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E-raamat: Computational Methods for Data Evaluation and Assimilation

(University of Karlsruhe, Eggenstein-Leopoldshafen, Germany), (Florida State University, Tallahassee, USA), (University of South Carolina)
  • Formaat: 373 pages
  • Ilmumisaeg: 19-Apr-2016
  • Kirjastus: Chapman & Hall/CRC
  • Keel: eng
  • ISBN-13: 9781584887362
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  • Formaat: 373 pages
  • Ilmumisaeg: 19-Apr-2016
  • Kirjastus: Chapman & Hall/CRC
  • Keel: eng
  • ISBN-13: 9781584887362
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"Data evaluation and data combination require the use of a wide range of probability theory concepts and tools, from deductive statistics mainly concerning frequencies and sample tallies to inductive inference for assimilating non-frequency data and a priori knowledge. Computational Methods for Data Evaluation and Assimilation presents interdisciplinary methods for integrating experimental and computational information. This self-contained book shows how the methods can be applied in many scientific and engineering areas.After presenting the fundamentals underlying the evaluation of experimental data, the book explains how to estimate covariances and confidence intervals from experimental data. It then describes algorithms for both unconstrained and constrained minimization of large-scale systems, such as time-dependent variational data assimilation in weather prediction and similar applications in the geophysical sciences. The book also discusses several basic principles of four-dimensional variational assimilation (4D VAR) and highlights specific difficulties in applying 4D VAR to large-scale operational numerical weather prediction models"--

"Preface This book is addressed to graduate and postgraduate students and researchers in the interdisciplinary methods of data assimilation, which refers to the integration of experimental and computational information. Since experiments and corresponding computations are encountered in many fields of scientific and engineering endeavors, the concepts presented in this book are illustrated using paradigm examples that range from the geophysical sciences to nuclear physics. In an attempt to keep the book as self-contained as possible, the mathematical concepts mostly from probability theory and functional analysis needed to follow the material presented in the book's five chapters, are summarized in the book's three appendices. This book was finalized at the University of South Carolina. The authors wish to acknowledge the outstanding professional assistance of Dr. Madalina Corina Badea of the University of South Carolina, who has thoroughly reviewed the final version of the book, providing very valuable suggestions while improving its readability. Also acknowledged are the services of Dr. Erkan Arslan for his typing the word-version of this book into Latex. Last but not least, this book would have not have appeared without the continued patience, guidance, and understanding of Bob Stern (Executive Editor, Taylor and Francis Group), whom the authors appreciate immensely"--



Data evaluation and data combination require the use of a wide range of probability theory concepts and tools, from deductive statistics mainly concerning frequencies and sample tallies to inductive inference for assimilating non-frequency data and a priori knowledge. Computational Methods for Data Evaluation and Assimilation presents interdisciplinary methods for integrating experimental and computational information. This self-contained book shows how the methods can be applied in many scientific and engineering areas.

After presenting the fundamentals underlying the evaluation of experimental data, the book explains how to estimate covariances and confidence intervals from experimental data. It then describes algorithms for both unconstrained and constrained minimization of large-scale systems, such as time-dependent variational data assimilation in weather prediction and similar applications in the geophysical sciences. The book also discusses several basic principles of four-dimensional variational assimilation (4D VAR) and highlights specific difficulties in applying 4D VAR to large-scale operational numerical weather prediction models.

Arvustused

"This book, addressed to graduate students, post-graduate students, and inter-disciplinary scientist, focuses on computational techniques used to experimental data evaluation and assimilation. The theory is illustrated with examples belonging to many scientific and engineering domains." -Florin Gorunescu, in Zentralblatt MATH 1283

