Efficient accommodation of local minima in watershed model calibration

The Gauss-Marquardt-Levenberg (GML) method of computer-based parameter estimation, in common with other gradient-based approaches, suffers from the drawback that it may become trapped in local objective function minima, and thus report optimized parameter values that are not, in fact, optimized at all. This can seriously degrade its utility in the calibration of watershed models where local optima abound. Nevertheless, the method also has advantages, chief among these being its model-run efficiency, and its ability to report useful information on parameter sensitivities and covariances as a by-product of its use. It is also easily adapted to maintain this efficiency in the face of potential numerical problems (that adversely affect all parameter estimation methodologies) caused by parameter insensitivity and/or parameter correlation. The present paper presents two algorithmic enhancements to the GML method that retain its strengths, but which overcome its weaknesses in the face of local optima. Using the first of these methods an intelligent search for better parameter sets is conducted in parameter subspaces of decreasing dimensionality when progress of the parameter estimation process is slowed either by numerical instability incurred through problem ill-posedness, or when a local objective function minimum is encountered. The second methodology minimizes the chance of successive GML parameter estimation runs finding the same objective function minimum by starting successive runs at points that are maximally removed from previous parameter trajectories. As well as enhancing the ability of a GML-based method to find the global objective function minimum, the latter technique can also be used to find the locations of many non-global optima (should they exist) in parameter space. This can provide a useful means of inquiring into the well-posedness of a parameter estimation problem, and for detecting the presence of bimodal parameter and predictive probability distributions. The new methodologies are demonstrated by calibrating a Hydrological Simulation Program-FORTRAN (HSPF) model against a time series of daily flows. Comparison with the SCE-UA method in this calibration context demonstrates a high level of comparative model run efficiency for the new method. (c) 2006 Elsevier B.V. All rights reserved.

The cost of uniqueness in groundwater model calibration

Calibration of a groundwater model requires that hydraulic properties be estimated throughout a model domain. This generally constitutes an underdetermined inverse problem, for which a Solution can only be found when some kind of regularization device is included in the inversion process. Inclusion of regularization in the calibration process can be implicit, for example through the use of zones of constant parameter value, or explicit, for example through solution of a constrained minimization problem in which parameters are made to respect preferred values, or preferred relationships, to the degree necessary for a unique solution to be obtained. The cost of uniqueness is this: no matter which regularization methodology is employed, the inevitable consequence of its use is a loss of detail in the calibrated field. This, ill turn, can lead to erroneous predictions made by a model that is ostensibly well calibrated. Information made available as a by-product of the regularized inversion process allows the reasons for this loss of detail to be better understood. In particular, it is easily demonstrated that the estimated value for an hydraulic property at any point within a model domain is, in fact, a weighted average of the true hydraulic property over a much larger area. This averaging process causes loss of resolution in the estimated field. Where hydraulic conductivity is the hydraulic property being estimated, high averaging weights exist in areas that are strategically disposed with respect to measurement wells, while other areas may contribute very little to the estimated hydraulic conductivity at any point within the model domain, this possibly making the detection of hydraulic conductivity anomalies in these latter areas almost impossible. A study of the post-calibration parameter field covariance matrix allows further insights into the loss of system detail incurred through the calibration process to be gained. A comparison of pre- and post-calibration parameter covariance matrices shows that the latter often possess a much smaller spectral bandwidth than the former. It is also demonstrated that, as all inevitable consequence of the fact that a calibrated model cannot replicate every detail of the true system, model-to-measurement residuals can show a high degree of spatial correlation, a fact which must be taken into account when assessing these residuals either qualitatively, or quantitatively in the exploration of model predictive uncertainty. These principles are demonstrated using a synthetic case in which spatial parameter definition is based oil pilot points, and calibration is Implemented using both zones of piecewise constancy and constrained minimization regularization. (C) 2005 Elsevier Ltd. All rights reserved.

A general linear model for MEG beamformer imaging

A new general linear model (GLM) beamformer method is described for processing magnetoencephalography (MEG) data. A standard nonlinear beamformer is used to determine the time course of neuronal activation for each point in a predefined source space. A Hilbert transform gives the envelope of oscillatory activity at each location in any chosen frequency band (not necessary in the case of sustained (DC) fields), enabling the general linear model to be applied and a volumetric T statistic image to be determined. The new method is illustrated by a two-source simulation (sustained field and 20 Hz) and is shown to provide accurate localization. The method is also shown to locate accurately the increasing and decreasing gamma activities to the temporal and frontal lobes, respectively, in the case of a scintillating scotoma. The new method brings the advantages of the general linear model to the analysis of MEG data and should prove useful for the localization of changing patterns of activity across all frequency ranges including DC (sustained fields). © 2004 Elsevier Inc. All rights reserved.

