Data Assimilation and Inverse Methods in Terms of a Probabilistic Formulation

The weak-constraint inverse for nonlinear dynamical models is discussed and derived in terms of a probabilistic formulation. The well-known result that for Gaussian error statistics the minimum of the weak-constraint inverse is equal to the maximum-likelihood estimate is rederived. Then several methods based on ensemble statistics that can be used to find the smoother (as opposed to the filter) solution are introduced and compared to traditional methods. A strong point of the new methods is that they avoid the integration of adjoint equations, which is a complex task for real oceanographic or atmospheric applications. they also avoid iterative searches in a Hilbert space, and error estimates can be obtained without much additional computational effort. the feasibility of the new methods is illustrated in a two-layer quasigeostrophic model.

An optimal inverse method using Doppler lidar measurements to estimate the surface sensible heat flux

Inverse methods are widely used in various fields of atmospheric science. However, such methods are not commonly used within the boundary-layer community, where robust observations of surface fluxes are a particular concern. We present a new technique for deriving surface sensible heat fluxes from boundary-layer turbulence observations using an inverse method. Doppler lidar observations of vertical velocity variance are combined with two well-known mixed-layer scaling forward models for a convective boundary layer (CBL). The inverse method is validated using large-eddy simulations of a CBL with increasing wind speed. The majority of the estimated heat fluxes agree within error with the proscribed heat flux, across all wind speeds tested. The method is then applied to Doppler lidar data from the Chilbolton Observatory, UK. Heat fluxes are compared with those from a mast-mounted sonic anemometer. Errors in estimated heat fluxes are on average 18 %, an improvement on previous techniques. However, a significant negative bias is observed (on average −63%) that is more pronounced in the morning. Results are improved for the fully-developed CBL later in the day, which suggests that the bias is largely related to the choice of forward model, which is kept deliberately simple for this study. Overall, the inverse method provided reasonable flux estimates for the simple case of a CBL. Results shown here demonstrate that this method has promise in utilizing ground-based remote sensing to derive surface fluxes. Extension of the method is relatively straight-forward, and could include more complex forward models, or other measurements.

Arvostusten analysointi ympäristöpäätöksenteossa : käänteiset menetelmät

Abstract: Inverse decision analysis methods in enviromental decision-making - inverse methods

On the observability of turbulent transport rates by Argo: supporting evidence from an inversion experiment

Although estimation of turbulent transport parameters using inverse methods is not new, there is little evaluation of the method in the literature. Here, it is shown that extended observation of the broad scale hydrography by Argo provides a path to improved estimates of regional turbulent transport rates. Results from a 20 year ocean state estimate produced with the ECCO v4 non-linear inverse modeling framework provide supporting evidence. Turbulent transport parameter maps are estimated under the constraints of fitting the extensive collection of Argo profiles collected through 2011. The adjusted parameters dramatically reduce misfits to in situ profiles as compared with earlier ECCO solutions. They also yield a clear reduction in the model drift away from observations over multi-century long simulations, both for assimilated variables (temperature and salinity) and independent variables (bio-geochemical tracers). Despite the minimal constraints imposed specifically on the estimated parameters, their geography is physically plausible and exhibits close connections with the upper ocean ocean stratification as observed by Argo. The estimated parameter adjustments furthermore have first order impacts on upper-ocean stratification and mixed layer depths over 20 years. These results identify the constraint of fitting Argo profiles as an effective observational basis for regional turbulent transport rates. Uncertainties and further improvements of the method are discussed.

