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The calibration of reservoir models using production data can enhance the reliability of predictions. However, history matching often leads to only a few matched models, and the original geological interpretation is not always preserved. Therefore, there is a need for stochastic methodologies for history matching. The Ensemble Kalman Filter (EnKF) is a well-known Monte Carlo method that updates reservoir models in real time. When new production data becomes available, the ensemble of models is updated accordingly. The initial ensemble is created using the prior model, and the posterior probability function is sampled through a series of updates. In this study, EnKF was employed to evaluate the uncertainty of production forecasts for a specific development plan and to match historical data to a real field reservoir model. This study represents the first attempt to combine EnKF with an integrated model that includes a genuine oil reservoir, actual production wells, a surface choke, a surface pipeline, a separator, and a PID pressure controller. The research optimized a real integrated production system, considering the constraint that there should be no slug flow at the inlet of the separator. The objective function was to maximize the net present value (NPV). Geological data was used to model uncertainty using Sequential Gaussian Simulation. Porosity scenarios were generated, and conditioning the porosity to well data yielded improved results. Ensembles were employed to balance accuracy and efficiency, demonstrating a reduction in porosity uncertainty due to production data. This study revealed that utilizing a PID pressure controller for the production separator can enhance oil production by 59% over 20 years, resulting in the generation of 2.97 million barrels of surplus oil in the field and significant economic gains.

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This paper deals with the problem of the prediction and control of cholera outbreak using real data of Cameroon. We first develop and analyze a deterministic model with seasonality for the cholera, the novelty of which lies in the incorporation of undetected cases. We present the basic properties of the model and compute two explicit threshold parameters R¯0 and R_0 that bound the effective reproduction number R0, from below and above, that is R_0≤R0≤R¯0. We prove that cholera tends to disappear when R¯0≤1, while when R_0>1, cholera persists uniformly within the population. After, assuming that the cholera transmission rates and the proportions of newly symptomatic are unknown, we develop the EnKf approach to estimate unmeasurable state variables and these unknown parameters using real data of cholera from 2014 to 2022 in Cameroon. We use this result to estimate the upper and lower bound of the effective reproduction number and reconstructed active asymptomatic and symptomatic cholera cases in Cameroon, and give a short-term forecasts of cholera in Cameroon until 2024. Numerical simulations show that (i) the transmission rate from free Vibrio cholerae in the environment is more important than the human transmission and begin to be high few week after May and in October, (ii) 90% of newly cholera infected cases that present the symptoms of cholera are not diagnosed and (iii) 60.36% of asymptomatic are detected at 14% and 86% of them recover naturally. The future trends reveals that an outbreak appeared from July to November 2023 with the number of cases reported monthly peaked in October 2023. An impulsive control strategy is incorporated in the model with the aim to avoid or prevent the cholera outbreak. In the first year of monitoring, we observed a reduction of more than 75% of incidences and the disappearance of the peaks when no control are available in Cameroon. A second monitoring of control led to a further reduction of around 60% of incidences the following year, showing how impulse control could be an effective means of eradicating cholera.

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Recent experimental observations have supported the hypothesis that the cerebral cortex operates in a dynamical regime near criticality, where the neuronal network exhibits a mixture of ordered and disordered patterns. However, A comprehensive study of how criticality emerges and how to reproduce it is still lacking. In this study, we investigate coupled networks with conductance-based neurons and illustrate the co-existence of different spiking patterns, including asynchronous irregular (AI) firing and synchronous regular (SR) state, along with a scale-invariant neuronal avalanche phenomenon (criticality). We show that fast-acting synaptic coupling can evoke neuronal avalanches in the mean-dominated regime but has little effect in the fluctuation-dominated regime. In a narrow region of parameter space, the network exhibits avalanche dynamics with power-law avalanche size and duration distributions. We conclude that three stages which may be responsible for reproducing the synchronized bursting: mean-dominated subthreshold dynamics, fast-initiating a spike event, and time-delayed inhibitory cancellation. Remarkably, we illustrate the mechanisms underlying critical avalanches in the presence of noise, which can be explained as a stochastic crossing state around the Hopf bifurcation under the mean-dominated regime. Moreover, we apply the ensemble Kalman filter to determine and track effective connections for the neuronal network. The method is validated on noisy synthetic BOLD signals and could exactly reproduce the corresponding critical network activity. Our results provide a special perspective to understand and model the criticality, which can be useful for large-scale modeling and computation of brain dynamics.