1 Experimental Data Evaluation: Basic Concepts 1(58)
1.1 Experimental Data Uncertainties
3(10)
1.2 Uncertainties and Probabilities
13(19)
1.2.1 Axiomatic, Frequency, and Subjective Probability
13(16)
1.2.2 Bayes' Theorem for Assimilating New Information
29(3)
1.3 Moments, Means, and Covariances
32(27)
1.3.1 Means and Covariances
34(9)
1.3.2 A Geometric Model for Covariance Matrices
43(10)
1.3.3 Computing Covariances: Simple Examples
53(6)
2 Computation of Means and Variances from Measurements 59(74)
2.1 Statistical Estimation of Means, Covariances, and Confidence Intervals
61(12)
2.2 Assigning Prior Probability Distributions under Incomplete Information
73(9)
2.2.1 Assigning Prior Distributions Using Group Theory
74(2)
2.2.2 Assigning Prior Distributions Using Entropy Maximization
76(6)
2.3 Evaluation of Consistent Data with Independent Random Errors
82(10)
2.3.1 Evaluation of Unknown Location Parameter with Known Scale Parameters
82(2)
2.3.2 Evaluation of Unknown Location and Scale Parameters
84(4)
2.3.3 Scale Parameter (Count Rate) Evaluation in the Presence of Background Noise
88(4)
2.4 Evaluation of Consistent Data with Random and Systematic Errors
92(17)
2.4.1 Discrete Outcomes: Correlated and Uncorrelated Relative Frequencies
93(4)
2.4.2 Continuous Outcomes: Consistent Data with Random and Systematic Errors
97(12)
2.5 Evaluation of Discrepant Data with Unrecognized Random Errors
109(22)
2.5.1 Using Jeffreys' Prior for the Scale Factor c
112(5)
2.5.2 Using an Exponential Prior for the Scale Factor c
117(3)
2.5.3 Marginal Posterior Distribution for the Unrecognized Errors
120(11)
2.6 Notes and Remarks
131(2)
3 Optimization Methods For Large-Scale Data Assimilation 133(50)
3.1 Introduction
134(6)
3.2 Limited Memory Quasi-Newton(LMQN) Algorithms for Unconstrained Minimization
140(7)
3.2.1 The CONMIN Algorithm
141(2)
3.2.2 The E04DGF Algorithm
143(1)
3.2.3 The L-BFGS Quasi-Newton Algorithm
144(1)
3.2.4 The BBVSCG Algorithm
145(2)
3.3 Truncated-Newton (T-N) Methods
147(3)
3.4 Hessian Information in Optimization
150(5)
3.4.1 Hessian's Spectrum: Convergence Rate in Unconstrained Minimization
151(2)
3.4.2 Role of the Hessian in Constrained Minimization
153(2)
3.5 Nondifferentiable Minimization: Bundle Methods
155(3)
3.6 Step-Size Search
158(2)
3.7 Trust Region Methods
160(1)
3.8 Scaling and Preconditioning
161(2)
3.8.1 Preconditioning for Linear Problems
161(1)
3.8.2 Preconditioning for Nonlinear Problems
162(1)
3.9 Nonlinearly Constrained Minimization
163(7)
3.9.1 Penalty and Barrier Function Methods
163(1)
3.9.2 Augmented Lagrangian Methods
164(1)
3.9.3 Sequential Quadratic Programming (SQP) Methods'
165(5)
3.10 Global Optimization
170(13)
3.10.1 Simulated Annealing
172(2)
3.10.1.1 Annealing Schedule
172(1)
3.10.1.2 Choice of Initial and Final Temperatures
173(1)
3.10.1.3 Computational Considerations
173(1)
3.10.2 Genetic Algorithms
174(23)
3.10.2.1 Solution Representation
175(1)
3.10.2.2 Population Selection
176(2)
3.10.2.3 Advanced GA Operators
178(1)
3.10.2.4 Population Assessment
178(1)
3.10.2.5 Control Parameters
179(1)
3.10.2.6 GA Computational Considerations
180(1)
3.10.2.7 GA Operators in Detail
180(1)
3.10.2.8 Extensions of GA Methods to Constrained Optimization
181(2)
4 Basic Principles of 4-D VAR 183(44)
4.1 Nudging Methods (Newtonian Relaxation)
186(2)
4.2 Optimal Interpolation, Three-Dimensional Variational, and Physical Space Statistical Analysis Methods
188(4)
4.3 Estimation of Error Covariance Matrices
192(5)
4.4 Framework of Time-Dependent ("Four-Dimensional") Variational Data Assimilation (4-D VAR)
197(20)
4.4.1 Perfect Model
201(4)
4.4.2 Model with Errors
205(4)
4.4.3 Optimality Properties of 4-D VAR
209(8)
4.5 Numerical Experience with Unconstrained Minimization Methods for 4-D VAR Using the Shallow Water Equations
217(5)
4.5.1 Performance of LMQN Methods
218(2)
4.5.2 Performance of Truncated Newton (T-N) Methods
220(2)
4.6 Treatment of Model Errors in Variational Data Assimilation
222(5)
5 4-D VAR in Numerical Weather Prediction Models 227(32)
5.1 The Objective of 4-D VAR
227(5)
5.2 Computation of Cost Functional Gradient Using the Adjoint Model
232(4)
5.3 Adjoint Coding of the FFT and of the Inverse FFT
236(2)
5.4 Developing Adjoint Programs for Interpolations and "On/Off" Processes
238(4)
5.5 Construction of Background Covariance Matrices
242(2)
5.6 Characterization of Model Errors in 4-D VAR
244(4)
5.7 The Incremental 4-D VAR Algorithm
248(9)
5.7.1 Introduction
248(1)
5.7.2 The 4-D VAR Incremental Method
249(4)
5.7.3 Preconditioning of Incremental 4-D VAR
253(2)
5.7.4 Summary and Discussion
255(2)
5.8 Open Research Issues
257(2)
6 Appendix A 259(18)
6.1 Frequently Encountered Probability Distributions
259(18)
7 Appendix B 277(22)
7.1 Elements of Functional Analysis for Data Analysis and Assimilation
277(22)
8 Appendix C 299(12)
8.1 Parameter Identification and Estimation
299(12)
8.1.1 Mathematical Framework for Parameter Identification and Regularization
300(5)
8.1.2 Maximum Likelihood (ML) Method for Parameter Estimation
305(1)
8.1.3 Maximum Total Variation as an L1-Regularization Method for Estimation of Parameters with Discontinuities
306(1)
8.1.4 Parameter Estimation by Extended Kalman Filter
307(4)
Bibliography 311(24)
Index 335
Cacuci, Dan Gabriel; Navon, Ionel Michael; Ionescu-Bujor, Mihaela