Distance-based kriging relying on proxy simulations for inverse conditioning

Let us consider a large set of candidate parameter fields, such as hydraulic conductivity maps, on which we can run an accurate forward flow and transport simulation. We address the issue of rapidly identifying a subset of candidates whose response best match a reference response curve. In order to keep the number of calls to the accurate flow simulator computationally tractable, a recent distance-based approach relying on fast proxy simulations is revisited, and turned into a non-stationary kriging method where the covariance kernel is obtained by combining a classical kernel with the proxy. Once the accurate simulator has been run for an initial subset of parameter fields and a kriging metamodel has been inferred, the predictive distributions of misfits for the remaining parameter fields can be used as a guide to select candidate parameter fields in a sequential way. The proposed algorithm, Proxy-based Kriging for Sequential Inversion (ProKSI), relies on a variant of the Expected Improvement, a popular criterion for kriging-based global optimization. A statistical benchmark of ProKSI’s performances illustrates the efficiency and the robustness of the approach when using different kinds of proxies.

Solute transport in crystalline rocks at Äspö — II: Blind predictions, inverse modelling and lessons learnt from test STT1

Based on the results from detailed structural and petrological characterisation and on up-scaled laboratory values for sorption and diffusion, blind predictions were made for the STT1 dipole tracer test performed in the Swedish A¨ spo¨ Hard Rock Laboratory. The tracers used were nonsorbing, such as uranine and tritiated water, weakly sorbing 22Na+, 85Sr2 +, 47Ca2 +and more strongly sorbing 86Rb+, 133Ba2 +, 137Cs+. Our model consists of two parts: (1) a flow part based on a 2D-streamtube formalism accounting for the natural background flow field and with an underlying homogeneous and isotropic transmissivity field and (2) a transport part in terms of the dual porosity medium approach which is linked to the flow part by the flow porosity. The calibration of the model was done using the data from one single uranine breakthrough (PDT3). The study clearly showed that matrix diffusion into a highly porous material, fault gouge, had to be included in our model evidenced by the characteristic shape of the breakthrough curve and in line with geological observations. After the disclosure of the measurements, it turned out that, in spite of the simplicity of our model, the prediction for the nonsorbing and weakly sorbing tracers was fairly good. The blind prediction for the more strongly sorbing tracers was in general less accurate. The reason for the good predictions is deemed to be the result of the choice of a model structure strongly based on geological observation. The breakthrough curves were inversely modelled to determine in situ values for the transport parameters and to draw consequences on the model structure applied. For good fits, only one additional fracture family in contact with cataclasite had to be taken into account, but no new transport mechanisms had to be invoked. The in situ values for the effective diffusion coefficient for fault gouge are a factor of 2–15 larger than the laboratory data. For cataclasite, both data sets have values comparable to laboratory data. The extracted Kd values for the weakly sorbing tracers are larger than Swedish laboratory data by a factor of 25–60, but agree within a factor of 3–5 for the more strongly sorbing nuclides. The reason for the inconsistency concerning Kds is the use of fresh granite in the laboratory studies, whereas tracers in the field experiments interact only with fracture fault gouge and to a lesser extent with cataclasite both being mineralogically very different (e.g. clay-bearing) from the intact wall rock.

Mean dynamic topography and oceanographic parameters estimated from an inverse model and satellite geodesy, with link to model result in one single NetCDF file (392 MB), including the inverse data error covariance

