arXiv subjects

Alastair Gregory

Publications and source records attributed to Alastair Gregory.

12 recordsLinked to original sources

arXiv2021

Continuous calibration of a digital twin: comparison of particle filter and Bayesian calibration approaches

Assimilation of continuously streamed monitored data is an essential component of a digital twin; the assimilated data are used to ensure the digital twin is a true representation of the monitored system. One way this is achieved is by calibration of simulation models, whether data-derived or physics-based, or a combination of both. Traditional manual calibration is not possible in this context hence new methods are required for continuous calibration. In this paper, a particle filter methodology for continuous calibration of the physics-based model element of a digital twin is presented and applied to an example of an underground farm. The methodology is applied to a synthetic problem with known calibration parameter values prior to being used in conjunction with monitored data. The proposed methodology is compared against static and sequential Bayesian calibration approaches and compares favourably in terms of determination of the distribution of parameter values and analysis run-times, both essential requirements. The methodology is shown to be potentially useful as a means to ensure continuing model fidelity.

cs.CE↗

arXiv2019

Space-efficient estimation of empirical tail dependence coefficients for bivariate data streams

This article proposes a space-efficient approximation to empirical tail dependence coefficients of an indefinite bivariate stream of data. The approximation, which has stream-length invariant error bounds, utilises recent work on the development of a summary for bivariate empirical copula functions. The work in this paper accurately approximates a bivariate empirical copula in the tails of each marginal distribution, therefore modelling the tail dependence between the two variables observed in the data stream. Copulas evaluated at these marginal tails can be used to estimate the tail dependence coefficients. Modifications to the space-efficient bivariate copula approximation, presented in this paper, allow the error of approximations to the tail dependence coefficients to remain stream-length invariant. Theoretical and numerical evidence of this, including a case-study using the Los Alamos National Laboratory netflow data-set, is provided within this article.

stat.CO↗

arXiv2019

The synthesis of data from instrumented structures and physics-based models via Gaussian processes

A recent development which is poised to disrupt current structural engineering practice is the use of data obtained from physical structures such as bridges, viaducts and buildings. These data can represent how the structure responds to various stimuli over time when in operation, providing engineers with a unique insight into how their designs are performing. With the advent of advanced sensing technologies and the Internet of Things, the efficient interpretation of structural health monitoring data has become a big data challenge. Many models have been proposed in literature to represent such data, such as linear statistical models. Based upon these models, the health of the structure is reasoned about, e.g. through damage indices, changes in likelihood and statistical parameter estimates. On the other hand, physics-based models are typically used when designing structures to predict how the structure will respond to operational stimuli. What remains unclear in the literature is how to combine the observed data with information from the idealised physics-based model into a model that describes the responses of the operational structure. This paper introduces a new approach which fuses together observed data from a physical structure during operation and information from a mathematical model. The observed data are combined with data simulated from the physics-based model using a multi-output Gaussian process formulation. The novelty of this method is how the information from observed data and the physics-based model is balanced to obtain a representative model of the structures response to stimuli. We present our method using data obtained from a fibre-optic sensor network installed on experimental railway sleepers. We discuss how this approach can be used to reason about changes in the structures behaviour over time using simulations and experimental data.

stat.AP↗

arXiv2019

A streaming feature-based compression method for data from instrumented infrastructure

An increasing amount of civil engineering applications are utilising data acquired from infrastructure instrumented with sensing devices. This data has an important role in monitoring the response of these structures to excitation, and evaluating structural health. In this paper we seek to monitor pedestrian-events (such as a person walking) on a footbridge using strain and acceleration data. The rate of this data acquisition and the number of sensing devices make the storage and analysis of this data a computational challenge. We introduce a streaming method to compress the sensor data, whilst preserving key patterns and features (unique to different sensor types) corresponding to pedestrian-events. Numerical demonstrations of the methodology on data obtained from strain sensors and accelerometers on the pedestrian footbridge are provided to show the trade-off between compression and accuracy during and in-between periods of pedestrian-events.

cs.LG↗

arXiv2019

A streaming algorithm for bivariate empirical copulas

Empirical copula functions can be used to model the dependence structure of multivariate data. The Greenwald and Khanna algorithm is adapted in order to provide a space-memory efficient approximation to the empirical copula function of a bivariate stream of data. A succinct space-memory efficient summary of values seen in the stream up to a certain time is maintained and can be queried at any point to return an approximation to the empirical bivariate copula function with guaranteed error bounds. An example then illustrates how these summaries can be used as a tool to compute approximations to higher dimensional copula decompositions containing bivariate copulas. The computational benefits and approximation error of the algorithm is theoretically and numerically assessed.

stat.CO↗

arXiv2018

A Quantile-Based Approach to Modelling Recovery Time in Structural Health Monitoring