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Agent-based modelling has emerged as a powerful tool for modelling systems that are driven by discrete, heterogeneous individuals and has proven particularly popular in the realm of pedestrian simulation. However, real-time agent-based simulations face the challenge that they will diverge from the real system over time. This paper addresses this challenge by integrating the ensemble Kalman filter (EnKF) with an agent-based crowd model to enhance its accuracy in real time. Using the example of Grand Central Station in New York, we demonstrate how our approach can update the state of an agent-based model in real time, aligning it with the evolution of the actual system. The findings reveal that the EnKF can substantially improve the accuracy of agent-based pedestrian simulations by assimilating data as they evolve. This approach not only offers efficiency advantages over existing methods but also presents a more realistic representation of a complex environment than most previous attempts. The potential applications of this method span the management of public spaces under 'normality' to exceptional circumstances such as disaster response, marking a significant advancement for real-time agent-based modelling applications.

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Saturated hydraulic conductivity (Ks) of the filler layer in grassed swales are varying in the changing environment. In most of the hydrological models, Ks is assumed as constant or decrease with a clogging factor. However, the Ks measured on site cannot be the input of the hydrological model directly. Therefore, in this study, an Ensemble Kalman Filter (EnKF) based approach was carried out to estimate the Ks of the whole systems in two monitored grassed swales at Enschede and Utrecht, the Netherlands. The relationship between Ks and possible influencing factors (antecedent dry period, temperature, rainfall, rainfall duration, total rainfall and seasonal factors) were studied and a Multivariate nonlinear function was established to optimize the hydrological model. The results revealed that the EnKF method was satisfying in the Ks estimation, which showed a notable decrease after long-term operation, but revealed a recovery in summer and winter. After the addition of Multivariate nonlinear function of the Ks into hydrological model, 63.8% of the predicted results were optimized among the validation events, and compared with constant Ks. A sensitivity analysis revealed that the effect of each influencing factors on the Ks varies depending on the type of grassed swale. However, these findings require further investigation and data support.

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OBJECTIVE: Prediction of physiological mechanics are important in medical practice because interventions are guided by predicted impacts of interventions. But prediction is difficult in medicine because medicine is complex and difficult to understand from data alone, and the data are sparse relative to the complexity of the generating processes. Computational methods can increase prediction accuracy, but prediction with clinical data is difficult because the data are sparse, noisy and nonstationary. This paper focuses on predicting physiological processes given sparse, non-stationary, electronic health record data in the intensive care unit using data assimilation (DA), a broad collection of methods that pair mechanistic models with inference methods. METHODS: A methodological pipeline embedding a glucose-insulin model into a new DA framework, the constrained ensemble Kalman filter (CEnKF) to forecast blood glucose was developed. The data include tube-fed patients whose nutrition, blood glucose, administered insulins and medications were extracted by hand due to their complexity and to ensure accuracy. The model was estimated using an individual's data as if they arrived in real-time, and the estimated model was run forward producing a forecast. Both constrained and unconstrained ensemble Kalman filters were estimated to compare the impact of constraints. Constraint boundaries, model parameter sets estimated, and data used to estimate the models were varied to investigate their influence on forecasting accuracy. Forecasting accuracy was evaluated according to mean squared error between the model-forecasted glucose and the measurements and by comparing distributions of measured glucose and forecast ensemble means. RESULTS: The novel CEnKF produced substantial gains in robustness and accuracy while minimizing the data requirements compared to the unconstrained ensemble Kalman filters. Administered insulin and tube-nutrition were important for accurate forecasting, but including glucose in IV medication delivery did not increase forecast accuracy. Model flexibility, controlled by constraint boundaries and estimated parameters, did influence forecasting accuracy. CONCLUSION: Accurate and robust physiological forecasting with sparse clinical data is possible with DA. Introducing constrained inference, particularly on unmeasured states and parameters, reduced forecast error and data requirements. The results are not particularly sensitive to model flexibility such as constraint boundaries, but over or under constraining increased forecasting errors.