Travelling-wave model of semiconductor optical amplifier based non-linear loop mirror

A travelling-wave model of a semiconductor optical amplifier based non-linear loop mirror is developed to investigate the importance of travelling-wave effects and gain/phase dynamics in predicting device behaviour. A constant effective carrier recovery lifetime approximation is found to be reasonably accurate (±10%) within a wide range of control pulse energies. Based on this approximation, a heuristic model is developed for maximum computational efficiency. The models are applied to a particular configuration involving feedback.

Non-Linear Network-Flow Model of Lukasiewicz’s Multivalue Logic

The paper presents a new network-flow interpretation of Łukasiewicz’s logic based on models with an increased effectiveness. The obtained results show that the presented network-flow models principally may work for multivalue logics with more than three states of the variables i.e. with a finite set of states in the interval from 0 to 1. The described models give the opportunity to formulate various logical functions. If the results from a given model that are contained in the obtained values of the arc flow functions are used as input data for other models then it is possible in Łukasiewicz’s logic to interpret successfully other sophisticated logical structures. The obtained models allow a research of Łukasiewicz’s logic with specific effective methods of the network-flow programming. It is possible successfully to use the specific peculiarities and the results pertaining to the function ‘traffic capacity of the network arcs’. Based on the introduced network-flow approach it is possible to interpret other multivalue logics – of E.Post, of L.Brauer, of Kolmogorov, etc.

Approximate Model Checking of Real-Time Systems for Linear Duration Invariants

Real-time systems are usually modelled with timed automata and real-time requirements relating to the state durations of the system are often specifiable using Linear Duration Invariants, which is a decidable subclass of Duration Calculus formulas. Various algorithms have been developed to check timed automata or real-time automata for linear duration invariants, but each needs complicated preprocessing and exponential calculation. To the best of our knowledge, these algorithms have not been implemented. In this paper, we present an approximate model checking technique based on a genetic algorithm to check real-time automata for linear durration invariants in reasonable times. Genetic algorithm is a good optimization method when a problem needs massive computation and it works particularly well in our case because the fitness function which is derived from the linear duration invariant is linear. ACM Computing Classification System (1998): D.2.4, C.3.

A non-linear discrete stochastic optimization model for Advanced Access patient appointment scheduling

Access to healthcare is a major problem in which patients are deprived of receiving timely admission to healthcare. Poor access has resulted in significant but avoidable healthcare cost, poor quality of healthcare, and deterioration in the general public health. Advanced Access is a simple and direct approach to appointment scheduling in which the majority of a clinic's appointments slots are kept open in order to provide access for immediate or same day healthcare needs and therefore, alleviate the problem of poor access the healthcare. This research formulates a non-linear discrete stochastic mathematical model of the Advanced Access appointment scheduling policy. The model objective is to maximize the expected profit of the clinic subject to constraints on minimum access to healthcare provided. Patient behavior is characterized with probabilities for no-show, balking, and related patient choices. Structural properties of the model are analyzed to determine whether Advanced Access patient scheduling is feasible. To solve the complex combinatorial optimization problem, a heuristic that combines greedy construction algorithm and neighborhood improvement search was developed. The model and the heuristic were used to evaluate the Advanced Access patient appointment policy compared to existing policies. Trade-off between profit and access to healthcare are established, and parameter analysis of input parameters was performed. The trade-off curve is a characteristic curve and was observed to be concave. This implies that there exists an access level at which at which the clinic can be operated at optimal profit that can be realized. The results also show that, in many scenarios by switching from existing scheduling policy to Advanced Access policy clinics can improve access without any decrease in profit. Further, the success of Advanced Access policy in providing improved access and/or profit depends on the expected value of demand, variation in demand, and the ratio of demand for same day and advanced appointments. The contributions of the dissertation are a model of Advanced Access patient scheduling, a heuristic to solve the model, and the use of the model to understand the scheduling policy trade-offs which healthcare clinic managers must make. ^

The inclusion of differentially assessed lands in urban growth model calibration: a comparison of two approaches using SLEUTH

This research sought to understand the role that differentially assessed lands (lands in the United States given tax breaks in return for their guarantee to remain in agriculture) play in influencing urban growth. Our method was to calibrate the SLEUTH urban growth model under two different conditions. The first used an excluded layer that ignored such lands, effectively rendering them available for development. The second treated those lands as totally excluded from development. Our hypothesis was that excluding those lands would yield better metrics of fit with past data. Our results validate our hypothesis since two different metrics that evaluate goodness of fit both yielded higher values when differentially assessed lands are treated as excluded. This suggests that, at least in our study area, differential assessment, which protects farm and ranch lands for tenuous periods of time, has indeed allowed farmland to resist urban development. Including differentially assessed lands also yielded very different calibrated coefficients of growth as the model tried to account for the same growth patterns over two very different excluded areas. Excluded layer design can greatly affect model behavior. Since differentially assessed lands are quite common through the United States and are often ignored in urban growth modeling, the findings of this research can assist other urban growth modelers in designing excluded layers that result in more accurate model calibration and thus forecasting.