Statistical techniques play a large role in the structural health monitoring of instrumented infrastructure, such as a railway bridge constructed with an integrated network of fibre optic sensors. One possible way to reason about the structural health of such a railway bridge, is to model the time it takes to recover to a no-load (baseline) state after a train passes over. Inherently, this recovery time is random and should be modelled statistically. This paper uses a non-parametric model, based on empirical quantile approximations, to construct a space-memory efficient baseline distribution for the streaming data from these sensors. A fast statistical test is implemented to detect deviations away from, and recovery back to, this distribution when trains pass over the bridge, yielding a recovery time. Our method assumes that there are no temporal variations in the data. A median-based detrending scheme is used to remove the temporal variations likely due to temperature changes. This allows for the continuous recording of sensor data with a space-memory constraint.

stat.AP↗

arXiv2017

On the Calibration of Multilevel Monte Carlo Ensemble Forecasts

Multilevel Monte Carlo can efficiently compute statistical estimates of discretized random variables, for a given error tolerance. Traditionally, only a certain statistic is computed from a particular implementation of multilevel Monte Carlo. This paper considers the multilevel case when one wants to verify and evaluate a single ensemble that forms an empirical approximation to many different statistics, namely an ensemble forecast. We propose a simple algorithm that, in the univariate case, allows one to derive a statistically consistent single ensemble forecast from the hierarchy of ensembles that are formed during an implementation of multilevel Monte Carlo. This ensemble forecast then allows the entire multilevel hierarchy of ensembles to be evaluated using standard ensemble forecast verification techniques. We demonstrate the case of evaluating the calibration of the forecast in this paper.

stat.ME↗

arXiv2017

The Elastic Theory of Shells using Geometric Algebra

We present a novel derivation of the elastic theory of shells. We use the language of Geometric algebra, which allows us to express the fundamental laws in component-free form, thus aiding physical interpretation. It also provides the tools to express equations in an arbitrary coordinate system, which enhances their usefulness. The role of moments and angular velocity, and the apparent use by previous authors of an unphysical angular velocity, has been clarified through the use of a bivector representation. In the linearised theory, clarification of previous coordinate conventions which have been the cause of confusion, is provided, and the introduction of prior strain into the linearised theory of shells is made possible.

math-ph↗

arXiv2017

Geometric algebra and an acoustic space time for propagation in non-uniform flow

This study aims to make use of two concepts in the field of aeroacoustics; an analogy with relativity, and Geometric Algebra. The analogy with relativity has been investigated in physics and cosmology, but less has been done to use this work in the field of aeroacoustics. Despite being successfully applied to a variety of fields, Geometric Algebra has yet to be applied to acoustics. Our aim is to apply these concepts first to a simple problem in aeroacoustics, sound propagation in uniform flow, and the more general problem of acoustic propagation in non-uniform flows. By using Geometric Algebra we are able to provide a simple geometric interpretation to a transformation commonly used to solve for sound fields in uniform flow. We are then able to extend this concept to an acoustic space-time applicable to irrotational, barotropic background flows. This geometrical framework is used to naturally derive the requirements that must be satisfied by the background flow in order for us to be able to solve for sound propagation in the non-uniform flow using the simple wave equation. We show that this is not possible in the most general situation, and provide an explicit expression that must be satisfied for the transformation to exist. We show that this requirement is automatically satisfied if the background flow is incompressible or uniform, and for both these cases derive an explicit transformation. In addition to a new physical interpretation for the transformation, we show that unlike previous investigations, our work is applicable to any frequency.

physics.flu-dyn↗

arXiv2016

A Seamless Multilevel Ensemble Transform Particle Filter

This paper presents a seamless algorithm for the application of the multilevel Monte Carlo (MLMC) method to the ensemble transform particle filter (ETPF). The algorithm uses a combination of optimal coupling transformations between coarse and fine ensembles in difference estimators within a multilevel framework, to minimise estimator variance. It differs from that of Gregory et al. (2016) in that strong coupling between the coarse and fine ensembles is seamlessly maintained during all stages of the assimilation algorithm, instead of using independent transformations to equal weights followed by recoupling with an assignment problem. This modification is found to lead to an increased rate in variance decay between coarse and fine ensembles with level in the hierarchy, a key component of MLMC. This offers the potential for greater computational cost reductions. This is shown, alongside evidence of asymptotic consistency, in numerical examples.

math.NA↗

arXiv2015

Multilevel Ensemble Transform Particle Filtering

This paper extends the Multilevel Monte Carlo variance reduction technique to nonlinear filtering. In particular, Multilevel Monte Carlo is applied to a certain variant of the particle filter, the Ensemble Transform Particle Filter. A key aspect is the use of optimal transport methods to re-establish correlation between coarse and fine ensembles after resampling; this controls the variance of the estimator. Numerical examples present a proof of concept of the effectiveness of the proposed method, demonstrating significant computational cost reductions (relative to the single-level ETPF counterpart) in the propagation of ensembles.

math.NA↗

arXiv2012

Towards Scalable Parallel-in-Time Turbulent Flow Simulations

We present a reformulation of unsteady turbulent flow simulations. The initial condition is relaxed and information is allowed to propagate both forward and backward in time. Simulations of chaotic dynamical systems with this reformulation can be proven to be well-conditioned time domain boundary value problems. The reformulation can enable scalable parallel-in-time simulation of turbulent flows.

physics.flu-dyn↗