Experimental, theoretical and numerical investigation of the nonlinear micromechanical properties of bone

Aging societies suffer from an increasing incidence of bone fractures. Bone strength depends on the amount of mineral measured by clinical densitometry, but also on the micromechanical properties of the bone hierarchical organization. A good understanding has been reached for elastic properties on several length scales, but up to now there is a lack of reliable postyield data on the lower length scales. In order to be able to describe the behavior of bone at the microscale, an anisotropic elastic-viscoplastic damage model was developed using an eccentric generalized Hill criterion and nonlinear isotropic hardening. The model was implemented as a user subroutine in Abaqus and verified using single element tests. A FE simulation of microindentation in lamellar bone was finally performed show-ing that the new constitutive model can capture the main characteristics of the indentation response of bone. As the generalized Hill criterion is limited to elliptical and cylindrical yield surfaces and the correct shape for bone is not known, a new yield surface was developed that takes any convex quadratic shape. The main advantage is that in the case of material identification the shape of the yield surface does not have to be anticipated but a minimization results in the optimal shape among all convex quadrics. The generality of the formulation was demonstrated by showing its degeneration to classical yield surfaces. Also, existing yield criteria for bone at multiple length scales were converted to the quadric formulation. Then, a computational study to determine the influence of yield surface shape and damage on the in-dentation response of bone using spherical and conical tips was performed. The constitutive model was adapted to the quadric criterion and yield surface shape and critical damage were varied. They were shown to have a major impact on the indentation curves. Their influence on indentation modulus, hardness, their ratio as well as the elastic to total work ratio were found to be very well described by multilinear regressions for both tip shapes. For conical tips, indentation depth was not a significant fac-tor, while for spherical tips damage was insignificant. All inverse methods based on microindentation suffer from a lack of uniqueness of the found material properties in the case of nonlinear material behavior. Therefore, monotonic and cyclic micropillar com-pression tests in a scanning electron microscope allowing a straightforward interpretation comple-mented by microindentation and macroscopic uniaxial compression tests were performed on dry ovine bone to identify modulus, yield stress, plastic deformation, damage accumulation and failure mecha-nisms. While the elastic properties were highly consistent, the postyield deformation and failure mech-anisms differed between the two length scales. A majority of the micropillars showed a ductile behavior with strain hardening until failure by localization in a slip plane, while the macroscopic samples failed in a quasi-brittle fashion with microcracks coalescing into macroscopic failure surfaces. In agreement with a proposed rheological model, these experiments illustrate a transition from a ductile mechanical behavior of bone at the microscale to a quasi-brittle response driven by the growth of preexisting cracks along interfaces or in the vicinity of pores at the macroscale. Subsequently, a study was undertaken to quantify the topological variability of indentations in bone and examine its relationship with mechanical properties. Indentations were performed in dry human and ovine bone in axial and transverse directions and their topography measured by AFM. Statistical shape modeling of the residual imprint allowed to define a mean shape and describe the variability with 21 principal components related to imprint depth, surface curvature and roughness. The indentation profile of bone was highly consistent and free of any pile up. A few of the topological parameters, in particular depth, showed significant correlations to variations in mechanical properties, but the cor-relations were not very strong or consistent. We could thus verify that bone is rather homogeneous in its micromechanical properties and that indentation results are not strongly influenced by small de-viations from the ideal case. As the uniaxial properties measured by micropillar compression are in conflict with the current literature on bone indentation, another dissipative mechanism has to be present. The elastic-viscoplastic damage model was therefore extended to viscoelasticity. The viscoelastic properties were identified from macroscopic experiments, while the quasistatic postelastic properties were extracted from micropillar data. It was found that viscoelasticity governed by macroscale properties has very little influence on the indentation curve and results in a clear underestimation of the creep deformation. Adding viscoplasticity leads to increased creep, but hardness is still highly overestimated. It was possible to obtain a reasonable fit with experimental indentation curves for both Berkovich and spherical indenta-tion when abandoning the assumption of shear strength being governed by an isotropy condition. These results remain to be verified by independent tests probing the micromechanical strength prop-erties in tension and shear. In conclusion, in this thesis several tools were developed to describe the complex behavior of bone on the microscale and experiments were performed to identify its material properties. Micropillar com-pression highlighted a size effect in bone due to the presence of preexisting cracks and pores or inter-faces like cement lines. It was possible to get a reasonable fit between experimental indentation curves using different tips and simulations using the constitutive model and uniaxial properties measured by micropillar compression. Additional experimental work is necessary to identify the exact nature of the size effect and the mechanical role of interfaces in bone. Deciphering the micromechanical behavior of lamellar bone and its evolution with age, disease and treatment and its failure mechanisms on several length scales will help preventing fractures in the elderly in the future.

