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Jasper A. Vrugt

Publications and source records attributed to Jasper A. Vrugt.

3 recordsLinked to original sources

Reclaiming First Principles: A Differentiable Framework for Conceptual Hydrologic Models

Conceptual hydrologic models remain the cornerstone of rainfall-runoff modeling, yet their calibration is often slow and numerically fragile. Most gradient-based parameter estimation methods rely on finite-difference approximations or automatic differentiation frameworks (e.g., JAX, PyTorch and TensorFlow), which are computationally demanding and introduce truncation errors, solver instabilities, and substantial overhead. These limitations are particularly acute for the ODE systems of conceptual watershed models. Here we introduce a fully analytic and computationally efficient framework for differentiable hydrologic modeling based on exact parameter sensitivities. By augmenting the governing ODE system with sensitivity equations, we jointly evolve the model states and the Jacobian matrix with respect to all parameters. This Jacobian then provides fully analytic gradient vectors for any differentiable loss function. These include classical objective functions such as the sum of absolute and squared residuals, widely used hydrologic performance metrics such as the Nash-Sutcliffe and Kling-Gupta efficiencies, robust loss functions that down-weight extreme events, and hydrograph-based functionals such as flow-duration and recession curves. The analytic sensitivities eliminate the step-size dependence and noise inherent to numerical differentiation, while avoiding the instability of adjoint methods and the overhead of modern machine-learning autodiff toolchains. The resulting gradients are deterministic, physically interpretable, and straightforward to embed in gradient-based optimizers. Overall, this work enables rapid, stable, and transparent gradient-based calibration of conceptual hydrologic models, unlocking the full potential of differentiable modeling without reliance on external, opaque, or CPU-intensive automatic-differentiation libraries.

cs.LG↗

Functional data decomposition reveals unexpectedly strong soil moisture-precipitation coupling over the Great Plains

Soil moisture-precipitation coupling (SMPC) plays a critical role in Earth's water and energy cycles but remains difficult to quantify due to synoptic-scale variability and the complex interplay of land-atmosphere processes. Here, we apply high-dimensional model representation (HDMR) to functionally decompose the structural, correlative, and cooperative contributions of key land-atmosphere variables to precipitation. Benchmark tests confirm that HDMR overcomes limitations of commonly used correlation and regression approaches in isolating direct versus indirect effects. For example, analysis of gross primary productivity using a light-use-efficiency model shows that linear regression underestimates the temperature effect, while HDMR captures it accurately. Applying HDMR to CONUS404 reanalysis data reveals that morning soil moisture explains up to 40 percent of the variance in summertime afternoon precipitation over the Great Plains, more than double prior estimates. On days with afternoon rainfall (12-hour totals of 4.7-8.2 mm), first-order SM effects can boost precipitation by up to 8 mm under wet conditions, with an additional 3 mm from second-order interactions involving temperature and moisture. By capturing real-world co-variability and higher-order effects, HDMR provides a physically grounded, data-driven framework for diagnosing land-atmosphere coupling. These results underscore the need for more nuanced, interaction-aware data analysis methods in climate modeling and prediction.

physics.ao-ph↗

Improving Simulation Efficiency of MCMC for Inverse Modeling of Hydrologic Systems with a Kalman-Inspired Proposal Distribution

Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of the underlying parameters. A key task is then to summarize the posterior distribution of these parameters. When models become too difficult to analyze analytically, Monte Carlo methods can be used to approximate the target distribution. Of these, Markov chain Monte Carlo (MCMC) methods are particularly powerful. Such methods generate a random walk through the parameter space and, under strict conditions of reversibility and ergodicity, will successively visit solutions with frequency proportional to the underlying target density. This requires a proposal distribution that generates candidate solutions starting from an arbitrary initial state. The speed of the sampled chains converging to the target distribution deteriorates rapidly, however, with increasing parameter dimensionality. In this paper, we introduce a new proposal distribution that enhances significantly the efficiency of MCMC simulation for highly parameterized models. This proposal distribution exploits the cross-covariance of model parameters, measurements and model outputs, and generates candidate states much alike the analysis step in the Kalman filter. We embed the Kalman-inspired proposal distribution in the DREAM algorithm during burn-in, and present several numerical experiments with complex, high-dimensional or multi-modal target distributions. Results demonstrate that this new proposal distribution can greatly improve simulation efficiency of MCMC. Specifically, we observe a speed-up on the order of 10-30 times for groundwater models with more than one-hundred parameters.

math.OC↗