Efficient fully nonlinear data assimilation for geophysical fluid dynamics

A potential problem with Ensemble Kalman Filter is the implicit Gaussian assumption at analysis times. Here we explore the performance of a recently proposed fully nonlinear particle filter on a high-dimensional but simplified ocean model, in which the Gaussian assumption is not made. The model simulates the evolution of the vorticity field in time, described by the barotropic vorticity equation, in a highly nonlinear flow regime. While common knowledge is that particle filters are inefficient and need large numbers of model runs to avoid degeneracy, the newly developed particle filter needs only of the order of 10-100 particles on large scale problems. The crucial new ingredient is that the proposal density cannot only be used to ensure all particles end up in high-probability regions of state space as defined by the observations, but also to ensure that most of the particles have similar weights. Using identical twin experiments we found that the ensemble mean follows the truth reliably, and the difference from the truth is captured by the ensemble spread. A rank histogram is used to show that the truth run is indistinguishable from any of the particles, showing statistical consistency of the method.

Curl free pressure gradients over orography in a solution of the fully compressible Euler equations with implicit treatment of acoustic and gravity waves

Steep orography can cause noisy solutions and instability in models of the atmosphere. A new technique for modelling flow over orography is introduced which guarantees curl free gradients on arbitrary grids, implying that the pressure gradient term is not a spurious source of vorticity. This mimetic property leads to better hydrostatic balance and better energy conservation on test cases using terrain following grids. Curl-free gradients are achieved by using the co-variant components of velocity over orography rather than the usual horizontal and vertical components. In addition, gravity and acoustic waves are treated implicitly without the need for mean and perturbation variables or a hydrostatic reference profile. This enables a straightforward description of the implicit treatment of gravity waves. Results are presented of a resting atmosphere over orography and the curl-free pressure gradient formulation is advantageous. Results of gravity waves over orography are insensitive to the placement of terrain-following layers. The model with implicit gravity waves is stable in strongly stratified conditions, with N∆t up to at least 10 (where N is the Brunt-V ̈ais ̈al ̈a frequency). A warm bubble rising over orography is simulated and the curl free pressure gradient formulation gives much more accurate results for this test case than a model without this mimetic property.

Three-dimensional, fully adaptive simulations of phase-field fluid models

We present an efficient numerical methodology for the 31) computation of incompressible multi-phase flows described by conservative phase-field models We focus here on the case of density matched fluids with different viscosity (Model H) The numerical method employs adaptive mesh refinements (AMR) in concert with an efficient semi-implicit time discretization strategy and a linear, multi-level multigrid to relax high order stability constraints and to capture the flow`s disparate scales at optimal cost. Only five linear solvers are needed per time-step. Moreover, all the adaptive methodology is constructed from scratch to allow a systematic investigation of the key aspects of AMR in a conservative, phase-field setting. We validate the method and demonstrate its capabilities and efficacy with important examples of drop deformation, Kelvin-Helmholtz instability, and flow-induced drop coalescence (C) 2010 Elsevier Inc. All rights reserved

A combination of implicit and adaptative upwind tools for the numerical solution of incompressible free surface flows

This paper is concerned with the numerical solutions of time dependent two-dimensional incompressible flows. By using the primitive variables of velocity and pressure, the Navier-Stokes and mass conservation equations are solved by a semi-implicit finite difference projection method. A new bounded higher order upwind convection scheme is employed to deal with the non-linear (advective) terms. The procedure is an adaptation of the GENSMAC (J. Comput. Phys. 1994; 110: 171-186) methodology for calculating confined and free surface fluid flows at both low and high Reynolds numbers. The calculations were performed by using the 2D version of the Freeflow simulation system (J. Comp. Visual. Science 2000; 2:199-210). In order to demonstrate the capabilities of the numerical method, various test cases are presented. These are the fully developed flow in a channel, the flow over a backward facing step, the die-swell problem, the broken dam flow, and an impinging jet onto a flat plate. The numerical results compare favourably with the experimental data and the analytical solutions. Copyright (c) 2006 John Wiley & Sons, Ltd.

The element-free Galerkin method applied to the study of fully developed magnetohydrodynamic duct flows

In this paper, the meshless method is introduced to magnetohydrodynamics. A numerical scheme based on the element-free Galerkin method is used to solve the laminar steady-state two-dimensional fully developed magnetohydrodynamic flow in a rectangular duct. Accurate and convergent solutions are achieved for low to moderately high Hartmann numbers.

Clinical Evaluation of a Fully-automatic Segmentation Method for Longitudinal Brain Tumor Volumetry.

Information about the size of a tumor and its temporal evolution is needed for diagnosis as well as treatment of brain tumor patients. The aim of the study was to investigate the potential of a fully-automatic segmentation method, called BraTumIA, for longitudinal brain tumor volumetry by comparing the automatically estimated volumes with ground truth data acquired via manual segmentation. Longitudinal Magnetic Resonance (MR) Imaging data of 14 patients with newly diagnosed glioblastoma encompassing 64 MR acquisitions, ranging from preoperative up to 12 month follow-up images, was analysed. Manual segmentation was performed by two human raters. Strong correlations (R = 0.83-0.96, p < 0.001) were observed between volumetric estimates of BraTumIA and of each of the human raters for the contrast-enhancing (CET) and non-enhancing T2-hyperintense tumor compartments (NCE-T2). A quantitative analysis of the inter-rater disagreement showed that the disagreement between BraTumIA and each of the human raters was comparable to the disagreement between the human raters. In summary, BraTumIA generated volumetric trend curves of contrast-enhancing and non-enhancing T2-hyperintense tumor compartments comparable to estimates of human raters. These findings suggest the potential of automated longitudinal tumor segmentation to substitute manual volumetric follow-up of contrast-enhancing and non-enhancing T2-hyperintense tumor compartments.

