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Frederik J. Simons

Publications and source records attributed to Frederik J. Simons.

At least 19 recordsLinked to original sources

Irregularly and incompletely sampled random fields in the Earth sciences: Analysis and synthesis of parameterized covariance models

We study how sampling geometry contributes to uncertainty in modeling spatial geophysical observations as sampled random fields characterized by stationary, isotropic, parametric covariance functions. We incorporate the signature of discrete spatial sampling patterns into an asymptotically unbiased spectral maximum-likelihood estimation method along with analytical uncertainty calculation. We illustrate the broad applicability of our modeling through synthetic and real data examples with sampling patterns that include irregularly bounded contiguous region(s) of interest, structured sweeps of instrumental measurements, and missing observations dispersed across the domain of a field, which spur behaviors from the estimator. We find through asymptotic studies that allocating samples following a growing-domain strategy rather than a densifying, infill scheme best reduces estimator bias and (co)variance, whether the field has been sampled regularly or not. As our modeling assumptions, too, shape how (well) an observed random field can be characterized, we study the effect of covariance parameters assumed a priori. We demonstrate the desirable behavior of the general Matern class and show how to interrogate goodness-of-fit criteria to detect departures from the null hypothesis of Gaussianity, stationarity, and isotropy.

stat.ME

Maximum-likelihood estimation of the Mat\'ern covariance structure of isotropic spatial random fields on finite, sampled grids

We present a statistically and computationally efficient spectral-domain maximum-likelihood procedure to solve for the structure of Gaussian spatial random fields within the Matern covariance hyperclass. For univariate, stationary, and isotropic fields, the three controlling parameters are the process variance, smoothness, and range. The debiased Whittle likelihood maximization explicitly treats discretization and edge effects for finite sampled regions in parameter estimation and uncertainty quantification. As even the best parameter estimate may not be good enough, we provide a test for whether the model specification itself warrants rejection. Our results are practical and relevant for the study of a variety of geophysical fields, and for spatial interpolation, out-of-sample extension, kriging, machine learning, and feature detection of geological data. We present procedural details and high-level results on real-world examples.

stat.ME

The Debiased Spatial Whittle Likelihood

We provide a computationally and statistically efficient method for estimating the parameters of a stochastic covariance model observed on a regular spatial grid in any number of dimensions. Our proposed method, which we call the Debiased Spatial Whittle likelihood, makes important corrections to the well-known Whittle likelihood to account for large sources of bias caused by boundary effects and aliasing. We generalise the approach to flexibly allow for significant volumes of missing data including those with lower-dimensional substructure, and for irregular sampling boundaries. We build a theoretical framework under relatively weak assumptions which ensures consistency and asymptotic normality in numerous practical settings including missing data and non-Gaussian processes. We also extend our consistency results to multivariate processes. We provide detailed implementation guidelines which ensure the estimation procedure can be conducted in O(n log n) operations, where n is the number of points of the encapsulating rectangular grid, thus keeping the computational scalability of Fourier and Whittle-based methods for large data sets. We validate our procedure over a range of simulated and real-world settings, and compare with state-of-the-art alternatives, demonstrating the enduring practical appeal of Fourier-based methods, provided they are corrected by the procedures developed in this paper.

stat.ME

Determining the depth of Jupiter's Great Red Spot with Juno: a Slepian approach

One of Jupiter's most prominent atmospheric features, the Great Red Spot (GRS), has been observed for more than two centuries, yet little is known about its structure and dynamics below its observed cloud-level. While its anticyclonic vortex appearance suggests it might be a shallow weather-layer feature, the very long time span for which it was observed implies it is likely deeply rooted, otherwise it would have been sheared apart by Jupiter's turbulent atmosphere. Determining the GRS depth will shed light not only on the processes governing the GRS, but on the dynamics of Jupiter's atmosphere as a whole. The Juno mission single flyby over the GRS (PJ7) discovered using microwave radiometer measurements that the GRS is at least a couple hundred kilometers deep (Li et al. 2017). The next flybys over the GRS (PJ18 and PJ21), will allow high-precision gravity measurements that can be used to estimate how deep the GRS winds penetrate below the cloud-level. Here we propose a novel method to determine the depth of the GRS based on the new gravity measurements and a Slepian function approach that enables an effective representation of the wind-induced spatially-confined gravity signal, and an efficient determination of the GRS depth given the limited measurements. We show that with this method the gravity signal of the GRS should be detectable for wind depths deeper than 300 kilometers, with reasonable uncertainties that depend on depth (e.g., $\pm$100km for a GRS depth of 1000km).

