A lagged particle filter for stable filtering of certain high-dimensional state-space models

We consider the problem of high-dimensional filtering of state-space models (SSMs) at discrete times. This problem is particularly challenging as analytical solutions are typically not available and many numerical approximation methods can have a cost that scales exponentially with the dimension of the hidden state. Inspired by lag-approximation methods for the smoothing problem, we introduce a lagged approximation of the smoothing distribution that is necessarily biased. For certain classes of SSMs, particularly those that forget the initial condition exponentially fast in time, the bias of our approximation is shown to be uniformly controlled in the dimension and exponentially small in time. We develop a sequential Monte Carlo (SMC) method to recursively estimate expectations with respect to our biased filtering distributions. Moreover, we prove for a class of class of SSMs that can contain dependencies amongst coordinates that as the dimension $d\rightarrow\infty$ the cost to achieve a stable mean square error in estimation, for classes of expectations, is of $\mathcal{O}(Nd^2)$ per-unit time, where $N$ is the number of simulated samples in the SMC algorithm. Our methodology is implemented on several challenging high-dimensional examples including the conservative shallow-water model

An in vitro study comparing a peripherally inserted central catheter to a conventional central venous catheter: no difference in static and dynamic pressure transmission

<p>Abstract</p> <p>Background</p> <p>Early goal directed therapy improves survival in patients with septic shock. Central venous pressure (CVP) monitoring is essential to guide adequate resuscitation. Use of peripherally inserted central catheters (PICC) is increasing, but little data exists comparing a PICC to a conventional CVP catheter. We studied the accuracy of a novel PICC to transmit static and dynamic pressures <it>in vitro</it>.</p> <p>Methods</p> <p>We designed a device to generate controlled pressures via a column of water allowing simultaneous measurements from a PICC and a standard triple lumen catheter. Digital transducers were used to obtain all pressure readings. Measurements of static pressures over a physiologic range were recorded using 5Fr and 6Fr dual lumen PICCs. Additionally, random repetitive pressure pulses were applied to the column of water to simulate physiologic intravascular pressure variations. The resultant PICC and control waveforms were recorded simultaneously.</p> <p>Results</p> <p>Six-hundred thirty measurements were made using the 5 Fr and 6 Fr PICCs. The average bias determined by Bland-Altman plot was 0.043 mmHg for 5 Fr PICC and 0.023 mmHg for 6 Fr PICC with a difference range of 1.0 to -1.0. The correlation coefficient for both catheters was 1.0 (p-value < 0.001). Dynamic pressure waveforms plotted simultaneously between PICC and control revealed equal peaks and troughs.</p> <p>Conclusion</p> <p><it>In vitro</it>, no static or dynamic pressure differences were found between the PICC and a conventional CVP catheter. Clinical studies are required to assess whether the novel PICC has bedside equivalence to conventional catheters when measuring central venous pressures.</p

Navigating venous access: A guide for hospitalists

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/112219/1/jhm2335.pd

Erratum to: 36th International Symposium on Intensive Care and Emergency Medicine

[This corrects the article DOI: 10.1186/s13054-016-1208-6.]