Logic-Based Outer Approximation for the Design of Discrete-Continuous Dynamic Systems with Implicit Discontinuities

We address the optimization of discrete-continuous dynamic optimization problems using a disjunctive multistage modeling framework, with implicit discontinuities, which increases the problem complexity since the number of continuous phases and discrete events is not known a-priori. After setting a fixed alternative sequence of modes, we convert the infinite-dimensional continuous mixed-logic dynamic (MLDO) problem into a finite dimensional discretized GDP problem by orthogonal collocation on finite elements. We use the Logic-based Outer Approximation algorithm to fully exploit the structure of the GDP representation of the problem. This modelling framework is illustrated with an optimization problem with implicit discontinuities (diver problem).

Comparison of the implicit enumeration method and the branch-and-bound method for logical design

Bibliography: p. 91-94.

A study of certain factors affecting computation times in designing optimal NOR networks by the implicit enumeration method using the feed-forward formulation /

Bibliography: p. 27-29.

When is an image a health claim? A false-recollection method to detect implicit inferences about products' health benefits

Objective: Images on food and dietary supplement packaging might lead people to infer (appropriately or inappropriately) certain health benefits of those products. Research on this issue largely involves direct questions, which could (a) elicit inferences that would not be made unprompted, and (b) fail to capture inferences made implicitly. Using a novel memory-based method, in the present research, we explored whether packaging imagery elicits health inferences without prompting, and the extent to which these inferences are made implicitly. Method: In 3 experiments, participants saw fictional product packages accompanied by written claims. Some packages contained an image that implied a health-related function (e.g., a brain), and some contained no image. Participants studied these packages and claims, and subsequently their memory for seen and unseen claims were tested. Results: When a health image was featured on a package, participants often subsequently recognized health claims that—despite being implied by the image—were not truly presented. In Experiment 2, these recognition errors persisted despite an explicit warning against treating the images as informative. In Experiment 3, these findings were replicated in a large consumer sample from 5 European countries, and with a cued-recall test. Conclusion: These findings confirm that images can act as health claims, by leading people to infer health benefits without prompting. These inferences appear often to be implicit, and could therefore be highly pervasive. The data underscore the importance of regulating imagery on product packaging; memory-based methods represent innovative ways to measure how leading (or misleading) specific images can be. (PsycINFO Database Record (c) 2016 APA, all rights reserved)

Implicit rating: A potential new method to alert crisis on the interbank lending market

A new measure called “implicit rating” is introduced which might be a component of an early warning system. The proposed methodology relies on the aggregation of experts’ knowledge hidden in the transactional data of the interbank market of unsecured loans. Banks are simultaneously assessing the creditworthiness of each other which is reflected in the partner limits and in the interest rates. In the Hungarian interbank market the overall trading volume and the average interest rate did not show any negative trends before the crisis of 2008, however the average implicit partner limit started to decrease several months earlier, hence it might serve as a stress indicator.

Implicit difference approximation for the time fractional diffusion equation

In this paper, we consider a time fractional diffusion equation on a finite domain. The equation is obtained from the standard diffusion equation by replacing the first-order time derivative by a fractional derivative (of order $0<\alpha<1$ ). We propose a computationally effective implicit difference approximation to solve the time fractional diffusion equation. Stability and convergence of the method are discussed. We prove that the implicit difference approximation (IDA) is unconditionally stable, and the IDA is convergent with $O(\tau+h^2)$, where $\tau$ and $h$ are time and space steps, respectively. Some numerical examples are presented to show the application of the present technique.

Numerical method and analytical technique of the modified anomalous subdiffusion equation with a nonlinear source term

In this paper, we consider a modified anomalous subdiffusion equation with a nonlinear source term for describing processes that become less anomalous as time progresses by the inclusion of a second fractional time derivative acting on the diffusion term. A new implicit difference method is constructed. The stability and convergence are discussed using a new energy method. Finally, some numerical examples are given. The numerical results demonstrate the effectiveness of theoretical analysis

An advanced implicit meshless approach for the non-linear anomalous subdiffusion equation

Recently, the numerical modelling and simulation for anomalous subdiffusion equation (ASDE), which is a type of fractional partial differential equation( FPDE) and has been found with widely applications in modern engineering and sciences, are attracting more and more attentions. The current dominant numerical method for modelling ASDE is Finite Difference Method (FDM), which is based on a pre-defined grid leading to inherited issues or shortcomings. This paper aims to develop an implicit meshless approach based on the radial basis functions (RBF) for numerical simulation of the non-linear ASDE. The discrete system of equations is obtained by using the meshless shape functions and the strong-forms. The stability and convergence of this meshless approach are then discussed and theoretically proven. Several numerical examples with different problem domains are used to validate and investigate accuracy and efficiency of the newly developed meshless formulation. The results obtained by the meshless formulations are also compared with those obtained by FDM in terms of their accuracy and efficiency. It is concluded that the present meshless formulation is very effective for the modeling and simulation of the ASDE. Therefore, the meshless technique should have good potential in development of a robust simulation tool for problems in engineering and science which are governed by the various types of fractional differential equations.