Emil Constantinescu's research: Uncertainty quantification, data assimilatio and Machine Learningn

Picture of Emil Constantinescu

Emil M.
Constantinescu
Computational Mathematician
emconsta[at]mcs.anl.gov
Office #: 2151
• LANS
• Mathematics and Computer Science
• Argonne National Laboratory

• Scientist at large at CASE
• University of Chicago

Homepage

Research group

Research topics

-	Time stepping
-	Uncertainty
-	AMR

Publications

Uncertainty Quantification, Data Assimilation, and Sensitivity Analysis

Uncertainty quantification [as defined by SIAG in UQ] focuses on quantifying the uncertainty in output from large computational simulations, typically governed by partial differential equations, given uncertainties in parameters, data, and the model itself.

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.

Publications - [Journals - Proceedings - Reports] | Related links | Top

Events, presentations, notes, ... of interes

Workshop on Fostering Interactions Between the Geosciences and Mathematics, Statistics, and Computer Science (link, report, video)
SIAM Presents (video)
UQ software/toolkits(draft):

	Name			Platform
	DAKOTA			C++
	DAPack			Python
	OpenDA			Java
	UQLab			MATLAB-based

Selected journal publications, proceedings, presentations

Journal publications:

Hongli Zhao, Tyler E. Maltba, D. Adrian Maldonado, Emil Constantinescu, and Mihai Anitescu "Data-driven estimation of failure probabilities in correlated structure-preserving stochastic power system models." Submitted, 2024.
Haoyuan, Emil Constantinescu, Vishwas Rao, and Cristiana Stan "Improving the predictability of the Madden-Julian oscillation at subseasonal scales with Gaussian process models." Submitted, 2023.
Ahmed Attia, D. Adrian Maldonado, Emil Constantinescu, and Mihai Anitescu "Centralized calibration of power system dynamic models using variational data assimilation." Submitted, 2023. [https://arxiv.org/abs/2311.07676]
Shinhoo Kang and Emil M. Constantinescu, "Learning subgrid-scale models with neural ordinary differential equations." Computers and Fluids, In Press, Vol. 261, Pages 105919, DOI: 10.1016/j.compfluid.2023.105919. [https://arxiv.org/abs/2212.09967]

"Optimal experimental design for inverse problems in the presence of observation correlations. "

SIAM Journal on Scientific Computing (SISC)

