2,082 research outputs found
The LifeV library: engineering mathematics beyond the proof of concept
LifeV is a library for the finite element (FE) solution of partial
differential equations in one, two, and three dimensions. It is written in C++
and designed to run on diverse parallel architectures, including cloud and high
performance computing facilities. In spite of its academic research nature,
meaning a library for the development and testing of new methods, one
distinguishing feature of LifeV is its use on real world problems and it is
intended to provide a tool for many engineering applications. It has been
actually used in computational hemodynamics, including cardiac mechanics and
fluid-structure interaction problems, in porous media, ice sheets dynamics for
both forward and inverse problems. In this paper we give a short overview of
the features of LifeV and its coding paradigms on simple problems. The main
focus is on the parallel environment which is mainly driven by domain
decomposition methods and based on external libraries such as MPI, the Trilinos
project, HDF5 and ParMetis.
Dedicated to the memory of Fausto Saleri.Comment: Review of the LifeV Finite Element librar
Structure Learning in Coupled Dynamical Systems and Dynamic Causal Modelling
Identifying a coupled dynamical system out of many plausible candidates, each
of which could serve as the underlying generator of some observed measurements,
is a profoundly ill posed problem that commonly arises when modelling real
world phenomena. In this review, we detail a set of statistical procedures for
inferring the structure of nonlinear coupled dynamical systems (structure
learning), which has proved useful in neuroscience research. A key focus here
is the comparison of competing models of (ie, hypotheses about) network
architectures and implicit coupling functions in terms of their Bayesian model
evidence. These methods are collectively referred to as dynamical casual
modelling (DCM). We focus on a relatively new approach that is proving
remarkably useful; namely, Bayesian model reduction (BMR), which enables rapid
evaluation and comparison of models that differ in their network architecture.
We illustrate the usefulness of these techniques through modelling
neurovascular coupling (cellular pathways linking neuronal and vascular
systems), whose function is an active focus of research in neurobiology and the
imaging of coupled neuronal systems
Toward variational data assimilation for coupled models: first experiments on a diffusion problem
International audienceNowadays, coupled models are increasingly used in a wide variety of fields including weather forecasting. We consider the problem of adapting existing variational data assimilation methods to this type of application while imposing physical constraints at the interface between the models to be coupled. We propose three data assimilation algorithms to address this problem. The proposed algorithms are distinguished by their choice of cost function and control vector as well as their need to reach convergence of the iterative coupling method (the Schwarz domain decomposition method is used here). The performance of the methods in terms of computational cost and accuracy are compared using a linear 1D diffusion problem.De nos jours, les modèles couplés sont de plus en plus utilisés dans de nombreux domaines, dont les prévisions météorologiques. Nous essayons ici d'adapter les méthodes courantes d'assimilation de données variationnelles à ce type d'applications tout en imposant des contraintes physiques entre les deux modèles couplés. Nous proposons trois méthodes d'assimilation de données pour ce problème. Les différents algorithmes se distinguent par le choix de leur fonction coût, de leur vecteur de contrôle et du nombre d'itérations de couplage nécessaires (nous utilisons les méthodes de Schwarz pour coupler nos modèles). Ces méthodes sont comparées dans le cadre d'un problème linéaire de diffusion 1D en analysant leur coût de calcul et la qualité de leur analyse
Inference via low-dimensional couplings
We investigate the low-dimensional structure of deterministic transformations
between random variables, i.e., transport maps between probability measures. In
the context of statistics and machine learning, these transformations can be
used to couple a tractable "reference" measure (e.g., a standard Gaussian) with
a target measure of interest. Direct simulation from the desired measure can
then be achieved by pushing forward reference samples through the map. Yet
characterizing such a map---e.g., representing and evaluating it---grows
challenging in high dimensions. The central contribution of this paper is to
establish a link between the Markov properties of the target measure and the
existence of low-dimensional couplings, induced by transport maps that are
sparse and/or decomposable. Our analysis not only facilitates the construction
of transformations in high-dimensional settings, but also suggests new
inference methodologies for continuous non-Gaussian graphical models. For
instance, in the context of nonlinear state-space models, we describe new
variational algorithms for filtering, smoothing, and sequential parameter
inference. These algorithms can be understood as the natural
generalization---to the non-Gaussian case---of the square-root
Rauch-Tung-Striebel Gaussian smoother.Comment: 78 pages, 25 figure
Recommended from our members
A simple method for integrating a complex model into an ensemble data assimilation system using MPI
This paper details a strategy for modifying the source code of a complex model so that the model may be used in a data assimilation context, {and gives the standards for implementing a data assimilation code to use such a model}. The strategy relies on keeping the model separate from any data assimilation code, and coupling the two through the use of Message Passing Interface (MPI) {functionality}. This strategy limits the changes necessary to the model and as such is rapid to program, at the expense of ultimate performance. The implementation technique is applied in different models with state dimension up to . The overheads added by using this implementation strategy in a coupled ocean-atmosphere climate model are shown to be an order of magnitude smaller than the addition of correlated stochastic random errors necessary for some nonlinear data assimilation techniques
Evaluating Data Assimilation Algorithms
Data assimilation leads naturally to a Bayesian formulation in which the
posterior probability distribution of the system state, given the observations,
plays a central conceptual role. The aim of this paper is to use this Bayesian
posterior probability distribution as a gold standard against which to evaluate
various commonly used data assimilation algorithms.
A key aspect of geophysical data assimilation is the high dimensionality and
low predictability of the computational model. With this in mind, yet with the
goal of allowing an explicit and accurate computation of the posterior
distribution, we study the 2D Navier-Stokes equations in a periodic geometry.
We compute the posterior probability distribution by state-of-the-art
statistical sampling techniques. The commonly used algorithms that we evaluate
against this accurate gold standard, as quantified by comparing the relative
error in reproducing its moments, are 4DVAR and a variety of sequential
filtering approximations based on 3DVAR and on extended and ensemble Kalman
filters.
The primary conclusions are that: (i) with appropriate parameter choices,
approximate filters can perform well in reproducing the mean of the desired
probability distribution; (ii) however they typically perform poorly when
attempting to reproduce the covariance; (iii) this poor performance is
compounded by the need to modify the covariance, in order to induce stability.
Thus, whilst filters can be a useful tool in predicting mean behavior, they
should be viewed with caution as predictors of uncertainty. These conclusions
are intrinsic to the algorithms and will not change if the model complexity is
increased, for example by employing a smaller viscosity, or by using a detailed
NWP model
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