Spectral estimates for saddle point matrices arising in weak constraint four‐dimensional variational data assimilation

We consider the large sparse symmetric linear systems of equations that arise in the solution of weak constraint four‐dimensional variational data assimilation, a method of high interest for numerical weather prediction. These systems can be written as saddle point systems with a 3 × 3 block structure but block eliminations can be performed to reduce them to saddle point systems with a 2 × 2 block structure, or further to symmetric positive definite systems. In this article, we analyse how sensitive the spectra of these matrices are to the number of observations of the underlying dynamical system. We also obtain bounds on the eigenvalues of the matrices. Numerical experiments are used to confirm the theoretical analysis and bounds.     

基于L1正则化的随机梁式结构静力损伤识别方法

提出了一种结合摄动法和L1正则化方法的随机梁式结构静力损伤识别方法。考虑初始模型误差和测量误差的影响,建立了关于随机损伤指数的控制方程,并将摄动法和L1正则化方法相结合,对随机损伤指数的控制方程进行求解,进而从概率的角度对结构的损伤进行识别。损伤试验结果表明,和传统的最小二乘求解法相比,本文方法能够更为准确地识别多处局部损伤的位置及大小,对实际结构损伤检测具有较好的参考价值。     

Non‐intrusive reduced‐order modeling for multiphase porous media flows using Smolyak sparse grids

In this article, we describe a non‐intrusive reduction method for porous media multiphase flows using Smolyak sparse grids. This is the first attempt at applying such an non‐intrusive reduced‐order modelling (NIROM) based on Smolyak sparse grids to porous media multiphase flows. The advantage of this NIROM for porous media multiphase flows resides in that its non‐intrusiveness, which means it does not require modifications to the source code of full model. Another novelty is that it uses Smolyak sparse grids to construct a set of hypersurfaces representing the reduced‐porous media multiphase problem. This NIROM is implemented under the framework of an unstructured mesh control volume finite element multiphase model. Numerical examples show that the NIROM accuracy relative to the high‐fidelity model is maintained, whilst the computational cost is reduced by several orders of magnitude. Copyright © 2016 John Wiley & Sons, Ltd.     

A note on simultaneous preconditioning and symmetrization of non‐symmetric linear systems

Motivated by the theory of self‐duality that provides a variational formulation and resolution for non‐self‐adjoint partial differential equations (Ann. Inst. Henri Poincaré (C) Anal Non Linéaire 2007; 24 :171–205; Selfdual Partial Differential Systems and Their Variational Principles. Springer: New York, 2008), we propose new templates for solving large non‐symmetric linear systems. The method consists of combining a new scheme that simultaneously preconditions and symmetrizes the problem, with various well‐known iterative methods for solving linear and symmetric problems. The approach seems to be efficient when dealing with certain ill‐conditioned, and highly non‐symmetric systems. The numerical and theoretical results are provided to show the efficiency of our approach. Copyright © 2010 John Wiley & Sons, Ltd.     

TargetATPsite: A template‐free method for ATP‐binding sites prediction with residue evolution image sparse representation and classifier ensemble

Understanding the interactions between proteins and ligands is critical for protein function annotations and drug discovery. We report a new sequence‐based template‐free predictor (TargetATPsite) to identify the Adenosine‐5′‐triphosphate (ATP) binding sites with machine‐learning approaches. Two steps are implemented in TargetATPsite: binding residues and pockets predictions, respectively. To predict the binding residues, a novel image sparse representation technique is proposed to encode residue evolution information treated as the input features. An ensemble classifier constructed based on support vector machines (SVM) from multiple random under‐samplings is used as the prediction model, which is effective for dealing with imbalance phenomenon between the positive and negative training samples. Compared with the existing ATP‐specific sequence‐based predictors, TargetATPsite is featured by the second step of possessing the capability of further identifying the binding pockets from the predicted binding residues through a spatial clustering algorithm. Experimental results on three benchmark datasets demonstrate the efficacy of TargetATPsite. © 2013 Wiley Periodicals, Inc.     

Multilevel preconditioning and low‐rank tensor iteration for space–time simultaneous discretizations of parabolic PDEs

This paper addresses the solution of parabolic evolution equations simultaneously in space and time as may be of interest in, for example, optimal control problems constrained by such equations. As a model problem, we consider the heat equation posed on the unit cube in Euclidean space of moderately high dimension. An a priori stable minimal residual Petrov–Galerkin variational formulation of the heat equation in space–time results in a generalized least squares problem. This formulation admits a unique, quasi‐optimal solution in the natural space–time Hilbert space and serves as a basis for the development of space–time compressive solution algorithms. The solution of the heat equation is obtained by applying the conjugate gradient method to the normal equations of the generalized least squares problem. Starting from stable subspace splittings in space and in time, multilevel space–time preconditioners for the normal equations are derived. In order to reduce the complexity of the full space–time problem, all computations are performed in a compressed or sparse format called the hierarchical Tucker format, supposing that the input data are available in this format. In order to maintain sparsity, compression of the iterates within the hierarchical Tucker format is performed in each conjugate gradient iteration. Its application to vectors in the hierarchical Tucker format is detailed. Finally, numerical results in up to five spatial dimensions based on the recently developed htucker toolbox for MATLAB are presented. Copyright © 2014 John Wiley & Sons, Ltd.     

Adaptive discretization for signal detection in statistical inverse problems

We discuss statistical tests in inverse problems when the original equation is replaced by a discretized one, i.e. a linear system of equations. Previous studies revealed that using the discretization level as regularizing procedure is possible, but its application is limited unless discretization is restricted to the singular value decomposition, see C. Marteau and P. Mathé, General regularization schemes for signal detection in inverse problems, 2013. General linear regularization may circumvent this, and we propose a regularization of the discretized equations. The discretization level may be chosen adaptively, which may save computational budget. This results in tests which are known to yield the optimal separation rate up to some constant in many cases.