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We have develop a fast method that can capture piecewise smooth functions in high dimensions with high order and low computational cost. This method can be used for both approximation and error estimation of stochastic simulations where the computations can either be guided or come from a legacy database.
Traditional low-rank approximation is a powerful tool for compressing large data matrices that arise in simulations of partial differential equations (PDEs), but suffers from high computational cost and requires several passes over the PDE data. The compressed data may also lack interpretability thus making it difficult to identify feature patterns from the original data. Here, to address these issues, we present an online randomized algorithm to compute the interpolative decomposition (ID) of large-scale data matrices in situ. Compared to previous randomized IDs that used the QR decomposition to determine the column basis, we adopt a streaming ridge leverage score-based column subset selection algorithm that dynamically selects proper basis columns from the data and thus avoids an extra pass over the data to compute the coefficient matrix of the ID. In particular, we adopt a single-pass error estimator based on the non-adaptive Hutch++ algorithm to provide real-time error approximation for determining the best coefficients. As a result, our approach only needs a single pass over the original data and thus is suitable for large and high-dimensional matrices stored outside of core memory or generated in PDE simulations. A strategy to improve the accuracy of the reconstructed data gradient, when desired, within the ID framework is also presented. We provide numerical experiments on turbulent channel flow and ignition simulations, and on the NSTX Gas Puff Image dataset, comparing our algorithm with the offline ID algorithm to demonstrate its utility in real-world applications.
This report describes work directed towards completion of the Thermal Hydraulics Methods (THM) CFD Level 3 Milestone THM.CFD.P7.05 for the Consortium for Advanced Simulation of Light Water Reactors (CASL) Nuclear Hub effort. The focus of this milestone was to demonstrate the thermal hydraulics and adjoint based error estimation and parameter sensitivity capabilities in the CFD code called Drekar::CFD. This milestone builds upon the capabilities demonstrated in three earlier milestones; THM.CFD.P4.02, completed March, 31, 2012, THM.CFD.P5.01 completed June 30, 2012 and THM.CFD.P5.01 completed on October 31, 2012.
The alignment tolerances from physics group are set as ± 30 micron (±1σ) for magnets in common girders and ± 100 micron (±1σ) for girders when they are positioned in tunnel. Though, physics group don’t want any components be misaligned out of that boundary. This article will present all the possible error sources and give an overall error estimate of those two key processes. The measures that ensure no components fall out of the boundary will be illustrated as well.
The alignment tolerances from physics group are set as ± 30 micron (±1σ) for magnets in common girders and ± 100 micron (±1σ) for girders when they are positioned in tunnel. Though, physics group don’t want any components be misaligned out of that boundary. This article will present all the possible error sources and give an overall error estimate of those two key processes. The measures that ensure no components fall out of the boundary will be illustrated as well.
Adaptive Periodic-Correlation (APC) algorithm was developed for use in extended-scene Shack-Hartmann wavefront sensors. It provides high-accuracy even when the sub-images in a frame captured by a Shack-Hartmann camera are not only shifted but also distorted relative to each other. Recently we found that the shift-estimate error of the APC algorithm has a component that depends on the content of extended-scene. In this paper we assess the amount of that error and propose a method to minimize it.
This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system of controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.
In this work, we develop an hp-adaptive minimum action method (MAM). MAM plays an important role to minimize the Freidlin-Wentzell action functional, which is the central object of the Freidlin-Wentzell theory of large deviations for transitions induced by small random perturbations. Because of the demanding computation cost, especially in spatially extended systems, numerical efficiency is a critical issue for MAM. Difficulties come from discretizations of both time and space. One hurdle for the application of MAM to large scale systems is the global reparametrization in time direction, which is required by most versions of MAM. We recently introduced a new version of MAM in [25], called tMAM, where we used some simple heuristic criteria to demonstrate that tMAM can be effectively coupled with h-adaptivity. The target of this paper is to integrate hp-adaptivity into tMAM using a posterior error estimation techniques. More specifically, we use the arc length constraint given by geometric minimum action method (gMAM) to define an indicator of the effect of linear time scaling in tMAM, and the derivative recovery technique to construct an error indicator and a regularity indicator for hp-refinement. Numerical results are presented.
