Improving Simulation Efficiency of MCMC for Inverse Modeling of Hydrologic Systems with a Kalman-Inspired Proposal Distribution

Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of the underlying parameters. A key task is then to summarize the posterior distribution of these parameters. When models become too difficult to analyze analytically, Monte Carlo methods can be used to approximate the target distribution. Of these, Markov chain Monte Carlo (MCMC) methods are particularly powerful. Such methods generate a random walk through the parameter space and, under strict conditions of reversibility and ergodicity, will successively visit solutions with frequency proportional to the underlying target density. This requires a proposal distribution that generates candidate solutions starting from an arbitrary initial state. The speed of the sampled chains converging to the target distribution deteriorates rapidly, however, with increasing parameter dimensionality. In this paper, we introduce a new proposal distribution that enhances significantly the efficiency of MCMC simulation for highly parameterized models. This proposal distribution exploits the cross-covariance of model parameters, measurements and model outputs, and generates candidate states much alike the analysis step in the Kalman filter. We embed the Kalman-inspired proposal distribution in the DREAM algorithm during burn-in, and present several numerical experiments with complex, high-dimensional or multi-modal target distributions. Results demonstrate that this new proposal distribution can greatly improve simulation efficiency of MCMC. Specifically, we observe a speed-up on the order of 10-30 times for groundwater models with more than one-hundred parameters

Machine Learning for Fluid Mechanics

The field of fluid mechanics is rapidly advancing, driven by unprecedented volumes of data from field measurements, experiments and large-scale simulations at multiple spatiotemporal scales. Machine learning offers a wealth of techniques to extract information from data that could be translated into knowledge about the underlying fluid mechanics. Moreover, machine learning algorithms can augment domain knowledge and automate tasks related to flow control and optimization. This article presents an overview of past history, current developments, and emerging opportunities of machine learning for fluid mechanics. It outlines fundamental machine learning methodologies and discusses their uses for understanding, modeling, optimizing, and controlling fluid flows. The strengths and limitations of these methods are addressed from the perspective of scientific inquiry that considers data as an inherent part of modeling, experimentation, and simulation. Machine learning provides a powerful information processing framework that can enrich, and possibly even transform, current lines of fluid mechanics research and industrial applications.Comment: To appear in the Annual Reviews of Fluid Mechanics, 202

Optimization of fed-batch fermentation processes using the Backtracking Search Algorithm

Fed-batch fermentation has gained attention in recent years due to its beneficial impact in the economy and productivity of bioprocesses. However, the complexity of these processes requires an expert system that involves swarm intelligence-based metaheuristics such as Artificial Algae Algorithm (AAA), Artificial Bee Colony (ABC), Covariance Matrix Adaptation Evolution Strategy (CMAES) and Differential Evolution (DE) for simulation and optimization of the feeding trajectories. DE traditionally performs better than other evolutionary algorithms and swarm intelligence techniques in optimization of fed-batch fermentation. In this work, an improved version of DE namely Backtracking Search Algorithm (BSA) has edged DE and other recent metaheuristics to emerge as superior optimization method. This is shown by the results obtained by comparing the performance of BSA, DE, CMAES, AAA and ABC in solving six fed batch fermentation case studies. BSA gave the best overall performance by showing improved solutions and more robust convergence in comparison with various metaheuristics used in this work. Also, there is a gap in the study of fed-batch application of wastewater and sewage sludge treatment. Thus, the fed batch fermentation problems in winery wastewater treatment and biogas generation from sewage sludge are investigated and reformulated for optimization

Cross Entropy Covariance Matrix Adaptation Evolution Strategy for Solving the Bi-Level Bidding Optimization Problem in Local Energy Markets

The increased penetration of renewables in power distribution networks has motivated significant interest in local energy systems. One of the main goals of local energy markets is to promote the participation of small consumers in energy transactions. Such transactions in local energy markets can be modeled as a bi-level optimization problem in which players (e.g., consumers, prosumers, or producers) at the upper level try to maximize their profits, whereas a market mechanism at the lower level maximizes the energy transacted. However, the strategic bidding in local energy markets is a complex NP-hard problem, due to its inherently nonlinear and discontinued characteristics. Thus, this article proposes the application of a hybridized Cross Entropy Covariance Matrix Adaptation Evolution Strategy (CE-CMAES) to tackle such a complex bi-level problem. The proposed CE-CMAES uses cross entropy for global exploration of search space and covariance matrix adaptation evolution strategy for local exploitation. The CE-CMAES prevents premature convergence while efficiently exploring the search space, thanks to its adaptive step-size mechanism. The performance of the algorithm is tested through simulation in a practical distribution system with renewable energy penetration. The comparative analysis shows that CE-CMAES achieves superior results concerning overall cost, mean fitness, and Ranking Index (i.e., a metric used in the competition for evaluation) compared with state-of-the-art algorithms. Wilcoxon Signed-Rank Statistical test is also applied, demonstrating that CE-CMAES results are statistically different and superior from the other tested algorithms.This work has received funding from the EU Horizon 2020 research and innovation program under project TradeRES (grant agreement No 864276). The authors acknowledge the work facilities and equipment provided by GECAD research center (UIDB/00760/2020 and UIDP/00760/2020) and grant CEECIND/02814/2017.info:eu-repo/semantics/publishedVersio