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This paper proposes a dynamic infectious disease model for COVID-19 daily counts data and estimate the model using the Langevinized EnKF algorithm, which is scalable for large-scale spatio-temporal data, converges to the right filtering distribution, and is thus suitable for performing statistical inference and quantifying uncertainty for the underlying dynamic system. Under the framework of the proposed dynamic infectious disease model, we tested the impact of temperature, precipitation, state emergency order and stay home order on the spread of COVID-19 based on the United States county-wise daily counts data. Our numerical results show that warm and humid weather can significantly slow the spread of COVID-19, and the state emergency and stay home orders also help to slow it. This finding provides guidance and support to future policies or acts for mitigating the community transmission and lowering the mortality rate of COVID-19.

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To improve the predictability of concentrations of atmospheric particulate matter, a data assimilation (DA) system using ensemble square root filter (EnSRF) has been developed for the Community Multiscale Air Quality (CMAQ) model. The EnSRF DA method is a deterministic variant of the ensemble Kalman filter (EnKF) method, which means that unlike the EnKF method, it does not add random noise to the observations. To compare the performances of the EnSRF with those of other DA methods, such as EnKF and 3DVAR (three-dimensional variational), these three methods were applied to the same CMAQ model simulations with identical experimental settings. This is the first attempt in the field of chemical DA to compare the EnKF and EnSRF methods. An identical set of surface fine particulate matter (PM2.5) were assimilated every 6 h by all the DA methods over a CMAQ domain of East Asia, during the period from 01 May to 11 June 2016. In parallel with 'reanalysis experiments', we also carried out '48 h prediction experiments' using the optimized initial conditions produced by the three DA methods. Detailed analyses among the three DA methods were then carried out by comparing both the reanalysis and the prediction outputs with the observed surface PM2.5 over four regions (i.e., South Korea, the Beijing-Tianjin-Hebei (BTH) region, Shandong province, and Liaoning province). The comparison results revealed that the EnSRF produced the best reanalysis and prediction fields in terms of several statistical metrics. For example, when the 3DVAR, EnKF, and EnSRF methods were used, averaged normalized mean biases (NMBs) decreased by (57.6, 85.6, and 91.8) % in reanalyses and (39.7, 87.6, and 91.5) % in first-day predictions, compared to the CMAQ control experiment (i.e., without DA) over South Korea, respectively. Also, over the three Chinese regions, the EnSRF method outperformed the EnKF and 3DVAR methods.

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We introduce an extended SEIR infectious disease model with data assimilation for the study of the spread of COVID-19. In this framework, undetected asymptomatic and pre-symptomatic cases are taken into account, and the impact of their uncertain proportion is fully investigated. The standard SEIR model does not consider these populations, while their role in the propagation of the disease is acknowledged. An ensemble Kalman filter is implemented to assimilate reliable observations of three compartments in the model. The system tracks the evolution of the effective reproduction number and estimates the unobservable subpopulations. The analysis is carried out for three main prefectures of Japan and for the entire country of Japan. For these four communities, our estimated effective reproduction numbers are more stable than the corresponding ones estimated by a different method (Toyokeizai). We also perform sensitivity tests for different values of some uncertain medical parameters, like the relative infectivity of symptomatic/asymptomatic cases. The regional analysis results suggest the decreasing efficiency of the states of emergency.

