Uncertainty Quantification, Data Assimilation, and Sensitivity Analysis

Data assimilation is the process by which measurements and model predictions are combined to obtain an accurate representation of the state of the modeled system. Data assimilation is recognized as essential in weather, climate analysis, and forecast activities.

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Events, presentations, notes, ... of interes

• Workshop on Fostering Interactions Between the Geosciences and Mathematics, Statistics, and Computer Science (link, report, video)
• SIAM Presents (video)

Selected journal publications, proceedings, presentations

    Journal publications:

• Emil M. Constantinescu and Mihai Anitescu, "Physics-based covariance models for Gaussian processes with multiple outputs." International Journal for Uncertainty Quantification,Vol. 3(1), pp 47-71, 2013.

   

• Xiaoyan Zeng*, Beth A. Drewniak, and Emil M. Constantinescu, "Calibration of the crop model in the Community Land Model." Vol. 6(1), Pages 379-398, Geoscientific Model Development, submitted; Preprint # ANL/MCS-P3054-1112, 2013.

   

• Ricardo J. Bessa, Vladimiro Miranda, Audun Botterud, Jianhui Wang, and Emil Constantinescu, "Time Adaptive Conditional Kernel Density Estimation for Wind Power Forecasting." IEEE Transactions on Sustainable Energy (Special Wind Energy issue), Vol. 3(4), Pages 660-669, 2012.

   

• Juan M. Salazar, Urmila Diwekar, Emil M. Constantinescu, and Victor Zavala, "Stochastic Optimization Approach to Water Management in Cooling-Constrained Power Plants." submitted to Applied Energy, 2012.

   

• Mihai Anitescu, Xiaoyan Zeng, and Emil M. Constantinescu, "A low-memory approach for best-state estimation of hidden Markov models with model error." SIAM Journal on Numerical Analysis (SINUM), submitted, 2012.

   

• Emil M. Constantinescu,Victor Zavala, Matthew Rocklin*, Sangmin Lee, and Mihai Anitescu, "A Computational Framework for Uncertainty Quantification and Stochastic Optimization in Unit Commitment with Wind Power Generation." Vol. 26(1), Pages 431-441, IEEE Transactions on Power Systems, 2011. Technical report version.

   

• Adrian Sandu, Emil M. Constantinescu, Gregory R. Carmichael, Tianfeng Chai, Dacian Daescu and John Seinfeld "Ensemble Methods for Dynamic Data Assimilation of Chemical Observations in Atmospheric Models." Vol. 5(4), Pages 667-692, Journal of Algorithms & Computational Technology, 2011.

   

• Victor Zavala, Emil M. Constantinescu, Theodore Krause, and Mihai Anitescu, "On-line economic optimization of energy systems using weather forecast information." Vol. 19(10), Pages 1725-1736, Journal of Process Control, 2009. -> Preprint version [ANL/MCS P1588-0309, Mar 2009]; Technical Memorandum [ANL/MCS-TM-305, Feb 2009].

   

• Emil M. Constantinescu, Adrian Sandu, Tianfeng Chai, and Gregory R. Carmichael, "Ensemble-based chemical data assimilation I: General approach."Vol. 133(626), Pages 1229-1243, Quarterly Journal of Royal Meteorological Society, 2007.

   

• Emil M. Constantinescu, Adrian Sandu, Tianfeng Chai, and Gregory R. Carmichael, "Ensemble-based chemical data assimilation II: Covariance localization." Vol. 133(626), Pages 1245-1256, Quarterly Journal of Royal Meteorological Society, 2007.

   

• Emil M. Constantinescu, Tianfeng Chai, Adrian Sandu, and Gregory R. Carmichael, "Autoregressive models of background errors for chemical data assimilation." Vol. 112, Pages D12309, Journal of Geophysical Research, 2007.

   

• Gregory R. Carmichael, Adrian Sandu, Tianfeng Chai, Dacian N. Daescu, Emil M. Constantinescu, and Youhua Tang, "Predicting air quality: Improvements through advanced methods to integrate models and measurements." Vol. 227(7), Pages 3540-3571, Journal of Computational Physics, Review, 2007.

   

• Lin Zhang, Emil M. Constantinescu, Adrian Sandu, Youhua Tang, Tianfeng Chai, Gregory R. Carmichael, Daewon Byun, and Eduardo Olaguer, "An adjoint sensitivity analysis and 4D-Var data assimilation study of Texas air quality," Vol. 42(23), Pages 5787 - 5804, Atmospheric Environment (special ACM issue), 2008.

   

•  Emil M. Constantinescu, Adrian Sandu, Tianfeng Chai, and Gregory R. Carmichael, "Assessment of ensemble-based chemical data assimilation in an idealized setting." Vol. 41(1), Pages 18-36, Atmospheric Environment, 2007.

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    Proceedings/Presentations/Posters:

• Emil M. Constantinescu and Mihai Anitescu, "Physics-based auto- and cross-covariance models for Gaussian process regression" at SIAM Conference on Uncertainty Quantification (SIAM UQ12), Raleigh, NC, April 2-5, 2012.

   

• Alexandru Cioaca*, Victor Zavala, and Emil M. Constantinescu, "Adjoint Sensitivity Analysis for Numerical Weather Prediction: Applications to Power Grid Optimization."Submitted to 1st International Workshop on High Performance Computing, Networking and Analytics for the Power Grid, Preprint # ANL/MCS-P1928-0911, Seattle, WA, USA, November 13, 2011.

