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Jan Mandel

Publications and source records attributed to Jan Mandel.

At least 55 records · Page 3Linked to original sources

WRF-Fire Applied in Bulgaria

WRF-Fire consists of the WRF (Weather Research and Forecasting Model) coupled with a fire spread model, based on the level-set method. We describe a preliminary application of WRF-Fire to a forest fire in Bulgaria, oportunities for research of forest fire models for Bulgaria, and plans for the development of an Environmental Decision Support Systems which includes computational modeling of fire behavior.

physics.ao-ph↗

Coarse spaces over the ages

The objective of this paper is to explain the principles of the design of a coarse space in a simplified way and by pictures. The focus is on ideas rather than on a more historically complete presentation. Also, space limitation does not allow even to mention many important methods and papers that should be rightfully included.

math.NA↗

On Adaptive-Multilevel BDDC

We combine the advantages of the adaptive and multilevel approaches, proposed previously by the authors, to propose a new method that preserves both, parallel scalability with increasing number of subdomains and excellent convergence properties. Performance of the method is illustrated on a two-dimensional problem of linear elasticity.

math.NA↗

Data Driven Computing by the Morphing Fast Fourier Transform Ensemble Kalman Filter in Epidemic Spread Simulations

The FFT EnKF data assimilation method is proposed and applied to a stochastic cell simulation of an epidemic, based on the S-I-R spread model. The FFT EnKF combines spatial statistics and ensemble filtering methodologies into a localized and computationally inexpensive version of EnKF with a very small ensemble, and it is further combined with the morphing EnKF to assimilate changes in the position of the epidemic.

stat.CO↗

Fast Fourier Transform Ensemble Kalman Filter with Application to a Coupled Atmosphere-Wildland Fire Model

We propose a new type of the Ensemble Kalman Filter (EnKF), which uses the Fast Fourier Transform (FFT) for covariance estimation from a very small ensemble with automatic tapering, and for a fast computation of the analysis ensemble by convolution, avoiding the need to solve a sparse system with the tapered matrix. The FFT EnKF is combined with the morphing EnKF to enable the correction of position errors, in addition to amplitude errors, and demonstrated on WRF-Fire, the Weather Research Forecasting (WRF) model coupled with a fire spread model implemented by the level set method.

physics.ao-ph↗

An Ensemble Kalman-Particle Predictor-Corrector Filter for Non-Gaussian Data Assimilation

An Ensemble Kalman Filter (EnKF, the predictor) is used make a large change in the state, followed by a Particle Filer (PF, the corrector) which assigns importance weights to describe non-Gaussian distribution. The weights are obtained by nonparametric density estimation. It is demonstrated on several numerical examples that the new predictor-corrector filter combines the advantages of the EnKF and the PF and that it is suitable for high dimensional states which are discretizations of solutions of partial differential equations.

stat.CO↗

A Brief Tutorial on the Ensemble Kalman Filter

The ensemble Kalman filter (EnKF) is a recursive filter suitable for problems with a large number of variables, such as discretizations of partial differential equations in geophysical models. The EnKF originated as a version of the Kalman filter for large problems (essentially, the covariance matrix is replaced by the sample covariance), and it is now an important data assimilation component of ensemble forecasting. EnKF is related to the particle filter (in this context, a particle is the same thing as an ensemble member) but the EnKF makes the assumption that all probability distributions involved are Gaussian. This article briefly describes the derivation and practical implementation of the basic version of EnKF, and reviews several extensions.

physics.ao-ph↗

On the Equivalence of Primal and Dual Substructuring Preconditioners

After a short historical review, we present four popular substructuring methods: FETI-1, BDD, FETI-DP, BDDC, and derive the primal versions to the two FETI methods, called P-FETI-1 and P-FETI-DP, as proposed by Fragakis and Papadrakakis. The formulation of the BDDC method shows that it is the same as P-FETI-DP and the same as a preconditioner introduced by Cros. We prove the equality of eigenvalues of a particular case of the FETI-1 method and of the BDD method by applying a recent abstract result by Fragakis.

math.NA↗

BDDC by a frontal solver and the stress computation in a hip joint replacement

A parallel implementation of the BDDC method using the frontal solver is employed to solve systems of linear equations from finite element analysis, and incorporated into a standard finite element system for engineering analysis by linear elasticity. Results of computation of stress in a hip replacement are presented. The part is made of titanium and loaded by the weight of human body. The performance of BDDC with added constraints by averages and with added corners is compared.