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Inference for high-dimensional, large scale and long series dynamic systems is a challenging task in modern data science. The existing algorithms, such as particle filter or sequential importance sampler, do not scale well to the dimension of the system and the sample size of the dataset, and often suffers from the sample degeneracy issue for long series data. The recently proposed Langevinized ensemble Kalman filter (LEnKF) addresses these difficulties in a coherent way. However, it cannot be applied to the case that the dynamic system contains unknown parameters. This article proposes the so-called stochastic approximation-LEnKF for jointly estimating the states and unknown parameters of the dynamic system, where the parameters are estimated on the fly based on the state variables simulated by the LEnKF under the framework of stochastic approximation Markov chain Monte Carlo (MCMC). Under mild conditions, we prove its consistency in parameter estimation and ergodicity in state variable simulations. The proposed algorithm can be used in uncertainty quantification for long series, large scale, and high-dimensional dynamic systems. Numerical results indicate its superiority over the existing algorithms. We employ the proposed algorithm in state-space modeling of the sea surface temperature with a long short term memory (LSTM) network, which indicates its great potential in statistical analysis of complex dynamic systems encountered in modern data science. Supplementary materials for this article are available online.

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The main aim of the present paper is threefold. First, it aims at presenting an extended contact-based model for the description of the spread of contagious diseases in complex networks with consideration of asymptomatic evolutions. Second, it presents a parametrization method of the considered model, including validation with data from the actual spread of COVID-19 in Germany, Mexico and the United States of America. Third, it aims at showcasing the fruitful combination of contact-based network spreading models with a modern state estimation and filtering technique to (i) enable real-time monitoring schemes, and (ii) efficiently deal with dimensionality and stochastic uncertainties. The network model is based on an interpretation of the states of the nodes as (statistical) probability densities samples, where nodes can represent individuals, groups or communities, cities or countries, enabling a wide field of application of the presented approach.

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The location and release history of groundwater contaminant sources (GCSs) are usually unknown after groundwater contamination is detected, thereby greatly hindering the design of contamination remediation schemes and contamination risk assessments. Many previous studies have used prior information such as the observed contaminant concentrations (OCC) to obtain information of GCSs, and various methods have been proposed for identifying GCSs, including simulation optimization (S/O) and ensemble Kalman filter (EnKF) methods. For the first time, the present study compared the suitability of the S/O and EnKF methods for GCSs identification based on two case studies by specifically considering the calculation time and effectiveness of GCS identification. The results showed that EnKF could reduce the calculation time required by more than 62% compared with S/O. However, the time saved did not compensate for the poor accuracy of the GCSs identification results. When the simulated contaminant concentrations (SCC) were used for GCSs identification, the MRE of the identification results with the S/O and EnKF methods were 2.79% and 5.09% in case one, respectively, and were 4.75% and 6.72% in case two. When the OCC were used for GCSs identification, the MRE of the identification results with the S/O and EnKF methods were 27.77% and 110.74% in case one, respectively, and 27.53% and 60.61% in case two. The identification results obtained using the EnKF method were not credible and the superior performance of the S/O method was obvious, thereby indicating that the EnKF method is much less suitable for actual GCSs identification compared with the S/O method.

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Fetal electrocardiogram (fECG) assessment is essential throughout pregnancy to monitor the wellbeing and development of the fetus, and to possibly diagnose potential congenital heart defects. Due to the high noise incorporated in the abdominal ECG (aECG) signals, the extraction of fECG has been challenging. And it is even a lot more difficult for fECG extraction if only one channel of aECG is provided, i.e., in a compact patch device. In this paper, we propose a novel algorithm based on the Ensemble Kalman filter (EnKF) for non-invasive fECG extraction from a single-channel aECG signal. To assess the performance of the proposed algorithm, we used our own clinical data, obtained from a pilot study with 10 subjects each of 20 min recording, and data from the PhysioNet 2013 Challenge bank with labeled QRS complex annotations. The proposed methodology shows the average positive predictive value (PPV) of 97.59%, sensitivity (SE) of 96.91%, and F1-score of 97.25% from the PhysioNet 2013 Challenge bank. Our results also indicate that the proposed algorithm is reliable and effective, and it outperforms the recently proposed extended Kalman filter (EKF) based algorithm.

