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Quasi-Monte Carlo, Monte Carlo, and regularized gradient optimization methods for source characterization of atmospheric releases

Authors: Krzysztof Sikorski, Bhagirath Addepalli, E. R. Pardyjak, and M. Zhdanov

Published in: Dagstuhl Seminar Proceedings, Volume 9391, Algorithms and Complexity for Continuous Problems (2009)

Abstract

An inversion technique based on MC/QMC search and regularized gradient optimization was developed to solve the atmospheric source characterization problem. The Gaussian Plume Model was adopted as the forward operator and QMC/MC search was implemented in order to find good starting points for the gradient optimization. This approach was validated on the Copenhagen Tracer Experiments. The QMC approach with the utilization of clasical and scrambled Halton, Hammersley and Sobol points was shown to be 10-100 times more efficient than the Mersenne Twister Monte Carlo generator. Further experiments are needed for different data sets. Computational complexity analysis needs to be carried out .

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Krzysztof Sikorski, Bhagirath Addepalli, E. R. Pardyjak, and M. Zhdanov. Quasi-Monte Carlo, Monte Carlo, and regularized gradient optimization methods for source characterization of atmospheric releases. In Algorithms and Complexity for Continuous Problems. Dagstuhl Seminar Proceedings, Volume 9391, pp. 1-19, Schloss Dagstuhl – Leibniz-Zentrum für Informatik (2009)

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@InProceedings{sikorski_et_al:DagSemProc.09391.4,
  author =	{Sikorski, Krzysztof and Addepalli, Bhagirath and Pardyjak, E. R. and Zhdanov, M.},
  title =	{{Quasi-Monte Carlo, Monte Carlo, and regularized gradient optimization methods for source characterization of atmospheric releases }},
  booktitle =	{Algorithms and Complexity for Continuous Problems},
  pages =	{1--19},
  series =	{Dagstuhl Seminar Proceedings (DagSemProc)},
  ISSN =	{1862-4405},
  year =	{2009},
  volume =	{9391},
  editor =	{Thomas M\"{u}ller-Gronbach and Leszek Plaskota and Joseph. F. Traub},
  publisher =	{Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
  address =	{Dagstuhl, Germany},
  URL =		{https://drops.dagstuhl.de/entities/document/10.4230/DagSemProc.09391.4},
  URN =		{urn:nbn:de:0030-drops-22998},
  doi =		{10.4230/DagSemProc.09391.4},
  annote =	{Keywords: Atmospheric source problem, Gaussian Plume Model, Quasi Monte Carlo method, gradient optimization}
}

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Documents authored by Pardyjak, E. R.

Quasi-Monte Carlo, Monte Carlo, and regularized gradient optimization methods for source characterization of atmospheric releases

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