quadratic algebraic constraints between state variables (such as the ideal gas law). We show that these types of nonlinearity can be accounted for in the tangent linear model by a suitable choice of the linearization trajectory. Using this optimal linearization trajectory, we show that the tangent linear model can be used to reproduce the exact nonlinear error growth of perturbations for more than 200 days in a quasi-geostrophic model and more than (the equivalent of) 150 days in the Lorenz 96 model. We introduce an iterative method, purely based on tangent linear integrations, that converges to this optimal linearization trajectory. The main conclusion from this article is that this iterative method can be used to account for nonlinearity in estimation problems without using the nonlinear model. We demonstrate this by performing forecast sensitivity experiments in the Lorenz 96 model and show that we are able to estimate analysis increments that improve the two-day forecast using only four backward integrations with the tangent linear model. Copyright © 2011 Royal Meteorological Society

An Earth Observation Land Data Assimilation System (EO-LDAS)

Current methods for estimating vegetation parameters are generally sub-optimal in the way they exploit information and do not generally consider uncertainties. We look forward to a future where operational dataassimilation schemes improve estimates by tracking land surface processes and exploiting multiple types of observations. Dataassimilation schemes seek to combine observations and models in a statistically optimal way taking into account uncertainty in both, but have not yet been much exploited in this area. The EO-LDAS scheme and prototype, developed under ESA funding, is designed to exploit the anticipated wealth of data that will be available under GMES missions, such as the Sentinel family of satellites, to provide improved mapping of land surface biophysical parameters. This paper describes the EO-LDAS implementation, and explores some of its core functionality. EO-LDAS is a weak constraint variational dataassimilationsystem. The prototype provides a mechanism for constraint based on a prior estimate of the state vector, a linear dynamic model, and EarthObservationdata (top-of-canopy reflectance here). The observation operator is a non-linear optical radiative transfer model for a vegetation canopy with a soil lower boundary, operating over the range 400 to 2500 nm. Adjoint codes for all model and operator components are provided in the prototype by automatic differentiation of the computer codes. In this paper, EO-LDAS is applied to the problem of daily estimation of six of the parameters controlling the radiative transfer operator over the course of a year (> 2000 state vector elements). Zero and first order process model constraints are implemented and explored as the dynamic model. The assimilation estimates all state vector elements simultaneously. This is performed in the context of a typical Sentinel-2 MSI operating scenario, using synthetic MSI observations simulated with the observation operator, with uncertainties typical of those achieved by optical sensors supposed for the data. The experiments consider a baseline state vector estimation case where dynamic constraints are applied, and assess the impact of dynamic constraints on the a posteriori uncertainties. The results demonstrate that reductions in uncertainty by a factor of up to two might be obtained by applying the sorts of dynamic constraints used here. The hyperparameter (dynamic model uncertainty) required to control the assimilation are estimated by a cross-validation exercise. The result of the assimilation is seen to be robust to missing observations with quite large data gaps.

Temporal constraints on linear BRDF model parameters

Linear models of bidirectional reflectance distribution are useful tools for understanding the angular variability of surface reflectance as observed by medium-resolution sensors such as the Moderate Resolution Imaging Spectrometer. These models are operationally used to normalize data to common view and illumination geometries and to calculate integral quantities such as albedo. Currently, to compensate for noise in observed reflectance, these models are inverted against data collected during some temporal window for which the model parameters are assumed to be constant. Despite this, the retrieved parameters are often noisy for regions where sufficient observations are not available. This paper demonstrates the use of Lagrangian multipliers to allow arbitrarily large windows and, at the same time, produce individual parameter sets for each day even for regions where only sparse observations are available.

Operator space structure of JC*-triples and TROs, I

We embark upon a systematic investigation of operator space structure of JC*-triples via a study of the TROs (ternary rings of operators) they generate. Our approach is to introduce and develop a variety of universal objects, including universal TROs, by which means we are able to describe all possible operator space structures of a JC*-triple. Via the concept of reversibility we obtain characterisations of universal TROs over a wide range of examples. We apply our results to obtain explicit descriptions of operator space structures of Cartan factors regardless of dimension