astro-ph.EP

A General Approach to Regularizing Inverse Problems with Regional Data using Slepian Wavelets

Slepian functions are orthogonal function systems that live on subdomains (for example, geographical regions on the Earth's surface, or bandlimited portions of the entire spectrum). They have been firmly established as a useful tool for the synthesis and analysis of localized (concentrated or confined) signals, and for the modeling and inversion of noise-contaminated data that are only regionally available or only of regional interest. In this paper, we consider a general abstract setup for inverse problems represented by a linear and compact operator between Hilbert spaces with a known singular-value decomposition (svd). In practice, such an svd is often only given for the case of a global expansion of the data (e.g. on the whole sphere) but not for regional data distributions. We show that, in either case, Slepian functions (associated to an arbitrarily prescribed region and the given compact operator) can be determined and applied to construct a regularization for the ill-posed regional inverse problem. Moreover, we describe an algorithm for constructing the Slepian basis via an algebraic eigenvalue problem. The obtained Slepian functions can be used to derive an svd for the combination of the regionalizing projection and the compact operator. As a result, standard regularization techniques relying on a known svd become applicable also to those inverse problems where the data are regionally given only. In particular, wavelet-based multiscale techniques can be used. An example for the latter case is elaborated theoretically and tested on two synthetic numerical examples.

math.NA

Internal and external potential-field estimation from regional vector data at varying satellite altitude

When modeling global satellite data to recover a planetary magnetic or gravitational potential field and evaluate it elsewhere, the method of choice remains their analysis in terms of spherical harmonics. When only regional data are available, or when data quality varies strongly with geographic location, the inversion problem becomes severely ill-posed. In those cases, adopting explicitly local methods is to be preferred over adapting global ones (e.g., by regularization). Here, we develop the theory behind a procedure to invert for planetary potential fields from vector observations collected within a spatially bounded region at varying satellite altitude. Our method relies on the construction of spatiospectrally localized bases of functions that mitigate the noise amplification caused by downward continuation (from the satellite altitude to the planetary surface) while balancing the conflicting demands for spatial concentration and spectral limitation. Solving simultaneously for internal and external fields in the same setting of regional data availability reduces internal-field artifacts introduced by downward-continuing unmodeled external fields, as we show with numerical examples. The AC-GVSF are optimal linear combinations of vector spherical harmonics. Their construction is not altogether very computationally demanding when the concentration domains (the regions of spatial concentration) have circular symmetry, e.g., on spherical caps or rings - even when the spherical-harmonic bandwidth is large. Data inversion proceeds by solving for the expansion coefficients of truncated function sequences, by least-squares analysis in a reduced-dimensional space. Hence, our method brings high-resolution regional potential-field modeling from incomplete and noisy vector-valued satellite data within reach of contemporary desktop machines.

physics.geo-ph

Double-difference adjoint seismic tomography

We introduce a `double-difference' method for the inversion for seismic wavespeed structure based on adjoint tomography. Differences between seismic observations and model predictions at individual stations may arise from factors other than structural heterogeneity, such as errors in the assumed source-time function, inaccurate timings, and systematic uncertainties. To alleviate the corresponding nonuniqueness in the inverse problem, we construct differential measurements between stations, thereby reducing the influence of the source signature and systematic errors. We minimize the discrepancy between observations and simulations in terms of the differential measurements made on station pairs. We show how to implement the double-difference concept in adjoint tomography, both theoretically and in practice. We compare the sensitivities of absolute and differential measurements. The former provide absolute information on structure along the ray paths between stations and sources, whereas the latter explain relative (and thus higher-resolution) structural variations in areas close to the stations. Whereas in conventional tomography a measurement made on a single earthquake-station pair provides very limited structural information, in double-difference tomography one earthquake can actually resolve significant details of the structure. The double-difference methodology can be incorporated into the usual adjoint tomography workflow by simply pairing up all conventional measurements; the computational cost of the necessary adjoint simulations is largely unaffected. Rather than adding to the computational burden, the inversion of double-difference measurements merely modifies the construction of the adjoint sources for data assimilation.