Geostrophic surface velocities can be derived from the gradients of the mean dynamic topography-the difference between the mean sea surface and the geoid. Therefore, independently observed mean dynamic topography data are valuable input parameters and constraints for ocean circulation models. For a successful fit to observational dynamic topography data, not only the mean dynamic topography on the particular ocean model grid is required, but also information about its inverse covariance matrix. The calculation of the mean dynamic topography from satellite-based gravity field models and altimetric sea surface height measurements, however, is not straightforward. For this purpose, we previously developed an integrated approach to combining these two different observation groups in a consistent way without using the common filter approaches (Becker et al. in J Geodyn 59(60):99-110, 2012, doi:10.1016/j.jog.2011.07.0069; Becker in Konsistente Kombination von Schwerefeld, Altimetrie und hydrographischen Daten zur Modellierung der dynamischen Ozeantopographie, 2012, http://nbn-resolving.de/nbn:de:hbz:5n-29199). Within this combination method, the full spectral range of the observations is considered. Further, it allows the direct determination of the normal equations (i.e., the inverse of the error covariance matrix) of the mean dynamic topography on arbitrary grids, which is one of the requirements for ocean data assimilation. In this paper, we report progress through selection and improved processing of altimetric data sets. We focus on the preprocessing steps of along-track altimetry data from Jason-1 and Envisat to obtain a mean sea surface profile. During this procedure, a rigorous variance propagation is accomplished, so that, for the first time, the full covariance matrix of the mean sea surface is available. The combination of the mean profile and a combined GRACE/GOCE gravity field model yields a mean dynamic topography model for the North Atlantic Ocean that is characterized by a defined set of assumptions. We show that including the geodetically derived mean dynamic topography with the full error structure in a 3D stationary inverse ocean model improves modeled oceanographic features over previous estimates.

A matrix pencil approach to the existence of compactly supported reconstruction functions in average sampling

The aim of this work is to solve a question raised for average sampling in shift-invariant spaces by using the well-known matrix pencil theory. In many common situations in sampling theory, the available data are samples of some convolution operator acting on the function itself: this leads to the problem of average sampling, also known as generalized sampling. In this paper we deal with the existence of a sampling formula involving these samples and having reconstruction functions with compact support. Thus, low computational complexity is involved and truncation errors are avoided. In practice, it is accomplished by means of a FIR filter bank. An answer is given in the light of the generalized sampling theory by using the oversampling technique: more samples than strictly necessary are used. The original problem reduces to finding a polynomial left inverse of a polynomial matrix intimately related to the sampling problem which, for a suitable choice of the sampling period, becomes a matrix pencil. This matrix pencil approach allows us to obtain a practical method for computing the compactly supported reconstruction functions for the important case where the oversampling rate is minimum. Moreover, the optimality of the obtained solution is established.

Don't blame the economists. It is an inverse problem!

The seriousness of the current crisis urgently demands new economic thinking that breaks the austerity vs. deficit spending circle in economic policy. The core tenet of the paper is that the most important problems that natural and social science are facing today are inverse problems, and that a new approach that goes beyond optimization is necessary. The approach presented here is radical in the sense that it identifies the roots in key assumptions in economic theory such as optimal behavior and stability to provide an inverse thinking perspective to economic modeling, of use in economic and financial stability policy. The inverse problem provides a truly multidisciplinary platform where related problems from different disciplines can be studied under a common approach with comparable results.

Three-dimensional inverse modelling of magnetic anomaly sources based on a genetic algorithm.

We present a modelling method to estimate the 3-D geometry and location of homogeneously magnetized sources from magnetic anomaly data. As input information, the procedure needs the parameters defining the magnetization vector (intensity, inclination and declination) and the Earth's magnetic field direction. When these two vectors are expected to be different in direction, we propose to estimate the magnetization direction from the magnetic map. Then, using this information, we apply an inversion approach based on a genetic algorithm which finds the geometry of the sources by seeking the optimum solution from an initial population of models in successive iterations through an evolutionary process. The evolution consists of three genetic operators (selection, crossover and mutation), which act on each generation, and a smoothing operator, which looks for the best fit to the observed data and a solution consisting of plausible compact sources. The method allows the use of non-gridded, non-planar and inaccurate anomaly data and non-regular subsurface partitions. In addition, neither constraints for the depth to the top of the sources nor an initial model are necessary, although previous models can be incorporated into the process. We show the results of a test using two complex synthetic anomalies to demonstrate the efficiency of our inversion method. The application to real data is illustrated with aeromagnetic data of the volcanic island of Gran Canaria (Canary Islands).

