Simultaneous perturbation stochastic approximation for tidal models

Handle URI:
http://hdl.handle.net/10754/334621
Title:
Simultaneous perturbation stochastic approximation for tidal models
Authors:
Altaf, M.U.; Heemink, A.W.; Verlaan, M.; Hoteit, Ibrahim ( 0000-0002-3751-4393 )
Abstract:
The Dutch continental shelf model (DCSM) is a shallow sea model of entire continental shelf which is used operationally in the Netherlands to forecast the storm surges in the North Sea. The forecasts are necessary to support the decision of the timely closure of the moveable storm surge barriers to protect the land. In this study, an automated model calibration method, simultaneous perturbation stochastic approximation (SPSA) is implemented for tidal calibration of the DCSM. The method uses objective function evaluations to obtain the gradient approximations. The gradient approximation for the central difference method uses only two objective function evaluation independent of the number of parameters being optimized. The calibration parameter in this study is the model bathymetry. A number of calibration experiments is performed. The effectiveness of the algorithm is evaluated in terms of the accuracy of the final results as well as the computational costs required to produce these results. In doing so, comparison is made with a traditional steepest descent method and also with a newly developed proper orthogonal decompositionbased calibration method. The main findings are: (1) The SPSA method gives comparable results to steepest descent method with little computational cost. (2) The SPSA method with little computational cost can be used to estimate large number of parameters.
KAUST Department:
King Abdullah University of Science and Technology, 25955-690, Thuwal, Saudi Arabia
Citation:
Altaf MU, Heemink AW, Verlaan M, Hoteit I (2011) Simultaneous perturbation stochastic approximation for tidal models. Ocean Dynamics 61: 1093-1105. doi:10.1007/s10236-011-0387-6.
Publisher:
Springer Nature
Journal:
Ocean Dynamics
Issue Date:
12-May-2011
DOI:
10.1007/s10236-011-0387-6
Type:
Article
ISSN:
16167341
Appears in Collections:
Articles

Full metadata record

DC FieldValue Language
dc.contributor.authorAltaf, M.U.en
dc.contributor.authorHeemink, A.W.en
dc.contributor.authorVerlaan, M.en
dc.contributor.authorHoteit, Ibrahimen
dc.date.accessioned2014-11-11T14:32:25Z-
dc.date.available2014-11-11T14:32:25Z-
dc.date.issued2011-05-12en
dc.identifier.citationAltaf MU, Heemink AW, Verlaan M, Hoteit I (2011) Simultaneous perturbation stochastic approximation for tidal models. Ocean Dynamics 61: 1093-1105. doi:10.1007/s10236-011-0387-6.en
dc.identifier.issn16167341en
dc.identifier.doi10.1007/s10236-011-0387-6en
dc.identifier.urihttp://hdl.handle.net/10754/334621en
dc.description.abstractThe Dutch continental shelf model (DCSM) is a shallow sea model of entire continental shelf which is used operationally in the Netherlands to forecast the storm surges in the North Sea. The forecasts are necessary to support the decision of the timely closure of the moveable storm surge barriers to protect the land. In this study, an automated model calibration method, simultaneous perturbation stochastic approximation (SPSA) is implemented for tidal calibration of the DCSM. The method uses objective function evaluations to obtain the gradient approximations. The gradient approximation for the central difference method uses only two objective function evaluation independent of the number of parameters being optimized. The calibration parameter in this study is the model bathymetry. A number of calibration experiments is performed. The effectiveness of the algorithm is evaluated in terms of the accuracy of the final results as well as the computational costs required to produce these results. In doing so, comparison is made with a traditional steepest descent method and also with a newly developed proper orthogonal decompositionbased calibration method. The main findings are: (1) The SPSA method gives comparable results to steepest descent method with little computational cost. (2) The SPSA method with little computational cost can be used to estimate large number of parameters.en
dc.language.isoenen
dc.publisherSpringer Natureen
dc.rightsThis is an Open Access article distributed under the terms of the Creative Commons-Attribution Noncommercial License, which permits unrestricted noncommercial use, distribution, and reproduction in any medium, provided the original author(s) and source are credited.en
dc.rightsArchived with thanks to Ocean Dynamicsen
dc.rights.urihttp://creativecommons.org/licenses/by-nc/3.0/en
dc.subjectNumerical tidal modelingen
dc.subjectParameter estimationen
dc.subjectSimultaneous perturbationen
dc.subjectStochastic approximationen
dc.subjectCalibration methoden
dc.subjectCalibration parametersen
dc.subjectCentral difference methoden
dc.subjectComputational costsen
dc.subjectContinental shelvesen
dc.subjectGradient approximationen
dc.subjectModel calibrationen
dc.subjectNetherlandsen
dc.subjectNorth Seaen
dc.subjectProper Orthogonalen
dc.subjectShallow seaen
dc.subjectSimultaneous perturbation stochastic approximationen
dc.subjectStochastic approximationsen
dc.subjectStorm surgesen
dc.subjectTidal modelsen
dc.subjectApproximation theoryen
dc.subjectCalibrationen
dc.subjectCost benefit analysisen
dc.subjectFloodsen
dc.subjectFunction evaluationen
dc.subjectPerturbation techniquesen
dc.subjectStochastic modelsen
dc.subjectStochastic systemsen
dc.subjectStormsen
dc.subjectSteepest descent methoden
dc.subjectaccuracy assessmenten
dc.subjectalgorithmen
dc.subjectbathymetryen
dc.subjectcalibrationen
dc.subjectcontinental shelfen
dc.subjectcost-benefit analysisen
dc.subjectnumerical modelen
dc.subjectoptimizationen
dc.subjectparameterizationen
dc.subjectperturbationen
dc.subjectshallow wateren
dc.subjectstochasticityen
dc.subjectstorm surgeen
dc.subjecttidal cycleen
dc.subjecttidal modelingen
dc.subjectweather forecastingen
dc.subjectAtlantic Oceanen
dc.titleSimultaneous perturbation stochastic approximation for tidal modelsen
dc.typeArticleen
dc.contributor.departmentKing Abdullah University of Science and Technology, 25955-690, Thuwal, Saudi Arabiaen
dc.identifier.journalOcean Dynamicsen
dc.eprint.versionPublisher's Version/PDFen
dc.contributor.institutionDelft University of Technology, Mekelweg 4, 2628 CD, Delft, Netherlandsen
dc.contributor.affiliationKing Abdullah University of Science and Technology (KAUST)en
kaust.authorHoteit, Ibrahimen
This item is licensed under a Creative Commons License
Creative Commons
All Items in KAUST are protected by copyright, with all rights reserved, unless otherwise indicated.