A global seasonal surface ocean climatology of phytoplankton types based on CHEMTAX analysis of HPLC pigments

Much advancement has been made in recent years in field data assimilation, remote sensing and ecosystem modeling, yet our global view of phytoplankton biogeography beyond chlorophyll biomass is still a cursory taxonomic picture with vast areas of the open ocean requiring field validations. High performance liquid chromatography (HPLC) pigment data combined with inverse methods offer an advantage over many other phytoplankton quantification measures by way of providing an immediate perspective of the whole phytoplankton community in a sample as a function of chlorophyll biomass. Historically, such chemotaxonomic analysis has been conducted mainly at local spatial and temporal scales in the ocean. Here, we apply a widely tested inverse approach, CHEMTAX, to a global climatology of pigment observations from HPLC. This study marks the first systematic and objective global application of CHEMTAX, yielding a seasonal climatology comprised of ~1500 1°x1° global grid points of the major phytoplankton pigment types in the ocean characterizing cyanobacteria, haptophytes, chlorophytes, cryptophytes, dinoflagellates, and diatoms, with results validated against prior regional studies where possible. Key findings from this new global view of specific phytoplankton abundances from pigments are a) the large global proportion of marine haptophytes (comprising 32 ± 5% of total chlorophyll), whose biogeochemical functional roles are relatively unknown, and b) the contrasting spatial scales of complexity in global community structure that can be explained in part by regional oceanographic conditions. These publicly accessible results will guide future parameterizations of marine ecosystem models exploring the link between phytoplankton community structure and marine biogeochemical cycles.

Neuro-electromagnetic imaging of the human visual cortex

Methods of solving the neuro-electromagnetic inverse problem are examined and developed, with specific reference to the human visual cortex. The anatomy, physiology and function of the human visual system are first reviewed. Mechanisms by which the visual cortex gives rise to external electric and magnetic fields are then discussed, and the forward problem is described mathematically for the case of an isotropic, piecewise homogeneous volume conductor, and then for an anisotropic, concentric, spherical volume conductor. Methods of solving the inverse problem are reviewed, before a new technique is presented. This technique combines prior anatomical information gained from stereotaxic studies, with a probabilistic distributed-source algorithm to yield accurate, realistic inverse solutions. The solution accuracy is enhanced by using both visual evoked electric and magnetic responses simultaneously. The numerical algorithm is then modified to perform equivalent current dipole fitting and minimum norm estimation, and these three techniques are implemented on a transputer array for fast computation. Due to the linear nature of the techniques, they can be executed on up to 22 transputers with close to linear speedup. The latter part of the thesis describes the application of the inverse methods to the analysis of visual evoked electric and magnetic responses. The CIIm peak of the pattern onset evoked magnetic response is deduced to be a product of current flowing away from the surface areas 17, 18 and 19, while the pattern reversal P100m response originates in the same areas, but from oppositely directed current. Cortical retinotopy is examined using sectorial stimuli, the CI and CIm ;peaks of the pattern onset electric and magnetic responses are found to originate from areas V1 and V2 simultaneously, and they therefore do not conform to a simple cruciform model of primary visual cortex.

On the Movements of the North Atlantic Subpolar Front in the Preinstrumental Past*

Three sediment records of sea surface temperature (SST) are analyzed that originate from distant locations in the North Atlantic, have centennial-to-multicentennial resolution, are based on the same reconstruction method and chronological assumptions, and span the past 15 000 yr. Using recursive least squares techniques, an estimate of the time-dependent North Atlantic SST field over the last 15 kyr is sought that is consistent with both the SST records and a surface ocean circulation model, given estimates of their respective error (co)variances. Under the authors' assumptions about data and model errors, it is found that the 10 degrees C mixed layer isotherm, which approximately traces the modern Subpolar Front, would have moved by ~15 degrees of latitude southward (northward) in the eastern North Atlantic at the onset (termination) of the Younger Dryas cold interval (YD), a result significant at the level of two standard deviations in the isotherm position. In contrast, meridional movements of the isotherm in the Newfoundland basin are estimated to be small and not significant. Thus, the isotherm would have pivoted twice around a region southeast of the Grand Banks, with a southwest-northeast orientation during the warm intervals of the Bolling-Allerod and the Holocene and a more zonal orientation and southerly position during the cold interval of the YD. This study provides an assessment of the significance of similar previous inferences and illustrates the potential of recursive least squares in paleoceanography.