Use of an Inverse Method for Time Series to Estimate the Dynamics of and Management Strategies for the Box Jellyfish Carybdea marsupialis

Frequently, population ecology of marine organisms uses a descriptive approach in which their sizes and densities are plotted over time. This approach has limited usefulness for design strategies in management or modelling different scenarios. Population projection matrix models are among the most widely used tools in ecology. Unfortunately, for the majority of pelagic marine organisms, it is difficult to mark individuals and follow them over time to determine their vital rates and built a population projection matrix model. Nevertheless, it is possible to get time-series data to calculate size structure and densities of each size, in order to determine the matrix parameters. This approach is known as a “demographic inverse problem” and it is based on quadratic programming methods, but it has rarely been used on aquatic organisms. We used unpublished field data of a population of cubomedusae Carybdea marsupialis to construct a population projection matrix model and compare two different management strategies to lower population to values before year 2008 when there was no significant interaction with bathers. Those strategies were by direct removal of medusae and by reducing prey. Our results showed that removal of jellyfish from all size classes was more effective than removing only juveniles or adults. When reducing prey, the highest efficiency to lower the C. marsupialis population occurred when prey depletion affected prey of all medusae sizes. Our model fit well with the field data and may serve to design an efficient management strategy or build hypothetical scenarios such as removal of individuals or reducing prey. TThis This sdfsdshis method is applicable to other marine or terrestrial species, for which density and population structure over time are available.

Dispersivity Determination Through a Modeling Approach From a Tracer Test Based on Total Br Concentration in Soil Samples

Determination of reliable solute transport parameters is an essential aspect for the characterization of the mechanisms and processes involved in solute transport (e.g., pesticides, fertilizers, contaminants) through the unsaturated zone. A rapid inexpensive method to estimate the dispersivity parameter at the field scale is presented herein. It is based on the quantification by the X-ray fluorescence solid-state technique of total bromine in soil, along with an inverse numerical modeling approach. The results show that this methodology is a good alternative to the classic Br− determination in soil water by ion chromatography. A good agreement between the observed and simulated total soil Br is reported. The results highlight the potential applicability of both combined techniques to infer readily solute transport parameters under field conditions.

A comparison of different choices for the regularization parameter in inverse electrocardiography models

Calculating the potentials on the heart’s epicardial surface from the body surface potentials constitutes one form of inverse problems in electrocardiography (ECG). Since these problems are ill-posed, one approach is to use zero-order Tikhonov regularization, where the squared norms of both the residual and the solution are minimized, with a relative weight determined by the regularization parameter. In this paper, we used three different methods to choose the regularization parameter in the inverse solutions of ECG. The three methods include the L-curve, the generalized cross validation (GCV) and the discrepancy principle (DP). Among them, the GCV method has received less attention in solutions to ECG inverse problems than the other methods. Since the DP approach needs knowledge of norm of noises, we used a model function to estimate the noise. The performance of various methods was compared using a concentric sphere model and a real geometry heart-torso model with a distribution of current dipoles placed inside the heart model as the source. Gaussian measurement noises were added to the body surface potentials. The results show that the three methods all produce good inverse solutions with little noise; but, as the noise increases, the DP approach produces better results than the L-curve and GCV methods, particularly in the real geometry model. Both the GCV and L-curve methods perform well in low to medium noise situations.

A novel approach to modelling and exploiting uncertainty in stochastic control systems

We consider an inversion-based neurocontroller for solving control problems of uncertain nonlinear systems. Classical approaches do not use uncertainty information in the neural network models. In this paper we show how we can exploit knowledge of this uncertainty to our advantage by developing a novel robust inverse control method. Simulations on a nonlinear uncertain second order system illustrate the approach.