physics.geo-ph

Potential-field estimation from satellite data using scalar and vector Slepian functions

In the last few decades a series of increasingly sophisticated satellite missions has brought us gravity and magnetometry data of ever improving quality. To make optimal use of this rich source of information on the structure of Earth and other celestial bodies, our computational algorithms should be well matched to the specific properties of the data. In particular, inversion methods require specialized adaptation if the data are only locally available, their quality varies spatially, or if we are interested in model recovery only for a specific spatial region. Here, we present two approaches to estimate potential fields on a spherical Earth, from gradient data collected at satellite altitude. Our context is that of the estimation of the gravitational or magnetic potential from vector-valued measurements. Both of our approaches utilize spherical Slepian functions to produce an approximation of local data at satellite altitude, which is subsequently transformed to the Earth's spherical reference surface. The first approach is designed for radial-component data only, and uses scalar Slepian functions. The second approach uses all three components of the gradient data and incorporates a new type of vectorial spherical Slepian functions which we introduce in this chapter.

physics.geo-ph

Scalar and vector Slepian functions, spherical signal estimation and spectral analysis

It is a well-known fact that mathematical functions that are timelimited (or spacelimited) cannot be simultaneously bandlimited (in frequency). Yet the finite precision of measurement and computation unavoidably bandlimits our observation and modeling scientific data, and we often only have access to, or are only interested in, a study area that is temporally or spatially bounded. In the geosciences we may be interested in spectrally modeling a time series defined only on a certain interval, or we may want to characterize a specific geographical area observed using an effectively bandlimited measurement device. It is clear that analyzing and representing scientific data of this kind will be facilitated if a basis of functions can be found that are "spatiospectrally" concentrated, i.e. "localized" in both domains at the same time. Here, we give a theoretical overview of one particular approach to this "concentration" problem, as originally proposed for time series by Slepian and coworkers, in the 1960s. We show how this framework leads to practical algorithms and statistically performant methods for the analysis of signals and their power spectra in one and two dimensions, and, particularly for applications in the geosciences, for scalar and vectorial signals defined on the surface of a unit sphere.

physics.data-an

Spatiospectral concentration of vector fields on a sphere

We construct spherical vector bases that are bandlimited and spatially concentrated, or, alternatively, spacelimited and spectrally concentrated, suitable for the analysis and representation of real-valued vector fields on the surface of the unit sphere, as arises in the natural and biomedical sciences, and engineering. Building on the original approach of Slepian, Landau, and Pollak we concentrate the energy of our function bases into arbitrarily shaped regions of interest on the sphere, and within certain bandlimits in the vector spherical-harmonic domain. As with the concentration problem for scalar functions on the sphere, which has been treated in detail elsewhere, a Slepian vector basis can be constructed by solving a finite-dimensional algebraic eigenvalue problem. The eigenvalue problem decouples into separate problems for the radial and tangential components. For regions with advanced symmetry such as polar caps, the spectral concentration kernel matrix is very easily calculated and block-diagonal, lending itself to efficient diagonalization. The number of spatiospectrally well-concentrated vector fields is well estimated by a Shannon number that only depends on the area of the target region and the maximal spherical-harmonic degree or bandwidth. The spherical Slepian vector basis is doubly orthogonal, both over the entire sphere and over the geographic target region. Like its scalar counterparts it should be a powerful tool in the inversion, approximation and extension of bandlimited fields on the sphere: vector fields such as gravity and magnetism in the earth and planetary sciences, or electromagnetic fields in optics, antenna theory and medical imaging.