Quantitative use of satellite-derived maps of monthly rainfall requires some measure of the accuracy of the satellite estimates. The rainfall estimate for a given map grid box is subject to both remote-sensing error and, in the case of low-orbiting satellites, sampling error due to the limited number of observations of the grid box provided by the satellite. A simple model of rain behavior predicts that Root-mean-square (RMS) random error in grid-box averages should depend in a simple way on the local average rain rate, and the predicted behavior has been seen in simulations using surface rain-gauge and radar data. This relationship was examined using satellite SSM/I data obtained over the western equatorial Pacific during TOGA COARE. RMS error inferred directly from SSM/I rainfall estimates was found to be larger than predicted from surface data, and to depend less on local rain rate than was predicted. Preliminary examination of TRMM microwave estimates shows better agreement with surface data. A simple method of estimating rms error in satellite rainfall estimates is suggested, based on quantities that can be directly computed from the satellite data.
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The AIRS Science Team Version-6 AIRS/AMSU retrieval algorithm is now operational at the Goddard DISC. AIRS Version-6 level-2 products are generated near real-time at the Goddard DISC and all level-2 and level-3 products are available starting from September 2002. This paper describes some of the significant improvements in retrieval methodology contained in the Version-6 retrieval algorithm compared to that previously used in Version-5. In particular, the AIRS Science Team made major improvements with regard to the algorithms used to 1) derive surface skin temperature and surface spectral emissivity; 2) generate the initial state used to start the cloud clearing and retrieval procedures; and 3) derive error estimates and use them for Quality Control. Significant improvements have also been made in the generation of cloud parameters. In addition to the basic AIRS/AMSU mode, Version-6 also operates in an AIRS Only (AO) mode which produces results almost as good as those of the full AIRS/AMSU mode. This paper also demonstrates the improvements of some AIRS Version-6 and Version-6 AO products compared to those obtained using Version-5.
Effects of error sources on Operational Radio Interferometry Observing Network (ORION) baseline vector determination are studied. Partial derivatives of delay observations with respect to each error source are formulated. Covariance analysis is performed to estimate the contribution of each error source to baseline vector error. System design parameters such as antenna sizes, system temperatures and provision for dual frequency operation are discussed.
Component adaptive grid (CAG) methods for solving hyperbolic partial differential equations (PDE's) are discussed in this paper. Applying recent stability results for a class of numerical methods on uniform grids. The convergence of these methods for linear problems on component adaptive grids is established here. Furthermore, the computational error can be estimated on CAG's using the stability results. Using these estimates, the error can be controlled on CAG's. Thus, the solution can be computed efficiently on CAG's within a given error tolerance. Computational results for time dependent linear problems in one and two space dimensions are presented.
We report over the past decades, several computer codes have been developed for simulation and analysis of thermal-hydraulics and system response in nuclear reactors under operating, abnormal transient, and accident conditions. However, simulation errors and uncertainties still inevitably exist even while these codes have been extensively assessed and used. In this work, a data-driven framework (Optimal Mesh/Model Information System, OMIS) is formulated and demonstrated to estimate simulation error and suggest optimal selection of computational mesh size (i.e., nodalization) and constitutive correlations (e.g., wall functions and turbulence models) for low-fidelity, coarse-mesh thermal-hydraulic simulation, in order to achieve accuracy comparable to that of high-fidelity simulation. Using results from high-fidelity simulations and experimental data with many fast-running low-fidelity simulations, an error database is built and used to train a machine learning model that can determine the relationship between local simulation error and local physical features. This machine learning model is then used to generate insight and help correct low-fidelity simulations for similar physical conditions. The OMIS framework is designed as a modularized six-step procedure and accomplished with state-of-the-art methods and algorithms. A mixed-convection case study was performed to illustrate the entire framework.