Finite element model calibration of an instrumented RC building based on seismic excitation including non-structural components and soil-structure- interaction

Peer reviewed

Transferability of Regional Permafrost Disturbance Susceptibility Modelling Using Generalized Linear and Generalized Additive Models

To effectively assess and mitigate risk of permafrost disturbance, disturbance-p rone areas can be predicted through the application of susceptibility models. In this study we developed regional susceptibility models for permafrost disturbances using a field disturbance inventory to test the transferability of the model to a broader region in the Canadian High Arctic. Resulting maps of susceptibility were then used to explore the effect of terrain variables on the occurrence of disturbances within this region. To account for a large range of landscape charac- teristics, the model was calibrated using two locations: Sabine Peninsula, Melville Island, NU, and Fosheim Pen- insula, Ellesmere Island, NU. Spatial patterns of disturbance were predicted with a generalized linear model (GLM) and generalized additive model (GAM), each calibrated using disturbed and randomized undisturbed lo- cations from both locations and GIS-derived terrain predictor variables including slope, potential incoming solar radiation, wetness index, topographic position index, elevation, and distance to water. Each model was validated for the Sabine and Fosheim Peninsulas using independent data sets while the transferability of the model to an independent site was assessed at Cape Bounty, Melville Island, NU. The regional GLM and GAM validated well for both calibration sites (Sabine and Fosheim) with the area under the receiver operating curves (AUROC) N 0.79. Both models were applied directly to Cape Bounty without calibration and validated equally with AUROC's of 0.76; however, each model predicted disturbed and undisturbed samples differently. Addition- ally, the sensitivity of the transferred model was assessed using data sets with different sample sizes. Results in- dicated that models based on larger sample sizes transferred more consistently and captured the variability within the terrain attributes in the respective study areas. Terrain attributes associated with the initiation of dis- turbances were similar regardless of the location. Disturbances commonly occurred on slopes between 4 and 15°, below Holocene marine limit, and in areas with low potential incoming solar radiation

RELIBILITY ANALYSIS OF SIMPLE SLOPES AND SOIL-STRUCTURES WITH LINEAR LIMIT STATES

The first objective of this research was to develop closed-form and numerical probabilistic methods of analysis that can be applied to otherwise conventional methods of unreinforced and geosynthetic reinforced slopes and walls. These probabilistic methods explicitly include random variability of soil and reinforcement, spatial variability of the soil, and cross-correlation between soil input parameters on probability of failure. The quantitative impact of simultaneously considering the influence of random and/or spatial variability in soil properties in combination with cross-correlation in soil properties is investigated for the first time in the research literature. Depending on the magnitude of these statistical descriptors, margins of safety based on conventional notions of safety may be very different from margins of safety expressed in terms of probability of failure (or reliability index). The thesis work also shows that intuitive notions of margin of safety using conventional factor of safety and probability of failure can be brought into alignment when cross-correlation between soil properties is considered in a rigorous manner. The second objective of this thesis work was to develop a general closed-form solution to compute the true probability of failure (or reliability index) of a simple linear limit state function with one load term and one resistance term expressed first in general probabilistic terms and then migrated to a LRFD format for the purpose of LRFD calibration. The formulation considers contributions to probability of failure due to model type, uncertainty in bias values, bias dependencies, uncertainty in estimates of nominal values for correlated and uncorrelated load and resistance terms, and average margin of safety expressed as the operational factor of safety (OFS). Bias is defined as the ratio of measured to predicted value. Parametric analyses were carried out to show that ignoring possible correlations between random variables can lead to conservative (safe) values of resistance factor in some cases and in other cases to non-conservative (unsafe) values. Example LRFD calibrations were carried out using different load and resistance models for the pullout internal stability limit state of steel strip and geosynthetic reinforced soil walls together with matching bias data reported in the literature.

Balancing related model order reduction applied to linear controlled evolution equations with Lévy Noise

Otto-von-Guericke-Universität Magdeburg, Fakultät für Mathematik, Dissertation, 2016

Regional differences of outpatient physician supply as a theoretical economic and empirical generalized linear model

BACKGROUND: Regional differences in physician supply can be found in many health care systems, regardless of their organizational and financial structure. A theoretical model is developed for the physicians' decision on office allocation, covering demand-side factors and a consumption time function. METHODS: To test the propositions following the theoretical model, generalized linear models were estimated to explain differences in 412 German districts. Various factors found in the literature were included to control for physicians' regional preferences. RESULTS: Evidence in favor of the first three propositions of the theoretical model could be found. Specialists show a stronger association to higher populated districts than GPs. Although indicators for regional preferences are significantly correlated with physician density, their coefficients are not as high as population density. CONCLUSIONS: If regional disparities should be addressed by political actions, the focus should be to counteract those parameters representing physicians' preferences in over- and undersupplied regions.