Étude des processus élementaires impliqués en combustion à volume constant

The propagation of turbulent flames in non-homogeneous reactive mixtures of reactants concerns a large number of practical applications, including those based on constant volume combustion cycles. The composition heterogeneities (equivalence ratio, temperature, dilution by burnt gases, etc.) result from several distinct factors such as the dispersion of the spray of fuel droplets and its evaporation, the flow field topology as well as the possible presence of residual burnt gases issued from the previous cycle. The resulting partially premixed flames structure is significantly more complex than the one of more conventional diffusion or premixed flames.The aim of this thesis work is therefore to contribute to the improvement of their understanding, by proceeding to the generation and analysis of a new set of direct numerical simulations (DNS) databases. The present computations are performed with the low-Mach number DNS solver Asphodele. The database is structured according to five parameters that characterize the turbulent flow as well as the composition heterogeneity of the reactive mixture. First, because of the high numerical costs induced by the detailed description of chemical kinetics, two-dimensional configurations were considered. The study of these various simulations highlights several fundamental mechanisms of flame propagation in heterogeneous mixtures. Then, a significant computational cost saving has been achieved through the development of an optimized simplified chemistry model. The use of the latter allowed to overcome the major bottleneck of high CPU costs related to chemical kinetics description and thus to extend the analysis to three-dimensional configurations. Some of the conclusions obtained previously were reinforced.La propagation de flammes turbulentes dans des milieux réactifs inhomogènes concerne un grand nombre d’applications pratiques, y compris celles qui reposent sur des cycles de combustion à volume constant. Les hétérogénéités de composition (richesse, température,dilution par des gaz brûlés, etc.) sont issues de plusieurs facteurs distincts tels que la dispersion du spray de gouttelettes de combustible et son évaporation, la topologie de l’écoulement ainsi que la présence éventuelle de gaz brûlés résiduels issus du cycle précédent. La structure des flammes partiellement prémélangées qui en résultent est significativement plus complexe que celles des flammes plus classiques de diffusion ou de prémélange. L’objectif de ce travail de thèse est donc de contribuer à l’amélioration de leur connaissance, en s’appuyant sur la génération et l’analyse de base de données de simulations numériques directes ou DNS (Direct Numerical Simulation). Celles-ci sont conduites avec le code de calcul Asphodele qui est basé sur l’approximation de faible nombre de Mach. Le combustible de référence retenu est l’iso-octane.La base de données est structurée suivant cinq paramètres qui permettent de caractériser l’écoulement turbulent ainsi que l’hétérogénéité de composition du milieu réactif. Dans un premier temps, des configurations bidimensionnelles ont été considérées en raison du coût élevé induit par la description détaillée de la cinétique chimique. L’étude des ces différents cas de calcul a permis de mettre en lumière plusieurs mécanismes fondamentaux de propagation dans les milieux hétérogènes en composition. Une réduction significative des coûts de calcula pu ensuite être obtenue grâce au développement d’un modèle chimique simplifié optimisé.Son utilisation a permis d’étendre les analyses à d

Study of Elementary Processes Involved in Constant Volume Combustion

La propagation de flammes turbulentes dans des milieux réactifs inhomogènes concerne un grand nombre d’applications pratiques, y compris celles qui reposent sur des cycles de combustion à volume constant. Les hétérogénéités de composition (richesse, température,dilution par des gaz brûlés, etc.) sont issues de plusieurs facteurs distincts tels que la dispersion du spray de gouttelettes de combustible et son évaporation, la topologie de l’écoulement ainsi que la présence éventuelle de gaz brûlés résiduels issus du cycle précédent. La structure des flammes partiellement prémélangées qui en résultent est significativement plus complexe que celles des flammes plus classiques de diffusion ou de prémélange. L’objectif de ce travail de thèse est donc de contribuer à l’amélioration de leur connaissance, en s’appuyant sur la génération et l’analyse de base de données de simulations numériques directes ou DNS (Direct Numerical Simulation). Celles-ci sont conduites avec le code de calcul Asphodele qui est basé sur l’approximation de faible nombre de Mach. Le combustible de référence retenu est l’iso-octane.La base de données est structurée suivant cinq paramètres qui permettent de caractériser l’écoulement turbulent ainsi que l’hétérogénéité de composition du milieu réactif. Dans un premier temps, des configurations bidimensionnelles ont été considérées en raison du coût élevé induit par la description détaillée de la cinétique chimique. L’étude des ces différents cas de calcul a permis de mettre en lumière plusieurs mécanismes fondamentaux de propagation dans les milieux hétérogènes en composition. Une réduction significative des coûts de calcula pu ensuite être obtenue grâce au développement d’un modèle chimique simplifié optimisé.Son utilisation a permis d’étendre les analyses à deThe propagation of turbulent flames in non-homogeneous reactive mixtures of reactants concerns a large number of practical applications, including those based on constant volume combustion cycles. The composition heterogeneities (equivalence ratio, temperature, dilution by burnt gases, etc.) result from several distinct factors such as the dispersion of the spray of fuel droplets and its evaporation, the flow field topology as well as the possible presence of residual burnt gases issued from the previous cycle. The resulting partially premixed flames structure is significantly more complex than the one of more conventional diffusion or premixed flames.The aim of this thesis work is therefore to contribute to the improvement of their understanding, by proceeding to the generation and analysis of a new set of direct numerical simulations (DNS) databases. The present computations are performed with the low-Mach number DNS solver Asphodele. The database is structured according to five parameters that characterize the turbulent flow as well as the composition heterogeneity of the reactive mixture. First, because of the high numerical costs induced by the detailed description of chemical kinetics, two-dimensional configurations were considered. The study of these various simulations highlights several fundamental mechanisms of flame propagation in heterogeneous mixtures. Then, a significant computational cost saving has been achieved through the development of an optimized simplified chemistry model. The use of the latter allowed to overcome the major bottleneck of high CPU costs related to chemical kinetics description and thus to extend the analysis to three-dimensional configurations. Some of the conclusions obtained previously were reinforced

