Picture of Emil Constantinescu

Emil Mihai
Constantinescu
emconsta[at]mcs.anl.gov
Office #: 2151

Computational Mathematician
Mathematics and Computer Science
Argonne National Laboratory

Fellow of the Computation Institute
University of Chicago


Homepage

Research

- Time stepping
- Uncertainty
- AMR
Publications
ANL Stuff

Uncertainty Quantification, Data Assimilation, and Sensitivity Analysis

Uncertainty quantification [as defined by SIAG on 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:

  • 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." Submitted, 2018. [https://arxiv.org/abs/1810.08557]

     

  • Joseph Hart*, Julie Bessac, and Emil M. Constantinescu, "Global sensitivity analysis for statistical model parameters." SIAM/ASA Journal on Uncertainty Quantification, In Press, 2018. [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." In press, IEEE Transactions on Visualization and Computer Graphics, 2018.

     

  • 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.

     

  • DOI 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.

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

 

    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."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.

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

 

    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

 

Related Links:

AQM's  [Links - Top]    
EPA's product on air quality model    
EPA AQI
AMR's & frameworks  [Links - Top]    
Paramesh    
SciRun   current mesh infrastructure
CHOMBO    
CLAWPACK   finite volume framework
     
File formats & IO  [Links - Top]    
HDF5   file format that supports grid refinements, variable grids 
NetCDF   file format for static fixed grids
IOAPI   interface for NetCDF files
     
Statistics  [Links - Top]    
Community GSI Users Page   http://www.dtcenter.org/com-GSI/users/index.php
     
Mathematical Models  [Links - Top]    
Atmosphere model    
Ocean model    
Sea ice    
Land model    
Documentation from the CCSM4    
     
Software concepts  [Links - Top]    
CCA   forum: http://www.cca-forum.org/
    official: http://www.csm.ornl.gov/cca/
    study: http://pat.jpl.nasa.gov/public/dsk/papers/hpec02a.html
    status & plans (pdf): http://www.cca-forum.org/tutorials/2002-09-06/CCA.Status.and.Plans.Short.pdf
     
Meteorological codes  [Links - Top]    
RAMS code    
WRF   Tutorial
     
Numerical methods  [Links - Top]    
Willem Hundsdorfer's web page    
     
Other  [Links - Top]    
Ellen W. Zegura's homepage    
     
Visualization programs  [Links - Top]
Vis5d    
VTK    
     
Varia  [Links - Top]    
UCAR cryptocard    
     
Notes  [Links - Top]    
Lecture Notes On Discontinuous Galerkin Methods for convection-dominated problems    
Height Coordinate Ocean Model    
Sparse Matrix Compression Formats    
     
     
Workaround  [Links - Top]    
SSH with MPI    
User-Contributed netCDF Software    
NetCDF Visualization Tools    
Still NetCDF    
     
Soft  [Links - Top]    
An Open-Source Finite Element Toolbox    
A mapping package for Matlab    
Topography datasets    
Country delimiters    
Generic mapping tools    
     

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