math.CA

Minimum-variance multitaper spectral estimation on the sphere

We develop a method to estimate the power spectrum of a stochastic process on the sphere from data of limited geographical coverage. Our approach can be interpreted either as estimating the global power spectrum of a stationary process when only a portion of the data are available for analysis, or estimating the power spectrum from local data under the assumption that the data are locally stationary in a specified region. Restricting a global function to a spatial subdomain -- whether by necessity or by design -- is a windowing operation, and an equation like a convolution in the spectral domain relates the expected value of the windowed power spectrum to the underlying global power spectrum and the known power spectrum of the localization window. The best windows for the purpose of localized spectral analysis have their energy concentrated in the region of interest while possessing the smallest effective bandwidth as possible. Solving an optimization problem in the sense of Slepian (1960) yields a family of orthogonal windows of diminishing spatiospectral localization, the best concentrated of which we propose to use to form a weighted multitaper spectrum estimate in the sense of Thomson (1982). Such an estimate is both more representative of the target region and reduces the estimation variance when compared to estimates formed by any single bandlimited window. We describe how the weights applied to the individual spectral estimates in forming the multitaper estimate can be chosen such that the variance of the estimate is minimized.

astro-ph.IM

A spatiospectral localization approach to estimating potential fields on the surface of a sphere from noisy, incomplete data taken at satellite altitudes

Satellites mapping the spatial variations of the gravitational or magnetic fields of the Earth or other planets ideally fly on polar orbits, uniformly covering the entire globe. Thus, potential fields on the sphere are usually expressed in spherical harmonics, basis functions with global support. For various reasons, however, inclined orbits are favorable. These leave a "polar gap": an antipodal pair of axisymmetric polar caps without any data coverage, typically smaller than 10 degrees in diameter for terrestrial gravitational problems, but 20 degrees or more in some planetary magnetic configurations. The estimation of spherical harmonic field coefficients from an incompletely sampled sphere is prone to error, since the spherical harmonics are not orthogonal over the partial domain of the cut sphere. Although approaches based on wavelets have gained in popularity in the last decade, we present a method for localized spherical analysis that is firmly rooted in spherical harmonics. We construct a basis of bandlimited spherical functions that have the majority of their energy concentrated in a subdomain of the unit sphere by solving Slepian's (1960) concentration problem in spherical geometry, and use them for the geodetic problem at hand. Most of this work has been published by us elsewhere. Here, we highlight the connection of the "spherical Slepian basis" to wavelets by showing their asymptotic self-similarity, and focus on the computational considerations of calculating concentrated basis functions on irregularly shaped domains.

physics.data-an

Maximum-likelihood estimation of lithospheric flexural rigidity, initial-loading fraction, and load correlation, under isotropy

Topography and gravity are geophysical fields whose joint statistical structure derives from interface-loading processes modulated by the underlying mechanics of isostatic and flexural compensation in the shallow lithosphere. Under this dual statistical-mechanistic viewpoint an estimation problem can be formulated where the knowns are topography and gravity and the principal unknown the elastic flexural rigidity of the lithosphere. In the guise of an equivalent "effective elastic thickness", this important, geographically varying, structural parameter has been the subject of many interpretative studies, but precisely how well it is known or how best it can be found from the data, abundant nonetheless, has remained contentious and unresolved throughout the last few decades of dedicated study. The popular methods whereby admittance or coherence, both spectral measures of the relation between gravity and topography, are inverted for the flexural rigidity, have revealed themselves to have insufficient power to independently constrain both it and the additional unknown initial-loading fraction and load-correlation fac- tors, respectively. Solving this extremely ill-posed inversion problem leads to non-uniqueness and is further complicated by practical considerations such as the choice of regularizing data tapers to render the analysis sufficiently selective both in the spatial and spectral domains. Here, we rewrite the problem in a form amenable to maximum-likelihood estimation theory, which we show yields unbiased, minimum-variance estimates of flexural rigidity, initial-loading frac- tion and load correlation, each of those separably resolved with little a posteriori correlation between their estimates. We are also able to separately characterize the isotropic spectral shape of the initial loading processes.

physics.geo-ph

Wavelets and wavelet-like transforms on the sphere and their application to geophysical data inversion

Many flexible parameterizations exist to represent data on the sphere. In addition to the venerable spherical harmonics, we have the Slepian basis, harmonic splines, wavelets and wavelet-like Slepian frames. In this paper we focus on the latter two: spherical wavelets developed for geophysical applications on the cubed sphere, and the Slepian "tree", a new construction that combines a quadratic concentration measure with wavelet-like multiresolution. We discuss the basic features of these mathematical tools, and illustrate their applicability in parameterizing large-scale global geophysical (inverse) problems.