https://arxiv.org/abs/2007.14476

Romit Maulik Vishwas Rao, Jiali Wang, Gianmarco Mengaldo, Emil Constantinescu, Bethany Lusch, Prasanna Balaprakash, Ian Foster, Rao Kotamarthi, "AIEADA 1.0: Efficient high-dimensional variational data assimilation with machine-learned reduced-order models, " GMDD, DOI https://doi.org/10.5194/gmd-2021-415, 2022.
Luisa D'amore, Emil Constantinescu, and Luisa Carracciuolo, "A scalable space-time domain decomposition approach for solving large scale non linear regularized inverse ill posed problems in 4D Variational Data Assimilation, " In Press, Springer Journal of Scientific Computing, 2022.
Shaohui Liu, Adrian Maldonado, and Emil Constantinescu, "Probabilistic analysis of masked loads with aggregated photovoltaic production." Electric Power Systems Research, Vol 189, pp. 106670, 2020. [https://arxiv.org/abs/2004.10334]
Vishwas Hebbur Venkata Subba Rao, Romit Maulik, Emil Constantinescu, and Mihai Anitescu, "A machine learning method for computing rare event probabilities." International Conference on Computational Science (ICCS), Submitted; 3-5 June, 2020. [https://arxiv.org/abs/2006.03466]
Emil M. Constantinescu, Noemi Petra, Julie Bessac, and Cosmin G. Petra, "Statistical treatment of inverse problems constrained by differential equations-based models with stochastic terms." SIAM Journal on Uncertainty Quantification, Vol 8(1), pp. 170-197, 2020. [https://arxiv.org/abs/1810.08557]
Hong Zhang, Emil M. Constantinescu, and Barry F. Smith, "PETSc TSAdjoint: a discrete adjoint ODE solver for first-order and second-order sensitivity analysis." Submitted, 2019. [https://arxiv.org/abs/1912.07696]
Joseph Hart*, Julie Bessac, and Emil M. Constantinescu, "Global sensitivity analysis for statistical model parameters." SIAM/ASA Journal on Uncertainty Quantification, 7(1), 67–92, 2019. [Preprint # ANL/MCS-P8006-0817, https://arxiv.org/abs/1708.07441].
Ahmed Attia* and Emil M. Constantinescu, "An optimal experimental design framework for adaptive inflation and covariance localization for ensemble filters." Submitted, 2018. [https://arxiv.org/abs/1806.10655]
Hanqi Guo, Wenbin He, Sangmin Seo, Han-Wei Shen, Emil M. Constantinescu, Chunhui Liu, and Tom Peterka, "Extreme-scale stochastic particle tracing for uncertain unsteady flow visualization and analysis." IEEE Transactions on Visualization and Computer Graphics, Vol 25(9), Pages 2710-2724, 2019.
Jiali Wang, Julie Bessac, Rao Kotamarthi, Emil M. Constantinescu, and Beth Drewniak, "Internal variability, regional climate model, spectral nudging, high spatial resolution, climate change." Climate Dynamics, Vol 50(11-12), Pages 4539-4559, 2018.
Oana Marin*, Emil Constantinescu, and Barry Smith, "PDE-constrained optimization with spectral elements using PETSc and TAO." Submitted, 2018. [https://arxiv.org/abs/1806.01422]
Julie Bessac*, Emil M. Constantinescu, and Mihai Anitescu, "Stochastic simulation of predictive space-time scenarios of wind speed using observations and physical models." Vol 12(1), Pages 432-458, Annals of Applied Statistics, 2018. [Preprint # ANL/MCS-P5432-1015, http://arxiv.org/abs/1511.09416].
Hong Zhang*, Shrirang S. Abhyankar, Emil M. Constantinescu, and Mihai Anitescu, "Discrete adjoint sensitivity analysis of power system dynamics." IEEE Transactions on Circuits and Systems--I: Regular Papers, Vol. 64(5), Pages 1247-1259, 2017.
Noemi Petra, Cosmin G. Petra, Zheng Zhang*, Emil M. Constantinescu, and Mihai Anitescu, "A Bayesian approach for parameter estimation with uncertainty for dynamic power systems." IEEE Transactions on Power Systems, Vol. 32(4), Pages 2735-2743, 2017.
Nan Li, Canan Uckun, Emil M. Constantinescu, John Birge, Kory W. Hedman, and Audun Botterud "Flexible operation of batteries in power system scheduling with renewable energy" IEEE Transactions on Sustainable Energy, 2016.
Peng Wang, David Barajas-Solano, Emil Constantinescu, Shrirang S. Abhyankar, Debojyoti Ghosh*, Barry Smith, Zhenyu Huang, and Alexandre Tartakovsky, "Probabilistic density function method for stochastic ODEs of power systems with uncertain power input"; SIAM/ASA Journal on Uncertainty Quantification (JUQ), Vol. 3(1), Pages 873-896, 2015.
Ilias Bilionis*, Beth A. Drewniak, and Emil M. Constantinescu, "Crop physiology calibration in the CLM."Vol 8(4), Pages 1071-1083, Geoscientific Model Development, 2015.
{WEB}Ilias Bilionis*, Emil M. Constantinescu, and Mihai Anitescu, "Data-driven model for solar irradiation based on satellite observations." Vol 110, Pages 22-38, Solar Energy, 2014.
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), Vol. 52(1), Pages 468-495, 2014.
Juan M. Salazar, Urmila Diwekar, Emil M. Constantinescu, and Victor Zavala, "Stochastic Optimization Approach to Water Management in Cooling-Constrained Power Plants." Applied Energy, Vol 112, pp 12-22, 2013.
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.
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:

Shinhoo Kang and Emil M. Constantinescu, "Learning subgrid-scale models with neural ordinary differential equations." Submitted, 2022. [https://arxiv.org/abs/2212.09967]
Sungho Shin, François Pacaud, Emil Constantinescu, and Mihai Anitescu, "Constrained Policy Optimization for Stochastic Optimal Control under Nonstationary Uncertainties." Advances in Automotive Control , 2022. [https://arxiv.org/abs/2209.13050]
Vishwas Hebbur Venkata Subba Rao, Romit Maulik, Emil Constantinescu, and Mihai Anitescu, "A machine learning method for computing rare event probabilities." International Conference on Computational Science (ICCS), Submitted; 3-5 June, 2020.
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."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:

Hong Zhang*, Shrirang S. Abhyankar, Emil M. Constantinescu, and Mihai Anitescu, Efficient adjoint computation of hybrid systems of differential algebraic equations with applications in power systems,” MCS Report, ANL/MCS-TM-360, Published Online in 2016.
Franck Cappello, Emil Constantinescu, Paul Hovland, Tom Peterka, Carolyn Phillips, Marc Snir, Stefan Wild, Improving the Trust in Results of Numerical Simulations and Scientific Data Analytics,” MCS Report, ANL/MCS-TM-352, Published Online April 2015.
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.

Publications - [Journals - Proceedings - Reports] | Related links | Top