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The conventional Ensemble Kalman filter (EnKF), which is now widely used to calibrate emission inventories and to improve air quality simulations, is susceptible to simulation errors of meteorological inputs, making accurate updates of high temporal-resolution emission inventories challenging. In this study, we developed a novel meteorologically adjusted inversion method (MAEInv) based on the EnKF to improve daily emission estimations. The new method combines sensitivity analysis and bias correction to alleviate the inversion biases caused by errors of meteorological inputs. For demonstration, we used the MAEInv to inverse daily carbon monoxide (CO) emissions in the Pearl River Delta (PRD) region, China. In the case study, 60% of the total CO simulation biases were associated with sensitive meteorological inputs, which would lead to the overestimation of daily variations of posterior emissions. Using the new inversion method, daily variations of emissions shrank dramatically, with the percentage change decreased by 30%. Also, the total amount of posterior CO emissions estimated by the MAEInv decreased by 14%, indicating that posterior CO emissions might be overestimated using the conventional EnKF. Model evaluations using independent observations revealed that daily CO emissions estimated by MAEInv better reproduce the magnitude and temporal patterns of ambient CO concentration, with a higher correlation coefficient (R, +37.0%) and lower normalized mean bias (NMB, -17.9%). Since errors of meteorological inputs are major sources of simulation biases for both low-reactive and reactive pollutants, the MAEInv is also applicable to improve the daily emission inversions of reactive pollutants.

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Coastal aquifers are a vital water source for the more than one billion people living in coastal regions around the globe. Due to the intensity of economic activities and density of population, these aquifers are highly susceptible not only to seawater intrusion, but also to anthropogenic contamination, which may contaminate the aquifer and submarine groundwater discharge. Identification and localization of contaminant source characteristics are needed to reduce contamination. The techniques of contaminant source identification are based on numerical models that require the knowledge of the hydrodynamic properties of aquifers. Thus, the challenging topic of contaminant source and aquifer characterization (CSAC) is widely developed in the literature. However, most of the existing studies are concerned with inland aquifers with relatively uniform groundwater flow. Coastal aquifers are influenced by density-driven seawater intrusion, tidal forces, and water injection and abstraction wells. These phenomena create complex flow and transport patterns, which render the CSAC especially challenging and may explain why CSAC has never been addressed in coastal settings. The presented study aims to provide an efficient methodology for the simultaneous identification of contaminant source characteristics and aquifer hydraulic conductivity in coastal aquifers. For this purpose, the study employs numerical modeling of density-dependent flow and multiple-species solute transport, to develop trained and validated artificial neural network metamodels, and then employs these metamodels in a version of the ensemble Kalman filter (EnKF) termed the 'constrained restart dual EnKF (CRD-EnKF)' algorithm. We show that this variant of the EnKF can be successfully applied to CSAC in the complex setting of coastal aquifers. Furthermore, the study analyzes the influence of common issues in CSAC monitoring, such as the effect of non-ideal monitoring network distributions, measurement errors, and multi-level vs. single level monitoring wells.

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Ensemble Kalman filters are based on a Gaussian assumption, which can limit their performance in some non-Gaussian settings. This paper reviews two nonlinear, non-Gaussian extensions of the Ensemble Kalman Filter: Gaussian anamorphosis (GA) methods and two-step updates, of which the rank histogram filter (RHF) is a prototypical example. GA-EnKF methods apply univariate transforms to the state and observation variables to make their distribution more Gaussian before applying an EnKF. The two-step methods use a scalar Bayesian update for the first step, followed by linear regression for the second step. The connection of the two-step framework to the full Bayesian problem is made, which opens the door to more advanced two-step methods in the full Bayesian setting. A new method for the first part of the two-step framework is proposed, with a similar form to the RHF but a different motivation, called the 'improved RHF' (iRHF). A suite of experiments with the Lorenz-'96 model demonstrate situations where the GA-EnKF methods are similar to EnKF, and where they outperform EnKF. The experiments also strongly support the accuracy of the RHF and iRHF filters for nonlinear and non-Gaussian observations; these methods uniformly beat the EnKF and GA-EnKF methods in the experiments reported here. The new iRHF method is only more accurate than RHF at small ensemble sizes in the experiments reported here.