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The three-cornered hat (3CH) method estimates the uncertainties of three different co-located model or observational data sets (Anthes and Rieckh, 2018; Sjoberg et al., 2021). Rieckh et al. (2021) used the 3CH method to compare the random error statistics of different global forecast and reanalysis models, as well as radio occultation (RO) and radiosonde observations. That study showed that the MERRA-2 reanalysis, while having smaller errors in the stratosphere than its predecessor MERRA, had larger errors in the troposphere than many of the other data sets analyzed. The MERRA-2 errors were particularly large in the tropics. In a collaborative effort between UCAR’s COSMIC (Constellation Observing System for Meteorology, Ionosphere and Meteorology) program and NASA’s Global Modeling and Assimilation Office (GMAO), we carried out further 3CH error diagnostics to help isolate the causes of these larger errors and help guide the development of an improved reanalysis. This presentation summarizes random error statistics associated with MERRA-2, ECMWF’s ERA5 reanalysis, and COSMIC-2 (C2) RO observations. We compute 3CH error variance estimates of refractivity, as well as temperature and specific humidity using UCAR’s COSMIC Data Analysis and Archive Center (CDAAC) improved 1D-variational (1D-Var) retrieval (wetPf2) over 15 latitude bands from 45S to 45N. The 1D-Var retrievals of specific humidity and temperature for C2 use NCEP’s Global Forecast System (GFS) as the background. Anthes et al. (2021) showed that it gives accurate estimates of temperature and specific humidity in the tropics and subtropics, even in the challenging environment of intense Hurricane Dorian (2019). This presentation confirms the previous results that MERRA-2 has significantly larger errors in the tropics and subtropics than either C2 or ERA5. Its errors are larger between 30S and 30N compared to 30-45 N-S latitudes, and are also larger over land compared to oceans. Most of the MERRA-2 refractivity errors come from specific humidity, except over land below 3 km where temperature errors are large. These results suggest that moist convection and atmospheric boundary layer physics in MERRA-2 may be responsible for a significant part of the higher uncertainties. These results are being used to guide GMAO in developing an improved next-generation reanalysis, as shown in a companion presentation submitted to this conference (El Akkraoui et al., 2021), which extends this study and describes improvements to MERRA-2 leading to the next GMAO reanalysis.
This NASA Technical Memorandum describes an optimal ensemble canonical correlation forecasting model for seasonal precipitation. Each individual forecast is based on the canonical correlation analysis (CCA) in the spectral spaces whose bases are empirical orthogonal functions (EOF). The optimal weights in the ensemble forecasting crucially depend on the mean square error of each individual forecast. An estimate of the mean square error of a CCA prediction is made also using the spectral method. The error is decomposed onto EOFs of the predictand and decreases linearly according to the correlation between the predictor and predictand. Since new CCA scheme is derived for continuous fields of predictor and predictand, an area-factor is automatically included. Thus our model is an improvement of the spectral CCA scheme of Barnett and Preisendorfer. The improvements include (1) the use of area-factor, (2) the estimation of prediction error, and (3) the optimal ensemble of multiple forecasts. The new CCA model is applied to the seasonal forecasting of the United States (US) precipitation field. The predictor is the sea surface temperature (SST). The US Climate Prediction Center's reconstructed SST is used as the predictor's historical data. The US National Center for Environmental Prediction's optimally interpolated precipitation (1951-2000) is used as the predictand's historical data. Our forecast experiments show that the new ensemble canonical correlation scheme renders a reasonable forecasting skill. For example, when using September-October-November SST to predict the next season December-January-February precipitation, the spatial pattern correlation between the observed and predicted are positive in 46 years among the 50 years of experiments. The positive correlations are close to or greater than 0.4 in 29 years, which indicates excellent performance of the forecasting model. The forecasting skill can be further enhanced when several predictors are used.