   

• Emil M. Constantinescu, Victor M. Zavala, and Mihai Anitescu, "Quantifying uncertainty in wind power predictions for stochastic unit commitment optimization" at SIAM Conference on Mathematical & Computational Issues in the Geosciences (GS11), Long Beach, CA, March 21-24, 2011.

   

• Ricardo J. Bessa, J. Sumaili, Vladimiro Miranda, Audun Botterud, Jianhui Wang, and Emil Constantinescu, "Time-adaptive kernel density forecast: a new method for wind power uncertainty modeling" at the 17th Power Systems Computation Conference (PSCC'11), Stockholm, Sweden, August 22-26, 2011.

   

• Victor M. Zavala, Emil Constantinescu, and Mihai Anitescu, "Integration of Uncertainty Quantification and Stochastic Optimization in Power Grid Applications" at INFORMS Computing Society Conference (ICS2011), Monterey, CA, January 9-11, 2011.

   

• Emil Constantinescu, "Uncertainty Quantification in Downscaling Procedures for Effective Decisions in Energy Systems" at the AGU Fall Meeting 2010, San Francisco, CA, Dec 13-17, 2010.

   

• Emil Constantinescu, Victor M. Zavala, and Mihai Anitescu, "Wind Power Forecasting Using Numerical Weather Prediction Models" at INFORMS 2010, Annual meeting, Austin TX, Nov 7-10, 2010.

   

• Juan M. Salazar, Urmila Diwekar, Emil Constantinescu, and Victor M. Zavala, "Real-Time Water Management in Power Plants and Implications in Electricity Markets" at the AIChE meeting, Salt Lake City, UT (November 7 - 12, 2010) 2010.

   

• Victor M. Zavala, Audun Botterud, Emil M. Constantinescu, and Jianhui Wang, "Computational and Economic Limitations of Dispatch Operations in the Next-Generation Power Grid." IEEE Conference on Innovative Technologies for an Efficient and Reliable Energy Supply, Boston, September 27-29, 2010.

   

• Victor M. Zavala, Jianhui Wang, Sven Leyffer, Emil M. Constantinescu, Mihai Anitescu, and Guenter Conzelmann, "Proactive energy management for next-generation building systems." SimBuild 2010, August 11-13, 2010.

   

• Victor Zavala, Emil M. Constantinescu, and Mihai Anitescu, "Economic impacts of advanced weather forecasting in energy system operations." IEEE PES Conference on Innovative Smart Grid Technologies, January 19-21, 2010.

   

• Emil M. Constantinescu, "The certain importance of uncertainty in modeling and simulations." Laboratory for Advanced Numerical Simulations (LANS) Informal Seminar Series, Argonne National Laboratory, February 25, 2009.

   

• Emil M. Constantinescu and Adrian Sandu, "Challenges in Ensemble Kalman Data Assimilation for Atmospheric Chemical Transport Models." SIAM CS&E 2009, Miami, FL, March 2-6, 2009.

   

• Adrian Sandu, Emil M. Constantinescu, Gregory R. Carmichael, Tianfeng Chai, John H. Seinfeld, and Dacian Daescu, "Localized ensemble Kalman dynamic data assimilation for atmospheric chemistry." International Conference on Computational Science (ICCS), 2007.

   

• Emil M. Constantinescu and Adrian Sandu, "4D-Var computational tools for the assimilation of observations in chemical transport models." SIAM Conference on Computational Science and Engineering  (CSE 2007), Costa Mesa, CA, February 18-23, 2007.

   

• Adrian Sandu, Emil M. Constantinescu, Wenyuan Liao, Gregory R. Carmichael, Tianfeng Chai, John H. Seinfeld, and Dacian Daescu, "Ensemble filter data assimilation for atmospheric chemical transport models." International Conference on Computational Science (ICCS) 2005, Atlanta, GA, May 22-25, 2005.

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    Technical Reports:

• Emil M. Constantinescu,Victor Zavala, Matthew Rocklin, Sangmin Lee, and Mihai Anitescu, "Unit Commitment with Wind Power Generation: Integrating Wind Forecast Uncertainty and Stochastic Programming." Mathematics and Computer Science Division Technical Memorandum, ANL/MCS-TM-309, Argonne National Laboratory, September 2009.

   

• Victor Zavala, Emil M. Constantinescu, Theodore Krause, and Mihai Anitescu, "Exploiting Weather Forecast Information in the Operation of Integrated Energy Systems." Mathematics and Computer Science Division Technical Memorandum ANL/MCS-TM-305, Argonne National Laboratory, February 2009.

   

• Emil M. Constantinescu, Tianfeng Chai, Adrian Sandu, and Gregory R. Carmichael, "Autoregressive models of background errors for chemical data assimilation." Technical Report TR-06-22, Computer Science, Virginia Tech, 2006.

   

   

• Emil M. Constantinescu, Adrian Sandu, Tianfeng Chai, and Gregory R. Carmichael, "Ensemble-based chemical data assimilation III: Filter localization." Technical Report TR-06-08, Computer Science, Virginia Tech, 2006.

   

• Emil M. Constantinescu, Adrian Sandu, Tianfeng Chai, and Gregory R. Carmichael, "Ensemble-based chemical data assimilation II: Real observations." Technical Report TR-06-07, Computer Science, Virginia Tech, 2006.

   

• Emil M. Constantinescu, Adrian Sandu, Tianfeng Chai, and Gregory R. Carmichael, "Ensemble-based chemical data assimilation I: An idealized setting." Technical Report TR-06-06, Computer Science, Virginia Tech, 2006.

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