On The Use of Genetic Algorithms for Parameter Identification in Anaerobic Digestion Modelling

Anaerobic digestion (AD) of wastewater is a very interesting option for waste valorization, energy production and environment protection. It is a complex, naturally occurring process that can take place inside bioreactors. The capability of predicting the operation of such bioreactors is important to optimize the design and the operation conditions of the reactors, which, in part, justifies the numerous AD models presently available. The existing AD models are not universal, have to be inferred from prior knowledge and rely on existing experimental data. Among the tasks involved in the process of developing a dynamical model for AD, the estimation of parameters is one of the most challenging. This paper presents the identifiability analysis of a nonlinear dynamical model for a batch reactor. Particular attention is given to the structural identifiability of the model, which considers the uniqueness of the estimated parameters. To perform this analysis, the GenSSI toolbox was used. The estimation of the model parameters is achieved with genetic algorithms (GA) which have already been used in the context of AD modelling, although not commonly. The paper discusses its advantages and disadvantages.

Evolutionary algorithms for the modeling of bioreactors

This work aims to study the application of Genetic Algorithms in anaerobic digestion modeling, in particular when using dynamical models. Along the work, different types of bioreactors are shown, such as batch, semi-batch and continuous, as well as their mathematical modeling. The work intendeds to estimate the parameter values of two biological reaction model. For that, simulated results, where only one output variable, the produced biogas, is known, are fitted to the model results. For this reason, the problems associated with reverse optimization are studied, using some graphics that provide clues to the sensitivity and identifiability associated with the problem. Particular solutions obtained by the identifiability analysis using GENSSI and DAISY softwares are also presented. Finally, the optimization is performed using genetic algorithms. During this optimization the need to improve the convergence of genetic algorithms was felt. This need has led to the development of an adaptation of the genetic algorithms, which we called Neighbored Genetic Algorithms (NGA1 and NGA2). In order to understand if this new approach overcomes the Basic Genetic Algorithms (BGA) and achieves the proposed goals, a study of 100 full optimization runs for each situation was further developed. Results show that NGA1 and NGA2 are statistically better than BGA. However, because it was not possible to obtain consistent results, the Nealder-Mead method was used, where the initial guesses were the estimated results from GA; Algoritmos Evolucionários para a Modelação de Bioreactores Resumo: Neste trabalho procura-se estudar os algoritmos genéticos com aplicação na modelação da digestão anaeróbia e, em particular, quando se utilizam modelos dinâmicos. Ao longo do mesmo, são apresentados diferentes tipos de bioreactores, como os batch, semi-batch e contínuos, bem como a modelação matemática dos mesmos. Neste trabalho procurou-se estimar o valor dos parâmetros que constam num modelo de digestão anaeróbia para o ajustar a uma situação simulada onde apenas se conhece uma variável de output, o biogas produzido. São ainda estudados os problemas associados à optimização inversa com recurso a alguns gráficos que fornecem pistas sobre a sensibilidade e identifiacabilidade associadas ao problema da modelação da digestão anaeróbia. São ainda apresentadas soluções particulares de idenficabilidade obtidas através dos softwares GENSSI e DAISY. Finalmente é realizada a optimização do modelo com recurso aos algoritmos genéticos. No decorrer dessa optimização sentiu-se a necessidade de melhorar a convergência e, portanto, desenvolveu-se ainda uma adaptação dos algoritmos genéticos a que se deu o nome de Neighboured Genetic Algorithms (NGA1 e NGA2). No sentido de se compreender se as adaptações permitiam superar os algoritmos genéticos básicos e atingir as metas propostas, foi ainda desenvolvido um estudo em que o processo de optimização foi realizado 100 vezes para cada um dos métodos, o que permitiu concluir, estatisticamente, que os BGA foram superados pelos NGA1 e NGA2. Ainda assim, porque não foi possivel obter consistência nos resultados, foi usado o método de Nealder-Mead utilizado como estimativa inicial os resultados obtidos pelos algoritmos genéticos.