Bayesian analysis of the scatterometer wind retrieval inverse problem:Some new approaches

The retrieval of wind vectors from satellite scatterometer observations is a non-linear inverse problem. A common approach to solving inverse problems is to adopt a Bayesian framework and to infer the posterior distribution of the parameters of interest given the observations by using a likelihood model relating the observations to the parameters, and a prior distribution over the parameters. We show how Gaussian process priors can be used efficiently with a variety of likelihood models, using local forward (observation) models and direct inverse models for the scatterometer. We present an enhanced Markov chain Monte Carlo method to sample from the resulting multimodal posterior distribution. We go on to show how the computational complexity of the inference can be controlled by using a sparse, sequential Bayes algorithm for estimation with Gaussian processes. This helps to overcome the most serious barrier to the use of probabilistic, Gaussian process methods in remote sensing inverse problems, which is the prohibitively large size of the data sets. We contrast the sampling results with the approximations that are found by using the sparse, sequential Bayes algorithm.

On the numerical solution of a Cauchy problem for the Laplace equation via a direct integral equation approach

We investigate the problem of determining the stationary temperature field on an inclusion from given Cauchy data on an accessible exterior boundary. On this accessible part the temperature (or the heat flux) is known, and, additionally, on a portion of this exterior boundary the heat flux (or temperature) is also given. We propose a direct boundary integral approach in combination with Tikhonov regularization for the stable determination of the temperature and flux on the inclusion. To determine these quantities on the inclusion, boundary integral equations are derived using Green’s functions, and properties of these equations are shown in an L2-setting. An effective way of discretizing these boundary integral equations based on the Nystr¨om method and trigonometric approximations, is outlined. Numerical examples are included, both with exact and noisy data, showing that accurate approximations can be obtained with small computational effort, and the accuracy is increasing with the length of the portion of the boundary where the additionally data is given.

Nonlinear inverse synthesis and eigenvalue division multiplexing in optical fiber channels

We scrutinize the concept of integrable nonlinear communication channels, resurrecting and extending the idea of eigenvalue communications in a novel context of nonsoliton coherent optical communications. Using the integrable nonlinear Schrödinger equation as a channel model, we introduce a new approach - the nonlinear inverse synthesis method - for digital signal processing based on encoding the information directly onto the nonlinear signal spectrum. The latter evolves trivially and linearly along the transmission line, thus, providing an effective eigenvalue division multiplexing with no nonlinear channel cross talk. The general approach is illustrated with a coherent optical orthogonal frequency division multiplexing transmission format. We show how the strategy based upon the inverse scattering transform method can be geared for the creation of new efficient coding and modulation standards for the nonlinear channel. © Published by the American Physical Society.

Digital signal processing based on inverse scattering transform

Through numerical modeling, we illustrate the possibility of a new approach to digital signal processing in coherent optical communications based on the application of the so-called inverse scattering transform. Considering without loss of generality a fiber link with normal dispersion and quadrature phase shift keying signal modulation, we demonstrate how an initial information pattern can be recovered (without direct backward propagation) through the calculation of nonlinear spectral data of the received optical signal. © 2013 Optical Society of America.

Nonlinear inverse synthesis for high spectral efficiency transmission in optical fibers

In linear communication channels, spectral components (modes) defined by the Fourier transform of the signal propagate without interactions with each other. In certain nonlinear channels, such as the one modelled by the classical nonlinear Schrödinger equation, there are nonlinear modes (nonlinear signal spectrum) that also propagate without interacting with each other and without corresponding nonlinear cross talk, effectively, in a linear manner. Here, we describe in a constructive way how to introduce such nonlinear modes for a given input signal. We investigate the performance of the nonlinear inverse synthesis (NIS) method, in which the information is encoded directly onto the continuous part of the nonlinear signal spectrum. This transmission technique, combined with the appropriate distributed Raman amplification, can provide an effective eigenvalue division multiplexing with high spectral efficiency, thanks to highly suppressed channel cross talk. The proposed NIS approach can be integrated with any modulation formats. Here, we demonstrate numerically the feasibility of merging the NIS technique in a burst mode with high spectral efficiency methods, such as orthogonal frequency division multiplexing and Nyquist pulse shaping with advanced modulation formats (e.g., QPSK, 16QAM, and 64QAM), showing a performance improvement up to 4.5 dB, which is comparable to results achievable with multi-step per span digital back propagation.