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Hybrid renewable energy systems (HRES) are a nexus of various renewable energy sources that have been proposed as a solution to circumvent various issues of renewable energy systems when installed in isolation. During the operation of an HRES, efficient demand-side management of energy and real-time power trading requires accurate estimation of real-time variables for each sub-component. Generally, these variables are corrupted by measurement errors. To address this issue, in this study, we present various frameworks for reconciliation strategies that can be used to rectify the inconsistencies in the sensor measurements of HRES. Specifically, in this study, we evaluate the efficacy of various static and dynamic reconciliation strategies such as Regularized Particle filter (RPF), Ensemble Kalman filter (EnKF), and Extended Kalman filter (EKF) of a candidate HRES system with a solar panel, a fuel cell, and an electrolyzer. Proposed frameworks are evaluated using various simulation-based validation studies. To this end, we have considered different operational scenarios, namely, (i) single-rate sampling, (ii) multi-rate sampling, and (iii) sensor outage, to make the study comprehensive. Simulation results indicate that RPF yields the best estimation accuracy for all three operational scenarios with a performance improvement of 75% from EKF and by 50% from EnKF, with only a fractional increment in computational time.

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We propose a data assimilation methodology that can be used to enhance the spatial and temporal resolution of voxel-based data as it may be obtained from biomedical imaging modalities. It can be used to improve the assessment of turbulent blood flow in large vessels by combining observed data with a computational fluid dynamics solver. The methodology is based on a Stochastic Ensemble Kalman Filter (SEnKF) approach and geared toward pulsatile and turbulent flow configurations. We describe the observed flow fields by a mean value and its covariance. These flow fields are combined with forecasts obtained from a direct numerical simulation of the flow field. The method is validated against canonical pulsatile and turbulent flows. Finally, it is applied to a clinically relevant configuration, namely the flow downstream of a bioprosthetic valve in an aorta phantom. It is demonstrated how the 4D flow field obtained from experimental observations can be enhanced by the data assimilation algorithm. Results show that the presented method is promising for future use with in vivo data from 4D Flow Magnetic Resonance Imaging (4D Flow MRI). 4D Flow MRI returns spatially and temporally averaged flow fields that are limited by the spatial and the temporal resolution of the tool. These averaged flow fields and the associated uncertainty might be used as observation data in the context of the proposed methodology.

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Temperature dependence of solid-liquid interfacial properties during crystal growth in nickel was investigated by ensemble Kalman filter (EnKF)-based data assimilation, in which the phase-field simulation was combined with atomic configurations of molecular dynamics (MD) simulation. Negative temperature dependence was found in the solid-liquid interfacial energy, the kinetic coefficient, and their anisotropy parameters from simultaneous estimation of four parameters. On the other hand, it is difficult to obtain a concrete value for the anisotropy parameter of solid-liquid interfacial energy since this factor is less influential for the MD simulation of crystal growth at high undercooling temperatures. The present study is significant in shedding light on the high potential of Bayesian data assimilation as a novel methodology of parameter estimation of practical materials an out of equilibrium condition.

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A central problem of systems biology is the reconstruction of Gene Regulatory Networks (GRNs) by the use of time series data. Although many attempts have been made to design an efficient method for GRN inference, providing a best solution is still a challenging task. Existing noise, low number of samples, and high number of nodes are the main reasons causing poor performance of existing methods. The present study applies the ensemble Kalman filter algorithm to model a GRN from gene time series data. The inference of a GRN is decomposed with p genes into p subproblems. In each subproblem, the ensemble Kalman filter algorithm identifies the weight of interactions for each target gene. With the use of the ensemble Kalman filter, the expression pattern of the target gene is predicted from the expression patterns of all the remaining genes. The proposed method is compared with several well-known approaches. The results of the evaluation indicate that the proposed method improves inference accuracy and demonstrates better regulatory relations with noisy data.

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