A Lagged Particle Filter for Stable Filtering of Certain High-Dimensional State-Space Models

We consider the problem of high-dimensional filtering of state-space models (SSMs) at discrete times. This problem is particularly challenging as analytical solutions are typically not available and many numerical approximation methods can have a cost that scales exponentially with the dimension of the hidden state. Inspired by lag-approximation methods for the smoothing problem [G. Kitagawa and S. Sato, Monte Carlo smoothing and self-organising state-space model, in Sequential Monte Carlo Methods in Practice, Springer, New York, 2001, pp. 178–195; J. Olsson et al., Bernoulli, 14 (2008), pp. 155–179], we introduce a lagged approximation of the smoothing distribution that is necessarily biased. For certain classes of SSMs, particularly those that forget the initial condition exponentially fast in time, the bias of our approximation is shown to be uniformly controlled in the dimension and exponentially small in time. We develop a sequential Monte Carlo (SMC) method to recursively estimate expectations with respect to our biased filtering distributions. Moreover, we prove for a class of SSMs that can contain dependencies amongst coordinates that as the dimension d→∞ the cost to achieve a stable mean square error in estimation, for classes of expectations, is of O(Nd2) per unit time, where N is the number of simulated samples in the SMC algorithm. Our methodology is implemented on several challenging high-dimensional examples including the conservative shallow-water model

Optimized single-step (OSS) chemistry models for the simulation of turbulent premixed flame propagation

International audienc

Effects of Composition Heterogeneities on Flame Kernel Propagation: A DNS Study

In this study, a new set of direct numerical simulations is generated and used to examine the influence of mixture composition heterogeneities on the propagation of a premixed iso-octane/air spherical turbulent flame, with a representative chemical description. The dynamic effects of both turbulence and combustion heterogeneities are considered, and their competition is assessed. The results of the turbulent homogeneous case are compared with those of heterogeneous cases which are characterized by multiple stratification length scales and segregation rates in the regime of a wrinkled flame. The comparison reveals that stratification does not alter turbulent flame behaviors such as the preferential alignment of the convex flame front with the direction of the compression. However, we find that the overall flame front propagation is slower in the presence of heterogeneities because of the differential on speed propagation. Furthermore, analysis of different displacement speed components is performed by taking multi-species formalism into account. This analysis shows that the global flame propagation front slows down due to the heterogeneities caused by the reaction mechanism and the differential diffusion accompanied by flame surface density variations. Quantification of the effects of each of these mechanisms shows that their intensity increases with the increase in stratification&rsquo;s length scale and segregation rate