math.NA↗

Real-Time Data Driven Wildland Fire Modeling

We are developing a wildland fire model based on semi-empirical relations that estimate the rate of spread of a surface fire and post-frontal heat release, coupled with WRF, the Weather Research and Forecasting atmospheric model. A level set method identifies the fire front. Data are assimilated using both amplitude and position corrections using a morphing ensemble Kalman filter. We will use thermal images of a fire for observations that will be compared to synthetic image based on the model state.

physics.ao-ph↗

Towards a Real-Time Data Driven Wildland Fire Model

A wildland fire model based on semi-empirical relations for the spread rate of a surface fire and post-frontal heat release is coupled with the Weather Research and Forecasting atmospheric model (WRF). The propagation of the fire front is implemented by a level set method. Data is assimilated by a morphing ensemble Kalman filter, which provides amplitude as well as position corrections. Thermal images of a fire will provide the observations and will be compared to a synthetic image from the model state.

physics.ao-ph↗

Multispace and Multilevel BDDC

BDDC method is the most advanced method from the Balancing family of iterative substructuring methods for the solution of large systems of linear algebraic equations arising from discretization of elliptic boundary value problems. In the case of many substructures, solving the coarse problem exactly becomes a bottleneck. Since the coarse problem in BDDC has the same structure as the original problem, it is straightforward to apply the BDDC method recursively to solve the coarse problem only approximately. In this paper, we formulate a new family of abstract Multispace BDDC methods and give condition number bounds from the abstract additive Schwarz preconditioning theory. The Multilevel BDDC is then treated as a special case of the Multispace BDDC and abstract multilevel condition number bounds are given. The abstract bounds yield polylogarithmic condition number bounds for an arbitrary fixed number of levels and scalar elliptic problems discretized by finite elements in two and three spatial dimensions. Numerical experiments confirm the theory.

math.NA↗

A wildland fire model with data assimilation

A wildfire model is formulated based on balance equations for energy and fuel, where the fuel loss due to combustion corresponds to the fuel reaction rate. The resulting coupled partial differential equations have coefficients that can be approximated from prior measurements of wildfires. An ensemble Kalman filter technique with regularization is then used to assimilate temperatures measured at selected points into running wildfire simulations. The assimilation technique is able to modify the simulations to track the measurements correctly even if the simulations were started with an erroneous ignition location that is quite far away from the correct one.

math.NA↗

The Bramble-Hilbert Lemma

This is an introductory document surveying several results in polynomial approximation, known as the Bramble-Hilbert lemma.

math.NA↗

BDDC and FETI-DP under Minimalist Assumptions

The FETI-DP, BDDC and P-FETI-DP preconditioners are derived in a particulary simple abstract form. It is shown that their properties can be obtained from only on a very small set of algebraic assumptions. The presentation is purely algebraic and it does not use any particular definition of method components, such as substructures and coarse degrees of freedom. It is then shown that P-FETI-DP and BDDC are in fact the same. The FETI-DP and the BDDC preconditioned operators are of the same algebraic form, and the standard condition number bound carries over to arbitrary abstract operators of this form. The equality of eigenvalues of BDDC and FETI-DP also holds in the minimalist abstract setting. The abstract framework is explained on a standard substructuring example.

math.NA↗

Morphing Ensemble Kalman Filters

A new type of ensemble filter is proposed, which combines an ensemble Kalman filter (EnKF) with the ideas of morphing and registration from image processing. This results in filters suitable for nonlinear problems whose solutions exhibit moving coherent features, such as thin interfaces in wildfire modeling. The ensemble members are represented as the composition of one common state with a spatial transformation, called registration mapping, plus a residual. A fully automatic registration method is used that requires only gridded data, so the features in the model state do not need to be identified by the user. The morphing EnKF operates on a transformed state consisting of the registration mapping and the residual. Essentially, the morphing EnKF uses intermediate states obtained by morphing instead of linear combinations of the states.

math.DS↗

On probabilities for separating sets of order statistics

Consider a set of order statistics that arise from sorting samples from two different populations, each with their own, possibly different distribution function. The probability that these order statistics fall in disjoint, ordered intervals, and that of the smallest statistics, a certain number come from the first populations, are given in terms of the two distribution functions. The result is applied to computing the joint probability of the number of rejections and the number of false rejections for the Benjamini-Hochberg false discovery rate procedure.

stat.CO↗