physics.data-an

Global and local sea level during the Last Interglacial: A probabilistic assessment

The Last Interglacial (LIG) stage, with polar temperatures likely 3-5 C warmer than today, serves as a partial analogue for low-end future warming scenarios. Based upon a small set of local sea level indicators, the Intergovernmental Panel on Climate Change (IPCC) inferred that LIG global sea level (GSL) was about 4-6 m higher than today. However, because local sea levels differ from GSL, accurately reconstructing past GSL requires an integrated analysis of globally distributed data sets. Here we compile an extensive database of sea level indicators and apply a novel statistical approach that couples Gaussian process regression of sea level to Markov Chain Monte Carlo modeling of geochronological errors. Our analysis strongly supports the hypothesis that LIG GSL was higher than today, probably peaking at 6-9 m. Our results highlight the sea level hazard associated with even relatively low levels of sustained global warming.

physics.geo-ph

Solving or resolving global tomographic models with spherical wavelets, and the scale and sparsity of seismic heterogeneity

We propose a class of spherical wavelet bases for the analysis of geophysical models and forthe tomographic inversion of global seismic data. Its multiresolution character allows for modeling with an effective spatial resolution that varies with position within the Earth. Our procedure is numerically efficient and can be implemented with parallel computing. We discuss two possible types of discrete wavelet transforms in the angular dimension of the cubed sphere. We discuss benefits and drawbacks of these constructions and apply them to analyze the information present in two published seismic wavespeed models of the mantle, for the statistics and power of wavelet coefficients across scales. The localization and sparsity properties of wavelet bases allow finding a sparse solution to inverse problems by iterative minimization of a combination of the $\ell_2$ norm of data fit and the $\ell_1$ norm on the wavelet coefficients. By validation with realistic synthetic experiments we illustrate the likely gains of our new approach in future inversions of finite-frequency seismic data and show its readiness for global seismic tomography.

physics.geo-ph

Spatiospectral concentration in the Cartesian plane

We pose and solve the analogue of Slepian's time-frequency concentration problem in the two-dimensional plane, for applications in the natural sciences. We determine an orthogonal family of strictly bandlimited functions that are optimally concentrated within a closed region of the plane, or, alternatively, of strictly spacelimited functions that are optimally concentrated in the Fourier domain. The Cartesian Slepian functions can be found by solving a Fredholm integral equation whose associated eigenvalues are a measure of the spatiospectral concentration. Both the spatial and spectral regions of concentration can, in principle, have arbitrary geometry. However, for practical applications of signal representation or spectral analysis such as exist in geophysics or astronomy, in physical space irregular shapes, and in spectral space symmetric domains will usually be preferred. When the concentration domains are circularly symmetric in both spaces, the Slepian functions are also eigenfunctions of a Sturm-Liouville operator, leading to special algorithms for this case, as is well known. Much like their one-dimensional and spherical counterparts with which we discuss them in a common framework, a basis of functions that are simultaneously spatially and spectrally localized on arbitrary Cartesian domains will be of great utility in many scientific disciplines, but especially in the geosciences.

math.CA

Slepian functions and their use in signal estimation and spectral analysis

It is a well-known fact that mathematical functions that are timelimited (or spacelimited) cannot be simultaneously bandlimited (in frequency). Yet the finite precision of measurement and computation unavoidably bandlimits our observation and modeling scientific data, and we often only have access to, or are only interested in, a study area that is temporally or spatially bounded. In the geosciences we may be interested in spectrally modeling a time series defined only on a certain interval, or we may want to characterize a specific geographical area observed using an effectively bandlimited measurement device. It is clear that analyzing and representing scientific data of this kind will be facilitated if a basis of functions can be found that are "spatiospectrally" concentrated, i.e. "localized" in both domains at the same time. Here, we give a theoretical overview of one particular approach to this "concentration" problem, as originally proposed for time series by Slepian and coworkers, in the 1960s. We show how this framework leads to practical algorithms and statistically performant methods for the analysis of signals and their power spectra in one and two dimensions, and on the surface of a sphere.

physics.data-an