Anne Gelb’s research while affiliated with Dartmouth College and other places

Fourier partial sum approximations yield exponential accuracy for smooth and periodic functions, but produce the infamous Gibbs phenomenon for non-periodic ones. Spectral reprojection resolves the Gibbs phenomenon by projecting the Fourier partial sum onto a Gibbs complementary basis, often prescribed as the Gegenbauer polynomials. Noise in the Fourier data and the Runge phenomenon both degrade the quality of the Gegenbauer reconstruction solution, however. Motivated by its theoretical convergence properties, this paper proposes a new Bayesian framework for spectral reprojection, which allows a greater understanding of the impact of noise on the reprojection method from a statistical point of view. We are also able to improve the robustness with respect to the Gegenbauer polynomials parameters. Finally, the framework provides a mechanism to quantify the uncertainty of the solution estimate.

We propose an entropy-stable conservative flux form neural network (CFN) that integrates classical numerical conservation laws into a data-driven framework using the entropy-stable, second-order, and non-oscillatory Kurganov-Tadmor (KT) scheme. The proposed entropy-stable CFN uses slope limiting as a denoising mechanism, ensuring accurate predictions in both noisy and sparse observation environments, as well as in both smooth and discontinuous regions. Numerical experiments demonstrate that the entropy-stable CFN achieves both stability and conservation while maintaining accuracy over extended time domains. Furthermore, it successfully predicts shock propagation speeds in long-term simulations, {\it without} oracle knowledge of later-time profiles in the training data.

Fourier partial sum approximations yield exponential accuracy for smooth and periodic functions, but produce the infamous Gibbs phenomenon for non-periodic ones. Spectral reprojection resolves the Gibbs phenomenon by projecting the Fourier partial sum onto a Gibbs complementary basis, often prescribed as the Gegenbauer polynomials. Noise in the Fourier data and the Runge phenomenon both degrade the quality of the Gegenbauer reconstruction solution, however. Motivated by its theoretical convergence properties, this paper proposes a new Bayesian framework for spectral reprojection, which allows a greater understanding of the impact of noise on the reprojection method from a statistical point of view. We are also able to improve the robustness with respect to the Gegenbauer polynomials parameters. Finally, the framework provides a mechanism to quantify the uncertainty of the solution estimate.

Ensemble transform Kalman filtering (ETKF) data assimilation is often used to combine available observations with numerical simulations to obtain statistically accurate and reliable state representations in dynamical systems. However, it is well known that the commonly used Gaussian distribution assumption introduces biases for state variables that admit discontinuous profiles, which are prevalent in nonlinear partial differential equations. This investigation designs a new structurally informed non-Gaussian prior that exploits statistical information from the simulated state variables. In particular, we construct a new weighting matrix based on the second moment of the gradient information of the state variable to replace the prior covariance matrix used for model/data compromise in the ETKF data assimilation framework. We further adapt our weighting matrix to include information in discontinuity regions via a clustering technique. Our numerical experiments demonstrate that this new approach yields more accurate estimates than those obtained using ETKF on shallow water equations, even when ETKF is enhanced with inflation and localization techniques.

Due to the inaccessibility of Earth's deep interior, geologists have long attempted to estimate the composition of the continental crust from its seismic properties. Despite numerous sources of error including nonuniqueness in the mapping between composition and seismic properties, the corresponding uncertainties have typically been estimated qualitatively at best. We propose a Bayesian approach that uses mineralogical modeling to combine prior knowledge about the composition of the crust with seismic data to give a posterior distribution of the predicted composition at any location, combined with a Monte Carlo simulation to estimate the average composition of the Earth's crust. Our approach yields an estimated composition of 59.5% silica in the upper crust (90% credible interval 58.9 %–60.1%), 57.9% in the middle crust (90% credible interval 57.2%–58.6%), and 53.6% in the lower crust (90% credible interval 53.0%–54.2%). Our estimate exhibits less compositional stratification over depth and a more intermediate composition in the upper and middle crust than previous estimates. Testing our approach on a simulated crust reveals the importance of prior assumptions in estimating the composition of the crust from its seismic properties, and suggests that future work should focus on quantifying those assumptions.