Mathematical and numerical methods for inverse problems using fundamental solutions techniques

Fundação para a Ciência e a Tecnologia - SFRH/BD/27914/2006

Multidata inverse problems and Bayesian solution methods in astronomy

Statistical analyses of measurements that can be described by statistical models are of essence in astronomy and in scientific inquiry in general. The sensitivity of such analyses, modelling approaches, and the consequent predictions, is sometimes highly dependent on the exact techniques applied, and improvements therein can result in significantly better understanding of the observed system of interest. Particularly, optimising the sensitivity of statistical techniques in detecting the faint signatures of low-mass planets orbiting the nearby stars is, together with improvements in instrumentation, essential in estimating the properties of the population of such planets, and in the race to detect Earth-analogs, i.e. planets that could support liquid water and, perhaps, life on their surfaces. We review the developments in Bayesian statistical techniques applicable to detections planets orbiting nearby stars and astronomical data analysis problems in general. We also discuss these techniques and demonstrate their usefulness by using various examples and detailed descriptions of the respective mathematics involved. We demonstrate the practical aspects of Bayesian statistical techniques by describing several algorithms and numerical techniques, as well as theoretical constructions, in the estimation of model parameters and in hypothesis testing. We also apply these algorithms to Doppler measurements of nearby stars to show how they can be used in practice to obtain as much information from the noisy data as possible. Bayesian statistical techniques are powerful tools in analysing and interpreting noisy data and should be preferred in practice whenever computational limitations are not too restrictive.

A survey on sampling and probe methods for inverse problems

The goal of the review is to provide a state-of-the-art survey on sampling and probe methods for the solution of inverse problems. Further, a configuration approach to some of the problems will be presented. We study the concepts and analytical results for several recent sampling and probe methods. We will give an introduction to the basic idea behind each method using a simple model problem and then provide some general formulation in terms of particular configurations to study the range of the arguments which are used to set up the method. This provides a novel way to present the algorithms and the analytic arguments for their investigation in a variety of different settings. In detail we investigate the probe method (Ikehata), linear sampling method (Colton-Kirsch) and the factorization method (Kirsch), singular sources Method (Potthast), no response test (Luke-Potthast), range test (Kusiak, Potthast and Sylvester) and the enclosure method (Ikehata) for the solution of inverse acoustic and electromagnetic scattering problems. The main ideas, approaches and convergence results of the methods are presented. For each method, we provide a historical survey about applications to different situations.

Unification of the probe and singular sources methods for the inverse boundary value problem by the no-response test

In this article, we use the no-response test idea, introduced in Luke and Potthast (2003) and Potthast (Preprint) and the inverse obstacle problem, to identify the interface of the discontinuity of the coefficient gamma of the equation del (.) gamma(x)del + c(x) with piecewise regular gamma and bounded function c(x). We use infinitely many Cauchy data as measurement and give a reconstructive method to localize the interface. We will base this multiwave version of the no-response test on two different proofs. The first one contains a pointwise estimate as used by the singular sources method. The second one is built on an energy (or an integral) estimate which is the basis of the probe method. As a conclusion of this, the probe and the singular sources methods are equivalent regarding their convergence and the no-response test can be seen as a unified framework for these methods. As a further contribution, we provide a formula to reconstruct the values of the jump of gamma(x), x is an element of partial derivative D at the boundary. A second consequence of this formula is that the blow-up rate of the indicator functions of the probe and singular sources methods at the interface is given by the order of the singularity of the fundamental solution.